Author

Name:
Sofia Ramos
Educations:
Ph D: U Lausanne, Finance, 2003
Master: ISCTE, Finance, 1997
Bachelor: ISCTE, Business Administration, 1994
e-mail:
ramos@essec.edu
URL:
http://www.essec.edu/en/staff/faculty/sofia-ramos
Ideas:
http://ideas.repec.org/f/pra296.html
Researcher id:
http://www.researcherid.com/rid/B-6077-2009
Articles 16:

Banking Industry Performance in the Wake of the Global Financial Crisis
Diptes C. Bhimjee, Sofia Ramos, José Gonçalves Dias
International Review Of Financial Analysis, vol. 48, 2016, p. 376-387.

An Analysis of Industry Regimes Synchronization in the Eurozone
José Gonçalves Dias, Sofia Ramos
Journal of Common Market Studies, vol. 53, 2015, p. 255-273.

Clustering financial time series: New insights from an extended hidden Markov model
José Gonçalves Dias, Jeroen K. Vermunt, Sofia Ramos
European Journal of Operational Research, vol. 243, 2015, p. 852–864.

Correlations between Oil and Stock Markets: A Wavelet-Based Approach
Belen Martin-Barragan, Sofia Ramos, Helena Veiga
Economic Modelling, vol. 50, 2015, p. 212-227.

Heterogeneous Price Dynamics in U.S. Regional Electricity Markets
José Gonçalves Dias, Sofia Ramos
Energy Economics, vol. 46, 2014, p. 453-463.

The Aftermath of the Subprime Crisis: A Clustering Analysis of World Banking Sector
José Gonçalves Dias, Sofia Ramos
Review Of Quantitative Finance And Accounting, vol. 42, 2014, p. 293-308.

A Core-Periphery Framework in Stock Markets of the Euro Zone
José Gonçalves Dias, Sofia Ramos
Economic Modelling, vol. 35, 2013, p. 320-329.

Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets
Sofia Ramos, Helena Veiga
Energy Economics, vol. 38, 2013, p. 136-145.

The Determinants of Mutual Fund Performance: A Cross-Country Study
Miguel Ferreira, António F. Miguel, Sofia Ramos, Aneel Keswani
Review Of Finance, vol. 17, 2013, p. 483-525.

The Flow-Performance Relationship around the World
Miguel Angelo Ferreira, Sofia Ramos, Aneel Keswani, António F. Miguel
Journal of Banking and Finance, vol. 36, 2012, p. 1759-1780.

Risk Factors in Oil and Gas Industry Returns: International Evidence
Sofia Ramos, Helena Veiga
Energy Economics, vol. 33, 2011, p. 525-542.

When Markets Fall Down: Are Emerging Markets All the Same?
Sofia Ramos, Jeroen K. Vermunt, José Gonçalves Dias
International Journal Of Finance And Economics, vol. 16, 2011, p. 324-338.

Competition and Stock Market Development
Sofia Ramos
European Journal Of Finance, vol. 15, 2009, p. 231-247.

The Size and Structure of the World Mutual Fund Industry
Sofia Ramos
European Financial Management, vol. 15, 2009, p. 145-180.

Stock Exchange Competition in a Simple Model of Capital Market Equilibrium
Sofia Ramos, Ernst-Ludwig von Thadden
Journal Of Financial Markets, vol. 11, 2008, p. 284-307.

Geographic versus Industry Diversification: Constraints Matter
Paul Ehling, Sofia Ramos
Journal Of Empirical Finance, vol. 13, 2006, p. 396-416.

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