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R&D activity selection process : building a strategy-aligned R&D portfolio for government and nonprofit organizations

Pereira, Pedro L. Valls; Veloso, Francisco M. - In: IEEE transactions on engineering management : EM 56 (2009) 1, pp. 95-105

Persistent link: https://www.econbiz.de/10003853580

Credit shocks and monetary policy in Brazil : a structural FAVAR approach

Fonseca, Marcelo Gonçalves da Silva; Pereira, Pedro L. … - In: Brazilian review of econometrics : BRE ; the review of … 32 (2012) 2, pp. 169-200

Persistent link: https://www.econbiz.de/10011538554

A study of the Brazilian business cycles (1900-2012)

Vieira, Heleno Piazentini; Pereira, Pedro L. Valls - In: Brazilian review of econometrics : BRE ; the review of … 33 (2013) 2, pp. 123-143

Persistent link: https://www.econbiz.de/10011538645

Predictability of equity models

Chicaroli, Rodrigo; Pereira, Pedro L. Valls - In: Journal of forecasting 34 (2015) 6, pp. 427-440

Persistent link: https://www.econbiz.de/10011342711

Speculative bubbles and contagion : analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model

Herwarth Kohn, Maximilian-Benedikt; Pereira, Pedro L. Valls - In: Cogent economics & finance 5 (2017) 1, pp. 1-28

Reviewing the definition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed as on one hand as an econometrics explanation and on the other...

Persistent link: https://www.econbiz.de/10011887512

Velocidade da moeda e ciclos econômicos no Brasil, 1900-2016

Vieira, Heleno Piazentini; Pereira, Pedro L. Valls - 2016 - Versão outubro de 2016

Persistent link: https://www.econbiz.de/10011890334

Mudança de regime e efeito ARCH em volatilidade : um estudo dos choques das cotações do petróleo

Oliveira, André Barbosa; Pereira, Pedro L. Valls - In: Revista Brasileira de Finanças : RBFin 15 (2017) 2, pp. 197-225

Persistent link: https://www.econbiz.de/10011896829

Testando o poder preditivo do VIX : uma aplicação do modelo de erro multiplicativo

Azevedo, Luis Fernando Pereira; Pereira, Pedro L. Valls - In: Revista Brasileira de Finanças : RBFin 13 (2015) 4, pp. 571-630

Persistent link: https://www.econbiz.de/10011585649

O conteúdo Informacional das transações, no mercado futuro de câmbio : uma investigação do caso brasileiro

Sulzbach, Vanessa Neumann; Mergulhão, João; Pereira, … - In: Revista Brasileira de Finanças : RBFin 14 (2016) 1, pp. 7-43

Persistent link: https://www.econbiz.de/10011586128

Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching

Rotta, Pedro Nielsen; Pereira, Pedro L. Valls - In: Applied economics 48 (2016) 25/27, pp. 2367-2382

Persistent link: https://www.econbiz.de/10011590996