Exportar Publicação

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) 
Menezes, R., Dionísio, A.  & Mendes, D.A. (2004). Asymmetric price transmission within the Portuguese stock market. Physica A. 344 (1-2), 312-316
Exportar Referência (IEEE) 
R. M. Menezes et al.,  "Asymmetric price transmission within the Portuguese stock market", in Physica A, vol. 344, no. 1-2, pp. 312-316, 2004
Exportar BibTeX 
@article{menezes2004_1714754666531,
	author = "Menezes, R. and Dionísio, A.  and Mendes, D.A.",
	title = "Asymmetric price transmission within the Portuguese stock market",
	journal = "Physica A",
	year = "2004",
	volume = "344",
	number = "1-2",
	doi = "10.1016/j.physa.2004.06.141",
	pages = "312-316",
	url = "http://www.sciencedirect.com/science/article/pii/S0378437104009562?via%3Dihub"
}
Exportar RIS 
TY  - JOUR
TI  - Asymmetric price transmission within the Portuguese stock market
T2  - Physica A
VL  - 344
IS  - 1-2
AU  - Menezes, R.
AU  - Dionísio, A. 
AU  - Mendes, D.A.
PY  - 2004
SP  - 312-316
SN  - 0378-4371
DO  - 10.1016/j.physa.2004.06.141
UR  - http://www.sciencedirect.com/science/article/pii/S0378437104009562?via%3Dihub
AB  - This paper uses threshold autoregressive (TAR) and momentum threshold autoregressive (M-TAR) models to address the problem of asymmetry within the Portuguese stock market. These asymmetric error correction models extend the original cointegration models to deal with the problem of low power of unit roots and cointegration tests in the presence of asymmetric adjustment.
ER  -