CEMAPRE Working Papers

From Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon
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1302: Human capital, social capital and organizational performance: A structural modeling approach

J. Augusto Felicio, Eduardo Couto and Jorge Caiado

1301: Ensemble predictions of recovery rates

João Bastos

1201: Determinants of innovation in a small open economy: A multidimensional perspective

Luísa Carvalho, Teresa Costa and Jorge Caiado

1103: Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets

L. Boukas, Diogo Pinheiro, Alberto Pinto, S. Xanthopoulos and A. Yannacopoulos

1102: Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms

I. Duarte, Diogo Pinheiro, Alberto Pinto and S. R. Pliska

1101: A projected gradient dynamical system modeling the dynamics of bargaining

Diogo Pinheiro, Alberto Pinto, S. Xanthopoulos and A. Yannacopoulos

1006: Recurrence quantification analysis of global stock markets

João Bastos and Jorge Caiado

1005: Nonparametric models of financial leverage decisions

João Bastos and Joaquim Ramalho

1004: Time varying fiscal policy in the U.S

Manuel Pereira and Artur Silva Lopes

1003: Predicting bank loan recovery rates with neural networks

João Bastos

1002: The structure of international stock market returns

João Bastos and Jorge Caiado

1001: Sazonalidade em Séries Temporais Económicas: uma introdução e duas contribuições

Artur Silva Lopes

906: Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships

Antonio Samagaio, Eduardo Couto and Jorge Caiado

905: Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity

J. Augusto Felicio, Eduardo Couto and Jorge Caiado

904: Clustering financial time series with variance ratio statistics

João Bastos and Jorge Caiado

903: Performance of combined double seasonal univariate time series models for forecasting water demand

Jorge Caiado

902: Identifying common dynamic features in stock returns

Jorge Caiado and Nuno Crato

901: Forecasting bank loans loss-given-default

João Bastos