Dynamic Cross-Correlation and Dynamic Contagion of Stock Markets: A Sliding Windows Approach with the DCCA Correlation Coefficient
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Empirical Economics, vol. 60, 2021, p. 1127-1156.

Capital Asset Pricing Model in Portugal: Evidence from Fractal Regressions
Ladislav Kristoufek, Paulo Ferreira
Portuguese Economic Journal, vol. 17, 2018, p. 173-183.