Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Sónia R. Bentes"'
Publikováno v:
Mathematics, Vol 9, Iss 12, p 1418 (2021)
This study assesses the spillover effect of the listed property companies that cover pan-Asian countries, namely Malaysia, Thailand, Indonesia, Singapore, Vietnam, South Korea, Japan, China, the Philippines, and Hong Kong. The impact of market integr
Externí odkaz:
https://doaj.org/article/8759e47d115444cd95cf1de78b2da4f3
Autor:
Sónia R. Bentes
Publikováno v:
Physica A: Statistical Mechanics and its Applications. :128898
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::211f308b53ee0c9e6e8e230cf0622359
https://doi.org/10.1016/j.physa.2023.128898
https://doi.org/10.1016/j.physa.2023.128898
Publikováno v:
Mathematics
Volume 9
Issue 12
Mathematics, Vol 9, Iss 1418, p 1418 (2021)
Volume 9
Issue 12
Mathematics, Vol 9, Iss 1418, p 1418 (2021)
This study assesses the spillover effect of the listed property companies that cover pan-Asian countries, namely Malaysia, Thailand, Indonesia, Singapore, Vietnam, South Korea, Japan, China, the Philippines, and Hong Kong. The impact of market integr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::61d3d3fb131ad1c34b31b02552f05448
Autor:
Sónia R. Bentes
Publikováno v:
Physica A. 581
This paper examines how COVID-19 pandemic has affected volatility persistence in the G7’s stock markets. Based on daily data we divided the whole sample into two sub-samples according to its breakpoints and found that they occurred right after the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c48556fba55d93ee0575c60e7acd460e
https://pubmed.ncbi.nlm.nih.gov/36569376
https://pubmed.ncbi.nlm.nih.gov/36569376
Our study explores the efficient frontier of optimal investment, taking behind the Markowitz’s theory, while advocating a diversified portfolio to reduce risk. To perform it, six portfolio models are proposed, and its formation are made by a solver
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e0bd98949957cc2275263581d565a65f
http://www.intechopen.com/articles/show/title/optimized-portfolios-all-seasons-strategy
http://www.intechopen.com/articles/show/title/optimized-portfolios-all-seasons-strategy
Autor:
Sónia R. Bentes
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 499:258-265
This study examines the asymmetry in the volatility of the returns of five indices, namely, PSI 20 (Portugal), ISEQ 20 (Ireland), MIB 30 (Italy), ATHEX 30 (Greece) and IBEX 35 (Spain) using daily data from 2004-2016. For this purpose, we estimate the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25f3baadd6e988e36e71267b629ca860
https://doi.org/10.1016/j.physa.2018.02.031
https://doi.org/10.1016/j.physa.2018.02.031
Autor:
Sónia R. Bentes
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 482:243-248
This paper investigates the relation between implied (IV) and realized volatility (RV). Using monthly data from the BRIC countries, we assess the informational content of IV in explaining future RV as well as its unbiasedness and efficiency. We emplo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0db870125c9304715490263aeac264e4
https://doi.org/10.1016/j.physa.2017.04.071
https://doi.org/10.1016/j.physa.2017.04.071
Autor:
Sónia R. Bentes
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 565:125583
This paper examines the financial crisis durations in the US. Based on S&P 500 returns we investigate whether these crises exhibit long-memory or are merely transitional. To this end, we rely on continuous survival time models to gauge the hazard of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8fd9896530b977361649df5b8cff6552
https://doi.org/10.1016/j.physa.2020.125583
https://doi.org/10.1016/j.physa.2020.125583
Autor:
Sónia R. Bentes
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
This paper examines the long memory behavior in the volatility of gold returns using daily data for the period 1985–2009. We divided the whole sample into eight sub-samples in order to analyze the robustness and consistency of our results during di
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::12cd3412523681a6e1bbcbd4e99455b3
https://doi.org/10.1016/j.physa.2015.09.065
https://doi.org/10.1016/j.physa.2015.09.065
Publikováno v:
Trade and Global Market
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d97a7e1e63b8e222d7b648964fe78b76
http://www.intechopen.com/articles/show/title/can-fundamental-analysis-provide-relevant-information-for-understanding-the-underlying-value-of-a-co
http://www.intechopen.com/articles/show/title/can-fundamental-analysis-provide-relevant-information-for-understanding-the-underlying-value-of-a-co