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Paulo Jorge Ferreira

Personal Details

First Name:Paulo
Middle Name:Jorge
Last Name:Ferreira
Suffix:
RePEc Short-ID:pfe193

Affiliation

(50%) Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE)
Universidade de Évora

Évora, Portugal
http://www.cefage.uevora.pt/

: (351) 266 740 869

Colégio Espírito SANTO
RePEc:edi:cfevopt (more details at EDIRC)

(50%) Instituto Politécnico de Portalegre - Escola Superior Agrária de Elvas

http://www.esaelvas.pt/
Portugal, Elvas

Research output

as
Jump to: Working papers Articles

Working papers

  1. WAHBEEAH MOHTI & Andreia Dionísio & Isabel Vieira & Paulo Ferreira, 2017. "Equity Markets Integration in Asia," Proceedings of International Academic Conferences 5007107, International Institute of Social and Economic Sciences.
  2. Andrea Sousa & João Thomaz & Paulo Ferreira & Fátima Jorge & Eulália Santos, 2016. "The Impact of Mentoring and Helping Relationships in the Informal Process of Employee Branding: Construction of the Measuring Instrument," CEFAGE-UE Working Papers 2016_10, University of Evora, CEFAGE-UE (Portugal).
  3. Ferreira, Paulo, 2015. "Entropy, competitiveness and UEFA football ranking," MPRA Paper 63132, University Library of Munich, Germany.
  4. Paulo Ferreira & Andreia Dion'isio & S. M. S. Movahed, 2015. "Assessment of 48 Stock markets using adaptive multifractal approach," Papers 1502.05603, arXiv.org, revised Jul 2017.
  5. Paulo Ferreira & Andreia Dionisio & Gilney Zebende, 2014. "Why does the Euro fail? The DCCA approach," CEFAGE-UE Working Papers 2014_15, University of Evora, CEFAGE-UE (Portugal).
  6. Paulo Ferreira & Andreia Dionísio, 2012. "An application of General Maximum Entropy to Utility," CEFAGE-UE Working Papers 2012_18, University of Evora, CEFAGE-UE (Portugal).
  7. Paulo Ferreira, 2012. "Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece," CEFAGE-UE Working Papers 2012_24, University of Evora, CEFAGE-UE (Portugal).
  8. Ferreira, Paulo & Dionisio, Andreia, 2008. "The Entropic Analysis Of Electoral Results: The Case Of European Countries," MPRA Paper 9234, University Library of Munich, Germany.
  9. Paulo Ferreira & Andreia Dionisio, 2008. "Voters' dissatisfaction, abstention and entropy: analysis in European countries," CEFAGE-UE Working Papers 2008_11, University of Evora, CEFAGE-UE (Portugal).

Articles

  1. Ferreira, Paulo, 2018. "Efficiency or speculation? A time-varying analysis of European sovereign debt," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1295-1308.
  2. Ferreira, Paulo & Dionísio, Andreia & Guedes, Everaldo Freitas & Zebende, Gilney Figueira, 2018. "A sliding windows approach to analyse the evolution of bank shares in the European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1355-1367.
  3. Paulo Ferreira, 2017. "Portuguese and Brazilian stock market integration: a non-linear and detrended approach," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(1), pages 49-63, April.
  4. Ferreira, Paulo & Dionísio, Andreia & Movahed, S.M.S., 2017. "Assessment of 48 Stock markets using adaptive multifractal approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 730-750.
  5. Guedes, E. & Dionísio, A. & Ferreira, P.J. & Zebende, G.F., 2017. "DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 38-47.
  6. Ferreira, Paulo & Loures, Luís & Nunes, José Rato & Dionísio, Andreia, 2017. "The behaviour of share returns of football clubs: An econophysics approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 136-144.
  7. Ferreira, Paulo & Kristoufek, Ladislav, 2017. "What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 554-566.
  8. Ferreira Paulo & Dionísio Andreia, 2016. "GDP growth and convergence determinants in the European Union: a crisp-set analysis," Review of Economic Perspectives, De Gruyter Open, vol. 16(4), pages 279-296, December.
  9. Ferreira, Paulo, 2016. "Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 320-329.
  10. Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2016. "Why does the Euro fail? The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 543-554.
  11. Paulo Ferreira, 2016. "Apple, Alphabet or Microsoft: Which Is the Most Efficient Share?," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 1(2), pages 67-79, December.
  12. Paulo Ferreira & Andreia Dionísio, 2016. "Entrepreneurship rates: the fuzzy-set approach," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 2(2), pages 111-128.
  13. Ferreira, Paulo Jorge Silveira & Dionísio, Andreia Teixeira Marques, 2016. "What are the conditions for good innovation results? A fuzzy-set approach for European Union," Journal of Business Research, Elsevier, vol. 69(11), pages 5396-5400.
  14. Ferreira, Paulo & Dionísio, Andreia, 2016. "How long is the memory of the US stock market?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 502-506.
  15. Paulo Ferreira & Andreia Dionisio, 2015. "Revisiting Covered Interest Parity in the European Union: the DCCA Approach," International Economic Journal, Taylor & Francis Journals, vol. 29(4), pages 597-615, December.
  16. Paulo Ferreira & Andreia Dionísio, 2014. "Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece," Applied Financial Economics, Taylor & Francis Journals, vol. 24(5), pages 319-331, March.
  17. Paulo Ferreira, 2011. "Monetary Integration in the European Union," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(1), pages 93-120, April.
  18. Paulo Ferreira & Andreia Dionísio & Cesaltina Pires, 2010. "Adopt the euro? The GME approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 5(2), pages 231-247, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Paulo Ferreira & Andreia Dionisio & Gilney Zebende, 2014. "Why does the Euro fail? The DCCA approach," CEFAGE-UE Working Papers 2014_15, University of Evora, CEFAGE-UE (Portugal).

