Unveiling Investor-Induced Channels of Financial Contagion in the 2008 Financial Crisis Using Copulas
Paulo Horta,
Sérgio Lagoa,
Luis Martins
Quantitative Finance,
vol. 16, 2016, p. 625-637.
The Impact of the 2008 and 2010 Financial Crises on the Hurst Exponents of International Stock Markets: Implications for Efficiency and Contagion
Paulo Horta,
Sérgio Lagoa,
Luis Martins
International Review Of Financial Analysis,
vol. 35, 2014, p. 140-153.
Contagion Effects of the Subprime Crisis in the European NYSE Euronext Markets
Paulo Horta,
Carlos Mendes,
Isabel Vieira
Portuguese Economic Journal,
vol. 9, 2010, p. 115-140.