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Information about:
Sergio Da Silva

Personal Details | Affiliation | Works
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Personal Details

First Name: Sergio
Middle Name:
Last Name: Da Silva
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RePEc Short-ID: pda96

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Homepage: http://SergioDaSilva.com
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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works
  2. Number of Downloads through RePEc Services over the past 12 months
  3. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008. "Algorithmic complexity theory and the relative efficiency of financial markets," MPRA Paper 8704, University Library of Munich, Germany. [Downloadable!]

  2. De Lima, Gabrielle & Moura, Guilherme & Meurer, Roberto & Da Silva, Sergio, 2007. "US Current Account Deficit and Exchange Rate Tax," MPRA Paper 3908, University Library of Munich, Germany. [Downloadable!]

  3. Neves, J. Anchieta & Stocco, Leandro & Da Silva, Sergio, 2007. "Is Mercosur an optimum currency area?," MPRA Paper 2758, University Library of Munich, Germany. [Downloadable!]

  4. Figueiredo, Annibal & Matsushita, Raul & Da Silva, Sergio & Serva, Maurizio & Viswanathan, Gandhi & Nascimento, Cesar & Gleria, Iram, 2007. "The Levy sections theorem: an application to econophysics," MPRA Paper 3810, University Library of Munich, Germany. [Downloadable!]

  5. Matsushita, Raul & Baldo, Dinora & Martin, Bruna & Da Silva, Sergio, 2007. "The biological basis of expected utility anomalies," MPRA Paper 4520, University Library of Munich, Germany. [Downloadable!]

  6. Nunes, Mauricio & Da Silva, Sergio, 2007. "Rational bubbles in emerging stockmarkets," MPRA Paper 4641, University Library of Munich, Germany. [Downloadable!]

  7. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007. "Are Pound and Euro the Same Currency? - Updated," MPRA Paper 1981, University Library of Munich, Germany. [Downloadable!]

  8. Nunes, Mauricio & Da Silva, Sergio, 2007. "Foreign exchange intervention and central bank independence: The Latin American experience," MPRA Paper 5073, University Library of Munich, Germany. [Downloadable!]

  9. Bonini, Patricia & Da Silva, Sergio, 2007. "Staggered wages, inflation, and discounting," MPRA Paper 1979, University Library of Munich, Germany. [Downloadable!]

  10. Veloso, Thiago & Meurer, Roberto & Da Silva, Sergio, 2007. "Inflation targeting and optimal control theory," MPRA Paper 3834, University Library of Munich, Germany. [Downloadable!]

  11. Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2007. "Sistemas complexos, criticalidade e leis de potencia," MPRA Paper 3850, University Library of Munich, Germany. [Downloadable!]

  12. Da Silva, Sergio & Nunes, Mauricio, 2007. "Latin American foreign exchange intervention - Updated," MPRA Paper 1982, University Library of Munich, Germany. [Downloadable!]

  13. Raul, Matsushita & Iram, Gleria & Annibal, Figueiredo & Sergio, Da Silva, 2006. "The Chinese Chaos Game," MPRA Paper 1847, University Library of Munich, Germany. [Downloadable!]

  14. Gustavo, Manfrim & Sergio, Da Silva, 2006. "Estimating demand elasticities of fixed telephony in Brazil," MPRA Paper 1978, University Library of Munich, Germany. [Downloadable!]
    Published as:

  15. Pushpa, Rathie & Carlos, Radavelli & Sergio, Da Silva, 2006. "Sharpening Intertemporal Prospect Theory," MPRA Paper 1849, University Library of Munich, Germany. [Downloadable!]

  16. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "The Levy sections theorem revisited," MPRA Paper 1983, University Library of Munich, Germany. [Downloadable!]

  17. Guttler, Caio & Meurer, Roberto & Da Silva, Sergio, 2006. "Informational inefficiency of the Brazilian stockmarket," MPRA Paper 1980, University Library of Munich, Germany. [Downloadable!]

