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Subject: Cointegration Repository: 73 Language: Inglés

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Title: Cointegration analysis : gilt-equity yield ratio in pigs and Germany (econometric study using VAR/VECM methodologies)
Author: Silva, Mónica Filipa Moreira da
Language: Inglés
Repository: 73
Subject: Rácio Gilt-Equity Yield / Regras de decisão / Não estacionariedade / Modelo vetorial de correção de erros / Cointegração / Gilt-Equity Yield Ratio / Trading rule / Nonstationarity / Cointegration / VECM

Acceder
Title: Financialisation and the Portuguese real investment: a supportive or a disruptive relationship?
Author: Barradas, R. / Lagoa, S.
Language: Inglés
Repository: 73
Subject: Financialisation / The portuguese non-financial corporations / Cointegration / Vector error / Correction model / Granger causality / Impulse response functions

Acceder
Title: Cointegration and structural breaks in the PIIGS economies
Author: Ferreira, N. / Menezes, R. / Bentes, S.
Language: Inglés
Repository: 73
Subject: Stock markets indices / Interest rates / Structural breaks / Cointegration / EU sovereign debt crisis / PIIGS

Acceder
Title: An analysis of equity markets cointegration in the european sovereign debt crisis
Author: Ferreira, N. B. / Oliveira, M. M.
Language: Inglés
Repository: 73
Subject: Stock markets indices / Structural breaks / Cointegration / EU sovereign debt crisis

AccederAcceder
Title: Functional income distribution in portugal: the role of financialisation and other related determinants
Author: Barradas, R. / Lagoa, S.
Language: Inglés
Repository: 73
Subject: Financialisation / Inequality / Portuguese functional income distribution / Cointegration / ARDL / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / Domínio/Área Científica::Ciências Sociais::Sociologia / Domínio/Área Científica::Ciências Sociais::Ciências Políticas

Acceder
Title: Functional income distribution in a small European country: The role of financialisation and other determinants
Author: Barradas, R. / Lagoa, S.
Language: Inglés
Repository: 73
Subject: Financialisation / Inequality / The Portuguese Functional Income Distribution / Cointegration / ARDL Models

Acceder
Title: The green twist in the bond market: a performance analysis of green and conventional indices
Author: Tomé, Inês Alexandra Guerra
Language: Inglés
Repository: 73
Subject: Sustainable investment / Bond market / Green bond indices / Cointegration / Investimento sustentável / Mercado obrigacionista / Índices verdes obrigacionistas / Cointegração / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / G32 / G17 / Q01 / G Financial economics / Q Agricultural and natural resource economics - Environmental and ecological economics

Acceder
Title: Is price transmission symmetrical over transnational value chains for codfish products?
Author: Menezes, R. / Dionísio, A.
Language: Inglés
Repository: 73
Subject: Asymmetric price transmission / Threshold adjustment / Cointegration / Seafood value chains

Acceder
Title: On the integrated behaviour of non-stationary volatility in stock markets
Author: Dionísio, A. / Menezes, R. / Mendes, D. A.
Language: Inglés
Repository: 73
Subject: Cointegration / Exogeneity / FIGARCH models / Fractional integration / Non-stationarity

Acceder
Title: The tracking ability of oil and gas exchanged traded funds (ETFs)
Author: Cunha, Rui Miguel Domingues da
Language: Inglés
Repository: 73
Subject: Cointegração / Commodities / ETFs / Regressões lineares / Cointegration / Linear regressions

Acceder

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