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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. B. & Oliveira, M. M. (2014). An analysis of equity markets cointegration in the european sovereign debt crisis. Open Journal of Finance. 1 (1), 40-48
Exportar Referência (IEEE) 
N. R. Ferreira and M. M. Oliveira,  "An analysis of equity markets cointegration in the european sovereign debt crisis", in Open Journal of Finance, vol. 1, no. 1, pp. 40-48, 2014
Exportar BibTeX 
@article{ferreira2014_1732208011853,
	author = "Ferreira, N. B. and Oliveira, M. M.",
	title = "An analysis of equity markets cointegration in the european sovereign debt crisis",
	journal = "Open Journal of Finance",
	year = "2014",
	volume = "1",
	number = "1",
	doi = "10.15764/FIN.2014.01004",
	pages = "40-48",
	url = "http://www.scipublish.com/journals/FIN/papers/602"
}
Exportar RIS 
TY  - JOUR
TI  - An analysis of equity markets cointegration in the european sovereign debt crisis
T2  - Open Journal of Finance
VL  - 1
IS  - 1
AU  - Ferreira, N. B.
AU  - Oliveira, M. M.
PY  - 2014
SP  - 40-48
SN  - 2379-9587
DO  - 10.15764/FIN.2014.01004
UR  - http://www.scipublish.com/journals/FIN/papers/602
AB  - A simpli?ed presentation of an empirical ?nding in the portfolio diversi?cation literature is that
diversifying across countries is more effective in reducing risks than diversifying across industries.
While the linear approach is not designed to capture a signi?cant integration, this is not the case
when Gregory and Hansen cointegration tests are used to assess this relation by allowing for
instability in these long-run relations. The present work investigates the existence of long-run
relations between the Portuguese and other markets under stress. Interestingly, the only market
that did not follow this trend was Spain. In overall, our results found six cointegration vectors: two
within the group of European emerging markets (Portugal, Italy and Ireland) and the other four
between the Portuguese market and the mature markets (France, United Kingdom, Germany
and United States).

ER  -