  18. Newton, Da Costa Jr & Carlos, Mineto & Sergio, Da Silva, 2006. "Disposition effect and gender," MPRA Paper 1848, University Library of Munich, Germany. [Downloadable!]
    Published as:

  19. Guilherme, Moura & Sergio, Da Silva, 2006. "Testing the Equilibrium Exchange Rate Model - Updated," MPRA Paper 1871, University Library of Munich, Germany. [Downloadable!]

  20. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "Characteristic function approach to the sum of stochastic variables," MPRA Paper 1984, University Library of Munich, Germany. [Downloadable!]

  21. Guilherme Moura & Sergio Da Silva, 2005. "Testing the Equilibrium Exchange Rate Model," International Finance 0505018, EconWPA. [Downloadable!]

  22. Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2005. "Log-Periodic Crashes Revisited," Finance 0508005, EconWPA. [Downloadable!]

  23. Andre Santos & Joao Tusi & Newton Da Costa Jr & Sergio Da Silva, 2005. "Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers," Finance 0510030, EconWPA. [Downloadable!]

  24. Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2005. "On Log-Periodic Crashes," Finance 0505007, EconWPA. [Downloadable!]

  25. Newton Da Costa Jr & Jefferson Cunha & Sergio Da Silva, 2005. "Stock Selection Based on Cluster Analysis," Finance 0509022, EconWPA. [Downloadable!]
    Published as:

  26. Roberto Meurer & Guilherme Moura & Sergio Da Silva, 2005. "Travel Hysteresis in the Brazilian Current Account," International Trade 0509007, EconWPA. [Downloadable!]
    Published as:

  27. Guilherme Moura & Sergio Da Silva, 2005. "Is There a Brazilian J-Curve?," International Finance 0505001, EconWPA. [Downloadable!]
    Published as:

  28. Nunes, Mauricio & Da Silva, Sergio, 2005. "Monetary policy and the relationship between real GDP and stockmarket in the Brazilian economy," MPRA Paper 4158, University Library of Munich, Germany. [Downloadable!]

  29. Raul Matsushita & Andre Santos & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2005. "Are Pound and Euro the Same Currency?," International Finance 0505002, EconWPA. [Downloadable!]

  30. Roberto Meurer & Guilherme Moura & Sergio Da Silva, 2005. "Travel Hysteresis in the US Current Account After the Mid-1980s," Economic History 0511002, EconWPA. [Downloadable!]
    Published as:

  31. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2005. "Nonidentically distributed variables and nonlinear autocorrelation," Finance 0508009, EconWPA. [Downloadable!]

  32. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "On the origins of truncated Lévy flights," Finance 0404013, EconWPA. [Downloadable!]

  33. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, EconWPA. [Downloadable!]

  34. Sergio Da Silva & Raul Matsushita & Iram Gleria & Annibal Figueiredo, 2004. "Log-Periodicity in High Frequency Financial Series," Finance 0409043, EconWPA. [Downloadable!]

  35. Sergio Da Silva, 2004. "Levy Flights, Autocorrelation, and Slow Convergence," Finance 0405021, EconWPA. [Downloadable!]

  36. Sergio Da Silva & Mauricio Nunes, 2004. "Endogenous Foreign Exchange Intervention in Latin America," International Finance 0407006, EconWPA. [Downloadable!]

  37. Sergio Da Silva, 2004. "Criticality," Finance 0406003, EconWPA. [Downloadable!]

  38. Sergio Da Silva, 2004. "Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets," Finance 0405028, EconWPA. [Downloadable!]

  39. Sergio Da Silva, 2004. "Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates," Finance 0405018, EconWPA. [Downloadable!]

  40. Sidney Caetano & Guilherme Moura & Sergio Da Silva, 2004. "Big Mac Parity, Income, and Trade," International Finance 0407011, EconWPA. [Downloadable!]
    Published as:

  41. Sergio Da Silva, 2004. "Classroom Guide to the Equilibrium Exchange Rate Model," International Finance 0405019, EconWPA. [Downloadable!]

