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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
- O risco de uma integração financeira incompleta na União EuropeiaPublication . Ferreira, Paulo; Caetano, José; Dionísio, Andreia
- An application of general maximum entropy to utilityPublication . Ferreira, Paulo; Dionísio, Andreia
- ¿x,y between open-close stock marketsPublication . da Silva, L.S. Almeida; Guedes, Everaldo; Ferreira, Paulo; Dionísio, Andreia; Zebende, G.F.
- An econophysics approach to study the effect of BREXIT referendum on European Union stock marketsPublication . Guedes, Everaldo; Ferreira, Paulo; Dionísio, Andreia; ZEBENDE, Gilney
- GDP growth and convergence determinants in the European Union: a crisp-set analysisPublication . Ferreira, Paulo; Dionísio, Andreia
- Regional and global integration of Asian stock marketsPublication . Mohti, Wahbeeah; Dionísio, Andreia; Vieira, Isabel; Ferreira, Paulo
- Entrepreneurship rates the fuzzy-set approachPublication . Ferreira, Paulo Jorge Silveira; Dionísio, Andreia
- Is Brazilian music getting more predictable? A statistical physics approach for different music genresPublication . Ferreira, Paulo; Quintino, Derick; Wundervald, Bruna; Dionísio, Andreia; Aslam, Faheem; Cantarinha, Ana