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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 daLanguage: InglésRepository: 73
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Title: The green twist in the bond market: a performance analysis of green and conventional indicesAuthor: Tomé, Inês Alexandra GuerraLanguage: InglésRepository: 73Subject: 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
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Title: The tracking ability of oil and gas exchanged traded funds (ETFs)Author: Cunha, Rui Miguel Domingues daLanguage: InglésRepository: 73Subject: Cointegração / Commodities / ETFs / Regressões lineares / Cointegration / Linear regressions
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Title: Virtual currency: a cointegration analysis between bitcoin prices and economic and financial dataAuthor: Nunes, Bárbara da Silva RosaLanguage: InglésRepository: 73Subject: Bitcoin / Nonstationarity / Cointegration / Vector error correction model / Finanças / Moeda / Cointegração / Indicadores económicos / Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais / C32 / E47 / C Mathematical and quantitative methods / E Macroeconomics and monetary economics
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