We examine the price disorder and informational efficiency of five cryptocurrencies (Bitcoin,
BNB, Cardano, Ethereum, and XRP) before and during the COVID-19 pandemic. In this …

We analyze multifractality for green bonds, stock sector indices, and US economic sector
bonds. Green bonds and US bonds show non-linear cross-correlations. We perform …

This paper examines the Brazilian inflation indexes dynamics using the multifractal
detrended fluctuations analysis (MF-DFA) and the multifractal detrended cross-correlation …

This research employs the Multifractal Detrended Fluctuations Analysis (MF-DFA) and the
Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) to study the components of …

This research explores the predictability of the Brazilian inflation monthly price indexes time
series by information theory quantifiers. Given this, we apply the Bandt and Pompe method …

This paper examines the populational impact of the COVID-19 vaccinations for Brazil.
Therefore, our analysis takes into account the time series of the daily number of deaths …

This paper analyses economic growth, which is one of the most critical macroeconomic
themes. We use quarterly GDP time series that was well adjusted for each country through …

This paper studies the efficiency of Brazilian activity sectors. For that, we apply the
Macroeconophysics Indicator of Economic Efficiency (MIEE) for each sector's index of the …

Purpose The aim of the study is to build and validate a perceived financial well-being scale
(PFWBS). Design/methodology/approach A total of 34 items were developed on a five-point …

This paper provides an overview of the commodities market, considering three relevant
attributes: predictability, similarity, and efficiency. We examine the monthly spot and futures …