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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Ferreira, N., Menezes, R. & Bentes, S. (2013). Globalization, regime-switching, and EU stock markets: the impact of the sovereign debt crises. International Journal of Latest Trends in Finance and Economics Sciences. 3 (3), 556-562
Exportar Referência (IEEE) 
N. R. Ferreira et al.,  "Globalization, regime-switching, and EU stock markets: the impact of the sovereign debt crises", in Int. Journal of Latest Trends in Finance and Economics Sciences, vol. 3, no. 3, pp. 556-562, 2013
Exportar BibTeX 
@article{ferreira2013_1732201872297,
	author = "Ferreira, N. and Menezes, R. and Bentes, S.",
	title = "Globalization, regime-switching, and EU stock markets: the impact of the sovereign debt crises",
	journal = "International Journal of Latest Trends in Finance and Economics Sciences",
	year = "2013",
	volume = "3",
	number = "3",
	pages = "556-562",
	url = "http://ojs.excelingtech.co.uk/index.php/IJLTFES"
}
Exportar RIS 
TY  - JOUR
TI  - Globalization, regime-switching, and EU stock markets: the impact of the sovereign debt crises
T2  - International Journal of Latest Trends in Finance and Economics Sciences
VL  - 3
IS  - 3
AU  - Ferreira, N.
AU  - Menezes, R.
AU  - Bentes, S.
PY  - 2013
SP  - 556-562
SN  - 2047-0916
UR  - http://ojs.excelingtech.co.uk/index.php/IJLTFES
AB  - The most recent models learn over time, making the necessary adjustments to a new level of peaks or troughs, which enables the more accurate prediction of turning points. The Smooth Regression Model may be regarded as having a linear and a nonlinear component and may over time determine whether there is only a linear or nonlinear component or, in some cases, both. The present study focuses on the impact effect analysis of the European markets contamination by sovereign debt (particularly in Portugal, Spain, France and Ireland). The smooth transition regression approach applied in this study has proved to be a viable alternative for the analysis of the historical behavioural adjustment between interest rates and stock market indices. We found evidence in the crisis regime, i.e., large negative returns, especially in the case of Portugal, where we obtained the greatest nonlinear threshold adjustment between interest rates and stock market returns.
ER  -