Luis Martins
Ph D: PA State U, Economics, 2005
Master: UTL, Matemática Aplicada à Economia e Gestão, 1998
Bachelor: UTL, Economics, 1995
FCT research center:
Unidade de Investigação em Desenvolvimento Empresarial - UNIDE (2015)
REBIDES institution:
ISCTE - Instituto Universitário de Lisboa (2015)
Researcher id:
Articles 12:
Ranking: CEF.UP+NIPE (average of all rankings) (2012). Institution: ISCTE - Instituto Universitário de Lisboa.

Unveiling Investor-Induced Channels of Financial Contagion in the 2008 Financial Crisis Using Copulas 7.44
Paulo Horta, Sérgio Lagoa, Luis Martins
Quantitative Finance, vol. 16, 2016, p. 625-637.

The Empirical Determinants of Credit Default Swap Spreads: A Quantile Regression Approach 7.36
Pedro Pires, João Pedro Pereira, Luis Martins
European Financial Management, vol. 21, 2015, p. 556-589.

Modelling Long Run Comovements in Equity Markets: A Flexible Approach 18.79
Luis Martins, Vasco Gabriel
Journal of Banking and Finance, vol. 47, 2014, p. 288-295.

The Impact of the 2008 and 2010 Financial Crises on the Hurst Exponents of International Stock Markets: Implications for Efficiency and Contagion 5.08
Paulo Horta, Sérgio Lagoa, Luis Martins
International Review Of Financial Analysis, vol. 35, 2014, p. 140-153.

Testing for Parameter Constancy Using Chebyshev Time Polynomials 22.89
Luis Martins
Manchester School, vol. 81, 2013, p. 586-598.

Time-Varying Cointegration, Identification, and Cointegration Spaces 6.56
Luis Martins, Vasco Gabriel
Studies In Nonlinear Dynamics And Econometrics, vol. 17, 2013, p. 199-209.

Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 9.58
Vasco Gabriel, Luis Martins
Empirical Economics, vol. 41, 2011, p. 639-662.

The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 24.46
Vasco Gabriel, Luis Martins
Journal Of Money, Credit And Banking, vol. 42, 2010, p. 1703-1712.

Time-Varying Cointegration 20.71
Herman Bierens, Luis Martins
Econometric Theory, vol. 26, 2010, p. 1453-1490.

New Keynesian Phillips Curves and Potential Identification Failures: A Generalized Empirical Likelihood Analysis 12.88
Luis Martins, Vasco Gabriel
Journal Of Macroeconomics, vol. 31, 2009, p. 561-571.

Unit Root Tests and Dramatic Shifts with Infinite Variance Processes 19.56
Luis Martins
Journal Of Applied Statistics, vol. 36, 2009, p. 547-571.

On the Forecasting Ability of ARFIMA Models When Infrequent Breaks Occur 14.47
Vasco Gabriel, Luis Martins
Econometrics Journal, vol. 7, 2004, p. 455-475.