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
Post Communist Economies, vol. 30, 2018, p. 805-819.
Portuguese and Brazilian Stock Market Integration: A Non-linear and Detrended Approach
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.