Downside Risk and Portfolio Diversification in the Euro-Zone Equity Markets with Special Consideration of the Crisis Period
Tengdong Liu,
Shawkat Hammoudeh,
Paulo Araújo Santos
Journal of International Money and Finance,
vol. 44, 2014, p. 47-68.
Downside Risk, Portfolio Diversification and the Financial Crisis in the Euro-Zone
Soodabeh Sarafrazi,
Shawkat Hammoudeh,
Paulo Araújo Santos
Journal Of International Financial Markets, Institutions And Money,
vol. 32, 2014, p. 368-396.
A Cause for Policy Concern: The Expansion of Household Credit in Middle-Income Economies
Paulo Araújo Santos
International Review of Applied Economics,
vol. 27, 2013, p. 316-338.
Downside Risk Management and VaR-Based Optimal Portfolios for Precious Metals, Oil and Stocks
Paulo Araújo Santos,
Shawkat Hammoudeh,
Abdullah Al-Hassan
North American Journal Of Economics And Finance,
vol. 25, 2013, p. 318-334.
High Quantiles Estimation with Quasi-PORT and DPOT: An Application to Value-at-Risk for Financial Variables
Paulo Araújo Santos,
Isabel Fraga Alves,
Shawkat Hammoudeh
North American Journal Of Economics And Finance,
vol. 26, 2013, p. 487-496.
Persistent Poverty and Informal Credit
Paulo Araújo Santos,
Christopher B. Barrett
Journal of Development Economics,
vol. 96, 2011, p. 337-347.
Identity, Interest and Information Search in a Dynamic Rural Economy
Paulo Araújo Santos,
Christopher B. Barrett
World Development,
vol. 38, 2010, p. 1788-1796.