Associate Professor of Finance- ESSEC Business School, France.
Department of Finance, ESSEC Business School, France
E-mail : email@example.com
S. Ramos and H. Veiga (Eds.), The Interrelationship Between Financial and Energy Markets, Lecture Notes in Energy 54, Edited by Sofia B. Ramos and Helena Veiga, 2014, Springer-Verlag Berlin Heidelberg
Banking industry performance in the wake of the global financial crisis”, International Review of Financial Analysis, forthcoming (with D. Bhimjee, and J. Dias)
Correlations between oil and stock markets: A wavelet-based approach, 2015, Economic Modelling, Volume 50, November 2015, Pages 212–227 (with B. Martín-Barragán and H. Veiga)
Clustering financial time series: New insights from an extended hidden Markov model, 2015, European Journal of Operations Research, 243 (3), 852–864 (with J.G. Dias and J.K. Vermunt)
An analysis of industry regimes synchronization in the Eurozone, 2015, Journal of Common Market Studies, 35 (2), 255-273, (with J.G. Dias)
Heterogeneous price dynamics in U.S. regional electricity markets, Energy Economics, 2014, 46, 453-463 (with J.G. Dias)
Dynamic clustering of energy markets: An extended hidden Markov approach, 2014, Expert Systems With Applications, 2014, 41(17), 7722–7729 (with J.G. Dias)
Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework, Energy, 2014, Volume 68, Pages 327–336 (with J.G. Dias)
The aftermath of the subprime crisis - a clustering analysis of world banking sector, 2014, Review of Quantitative Finance and Accounting, volume 42, Issue 2, pages 293-308 (with J.G. Dias)
The dynamics of stock markets cycles in the euro zone, Economic Modelling, 2013, vol 35, pages 320-329 (with J.G. Dias).
Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets, Energy Economics, 2013, volume 38, July, pages 136–145 (with H. Veiga).
The determinants of mutual fund performance: a cross-country study, Review of Finance, 2013, vol. 17,nº 2, pages 482-525 (with M. Ferreira, A. Keswani and A. F. Miguel). Reprinted in CFA Digest 43, no. 3 (2013).
The flow-performance relationship around the world, Journal of Banking and Finance, 2012, Volume 36, Issue 6, pages 1759-1780 (with M. Ferreira, A. Keswani and A. F. Miguel).
When markets fall down: are emerging markets all equal?, International Journal of Finance and Economics, 2011, vol 16, pages 324-338; (with J.G. Dias and J.K. Vermunt). Reprinted in CFA Digest,Nº2 2012 - CFA Institute.
Risk Factors in Oil and Gas Industry Returns: International Evidence, Energy Economics, 2011, Volume 33, nº 3, pages 525-542 (with H. Veiga).
The size and structure of the world mutual fund industry, European Financial Management, 2009, volume 15, nº 1, pages 145-180.
Competition and stock market development, European Journal of Finance, 2009, volume 15, nº 1-2, pages 231-247.
Stock exchanges competition in a simple model of capital market equilibrium, Journal of Financial Markets, 2008, volume 11, nº3, pages 284-307 (with Ernst-Ludvig von Thadden).
Geographical versus Industrial Diversification: constraints matter, Journal of Empirical Finance, 2006, issues 4-5, pages 396-416 (with P. Ehling).