| Publication | Date of Publication | Type |
|---|
Limits to myopic loss aversion and learning
Economics Letters | 2023-09-12 | Paper |
Modeling vine-production function: an approach based on vine copula
Physica A | 2022-08-08 | Paper |
Systemic risk measures
Physica A | 2018-11-13 | Paper |
Evaluating systemic risk using bank default probabilities in financial networks
Journal of Economic Dynamics and Control | 2018-08-10 | Paper |
Monitoring vulnerability and impact diffusion in financial networks
Journal of Economic Dynamics and Control | 2018-08-09 | Paper |
Structure and dynamics of the global financial network
Chaos, Solitons and Fractals | 2017-02-10 | Paper |
Forecasting the yield curve for the euro region
Economics Letters | 2012-12-27 | Paper |
Testing for long-range dependence in the Brazilian term structure of interest rates
Chaos, Solitons and Fractals | 2010-11-04 | Paper |
Inefficiency in Latin-American market indices
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-25 | Paper |
Topological properties of commodities networks
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-22 | Paper |
TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL
International Journal of Modern Physics C | 2010-02-01 | Paper |
Evolution of bank efficiency in Brazil: a DEA approach
European Journal of Operational Research | 2009-11-17 | Paper |
Tests of random walk: A comparison of bootstrap approaches
Computational Economics | 2009-11-16 | Paper |
Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules
European Journal of Operational Research | 2008-12-05 | Paper |
Interest rate option pricing and volatility forecasting: an application to Brazil
Chaos, Solitons and Fractals | 2008-11-06 | Paper |
THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL
International Journal of Theoretical and Applied Finance | 2008-05-14 | Paper |
Testing for long-range dependence in world stock markets
Chaos, Solitons and Fractals | 2008-05-05 | Paper |
Time-varying long-range dependence in US interest rates
Chaos, Solitons and Fractals | 2008-01-30 | Paper |
The rescaled variance statistic and the determination of the Hurst exponent
Mathematics and Computers in Simulation | 2005-12-07 | Paper |
Testing for long range dependence in banking equity indices
Chaos, Solitons and Fractals | 2005-08-01 | Paper |
Ranking efficiency for emerging equity markets. II
Chaos, Solitons and Fractals | 2005-04-18 | Paper |
Ranking efficiency for emerging markets
Chaos, Solitons and Fractals | 2005-03-08 | Paper |
