Helena Veiga
Ph D: UAB, Economics, 2004
Master: UTL, Mathematics Applied to Economics and Management, 1997
Bachelor: U Nova, Economics, 1994
FCT research center:
Unidade de Investigação em Desenvolvimento Empresarial - UNIDE (2015)
Articles 9:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Correlations between Oil and Stock Markets: A Wavelet-Based Approach 8.79
Belen Martin-Barragan, Sofia Ramos, Helena Veiga
Economic Modelling, vol. 50, 2015, p. 212-227.

Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models 8.88
Jorge E. Galan, Helena Veiga, Michael P. Wiper
Journal Of Productivity Analysis, vol. 42, 2014, p. 85-101.

Outliers, GARCH-Type Models and Risk Measures: A Comparison of Several Approaches 15.79
Aurea Grane, Helena Veiga
Journal Of Empirical Finance, vol. 26, 2014, p. 26-40.

Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets 16.12
Sofia Ramos, Helena Veiga
Energy Economics, vol. 38, 2013, p. 136-145.

Asymmetry, Realised Volatility and Stock Return Risk Estimates 1.91
Aurea Grane, Helena Veiga
Portuguese Economic Journal, vol. 11, 2012, p. 147-164.

Risk Factors in Oil and Gas Industry Returns: International Evidence 16.12
Sofia Ramos, Helena Veiga
Energy Economics, vol. 33, 2011, p. 525-542.

Information Aggregation in Experimental Asset Markets in the Presence of a Manipulator 15.29
Helena Veiga, Marc Vorsatz
Experimental Economics, vol. 13, 2010, p. 379-398.

Price Manipulation in an Experimental Asset Market 23.87
Helena Veiga, Marc Vorsatz
European Economic Review, vol. 53, 2009, p. 327-342.

Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches 18.79
Aurea Grane, Helena Veiga
Journal of Banking and Finance, vol. 32, 2008, p. 2482-2492.