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Repository: 73 Subject: Cointegration Document Type: Artículo Year: 2017

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Title: Cointegration and structural breaks in the PIIGS economies
Author: Ferreira, N. / Menezes, R. / Bentes, S.
Language: Inglés
Repository: 73
Subject: Stock markets indices / Interest rates / Structural breaks / Cointegration / EU sovereign debt crisis / PIIGS

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Title: Functional income distribution in portugal: the role of financialisation and other related determinants
Author: Barradas, R. / Lagoa, S.
Language: Inglés
Repository: 73
Subject: Financialisation / Inequality / Portuguese functional income distribution / Cointegration / ARDL / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / Domínio/Área Científica::Ciências Sociais::Sociologia / Domínio/Área Científica::Ciências Sociais::Ciências Políticas

Acceder
Title: Is price transmission symmetrical over transnational value chains for codfish products?
Author: Menezes, R. / Dionísio, A.
Language: Inglés
Repository: 73
Subject: Asymmetric price transmission / Threshold adjustment / Cointegration / Seafood value chains

Acceder
Title: On the integrated behaviour of non-stationary volatility in stock markets
Author: Dionísio, A. / Menezes, R. / Mendes, D. A.
Language: Inglés
Repository: 73
Subject: Cointegration / Exogeneity / FIGARCH models / Fractional integration / Non-stationarity

Acceder

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