Tanya Vianna de Araújo
(Tanya Vianna de Araujo)
Personal Details
First Name: | Tanya |
Middle Name: | Vianna de |
Last Name: | Araujo |
Suffix: | |
RePEc Short-ID: | par95 |
[This author has chosen not to make the email address public] | |
http://www.iseg.utl.pt/~tanya | |
Affiliation
(50%) Unidade de Estudos sobre Complexidade e Economia (UECE)
Research in Economics and Mathematics (REM)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa
Lisboa, Portugalhttps://uece.rc.iseg.ulisboa.pt/
RePEc:edi:ueutlpt (more details at EDIRC)
(50%) Departamento de Economia
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa
Lisboa, Portugalhttps://www.iseg.ulisboa.pt/aquila/departamentos/EC
RePEc:edi:deutlpt (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Tanya Araújo & Paulo Barbosa, 2023. "Reconstructing cryptocurrency processes via Markov chains," Working Papers REM 2023/0262, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Eduardo Ferraciolli & Tanya Araújo, 2023. "Agent-based Modeling and the Sociology of Money: a Framework for the Study of Coordination and Plurality," Working Papers REM 2023/0285, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Lucas Paiva de Carvalho & Tanya Araújo, 2023. "The Dynamics of Exchange Traded Funds: a geometrical and topological approach," Working Papers REM 2023/0302, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Rui Vilela Mendes & Tanya Araujo, 2022.
"Long-range connections and mixed diffusion in fractional networks,"
Working Papers Department of Economics
2022/01, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Mendes, R. Vilela & Araújo, Tanya, 2022. "Long-range connections and mixed diffusion in fractional networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 608(P1).
- Tanya Araújo & Rui Vilela Mendes, 2023. "Long-range connections and mixed diffusion in fractional networks," Working Papers Department of Economics 2023/02, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- R. Vilela Mendes & Tanya Araújo, 2022. "Long-range connections and mixed diffusion in fractional networks," Working Papers REM 2022/0223, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Tanya Araújo & R. Vilela Mendes, 2022.
"Long-range connections, real-world networks and rates of diffusion,"
Working Papers REM
2022/0221, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Tanya Araãšjo & R. Vilela Mendes, 2022. "Long-Range Connections, Real-World Networks And Rates Of Diffusion," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(07), pages 1-24, November.
- Joana Passinhas & Tanya Araújo, 2021. "Gender-based occupational segregation: a bit string approach," Working Papers REM 2021/0192, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Maximilian Gobel & Tanya Araújo, 2020. "Indicators of Economic Crises: A Data-Driven Clustering Approach," Working Papers REM 2020/0128, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Susana Santos & Tanya Araújo, 2018. "The network of inter-industry flows in a SAM framework," Working Papers REM 2018/40, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Maximilian Göbel & Tanya Araújo, 2018. "The 21st Century - Cluster Formation in the S&P 500," Working Papers REM 2018/43, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Tanya Araújo & Elsa Fontainha, 2016.
"The specific shapes of gender imbalance in scientific authorships: a network approach,"
Working Papers Department of Economics
2016/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Fontainha, Elsa, 2017. "The specific shapes of gender imbalance in scientific authorships: A network approach," Journal of Informetrics, Elsevier, vol. 11(1), pages 88-102.
- J. Silvestre, & T. Araújo & M. St. Aubyn, 2016. "Economic growth and individual satisfaction in an agent-based economy," Working Papers Department of Economics 2016/19, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo, & Ennes Ferreira, 2016.
"The Topology of African Exports: emerging patterns on spanning trees,"
Working Papers Department of Economics
2016/06, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Ferreira, Manuel Ennes, 2016. "The topology of African exports: Emerging patterns on spanning trees," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 962-976.
- Tanya Araújo & David Neves & Sven Banisch, 2014. "The dynamics of innovation in job search strategies: some empirical findings," Working Papers Department of Economics 2014/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araùjo & Alessandro Spelta, 2013.
"Structural changes in cross-border liabilities: a multidimensional approach,"
DEM Working Papers Series
050, University of Pavia, Department of Economics and Management.
