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- When two banks fall, how do markets react?Publication . Almeida, Dora; Dionísio, Andreia; Ferreira, Paulo Jorge SilveiraThe most recent fall of the Silicon Valley (SVB) and Credit Suisse (CS) banks increased the fear of a worldwide banking crisis. We analyse the impacts of their fall on five financial indices. We apply detrended fluctuation analysis, static and with sliding windows. We find a higher impact of the SVB fall on the efficiency dynamic of the studied indices, which revealed fluctuating efficiency and a loss of efficiency during the period of the falls. The fall of both banks contributed to some persistence in stock indices returns. The Nasdaq and STOXX Europe 600 Banks are the most and the least efficient indices, respectively. Despite the apparent evidence of inefficiency, it might not necessarily mean a capacity for abnormal profits.
- Long range dependence in G7 stock markets return rates using mutual information and detrended cross-correlation analysisPublication . Ferreira, Paulo; Dionísio, Andreia
- Diesel prices in Brazil: A dynamic fractional integration analysisPublication . Ferreira, Paulo Jorge Silveira
- The Economic Impact of a New Type of Ripening Chamber in Traditional Cheese ManufacturingPublication . Teixeira, Nuno; Pires, Maria Clara Pereira; Ferreira, Paulo; Pacheco De Carvalho, Maria Da Graça; Santos, Rute; Mondragão-Rodrigues, Francisco; Dias, João; Martins, João; Caeiro, José Jasnau
- Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail MarketPublication . Murari, Thiago B; Nascimento Filho, A.S.; Pereira, Eder; Ferreira, Paulo; Pitombo, Sergio; Borges De Barros Pereira, Hernane; Santos, Alex A.B.; Moret, Marcelo A.
- Cross-correlation analysis on Brazilian gasoline retail marketPublication . Ferreira, Paulo; NASCIMENTO FILHO, ABELARDO; Johnson De Area Leão Pereira, Eder; Murari, Thiago B; Moret, Marcelo A.
- O risco de uma integração financeira incompleta na União EuropeiaPublication . Ferreira, Paulo; Caetano, José; Dionísio, Andreia
- An Econophysics Study of the S&P Global Clean Energy IndexPublication . Ferreira, Paulo; Loures, Luis
- Cross-Correlations in Meat Prices in Brazil: A Non-Linear Approach Using Different Time ScalesPublication . Quintino, Derick; Gama, José; Ferreira, Paulo
- Planeamento e Gestão dos Recursos NaturaisPublication . Ferreira, Paulo Jorge Silveira; Loures, Luis; Viegas Loures, Ana