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What guides Central and Eastern European stock markets? : a view from detrended methodologies

Ferreira, Paulo - In: Post-communist economies 30 (2018) 6, pp. 805-819

Persistent link: https://www.econbiz.de/10011957352

Portuguese and Brazilian stock market integration : a non-linear and detrended approach

Ferreira, Paulo - In: Portuguese economic journal 16 (2017) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10011900471

Dynamic long-range dependences in the Swiss stock market

Ferreira, Paulo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1541-1573

Persistent link: https://www.econbiz.de/10012219657

Adopt the euro? : The GME approach

Ferreira, Paulo; Dionísio, Andreia; Pires, Cesaltina … - In: Journal of economic interaction and coordination : JEIC 5 (2010) 2, pp. 231-247

Persistent link: https://www.econbiz.de/10008822680

Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece

Ferreira, Paulo; Dionísio, Andreia - In: Applied financial economics 24 (2014) 4/6, pp. 319-331

Persistent link: https://www.econbiz.de/10010399410

Diesel prices in Brazil : a dynamic fractional integration analysis

Quintino, Derick David; Ferreira, Paulo - In: Economics and Business Letters : EBL 10 (2021) 2, pp. 116-125

Persistent link: https://www.econbiz.de/10012547886

Cross-correlations in meat prices in Brazil : a non-linear approach using different time scales

Quintino, Derick; Gama, José Telo da; Ferreira, Paulo - In: Economies : open access journal 9 (2021) 4, pp. 1-12

Brazil is one of the world's largest producers and exporters of cattle, chicken and swine. Therefore, co-movements of Brazilian meat prices are important for both domestic and foreign stakeholders. We propose to analyse the cross-correlation between meat prices in Brazil, namely, cattle, swine...

Persistent link: https://www.econbiz.de/10012631438

Herding behavior during the Covid-19 pandemic : a comparison between Asian and European stock markets based on intraday multifractality

Aslam, Faheem; Ferreira, Paulo; Ali, Haider; Kauser, Sumera - In: Eurasian economic review : a journal in applied … 12 (2022) 2, pp. 333-359

Persistent link: https://www.econbiz.de/10013263377

Long range dependence in G7 stock market's return rates using mutual information and detrended cross-correlation analysis

Ferreira, Paulo; Dionísio, A. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 41 (2017) 1, pp. 73-92

Persistent link: https://www.econbiz.de/10011723811

Detrended correlation coefficients between exchange rate (in dollars) and stock markets in the world's largest economies

Ferreira, Paulo; Silva, Marcus Fernandes da; Santana, … - In: Economies : open access journal 7 (2019) 1/9, pp. 1-11

The purpose of this paper is to verify the long-range correlation between the stock markets of the largest economies in the world and the respective exchange rate with the USD. According to theory, a negative correlation is expected, meaning that an increase in the return of one of the assets...

Persistent link: https://www.econbiz.de/10012020652