- Araújo, Tanya & Spelta, Alessandro, 2014. "Structural changes in cross-border liabilities: A multidimensional approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 277-287.
- Sven Banisch & Tanya Araujo, 2012. "Who replaces whom? Local versus non-local replacement in social and evolutionary dynamics," Working Papers Department of Economics 2012/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Sven Banisch & Ricardo Lima & Tanya Araújo, 2012. "Aggregation and Emergence in Agent-Based Models: A Markov Chain Approach," Working Papers Department of Economics 2012/25, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Leonor Freire Costa & Maria Manuela Rocha & Tanya Araujo, 2012.
"Social capital and economic performance: trust and distrust in eighteenth-century gold shipments from Brazil,"
Working Papers Department of Economics
2012/27, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Costa, Leonor Freire & Rocha, Maria Manuela & Araújo, Tanya, 2011. "Social capital and economic performance: trust and distrust in eighteenth-century gold shipments from Brazil," European Review of Economic History, Cambridge University Press, vol. 15(1), pages 1-27, April.
- Alessandro Spelta & Tanya Araújo, 2012.
"The topology of cross-border exposures: beyond the minimal spanning tree approach,"
Working Papers Department of Economics
2012/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Spelta, Alessandro & Araújo, Tanya, 2012. "The topology of cross-border exposures: Beyond the minimal spanning tree approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5572-5583.
- Alessandro Spelta & Tanya Araújo, 2012. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Quaderni di Dipartimento 180, University of Pavia, Department of Economics and Quantitative Methods.
- Alessandro Spelta & Tanya Araujo, 2012.
"Interlinkages and structural changes in cross-border liabilities: a network approach,"
Working Papers Department of Economics
2012/19, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alessandro Spelta & Tanya Araújo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Quaderni di Dipartimento 181, University of Pavia, Department of Economics and Quantitative Methods.
- Tanya Araujo & João Dias & Samuel Eleutério & Francisco Louçã, 2012. "How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market," Working Papers Department of Economics 2012/21, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Sven Banischa & Ricardo Lima & Tanya Araújo, 2012. "Agent based models and opinion dynamics as markov chains," Working Papers Department of Economics 2012/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Samuel Eleutério & Tanya Araújo & R. Vilela Mendes, 2012.
"Portfolios and the market geometry,"
Working Papers Department of Economics
2012/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Samuel Eleut'erio & Tanya Ara'ujo & R. Vilela Mendes, 2011. "Portfolios and the market geometry," Papers 1108.4102, arXiv.org.
- João Carlos Lopes & Tanya Araujo, 2012. "The economic performance of Portuguese and Spanish regions: A network dynamic approach," Working Papers Department of Economics 2012/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- João C. Lopes & Tanya Araújo & João Dias & João F. Amaral, 2010. "National industry cluster templates and the structure of industry output dynamics: a stochastic geometry approach," Working Papers Department of Economics 2010/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- João Bernardino & Tanya Araújo, 2010. "On Positional Consumption and Technological Innovation- an Agent-based Approach," Working Papers Department of Economics 2010/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Sven Banisch & Tanya Araujo & Jorge Louçã, 2009.
"Opinion Dynamics and Communication Networks,"
Working Papers Department of Economics
2009/16, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Sven Banisch & Tanya Araújo & Jorge Louçã, 2010. "Opinion Dynamics And Communication Networks," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 95-111.
- Tanya Araújo & Francisco Louçã, 2008. "Tribes under Threat – The Collective Behavior of Firms During the Stock Market Crisis," Working Papers Department of Economics 2008/28, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & Francisco Louçã, 2008. "Trouble Ahead – The Subprime Crisis as Evidence of a New Regime in the Stock Market," Working Papers Department of Economics 2008/26, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Teresa Vaz Martins & Tanya Araujo & Maria Augusta Santos & Miguel St Aubyn, 2008.
"Network effects in a human capital based economic growth model,"
Papers
0809.3418, arXiv.org, revised Feb 2009.
