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International stock market indices comovements : a new look

Madaleno, Mara; Pinho, Carlos - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10009507847

Relating interest rate swaps volatility and macroeconomic uncertainty in Europe

Pinho, Carlos; Madaleno, Mara - In: Banking and finance review 5 (2013) 2, pp. 94-117

Persistent link: https://www.econbiz.de/10010497211

Wavelet dynamics for oil-stock world interactions

Madaleno, Mara; Pinho, Carlos - In: Energy economics 45 (2014), pp. 120-133

Persistent link: https://www.econbiz.de/10010504783

Oil price effects over individual Portuguese stock returns

Teixeira, Rui F.; Madaleno, Mara; Vieira, Elisabete F. … - In: Empirical economics : a journal of the Institute for … 53 (2017) 3, pp. 891-926

Persistent link: https://www.econbiz.de/10011892906

Hedging performance and multiscale relationships in the German electricity spot and futures markets

Madaleno, Mara; Pinho, Carlos - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 26-62

We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing attention that wavelets received in the financial market, we concentrate on the investigation of the relationship, covariance/coherence evolution and hedge ratio analysis, on a...

Persistent link: https://www.econbiz.de/10011555959

Oil prices and stock returns : nonlinear links across sectors

Pinho, Carlos; Madaleno, Mara - In: Portuguese economic journal 15 (2016) 2, pp. 78-97

Persistent link: https://www.econbiz.de/10011556449

Volatility analysis of returns and risk : family versus nonfamily firms

Madaleno, Mara; Vieira, Elisabete F. Simões - In: Quantitative finance and economics 2 (2018) 2, pp. 348-372

Persistent link: https://www.econbiz.de/10012156651