(Translated by https://www.hiragana.jp/)
Andreia Dionisio | IDEAS/RePEc
IDEAS home Printed from https://ideas.repec.org/e/pdi152.html
   My authors  Follow this author

Andreia Dionisio

Personal Details

First Name:Andreia
Middle Name:
Last Name:Dionisio
Suffix:
RePEc Short-ID:pdi152
[This author has chosen not to make the email address public]
Universidade de Evora Departamento Gestão Largo dos Colegiais, 2 7000 Evora, Portugal

Affiliation

(50%) Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE)
Universidade de Évora

Évora, Portugal
http://www.cefage.uevora.pt/
RePEc:edi:cfevopt (more details at EDIRC)

(50%) Departamento de Gestão
Universidade de Évora

Évora, Portugal
http://www.dges.uevora.pt/
RePEc:edi:dgevopt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. M. Conceição Rego & Conceição Freire & Isabel Ramos & Andreia Dionísio & M. Saudade Baltazar & M. Raquel Lucas, 2017. "Urban-Rural Connections and Development Perspectives In Portugal," CEFAGE-UE Working Papers 2017_04, University of Evora, CEFAGE-UE (Portugal).
  2. WAHBEEAH MOHTI & Andreia Dionísio & Isabel Vieira & Paulo Ferreira, 2017. "Equity Markets Integration in Asia," Proceedings of International Academic Conferences 5007107, International Institute of Social and Economic Sciences.
  3. Paulo Ferreira & Andreia Dionisio & Gilney Zebende, 2014. "Why does the Euro fail? The DCCA approach," CEFAGE-UE Working Papers 2014_15, University of Evora, CEFAGE-UE (Portugal).
  4. Vítor Caldeirinha & J. Augusto Felício & Andreia Dionísio, 2013. "The container terminal characteristics and customer’s satisfaction," CEFAGE-UE Working Papers 2013_14, University of Evora, CEFAGE-UE (Portugal).
  5. Vítor Caldeirinha & J. Augusto Felício & Andreia Dionísio, 2013. "Effect of the container terminal characteristics on performance," CEFAGE-UE Working Papers 2013_13, University of Evora, CEFAGE-UE (Portugal).
  6. Paulo Ferreira & Andreia Dionísio, 2012. "An application of General Maximum Entropy to Utility," CEFAGE-UE Working Papers 2012_18, University of Evora, CEFAGE-UE (Portugal).
  7. Cesaltina Pires & Andreia Dionisio & Luís Coelho, 2010. "GME versus OLS - Which is the best to estimate utility functions?," CEFAGE-UE Working Papers 2010_02, University of Evora, CEFAGE-UE (Portugal).
  8. Rui Menezes & Andreia Dionísio & Hossein Hassanic, 2010. "On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?," CEFAGE-UE Working Papers 2010_06, University of Evora, CEFAGE-UE (Portugal).
  9. Antonio Caleiro & Esmeralda Ramalho & Andreia Dionísio, 2009. "Consumer Confidence in Portugal - What does it really matter?," CEFAGE-UE Working Papers 2009_13, University of Evora, CEFAGE-UE (Portugal).
  10. Ferreira, Paulo & Dionisio, Andreia, 2008. "The Entropic Analysis Of Electoral Results: The Case Of European Countries," MPRA Paper 9234, University Library of Munich, Germany.
  11. Paulo Ferreira & Andreia Dionisio, 2008. "Voters' dissatisfaction, abstention and entropy: analysis in European countries," CEFAGE-UE Working Papers 2008_11, University of Evora, CEFAGE-UE (Portugal).
  12. Andreia Dionisio & Rui Menezes & Diana A. Mendes, 2007. "Entropy and Uncertainty Analysis in Financial Markets," Papers 0709.0668, arXiv.org.
  13. Andreia Dionisio & A. Heitor Reis, 2007. "Utility function estimation: the entropy approach," Papers 0709.0591, arXiv.org.
  14. Andreia Dionisio & Rui Menezes & Diana A. Mendes, 2006. "On the integrated behaviour of non-stationary volatility in stock markets," Papers cond-mat/0607478, arXiv.org.
  15. Andreia Dionisio & Rui Menezes & Diana A. Mendes, 2005. "An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market," Papers physics/0509250, arXiv.org, revised Sep 2005.
  16. Andreia Dionisio & Rui Menezes & Diana A. Mendes & Jacinto Vidigal da Silva, 2004. "Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors," Econometrics 0411018, University Library of Munich, Germany.
  17. Andreia Dionisio & Rui Menezes & Diana A. Mendes, 2003. "Mutual information: a dependence measure for nonlinear time series," Econometrics 0311003, University Library of Munich, Germany.