- Vaz Martins, Teresa & Araújo, Tanya & Augusta Santos, Maria & St Aubyn, Miguel, 2009. "Network effects in a human capital based economic growth model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(11), pages 2207-2214.
- Teresa V. Martins & Tanya Araújo & Maria A. Santos & Miguel St Aubyn, 2008. "Network Effects in a Human Capital Based Economic Growth Model," Working Papers Department of Economics 2008/44, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & Francisco Louçã, 2008. "Bargaining Clouds, or Mathematics as a Metaphoric Exploration of the Unexpected," Working Papers Department of Economics 2008/27, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & Francisco Louçã, 2008. "The Dynamics of Speculative Markets: The Case of Portugal’s PSI20," Working Papers Department of Economics 2008/34, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araujo & R. Vilela Mendes, 2007.
"Innovation Success and Structural Change: An Abstract Agent Based Study,"
Papers
0709.2694, arXiv.org.
- Tanya Araújo & Rui Vilela Mendes, 2007. "Innovation Success and Structural Change: An Abstract Agent Based Study," Working Papers Department of Economics 2007/25, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & Gérard Weisbuch, 2007.
"The Labour Market on the Hypercube,"
Working Papers Department of Economics
2007/24, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Weisbuch, Gérard, 2008. "The labour market on the hypercube," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(5), pages 1301-1310.
- Tanya Araujo & Francisco Louçã, 2007. "The Seismography of Crashes in Financial Markets," Working Papers Department of Economics 2007/05, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araujo & A.Martins da Silva, 2006. "Disturbance of patterns in EEG spatial correlations," Working Papers Department of Economics 2006/32, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araujo & R. Vilela Mendes, 2006. "Market-oriented innovation: When is it profitable? An abstract agent-based study," Working Papers Department of Economics 2006/31, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & Miguel St. Aubyn, 2005.
"Education, Neighbourhood Effects and Growth: An Agent Based Model Approach,"
Working Papers Department of Economics
2005/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & Miguel St. Aubyn, 2008. "Education, Neighborhood Effects And Growth: An Agent-Based Model Approach," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 99-117.
- Tanya Araujo & Francisco Louçã, 2005.
"The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises,"
Working Papers Department of Economics
2005/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araujo & Francisco Louca, 2007. "The geometry of crashes. A measure of the dynamics of stock market crises," Quantitative Finance, Taylor & Francis Journals, vol. 7(1), pages 63-74.
- Tanya Araújo & R. Vilela Mendes, 2001. "Function and form in networks of interacting agents," Working Papers Department of Economics 2001/03, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- R. Vilela Mendes & R. Lima & T. Araujo, 2001.
"A process-reconstruction analysis of market fluctuations,"
Papers
cond-mat/0102301, arXiv.org.
- R. Vilela Mendes & R. Lima & T. Araújo, 2002. "A Process-Reconstruction Analysis Of Market Fluctuations," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(08), pages 797-821.
Articles
- Tanya Araãšjo & R. Vilela Mendes, 2022.
"Long-Range Connections, Real-World Networks And Rates Of Diffusion,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(07), pages 1-24, November.
- Tanya Araújo & R. Vilela Mendes, 2022. "Long-range connections, real-world networks and rates of diffusion," Working Papers REM 2022/0221, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Mendes, R. Vilela & Araújo, Tanya, 2022.
"Long-range connections and mixed diffusion in fractional networks,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 608(P1).
- Tanya Araújo & Rui Vilela Mendes, 2023. "Long-range connections and mixed diffusion in fractional networks," Working Papers Department of Economics 2023/02, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- R. Vilela Mendes & Tanya Araújo, 2022. "Long-range connections and mixed diffusion in fractional networks," Working Papers REM 2022/0223, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Rui Vilela Mendes & Tanya Araujo, 2022. "Long-range connections and mixed diffusion in fractional networks," Working Papers Department of Economics 2022/01, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- João Silvestre & Tanya Araújo & Miguel St. Aubyn, 2019. "Individual Satisfaction and Economic Growth in an Agent-Based Economy," Computational Economics, Springer;Society for Computational Economics, vol. 54(3), pages 893-903, October.
