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Crimes against property and public security spending : a dynamic panel data analysis for the metropolitan area of Porto Alegre

Schuch, Ricardo Capra; Uhr, Daniel de Abreu Pereira; … - In: The empirical economics letters : a monthly … 17 (2018) 5, pp. 611-618

Persistent link: https://www.econbiz.de/10011913385

Effects of volatility among commodities in the long term : analysis of a complex network

Passos, Marcelo de Oliveira; Tessmann, Mathias Schneid; … - In: Annals of financial economics 15 (2020) 3, pp. 1-14

Persistent link: https://www.econbiz.de/10012643005

Connectivity among the returns of sectoral indices of the Brazilian capital market

Tessmann, Mathias Schneid; Passos, Marcelo de Oliveira; … - 2025

Persistent link: https://www.econbiz.de/10015396409

Volatility transmissions and connectivity among metal and energy commodities : a network-econometric analysis

Tessmann, Mathias Schneid; Gutiérrez, Carlos Enrique … - In: Journal of economics and finance : JEF 48 (2024) 1, pp. 51-77

Persistent link: https://www.econbiz.de/10015097285

Identifying the frequency and connectivity dynamics of the US economy

Tessmann, Mathias Schneid; Passos, Marcelo de Oliveira; … - In: Economies : open access journal 12 (2024) 6, pp. 1-20

This paper seeks to investigate the connectivity of the US economy through the dynamics of the transmission of volatility in sectoral indices. For this, we use daily asset data and two methodologies. The first creates a spillover index that measures market connectivity and the second partitions...

Persistent link: https://www.econbiz.de/10014636044