Contagion effect in cryptocurrency market

P Ferreira, É Pereira - Journal of Risk and Financial Management, 2019 - mdpi.com
The rapid development of cryptocurrencies has drawn attention to this particular market, with
investors trying to understand its behaviour and researchers trying to explain it. The …

EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients

O Tilfani, P Ferreira, A Dionisio… - Journal of Risk and …, 2020 - mdpi.com
For this paper, we dynamically analysed the comovements between three major stock
markets—Germany, the UK, and the US—and the countries of the European Union, divided …

Cross-correlations in meat prices in Brazil: A non-linear approach using different time scales

D Quintino, J Telo da Gama, P Ferreira - Economies, 2021 - mdpi.com
Brazil is one of the world's largest producers and exporters of cattle, chicken and swine.
Therefore, co-movements of Brazilian meat prices are important for both domestic and …

[PDF][PDF] Cross-Correlations in Meat Prices in Brazil: A Non-Linear Approach Using Different Time Scales. Economies, 9 (4), 133

D Quintino, J Telo da Gama, P Ferreira - Economic Factors of the …, 2021 - core.ac.uk
Cross-Correlations in Meat Prices in Brazil: A Non-Linear Approach Using Different Time
Scales. Economies, 9 (4), 133 Page 118 economies Article Cross-Correlations in Meat Prices …

Explosive Behaviour in Cryptocurrency Prices

MF Carvalho - 2022 - search.proquest.com
Bitcoin and other cryptocurrencies have enjoyed several well-documented episodes of price
exuberance since they emerged on the scene. However, in May 2022, an almost perfect …