- Araújo, Tanya & Göbel, Maximilian, 2019. "Reframing the S&P 500 network of stocks along the 21st century," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 526(C).
- Tanya Araújo & Elsa Fontainha, 2018. "Are scientific memes inherited differently from gendered authorship?," Scientometrics, Springer;Akadémiai Kiadó, vol. 117(2), pages 953-972, November.
- Araújo, Tanya & Eleutério, Samuel & Louçã, Francisco, 2018. "Do sentiments influence market dynamics? A reconstruction of the Brazilian stock market and its mood," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 1139-1149.
- Araújo, Tanya & Fontainha, Elsa, 2017.
"The specific shapes of gender imbalance in scientific authorships: A network approach,"
Journal of Informetrics, Elsevier, vol. 11(1), pages 88-102.
- Tanya Araújo & Elsa Fontainha, 2016. "The specific shapes of gender imbalance in scientific authorships: a network approach," Working Papers Department of Economics 2016/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Faustino, Rui, 2017.
"The topology of inter-industry relations from the Portuguese national accounts,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 236-248.
- Tanya Ara'ujo & Rui Faustino, 2016. "The Topology of Inter-industry Relations from the Portuguese National Accounts," Papers 1612.06291, arXiv.org.
- Vilela Mendes, R. & Mendes, Hugo C. & Araújo, Tanya, 2016. "Signals on graphs: Transforms and tomograms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 1-17.
- Araújo, Tanya & Ferreira, Manuel Ennes, 2016.
"The topology of African exports: Emerging patterns on spanning trees,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 962-976.
- Tanya Araújo, & Ennes Ferreira, 2016. "The Topology of African Exports: emerging patterns on spanning trees," Working Papers Department of Economics 2016/06, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Spelta, Alessandro, 2014.
"Structural changes in cross-border liabilities: A multidimensional approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 277-287.
- Tanya Araùjo & Alessandro Spelta, 2013. "Structural changes in cross-border liabilities: a multidimensional approach," DEM Working Papers Series 050, University of Pavia, Department of Economics and Management.
- Tanya ARAUJO & Sofia TERLICA & Samuel ELEUTERIO & Francisco LOUCA, 2014. "Does evidence challenge the DSGE model," International Journal of Entrepreneurial Knowledge, Center for International Scientific Research of VSO and VSPP, vol. 2(2), pages 15-24, December.
- João Bernardino & Tanya Araújo, 2013. "On positional consumption and technological innovation: an agent-based model," Journal of Evolutionary Economics, Springer, vol. 23(5), pages 1047-1071, November.
- Araújo, Tanya & Dias, João & Eleutério, Samuel & Louçã, Francisco, 2013. "A measure of multivariate kurtosis for the identification of the dynamics of a N-dimensional market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3708-3714.
- Spelta, Alessandro & Araújo, Tanya, 2012.
"The topology of cross-border exposures: Beyond the minimal spanning tree approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5572-5583.
- Alessandro Spelta & Tanya Araújo, 2012. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Working Papers Department of Economics 2012/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alessandro Spelta & Tanya Araújo, 2012. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Quaderni di Dipartimento 180, University of Pavia, Department of Economics and Quantitative Methods.
- Costa, Leonor Freire & Rocha, Maria Manuela & Araújo, Tanya, 2011.
"Social capital and economic performance: trust and distrust in eighteenth-century gold shipments from Brazil,"
European Review of Economic History, Cambridge University Press, vol. 15(1), pages 1-27, April.
- Leonor Freire Costa & Maria Manuela Rocha & Tanya Araujo, 2012. "Social capital and economic performance: trust and distrust in eighteenth-century gold shipments from Brazil," Working Papers Department of Economics 2012/27, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Sven Banisch & Tanya Araújo & Jorge Louçã, 2010.
"Opinion Dynamics And Communication Networks,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 95-111.
- Sven Banisch & Tanya Araujo & Jorge Louçã, 2009. "Opinion Dynamics and Communication Networks," Working Papers Department of Economics 2009/16, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Vaz Martins, Teresa & Araújo, Tanya & Augusta Santos, Maria & St Aubyn, Miguel, 2009.
