Narrow search
Showing 1 - 8 of 8
Cover Image
Parametric models in spatial econometrics : a survey
Mendes, Diana A.; Mendes, Vivaldo M. - In: Complexity and geographical economics : topics and tools, (pp. 51-71). 2015
Persistent link: https://www.econbiz.de/10011407605
Cover Image
Price transmission in cross boundary value chains : SNF-project no. 5310: "Margins along the European seafood value chain: impact of the salmon industry on market structures"
Asche, Frank (contributor); Menezes, Rui (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001761646
Cover Image
Nonlinear dynamics within macroeconomic factors and stock market in Portugal, 1993 - 2003
Dionisio, Andreia; Menezes, Rui; Mendes, Diana; Silva, … - In: Applied econometrics and international development 7 (2007) 2, pp. 57-70
Persistent link: https://www.econbiz.de/10003979395
Cover Image
On the predictability of realized volatility using feasible GLS
Bentes, Sonia R.; Menezes, Rui - In: Journal of Asian economics 28 (2013), pp. 58-66
Persistent link: https://www.econbiz.de/10010400866
Cover Image
Price transmission in cross boundary supply chains
Asche, Frank; Menezes, Rui; Dias, Joa~o Ferreira - In: Empirica : journal of european economics 34 (2007) 5, pp. 477-489
Persistent link: https://www.econbiz.de/10003559760
Cover Image
Linear and Nonlinear Dependence Models of Stock Market Returns
Dionisio, Andreia Teixeira - 2008
The main objective of this paper is to assess how mutual information as a measure of global dependence between stock markets and macroeconomic factors can overcome some of the weaknesses of the traditional linear approaches commonly used in this context. One of the advantages of mutual...
Persistent link: https://www.econbiz.de/10012727574
Cover Image
Nonlinear Dynamics within Macroeconomic Factors and Stock Market in Portugal, 1993-2003
Dionisio, Andreia Teixeira; Menezes, Rui; Mendes, Diana; … - 2009
The main objective of this paper is to assess how mutual information as a measure of global dependence between stock markets and macroeconomic factors can overcome some of the weaknesses of the traditional linear approaches commonly used in this context. One of the advantages of mutual...
Persistent link: https://www.econbiz.de/10014212687
Cover Image
On the globalization of stock markets : an application of Vector Error Correction model, mutual information and singular spectrum analysis to the G7 countries
Menezes, Rui; Dionísio, Andreia Teixeira Marques; … - In: The quarterly review of economics and finance : journal … 52 (2012) 4, pp. 369-384
Persistent link: https://www.econbiz.de/10009700549