Please use this identifier to cite or link to this item:

Title: A sliding windows approach to analyse the evolution of bank shares in the European Union
Authors: Ferreira, Paulo
Dionisio, Andreia
Zebende, Gilney
Guedes, Everaldo
Keywords: Crisis
Sliding windows
Issue Date: 2018
Publisher: Elsevier
Citation: Ferreira, P., Dionísio, A,. Guedes, E. e Zebende, G. (2018), "A sliding windows approach to analyse the evolution of bank shares in the European Union", Physica A, 490, 1355-1367. (
Abstract: Both sub-prime and Eurozone debt crisis problems caused severe financial crisis, which affected European markets in general, but particularly the banking sector. The continuous devaluation of bank shares in the financial sector caused a great decrease in market capitalization, and in citizen and investor confidence. Panic among investors led them to sell shares, while other agents took the opportunity to buy them. Therefore, the study of bank shares is important, particularly of their efficiency. In this paper, adopting a sliding windows detrended fluctuation approach, we analyse the efficiency concept dynamically with 63 European banks (both in and outside the Eurozone). The main results show that the crisis had an effect on changing the efficiency pattern.
Type: article
Appears in Collections:CEFAGE - Publicações - Artigos em Revistas Internacionais Com Arbitragem Científica

Files in This Item:

File Description SizeFormat
1-s2.0-S0378437117308178-Sliding windows.pdf3.98 MBAdobe PDFView/OpenRestrict Access. You can Request a copy!
FacebookTwitterDeliciousLinkedInDiggGoogle BookmarksMySpaceOrkut
Formato BibTex mendeley Endnote Logotipo do DeGóis 

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.


Dspace Dspace
DSpace Software, version 1.6.2 Copyright © 2002-2008 MIT and Hewlett-Packard - Feedback
UEvora B-On Curriculum DeGois