  42. Sergio Da Silva, 2004. "Exponentially Damped Levy Flights," Finance 0406002, EconWPA. [Downloadable!]

  43. Sergio Da Silva, 2004. "The Dornbusch Model with Chaos and Foreign Exchange Intervention," International Finance 0405017, EconWPA. [Downloadable!]

  44. Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2004. "The Econophysics of the Brazilian Real-US Dollar Rate," Finance 0407012, EconWPA. [Downloadable!]

  45. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "Financial Volatility and Independent and Identically Distributed Variables," Finance 0407011, EconWPA. [Downloadable!]

  46. Sergio Da Silva, 2004. "Autocorrelation and the Sum of Stochastic Variables," Finance 0405020, EconWPA. [Downloadable!]

  47. Sergio Da Silva, 2004. "Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates," Finance 0405027, EconWPA. [Downloadable!]

  48. Da Silva, S., 1999. "Exchange Rate Dynamics Redux and Chaos," Discussion Papers 99-08, Department of Economics, University of Birmingham.

  49. Da Silva, S. & Bailey, R., 1999. "Chaos in a Standard Equilibrium Exchange-Rate Model," Discussion Papers 99-09, Department of Economics, University of Birmingham.

  50. da Silva, S., 1998. "Overshooting and Foreign Exchange Intervention," Discussion Papers 98-16, Department of Economics, University of Birmingham.

Articles

  1. J. Anchieta Neves & Leandro Stocco & Sergio Da Silva, 2008. "Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity," Economics Bulletin, Economics Bulletin, vol. 6(29), pages 1-13. [Downloadable!]

  2. Thiago Veloso & Roberto Meurer & Sergio Da Silva, 2008. "Optimal control theory for inflation targeting," Economics Bulletin, Economics Bulletin, vol. 3(24), pages 1-14. [Downloadable!]

  3. Newton Da Costa & Carlos Mineto & Sergio Da Silva, 2008. "Disposition effect and gender," Applied Economics Letters, Taylor and Francis Journals, vol. 15(6), pages 411-416. [Downloadable!] (restricted)
    Other versions:

  4. Ricardo Giglio & Raul Matsushita & Sergio Da Silva, 2008. "The relative efficiency of stockmarkets," Economics Bulletin, Economics Bulletin, vol. 7(6), pages 1-12. [Downloadable!]

  5. Sergio Da Silva & Gabrielle De Lima & Roberto Meurer, 2008. "Winners And Losers From Dollar Depreciation," Economic Affairs, Blackwell Publishing, vol. 28(1), pages 63-65, 03. [Downloadable!] (restricted)

  6. Caio Guttler & Roberto Meurer & Sergio Da Silva, 2008. "Is the Brazilian stockmarket efficient?," Economics Bulletin, Economics Bulletin, vol. 7(1), pages 1-16. [Downloadable!]

  7. Mauricio Nunes & Sergio Da Silva, 2008. "Explosive and periodically collapsing bubbles in emerging stockmarkets," Economics Bulletin, Economics Bulletin, vol. 3(46), pages 1-18. [Downloadable!]

  8. Gustavo Manfrim & Sergio Da Silva, 2007. "Estimating demand elasticities of fixed telephony in Brazil," Economics Bulletin, Economics Bulletin, vol. 12(5), pages 1-9. [Downloadable!]
    Other versions:

  9. Sergio Da Silva & Raul Matsushita & Iram Gleria & Annibal Figueiredo, 2007. "Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market," Economics Bulletin, Economics Bulletin, vol. 7(1), pages 1-11. [Downloadable!]

  10. Roberto Meurer & Guilherme Moura & Sergio Da Silva, 2005. "Travel hysteresis in the US current account after the mid-1980s," Economics Bulletin, Economics Bulletin, vol. 14(2), pages 1-10. [Downloadable!]
    Other versions:

  11. Newton Da Costa, Jr & Silvia Nunes & Paulo Ceretta & Sergio Da Silva, 2005. "Stockmarket comovements revisited," Economics Bulletin, Economics Bulletin, vol. 7(3), pages 1-9. [Downloadable!]

