A New Vision about the Influence of Major Stock Markets in CEEC Indices: A Bidirectional Dynamic Analysis Using Transfer Entropy
3.2
Paulo Ferreira,
Andreia Dionísio,
Dora Almeida,
Derick Quintino,
Faheem Aslam
Post Communist Economies,
vol. 34, 2022, p. 267-282.
Dynamic Cross-Correlation and Dynamic Contagion of Stock Markets: A Sliding Windows Approach with the DCCA Correlation Coefficient
6.39
Oussama Tilfani,
Paulo Ferreira,
My Youssef El Boukfaoui
Empirical Economics,
vol. 60, 2021, p. 1127-1156.
Multiscale Optimal Portfolios Using CAPM Fractal Regression: Estimation for Emerging Stock Markets
5.34
Oussama Tilfani,
Paulo Ferreira,
My Youssef El Boukfaoui
Post Communist Economies,
vol. 32, 2020, p. 77-112.
Frontier Markets' Efficiency: Mutual Information and Detrended Fluctuation Analyses
1.17
Wahbeeah Mohti,
Andreia Dionísio,
Paulo Ferreira,
Isabel Vieira
Journal Of Economic Interaction And Coordination,
vol. 14, 2019, p. 551-572.
Regional and Global Integration of Asian Stock Markets
3.13
Wahbeeah Mohti,
Andreia Dionísio,
Isabel Vieira,
Paulo Ferreira
Research In International Business And Finance,
vol. 50, 2019, p. 357-368.
What Guides Central and Eastern European Stock Markets? A View from Detrended Methodologies
16.01
Paulo Ferreira
Post Communist Economies,
vol. 30, 2018, p. 805-819.
Portuguese and Brazilian Stock Market Integration: A Non-linear and Detrended Approach
3.83
Paulo Ferreira
Portuguese Economic Journal,
vol. 16, 2017, p. 49-63.