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.