A New Vision about the Influence of Major Stock Markets in CEEC Indices: A Bidirectional Dynamic Analysis Using Transfer Entropy
Paulo Ferreira,
Andreia Dionísio,
Dora Almeida,
Derick Quintino,
Faheem Aslam
Post Communist Economies,
vol. 34, 2022, p. 267-282.
Cross-Correlations between Economic Policy Uncertainty and Precious and Industrial Metals: A Multifractal Cross-Correlation Analysis
Faheem Aslam,
Zil-e-huma,
Rashida Bibi,
Paulo Ferreira
Resources Policy,
vol. 75, 2022, p. .
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.
The Footprints of COVID-19 on Central Eastern European Stock Markets: An Intraday Analysis
Faheem Aslam,
Francisca Nogueiro,
Mariana Brasil,
Paulo Ferreira,
Khurram Shahzad Mughal,
Beenish Bashir
Post Communist Economies,
vol. 33, 2021, p. 751-769.
Dynamic Long-Range Dependences in the Swiss Stock Market
Paulo Ferreira
Empirical Economics,
vol. 58, 2020, p. 1541-1573.
Multiscale Optimal Portfolios Using CAPM Fractal Regression: Estimation for Emerging Stock Markets
Oussama Tilfani,
Paulo Ferreira,
My Youssef El Boukfaoui
Post Communist Economies,
vol. 32, 2020, p. 77-112.
Revisiting Stock Market Integration in Central and Eastern European Stock Markets with a Dynamic Analysis
Oussama Tilfani,
Paulo Ferreira,
My Youssef El Boukfaoui
Post Communist Economies,
vol. 32, 2020, p. 643-674.
Frontier Markets' Efficiency: Mutual Information and Detrended Fluctuation Analyses
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
Wahbeeah Mohti,
Andreia Dionísio,
Isabel Vieira,
Paulo Ferreira
Research In International Business And Finance,
vol. 50, 2019, p. 357-368.
Capital Asset Pricing Model in Portugal: Evidence from Fractal Regressions
Ladislav Kristoufek,
Paulo Ferreira
Portuguese Economic Journal,
vol. 17, 2018, p. 173-183.
What Guides Central and Eastern European Stock Markets? A View from Detrended Methodologies
Paulo Ferreira
Post Communist Economies,
vol. 30, 2018, p. 805-819.
Portuguese and Brazilian Stock Market Integration: A Non-linear and Detrended Approach
Paulo Ferreira
Portuguese Economic Journal,
vol. 16, 2017, p. 49-63.
Revisiting Covered Interest Parity in the European Union: The DCCA Approach
Paulo Ferreira,
Andreia Dionísio
International Economic Journal,
vol. 29, 2015, p. 597-615.
Revisiting Serial Dependence in the Stock Markets of the G7 Countries, Portugal, Spain and Greece
Paulo Ferreira,
Andreia Dionísio
Applied Financial Economics,
vol. 24, 2014, p. 319-331.
Adopt the Euro? The GME Approach
Paulo Ferreira,
Andreia Dionísio,
Cesaltina Pires
Journal Of Economic Interaction And Coordination,
vol. 5, 2010, p. 231-247.