"Network effects in a human capital based economic growth model,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(11), pages 2207-2214.
- Teresa Vaz Martins & Tanya Araujo & Maria Augusta Santos & Miguel St Aubyn, 2008. "Network effects in a human capital based economic growth model," Papers 0809.3418, arXiv.org, revised Feb 2009.
- Teresa V. Martins & Tanya Araújo & Maria A. Santos & Miguel St Aubyn, 2008. "Network Effects in a Human Capital Based Economic Growth Model," Working Papers Department of Economics 2008/44, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & R. Vilela Mendes, 2009. "Innovation And Self-Organization In A Multi-Agent Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 233-253.
- Tanya Araújo & Miguel St. Aubyn, 2008.
"Education, Neighborhood Effects And Growth: An Agent-Based Model Approach,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 99-117.
- Tanya Araújo & Miguel St. Aubyn, 2005. "Education, Neighbourhood Effects and Growth: An Agent Based Model Approach," Working Papers Department of Economics 2005/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Weisbuch, Gérard, 2008.
"The labour market on the hypercube,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(5), pages 1301-1310.
- Tanya Araújo & Gérard Weisbuch, 2007. "The Labour Market on the Hypercube," Working Papers Department of Economics 2007/24, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araujo & Francisco Louca, 2007.
"The geometry of crashes. A measure of the dynamics of stock market crises,"
Quantitative Finance, Taylor & Francis Journals, vol. 7(1), pages 63-74.
- Tanya Araujo & Francisco Louçã, 2005. "The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises," Working Papers Department of Economics 2005/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Vilela Mendes, R. & Araújo, Tanya & Louçã, Francisco, 2003.
"Reconstructing an economic space from a market metric,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 635-650.
- R. Vilela Mendes & Tanya Ara'ujo & Francisco Louc{c}~a, 2002. "Reconstructing an economic space from a market metric," Papers cond-mat/0211108, arXiv.org.
- R. Vilela Mendes & R. Lima & T. Araújo, 2002.
"A Process-Reconstruction Analysis Of Market Fluctuations,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(08), pages 797-821.
- R. Vilela Mendes & R. Lima & T. Araujo, 2001. "A process-reconstruction analysis of market fluctuations," Papers cond-mat/0102301, arXiv.org.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Tanya Araújo & Elsa Fontainha, 2016.
"The specific shapes of gender imbalance in scientific authorships: a network approach,"
Working Papers Department of Economics
2016/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Fontainha, Elsa, 2017. "The specific shapes of gender imbalance in scientific authorships: A network approach," Journal of Informetrics, Elsevier, vol. 11(1), pages 88-102.
Cited by:
- José Alberto Molina & Alfredo Ferrer & David Iñiguez & Alejandro Rivero & Gonzalo Ruiz & Alfonso Tarancón, 2020. "Network analysis to measure academic performance in economics," Empirical Economics, Springer, vol. 58(3), pages 995-1018, March.
- Molina, José Alberto & Iñiguez, David & Ruiz, Gonzalo & Tarancón, Alfonso, 2020.
"Leaders among the leaders in Economics: A network analysis of the Nobel Prize laureates,"
GLO Discussion Paper Series
533, Global Labor Organization (GLO).
- José Alberto Molina & David Iñiguez & Gonzalo Ruiz & Alfonso Tarancón, 2021. "Leaders among the leaders in Economics: a network analysis of the Nobel Prize laureates," Applied Economics Letters, Taylor & Francis Journals, vol. 28(7), pages 584-589, April.
- José Alberto Molina & David Iñiguez & Gonzalo Ruiz & Alfonso Tarancón, 2018. "The Nobel Prize in Economics: individual or collective merits?," Boston College Working Papers in Economics 966, Boston College Department of Economics.
- Tanya Araújo & Elsa Fontainha, 2018. "Are scientific memes inherited differently from gendered authorship?," Scientometrics, Springer;Akadémiai Kiadó, vol. 117(2), pages 953-972, November.
