Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis

P Ferreira, ÉJDAL Pereira, MF da Silva… - Physica A: Statistical …, 2019 - Elsevier
The relationship between oil prices and stock markets is commonly studied, in order to
understand how financial markets are influenced by this important real asset. The evidence …

Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises

W Mohti, A Dionísio, I Vieira, P Ferreira - Physica A: Statistical Mechanics …, 2019 - Elsevier
This study assesses the effects of the US financial and the Eurozone debt crises on a large
set of frontier stock markets. Detrended Cross Correlation Analysis (DCCA) and Detrended …

Assessing the relationship between dependence and volume in stock markets: A dynamic analysis

P Ferreira - Physica A: Statistical Mechanics and Its Applications, 2019 - Elsevier
We present a novel approach in the research field of price–trading in stock markets. We
consider the effect of trading volume (related with liquidity) on the dynamic dependence of …

Analysis of intentional lethal violent crimes: A sliding windows approach

AM da Silva Filho, GF Zebende, EF Guedes - Physica A: Statistical …, 2021 - Elsevier
This paper analyzes the fluctuations in time series of intentional lethal violent crime rates in
Salvador, Bahia, Brazil from 2012 to 2018. The modeling proposed was performed with two …

Dynamic Analysis of Vehicle Robberies and Thefts: An Approach with Sliding Windows

AM da Silva Filho, NR Junior… - … Gestão Social e …, 2024 - rgsa.openaccesspublications.org
Objective: This article aims to jointly analyse the time series of the rates of stolen vehicles
and stolen vehicles daily in Salvador, Bahia, Brazil, using DFA and DCCA methods, both …

O efeito de diferentes tipos de violência urbana sobre a alocação de recursos orçamentários para a área de segurança pública

MGV Peixoto, MD de Oliveira - Economic Analysis of Law …, 2022 - portalrevistas.ucb.br
Os tipos de violência urbana que se observam no Brasil são tão variados que nem todos
podem ser atribuídos a crimes. Entre os que podem, alguns crimes podem ser considerados …

Carjacking: a comparison between Campinas, Brazil and Detroit, Michigan

M Felson, SN Melo, Y Xu… - Journal of contemporary …, 2022 - journals.sagepub.com
Carjacking calls for a specialized analysis because it occurs at lightning speed within very
brief windows of opportunity. This article describes the geographic distribution of carjacking …

[引用][C] Economic Analysis of Law Review

MGV Peixoto, MD de Oliveira