  12. Andre Santos & Joao Tusi & Newton Da Costa, Jr & Sergio Da Silva, 2005. "Evaluating Brazilian mutual funds with stochastic frontiers," Economics Bulletin, Economics Bulletin, vol. 13(2), pages 1-6. [Downloadable!]

  13. Guilherme Moura & Sergio Da Silva, 2005. "Is There a Brazilian J-Curve?," Economics Bulletin, Economics Bulletin, vol. 6(10), pages 1-17. [Downloadable!]
    Other versions:

  14. Newton Da Costa, Jr & Jefferson Cunha & Sergio Da Silva, 2005. "Stock selection based on cluster analysis," Economics Bulletin, Economics Bulletin, vol. 13(1), pages 1-9. [Downloadable!]
    Other versions:

  15. Roberto Meurer & Guilherme Moura & Sergio Da Silva, 2005. "Travel hysteresis in the Brazilian current account," Economics Bulletin, Economics Bulletin, vol. 6(24), pages 1-17. [Downloadable!]
    Other versions:

  16. Sidney Caetano & Guilherme Moura & Sergio Da Silva, 2004. "Big Mac parity, income, and trade," Economics Bulletin, Economics Bulletin, vol. 6(12), pages 1-8. [Downloadable!]
    Other versions:

  17. Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2003. "Fractal structure in the Chinese yuan/US dollar rate," Economics Bulletin, Economics Bulletin, vol. 7(2), pages 1-13. [Downloadable!]

  18. Iram Gleria & Raul Matsushita & Sergio Da Silva, 2002. "Scaling power laws in the Sao Paulo Stock Exchange," Economics Bulletin, Economics Bulletin, vol. 7(3), pages 1-12. [Downloadable!]

  19. Sergio Da Silva, 2001. "Chaotic Exchange Rate Dynamics Redux," Open Economies Review, Springer, vol. 12(3), pages 281-304, July. [Downloadable!] (restricted)

NEP Fields

42 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2007-04-21 2007-07-07 2007-10-06
  2. NEP-CBE: Cognitive & Behavioural Economics (3) 2007-02-24 2007-02-24 2007-08-27
  3. NEP-CFN: Corporate Finance (1) 2004-09-30
  4. NEP-CNA: China (1) 2007-02-24
  5. NEP-ECM: Econometrics (2) 2007-03-10 2007-07-07
  6. NEP-ETS: Econometric Time Series (9) 2004-05-26 2004-05-26 2004-05-26 2004-05-26 2004-05-26 2004-09-30 2005-11-09 2007-03-10 2007-07-07 Author is listed
  7. NEP-EXP: Experimental Economics (1) 2007-08-27
  8. NEP-FIN: Finance (8) 2004-05-26 2004-05-26 2004-05-26 2004-05-26 2004-05-26 2004-06-02 2004-07-18 2004-09-30 Author is listed
  9. NEP-FMK: Financial Markets (3) 2004-06-02 2005-10-29 2007-09-02
  10. NEP-HPE: History & Philosophy of Economics (2) 2004-05-26 2004-06-14
  11. NEP-IFN: International Finance (12) 2004-05-26 2004-05-26 2004-05-26 2004-05-26 2004-05-26 2004-07-18 2007-02-24 2007-03-10 2007-03-10 2007-04-21 2007-07-13 2007-10-06 Author is listed
  12. NEP-MAC: Macroeconomics (4) 2007-03-10 2007-03-10 2007-07-07 2007-09-02
  13. NEP-MON: Monetary Economics (6) 2005-05-07 2007-03-10 2007-03-10 2007-04-21 2007-07-07 2007-10-06 Author is listed
  14. NEP-NEU: Neuroeconomics (1) 2007-08-27
  15. NEP-UPT: Utility Models & Prospect Theory (2) 2007-02-24 2007-08-27
Did you know? The most prolific authors have over 400 items listed on IDEAS.

This page was last updated on 2008-9-30.

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