Articles

  1. Oussama Tilfani & Paulo Ferreira & Andreia Dionisio & My Youssef El Boukfaoui, 2020. "EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients," JRFM, MDPI, vol. 13(5), pages 1-23, May.
  2. Wahbeeah Mohti & Andreia Dionísio & Paulo Ferreira & Isabel Vieira, 2019. "Frontier markets’ efficiency: mutual information and detrended fluctuation analyses," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 551-572, September.
  3. Dias, Rui & da Silva, Jacinto Vidigal & Dionísio, Andreia, 2019. "Financial markets of the LAC region: Does the crisis influence the financial integration?," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 160-173.
  4. Mohti, Wahbeeah & Dionísio, Andreia & Vieira, Isabel & Ferreira, Paulo, 2019. "Regional and global integration of Asian stock markets," Research in International Business and Finance, Elsevier, vol. 50(C), pages 357-368.
  5. Wahbeeah Mohti & Andreia Dionísio & Paulo Ferreira & Isabel Vieira, 2019. "Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis," Economies, MDPI, vol. 7(1), pages 1-14, February.
  6. da Silva, L.S. Almeida & Guedes, E.F. & Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2019. "ρろーx,y between open-close stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
  7. Guedes, E.F. & Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2019. "An econophysics approach to study the effect of BREXIT referendum on European Union stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1175-1182.
  8. Mohti, Wahbeeah & Dionísio, Andreia & Vieira, Isabel & Ferreira, Paulo, 2019. "Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 1388-1398.
  9. Paulo Ferreira & Andreia Dionísio, 2019. "City Brand: What Are the Main Conditions for Territorial Performance?," Sustainability, MDPI, vol. 11(14), pages 1-14, July.
  10. Ferreira, Paulo & Dionísio, Andreia, 2019. "Using QCA to explain firm demography in the European Union," Journal of Business Research, Elsevier, vol. 101(C), pages 743-749.
  11. Ferreira, Paulo & Dionísio, Andreia & Guedes, Everaldo Freitas & Zebende, Gilney Figueira, 2018. "A sliding windows approach to analyse the evolution of bank shares in the European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1355-1367.
  12. Ferreira, Paulo & Dionísio, Andreia & Correia, José, 2018. "Non-linear dependencies in African stock markets: Was subprime crisis an important factor?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 680-687.
  13. Ferreira, Paulo & Dionísio, Andreia & Movahed, S.M.S., 2017. "Assessment of 48 Stock markets using adaptive multifractal approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 730-750.
  14. Guedes, E. & Dionísio, A. & Ferreira, P.J. & Zebende, G.F., 2017. "DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 38-47.
  15. Ferreira, Paulo & Loures, Luís & Nunes, José Rato & Dionísio, Andreia, 2017. "The behaviour of share returns of football clubs: An econophysics approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 136-144.
  16. Ferreira Paulo & Dionísio Andreia, 2016. "GDP growth and convergence determinants in the European Union: a crisp-set analysis," Review of Economic Perspectives, Sciendo, vol. 16(4), pages 279-296, December.
  17. Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2016. "Why does the Euro fail? The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 543-554.
  18. Paulo Ferreira & Andreia Dionísio, 2016. "Entrepreneurship rates: the fuzzy-set approach," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 2(2), pages 111-128.
  19. Ferreira, Paulo & Dionísio, Andreia, 2016. "How long is the memory of the US stock market?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 502-506.
  20. J Augusto Felício & Vítor Caldeirinha & Andreia Dionísio, 2015. "The effect of port and container terminal characteristics on terminal performance," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 17(4), pages 493-514, December.
  21. Paulo Ferreira & Andreia Dionisio, 2015. "Revisiting Covered Interest Parity in the European Union: the DCCA Approach," International Economic Journal, Taylor & Francis Journals, vol. 29(4), pages 597-615, December.
  22. Menezes, Rui & Dionísio, Andreia & Hassani, Hossein, 2012. "On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 369-384.
  23. Coelho, Luís Alberto Godinho & Pires, Cesaltina Maria Pacheco & Dionísio, Andreia Teixeira & Serrão, Amílcar Joaquim da Conceição, 2012. "The impact of CAP policy in farmer's behavior – A modeling approach using the Cumulative Prospect Theory," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 81-98.
  24. Paulo Ferreira & Andreia Dionísio & Cesaltina Pires, 2010. "Adopt the euro? The GME approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 5(2), pages 231-247, December.
  25. Dionisio, Andreia & Reis, A. Heitor & Coelho, Luis, 2008. "Utility function estimation: The entropy approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3862-3867.
  26. Dionisio, Andreia & Menezes, Rui & Mendes, Diana A., 2007. "On the integrated behaviour of non-stationary volatility in stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 58-65.
  27. Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto, 2007. "Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(2), pages 57-70.
  28. A. Dionisio & R. Menezes & D. A. Mendes, 2006. "An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 50(1), pages 161-164, March.
  29. Menezes, Rui & Dionisio, Andreia & Mendes, Diana A., 2004. "Asymmetric price transmission within the Portuguese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 312-316.
  30. Dionisio, Andreia & Menezes, Rui & Mendes, Diana A., 2004. "Mutual information: a measure of dependency for nonlinear time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 326-329.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CDM: Collective Decision-Making (2) 2008-06-27 2008-10-13
  2. NEP-CSE: Economics of Strategic Management (2) 2013-06-24 2013-09-28
  3. NEP-POL: Positive Political Economics (2) 2008-06-27 2008-10-13
  4. NEP-TRE: Transport Economics (2) 2013-06-24 2013-09-28
  5. NEP-UPT: Utility Models and Prospect Theory (2) 2010-04-04 2012-08-23
  6. NEP-ECM: Econometrics (1) 2010-04-04
  7. NEP-EEC: European Economics (1) 2014-11-01
  8. NEP-EFF: Efficiency and Productivity (1) 2013-06-24
  9. NEP-FIN: Finance (1) 2004-12-12
  10. NEP-FMK: Financial Markets (1) 2017-07-30
  11. NEP-GEO: Economic Geography (1) 2017-05-14
  12. NEP-HAP: Economics of Happiness (1) 2008-10-13
  13. NEP-MAC: Macroeconomics (1) 2014-11-01
  14. NEP-SEA: South East Asia (1) 2017-07-30

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Andreia Dionisio should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.