Catarina Revez's research while affiliated with Instituto Politécnico de Setúbal and other places
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Publications (18)
Russia invaded Ukraine on February 24 th , 2022, marking a steep escalation of the Russo-Ukrainian War, which began in 2014 after the Ukrainian Dignity Revolution. The invasion caused Europe's largest refugee crisis since World War II, with more than 5.5 million Ukrainians leaving the country and a quarter of the population displaced. At the outbre...
When compared to traditional financial markets, cryptocurren-cies were seen as assets with minimal correlations. However, because this continually expanding financial market is marked by substantial volatility and strong price movements over a short period, developing an accurate and reliable forecasting model is deemed crucial for portfolio manage...
On February 24 th , 2022, Russia launched a full-scale military invasion against Ukraine, marking a sharp escalation to a conflict that began in 2014. Several analysts have called the invasion the largest military invasion in Europe since World War II. Considering these events this paper aims to test the efficient market hypothesis, in its weak for...
Following the Revolution of Dignity in Ukraine in 2014, Russia annexed Crimea, while separatist forces supported by the Russian government seized part of the Donbas region in south-eastern Ukraine. Since the beginning of 2021, a build-up of Russian military presence has occurred along the Russia-Ukraine border. The United States and other countri...
The energy sector has been the main economic hub in everyone’s lives and in worldgeopolitics. Consequently, oil, gas, electricity and energy from renewable sources (wind and solar)are traded on the stock market, and all interconnected around the world. On the other hand, aglobal health crisis, such as COVID-19, can produce a great economic catastro...
The purpose of this study is to examine the synchronism between the US capital markets (DJ, S&P 500), the United Kingdom (FTSE 100), Canada (S&P/TSX), Germany (DAX 30), France (CAC 40), Japan (Nikkei 225), Italy (Italy Ds Market and major cryptocurrencies such as Bitcoin (BTC), Litecoin (LTC), Ethereum (ETH), and the Crypto 10 index, from February...
This paper aims to test efficiency, in its weak form, in the capital markets of the Philippines (PSEi), South Korea (KOSPI), Indonesia (JKSE), Thailand (SET), Malaysia (KLCI), China (SSEC) and Hong Kong (HSI) over the period from January 2, 2017, to February 17, 2022. The return series shows signs of deviation from the normality hypothesis, given t...
The objective of this article is to analyze the co-movements in the G7 stock markets, such as DJ results show an increase in movements during the global pandemic period. It is then possible to conclude the existence of evidence regarding synchronization and high co-movements, the results put at risk the implementation of efficient portfolio diversi...
The purpose of this study is to examine the synchronism between the US capital markets (DJ, S&P 500), the United Kingdom (FTSE 100), Canada (S&P/TSX), Germany (DAX 30), France (CAC 40), Japan (Nikkei 225), Italy (Italy Ds Market and major cryptocurrencies such as Bitcoin (BTC), Litecoin (LTC), Ethereum (ETH), and the Crypto 10 index, from February...
Citations
... A hipótese de eficiência do mercado, parte da premissa de que um investidor não pode obter uma rendibilidade extraordinária ajustada ao risco. Porém, alguns estudos empíricos têm comprovado o contrário, que um investidor poderá ter uma rendibilidade acima da média do mercado Guedes et al., 2022;Horta, Dias, Revez, et al., 2022;Sun et al., 2022). ...
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... Investors can spot market synchronism and decide how to diversify their portfolios with knowledge of the relationships across financial markets. Possibilities for study: Understanding the connections between international financial markets may provide researchers with information on how the global financial system works Horta et al., 2022;Pardal et al., 2021;Teixeira, Dias, and Pardal, 2022). Cong et al. (2008) used a multivariate autoregressive model to investigate the relationship between crude oil price shocks and the Chinese stock market. ...