- Nunkoo, Robin & Hall, C. Michael & Rughoobur-Seetah, Soujata & Teeroovengadum, Viraiyan, 2019. "Citation practices in tourism research: Toward a gender conscientious engagement," Annals of Tourism Research, Elsevier, vol. 79(C).
- Thelwall, Mike & Bailey, Carol & Makita, Meiko & Sud, Pardeep & Madalli, Devika P., 2019. "Gender and research publishing in India: Uniformly high inequality?," Journal of Informetrics, Elsevier, vol. 13(1), pages 118-131.
- Abramo, Giovanni & Aksnes, Dag W. & D’Angelo, Ciriaco Andrea, 2021. "Gender differences in research performance within and between countries: Italy vs Norway," Journal of Informetrics, Elsevier, vol. 15(2).
- Susana Santos & Tanya Araújo, 2018. "The network of inter-industry flows in a SAM framework," Working Papers REM 2018/40, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Rodrigo Sánchez-Jiménez & Iuliana Botezan & Jesús Barrasa-Rodríguez & Mari Carmen Suárez-Figueroa & Manuel Blázquez-Ochando, 2023. "Gender imbalance in doctoral education: an analysis of the Spanish university system (1977–2021)," Scientometrics, Springer;Akadémiai Kiadó, vol. 128(4), pages 2577-2599, April.
- Tanya Araújo, & Ennes Ferreira, 2016.
"The Topology of African Exports: emerging patterns on spanning trees,"
Working Papers Department of Economics
2016/06, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Ferreira, Manuel Ennes, 2016. "The topology of African exports: Emerging patterns on spanning trees," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 962-976.
Cited by:
- Rui Faustino, 2016. "Portuguese National Accounts: a network approach," Working Papers Department of Economics 2016/18, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Faustino, Rui, 2017.
"The topology of inter-industry relations from the Portuguese national accounts,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 236-248.
- Tanya Ara'ujo & Rui Faustino, 2016. "The Topology of Inter-industry Relations from the Portuguese National Accounts," Papers 1612.06291, arXiv.org.
- Susana Santos & Tanya Araújo, 2018. "The network of inter-industry flows in a SAM framework," Working Papers REM 2018/40, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Araújo, Tanya & Fontainha, Elsa, 2017.
"The specific shapes of gender imbalance in scientific authorships: A network approach,"
Journal of Informetrics, Elsevier, vol. 11(1), pages 88-102.
- Tanya Araújo & Elsa Fontainha, 2016. "The specific shapes of gender imbalance in scientific authorships: a network approach," Working Papers Department of Economics 2016/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araùjo & Alessandro Spelta, 2013.
"Structural changes in cross-border liabilities: a multidimensional approach,"
DEM Working Papers Series
050, University of Pavia, Department of Economics and Management.
- Araújo, Tanya & Spelta, Alessandro, 2014. "Structural changes in cross-border liabilities: A multidimensional approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 277-287.
Cited by:
- Alessandro Spelta, 2016. "Stock prices prediction via tensor decomposition and links forecast," DISCE - Working Papers del Dipartimento di Economia e Finanza def041, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Sven Banisch & Ricardo Lima & Tanya Araújo, 2012.
"Aggregation and Emergence in Agent-Based Models: A Markov Chain Approach,"
Working Papers Department of Economics
2012/25, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
Cited by:
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
- Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series 145, LABORatorio R. Revelli, Centre for Employment Studies.
- Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," Economics Papers 2015-W12, Economics Group, Nuffield College, University of Oxford.
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
- Leonor Freire Costa & Maria Manuela Rocha & Tanya Araujo, 2012.
"Social capital and economic performance: trust and distrust in eighteenth-century gold shipments from Brazil,"
Working Papers Department of Economics
2012/27, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Costa, Leonor Freire & Rocha, Maria Manuela & Araújo, Tanya, 2011. "Social capital and economic performance: trust and distrust in eighteenth-century gold shipments from Brazil," European Review of Economic History, Cambridge University Press, vol. 15(1), pages 1-27, April.