    Cited by:

    1. Ferreira, Paulo, 2016. "Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 320-329.
    2. Chen, Yingyuan & Cai, Lihui & Wang, Ruofan & Song, Zhenxi & Deng, Bin & Wang, Jiang & Yu, Haitao, 2018. "DCCA cross-correlation coefficients reveals the change of both synchronization and oscillation in EEG of Alzheimer disease patients," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 171-184.
    3. Polanco-Martínez, J.M. & Fernández-Macho, J. & Neumann, M.B. & Faria, S.H., 2018. "A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1211-1227.
    4. Paulo Ferreira, 2017. "Portuguese and Brazilian stock market integration: a non-linear and detrended approach," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(1), pages 49-63, April.
    5. Mirdala, Rajmund & Ruščáková, Anna, 2015. "On Origins and Implications of the Sovereign Debt Crisis in the Euro Area," MPRA Paper 68859, University Library of Munich, Germany.
    6. Guedes, E. & Dionísio, A. & Ferreira, P.J. & Zebende, G.F., 2017. "DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 38-47.
    7. Wang, Zhongxing & Yan, Yan & Chen, Xiaosong, 2017. "Long-range correlation and market segmentation in bond market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 477-485.

Articles

  1. Ferreira, Paulo & Loures, Luís & Nunes, José Rato & Dionísio, Andreia, 2017. "The behaviour of share returns of football clubs: An econophysics approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 136-144.

    Cited by:

    1. Ferreira, Paulo & Dionísio, Andreia & Guedes, Everaldo Freitas & Zebende, Gilney Figueira, 2018. "A sliding windows approach to analyse the evolution of bank shares in the European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1355-1367.

  2. Ferreira, Paulo, 2016. "Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 320-329.

    Cited by:

    1. Ferreira, Paulo & Loures, Luís & Nunes, José Rato & Dionísio, Andreia, 2017. "The behaviour of share returns of football clubs: An econophysics approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 136-144.
    2. Ferreira, Paulo & Kristoufek, Ladislav, 2017. "What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 554-566.
    3. Paulo Ferreira, 2017. "Portuguese and Brazilian stock market integration: a non-linear and detrended approach," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(1), pages 49-63, April.
    4. Ferreira, Paulo & Dionísio, Andreia & Guedes, Everaldo Freitas & Zebende, Gilney Figueira, 2018. "A sliding windows approach to analyse the evolution of bank shares in the European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1355-1367.
    5. Guedes, E. & Dionísio, A. & Ferreira, P.J. & Zebende, G.F., 2017. "DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 38-47.

  3. Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2016. "Why does the Euro fail? The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 543-554.
    See citations under working paper version above.
  4. Paulo Ferreira, 2016. "Apple, Alphabet or Microsoft: Which Is the Most Efficient Share?," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 1(2), pages 67-79, December.

    Cited by:

    1. Ferreira, Paulo & Dionísio, Andreia & Guedes, Everaldo Freitas & Zebende, Gilney Figueira, 2018. "A sliding windows approach to analyse the evolution of bank shares in the European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1355-1367.
    2. Ferreira, Paulo, 2018. "Efficiency or speculation? A time-varying analysis of European sovereign debt," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1295-1308.

  5. Paulo Ferreira & Andreia Dionísio, 2016. "Entrepreneurship rates: the fuzzy-set approach," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 2(2), pages 111-128.

    Cited by:

    1. Paulo Ferreira & Andreia Dionísio, 2016. "Entrepreneurship rates: the fuzzy-set approach," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 2(2), pages 111-128.

  6. Ferreira, Paulo & Dionísio, Andreia, 2016. "How long is the memory of the US stock market?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 502-506.

