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Browsing by Subject DCCA
Showing results 1 to 14 of 14
| Issue Date | Title | Author(s) | | 2017 | DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone | Guedes, Everaldo; Dionisio, Andreia; Ferreira, Paulo; Zebende, Gilney |
| 2019 | DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone | Guedes, Everaldo; Dionísio, Andreia; Ferreira, Paulo; Zebende, Gilney |
| 14-Jan-2019 | Essays on frontier markets: financial integration, financial market efficiency, financial contagion | Mohti, Wahbeeah |
| 2020 | EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients | Tilfani, Oussama; Ferreira, Paulo; Dionisio, Andreia; El Boukfaoui, My Youssef |
| 2019 | Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises | Mothi, Wahbeeah; Dionísio, Andreia; Vieira, Isabel; Ferreira, Paulo |
| 2016 | G7 Stock Markets: Who is The First to Defeat The DCCA Correlation? | Ferreira, Paulo; Dionisio, Andreia |
| 2016 | How long is the memory of the US stock market? | Ferreira, Paulo; Dionisio, Andreia |
| 2023 | Impact of the COVID-19 Pandemic on Cryptocurrency Markets: A DCCA Analysis | Almeida, Dora; Dionisio, Andreia; Vieira, Isabel; Ferreira, Paulo |
| 3-Mar-2022 | Impactos da Covid-19 nos índices bolsistas | Nunes, Carolina Alexandra Pimenta |
| 2019 | Regional and global integration of Asian stock markets | Mothi, Wahbeeah; Dionísio, Andreia; Vieira, Isabel; Ferreira, Paulo |
| 5-Jul-2022 | A relação entre as maiores bolsas de valores a nível mundial e o seu impacto na gestão de carteiras de investimento | Fernandes, Vera Sofia Carvalho |
| 22-Sep-2015 | Revisiting Covered Interest Parity in the European Union: the DCCA Approach | Ferreira, Paulo; Dionísio, Andreia |
| 2017 | The behaviour of share returns of football clubs: An econophysics approach | Ferreira, Paulo; Dionisio, Andreia; Loures, Luís; José Rato, Nunes |
| 2016 | Why does the Euro fail? The DCCA approach | Ferreira, Paulo; Dionisio, Andreia; Zebende, Gilney |
Showing results 1 to 14 of 14
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