Cited by:
- Leonor Freire Costa & Maria Manuela Rocha & Paulo B. Brito, 2018. "The alchemy of gold: interest rates, money stock, and credit in eighteenth‐century Lisbon," Economic History Review, Economic History Society, vol. 71(4), pages 1147-1172, November.
- Esteves, Rui & Geisler Mesevage, Gabriel, 2019. "Social Networks in Economic History: Opportunities and Challenges," Explorations in Economic History, Elsevier, vol. 74(C).
- Alessandro Spelta & Tanya Araújo, 2012.
"The topology of cross-border exposures: beyond the minimal spanning tree approach,"
Working Papers Department of Economics
2012/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Spelta, Alessandro & Araújo, Tanya, 2012. "The topology of cross-border exposures: Beyond the minimal spanning tree approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5572-5583.
- Alessandro Spelta & Tanya Araújo, 2012. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Quaderni di Dipartimento 180, University of Pavia, Department of Economics and Quantitative Methods.
Cited by:
- Rui Faustino, 2016. "Portuguese National Accounts: a network approach," Working Papers Department of Economics 2016/18, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- P. Giudici & A. Spelta, 2016.
"Graphical Network Models for International Financial Flows,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(1), pages 128-138, January.
- Paolo Giudici & Alessandro Spelta, 2013. "Graphical network models for international financial flows," DEM Working Papers Series 052, University of Pavia, Department of Economics and Management.
- Araújo, Tanya & Faustino, Rui, 2017.
"The topology of inter-industry relations from the Portuguese national accounts,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 236-248.
- Tanya Ara'ujo & Rui Faustino, 2016. "The Topology of Inter-industry Relations from the Portuguese National Accounts," Papers 1612.06291, arXiv.org.
- Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
- Araújo, Tanya & Spelta, Alessandro, 2014.
"Structural changes in cross-border liabilities: A multidimensional approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 277-287.
- Tanya Araùjo & Alessandro Spelta, 2013. "Structural changes in cross-border liabilities: a multidimensional approach," DEM Working Papers Series 050, University of Pavia, Department of Economics and Management.
- Papadimitriou, Theophilos & Gogas, Periklis & Tabak, Benjamin M., 2013.
"Complex networks and banking systems supervision,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4429-4434.
- Theophilos Papadimitriou & Periklis Gogas & Benjamin M. Tabak, 2013. "Complex Networks and Banking Systems Supervision," Working Papers Series 306, Central Bank of Brazil, Research Department.
- Tanya Araújo, & Ennes Ferreira, 2016.
"The Topology of African Exports: emerging patterns on spanning trees,"
Working Papers Department of Economics
2016/06, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Ferreira, Manuel Ennes, 2016. "The topology of African exports: Emerging patterns on spanning trees," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 962-976.
- Gloria Polinesi & Maria Cristina Recchioni, 2021. "Filtered clustering for exchange traded fund," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 75(1), pages 125-135, January-M.
- Dias, João, 2013. "Spanning trees and the Eurozone crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5974-5984.
- Paolo Giudici & Gloria Polinesi, 2021. "Crypto price discovery through correlation networks," Annals of Operations Research, Springer, vol. 299(1), pages 443-457, April.
- Maximilian Gobel & Tanya Araújo, 2020. "Indicators of Economic Crises: A Data-Driven Clustering Approach," Working Papers REM 2020/0128, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Alessandro Spelta & Tanya Araújo, 2012.
"Interlinkages and structural changes in cross-border liabilities: a network approach,"
Quaderni di Dipartimento
181, University of Pavia, Department of Economics and Quantitative Methods.
- Alessandro Spelta & Tanya Araujo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Working Papers Department of Economics 2012/19, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Ara'ujo & M. Ennes Ferreira, 2016. "The Topology of African Exports: emerging patterns on spanning trees," Papers 1604.03522, arXiv.org.
- Araújo, Tanya & Fontainha, Elsa, 2017.
"The specific shapes of gender imbalance in scientific authorships: A network approach,"
Journal of Informetrics, Elsevier, vol. 11(1), pages 88-102.
