Análise Económica dos Mercados e Institucións
AEMI
Drexel University
Filadelfia, Estados UnidosPublicacións en colaboración con investigadores/as de Drexel University (6)
2018
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Oil price dynamics and market-based inflation expectations
Energy Economics, Vol. 75, pp. 484-491
2017
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Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach
Applied Economics, Vol. 49, Núm. 25, pp. 2409-2427
2015
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Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?
Emerging Markets Review, Vol. 24, pp. 101-121
2014
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Dependence of stock and commodity futures markets in China: Implications for portfolio investment
Emerging Markets Review, Vol. 21, pp. 183-200
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Do global factors impact BRICS stock markets? A quantile regression approach
Emerging Markets Review, Vol. 19, pp. 1-17
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Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
Pacific Basin Finance Journal, Vol. 30, pp. 189-206