    Cited by:

    1. Ferreira, Paulo, 2016. "Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 320-329.
    2. Ferreira, Paulo & Loures, Luís & Nunes, José Rato & Dionísio, Andreia, 2017. "The behaviour of share returns of football clubs: An econophysics approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 136-144.
    3. Schasfoort, Joeri & Stockermans, Christopher, 2017. "Fundamentals unknown: Momentum, mean-reversion and price-to-earnings trading in an artificial stock market," Economics Discussion Papers 2017-63, Kiel Institute for the World Economy (IfW).

  7. Paulo Ferreira & Andreia Dionisio, 2015. "Revisiting Covered Interest Parity in the European Union: the DCCA Approach," International Economic Journal, Taylor & Francis Journals, vol. 29(4), pages 597-615, December.

    Cited by:

    1. Ferreira, Paulo, 2016. "Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 320-329.
    2. Ferreira, Paulo & Kristoufek, Ladislav, 2017. "What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 554-566.
    3. Kuo-Shing Chen & Chien-Chiang Lee & Chun-Ming Chen, 2017. "Arbitrage, Covered Interest Parity and Cointegration Analysis on the New Taiwan Dollar/US Dollar FOREX Market Revisited," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 420-428.
    4. Ferreira, Paulo & Dionísio, Andreia & Guedes, Everaldo Freitas & Zebende, Gilney Figueira, 2018. "A sliding windows approach to analyse the evolution of bank shares in the European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1355-1367.
    5. Ferreira, Paulo, 2018. "Efficiency or speculation? A time-varying analysis of European sovereign debt," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1295-1308.

  8. Paulo Ferreira & Andreia Dionísio, 2014. "Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece," Applied Financial Economics, Taylor & Francis Journals, vol. 24(5), pages 319-331, March.

    Cited by:

    1. Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2016. "Why does the Euro fail? The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 543-554.
    2. Ferreira, Paulo & Loures, Luís & Nunes, José Rato & Dionísio, Andreia, 2017. "The behaviour of share returns of football clubs: An econophysics approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 136-144.
    3. Paulo Ferreira, 2017. "Portuguese and Brazilian stock market integration: a non-linear and detrended approach," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(1), pages 49-63, April.
    4. Ferreira, Paulo & Dionísio, Andreia, 2016. "How long is the memory of the US stock market?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 502-506.
    5. Guedes, E. & Dionísio, A. & Ferreira, P.J. & Zebende, G.F., 2017. "DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 38-47.
    6. Ferreira, Paulo, 2018. "Efficiency or speculation? A time-varying analysis of European sovereign debt," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1295-1308.

  9. Paulo Ferreira, 2011. "Monetary Integration in the European Union," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(1), pages 93-120, April.

    Cited by:

    1. Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2016. "Why does the Euro fail? The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 543-554.
    2. Ferreira, Paulo & Kristoufek, Ladislav, 2017. "What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 554-566.
    3. Kuo-Shing Chen & Chien-Chiang Lee & Chun-Ming Chen, 2017. "Arbitrage, Covered Interest Parity and Cointegration Analysis on the New Taiwan Dollar/US Dollar FOREX Market Revisited," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 420-428.
    4. Paulo Ferreira, 2017. "Portuguese and Brazilian stock market integration: a non-linear and detrended approach," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(1), pages 49-63, April.

  10. Paulo Ferreira & Andreia Dionísio & Cesaltina Pires, 2010. "Adopt the euro? The GME approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 5(2), pages 231-247, December.

    Cited by:

    1. Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2016. "Why does the Euro fail? The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 543-554.
    2. David Matesanz Gomez & Guillermo J. Ortega & Benno Torgler, 2012. "Synchronization and Diversity in Business Cycles: A Network Approach Applied to the European Union," CREMA Working Paper Series 2012-01, Center for Research in Economics, Management and the Arts (CREMA).
    3. Ferreira, Paulo & Kristoufek, Ladislav, 2017. "What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 554-566.
    4. Ferreira, Paulo & Dionísio, Andreia & Guedes, Everaldo Freitas & Zebende, Gilney Figueira, 2018. "A sliding windows approach to analyse the evolution of bank shares in the European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1355-1367.
    5. Ferreira, Paulo, 2018. "Efficiency or speculation? A time-varying analysis of European sovereign debt," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1295-1308.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CDM: Collective Decision-Making (2) 2008-06-27 2008-10-13
  2. NEP-FMK: Financial Markets (2) 2015-02-28 2017-07-30
  3. NEP-POL: Positive Political Economics (2) 2008-06-27 2008-10-13
  4. NEP-EEC: European Economics (1) 2014-11-01
  5. NEP-HAP: Economics of Happiness (1) 2008-10-13
  6. NEP-HRM: Human Capital & Human Resource Management (1) 2017-04-02
  7. NEP-MAC: Macroeconomics (1) 2014-11-01
  8. NEP-MKT: Marketing (1) 2017-04-02
  9. NEP-SEA: South East Asia (1) 2017-07-30
  10. NEP-SPO: Sports & Economics (1) 2015-04-02
  11. NEP-UPT: Utility Models & Prospect Theory (1) 2012-08-23

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