- Tanya Araújo & Elsa Fontainha, 2016. "The specific shapes of gender imbalance in scientific authorships: a network approach," Working Papers Department of Economics 2016/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Sieds, 2021. "Complete Volume LXXV n. 1 2021," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 75(1), pages 1-138, January-M.
- Alessandro Spelta & Tanya Ara'ujo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Papers 1205.5675, arXiv.org.
- Xiaoyu Liu & Xiaoli Chen, 2021. "Can “Concerted” Macroprudential Policies Mitigate Cross‐border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(3), pages 26-54, May.
- Alessandro Spelta & Tanya Araujo, 2012.
"Interlinkages and structural changes in cross-border liabilities: a network approach,"
Working Papers Department of Economics
2012/19, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alessandro Spelta & Tanya Araújo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Quaderni di Dipartimento 181, University of Pavia, Department of Economics and Quantitative Methods.
Cited by:
- Araújo, Tanya & Spelta, Alessandro, 2014.
"Structural changes in cross-border liabilities: A multidimensional approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 277-287.
- Tanya Araùjo & Alessandro Spelta, 2013. "Structural changes in cross-border liabilities: a multidimensional approach," DEM Working Papers Series 050, University of Pavia, Department of Economics and Management.
- Sven Banischa & Ricardo Lima & Tanya Araújo, 2012.
"Agent based models and opinion dynamics as markov chains,"
Working Papers Department of Economics
2012/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
Cited by:
- Floriani, Elena & Lima, Ricardo & Ourrad, Ouerdia & Spinelli, Lionel, 2016. "Flux through a Markov chain," Chaos, Solitons & Fractals, Elsevier, vol. 93(C), pages 136-146.
- Grazzini, Jakob & Richiardi, Matteo, 2015.
"Estimation of ergodic agent-based models by simulated minimum distance,"
Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 148-165.
- Jakob Grazzini & Matteo Richiardi, 2014. "Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance," Economics Papers 2014-W07, Economics Group, Nuffield College, University of Oxford.
- Araújo, Tanya & Fontainha, Elsa, 2017.
"The specific shapes of gender imbalance in scientific authorships: A network approach,"
Journal of Informetrics, Elsevier, vol. 11(1), pages 88-102.
- Tanya Araújo & Elsa Fontainha, 2016. "The specific shapes of gender imbalance in scientific authorships: a network approach," Working Papers Department of Economics 2016/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Grazzini, Jakob & Richiardi, Matteo, 2013.
"Consistent Estimation of Agent-Based Models by Simulated Minimum Distance,"
Department of Economics and Statistics Cognetti de Martiis. Working Papers
201335, University of Turin.
- Jakob Grazzini & Matteo G. Richiardi, 2013. "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," LABORatorio R. Revelli Working Papers Series 130, LABORatorio R. Revelli, Centre for Employment Studies.
- Lücke, Marvin & Heitzig, Jobst & Koltai, Péter & Molkenthin, Nora & Winkelmann, Stefanie, 2023. "Large population limits of Markov processes on random networks," Stochastic Processes and their Applications, Elsevier, vol. 166(C).
- Samuel Eleutério & Tanya Araújo & R. Vilela Mendes, 2012.
"Portfolios and the market geometry,"
Working Papers Department of Economics
2012/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Samuel Eleut'erio & Tanya Ara'ujo & R. Vilela Mendes, 2011. "Portfolios and the market geometry," Papers 1108.4102, arXiv.org.
Cited by:
- Maximilian Göbel & Tanya Araújo, 2018. "The 21st Century - Cluster Formation in the S&P 500," Working Papers REM 2018/43, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- João Carlos Lopes & Tanya Araujo, 2012.
"The economic performance of Portuguese and Spanish regions: A network dynamic approach,"
Working Papers Department of Economics
2012/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
Cited by:
- Rui Faustino, 2016. "Portuguese National Accounts: a network approach," Working Papers Department of Economics 2016/18, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- João C. Lopes & Tanya Araújo & João Dias & João F. Amaral, 2010.
"National industry cluster templates and the structure of industry output dynamics: a stochastic geometry approach,"
Working Papers Department of Economics
2010/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
Cited by:
- Rui Faustino, 2016. "Portuguese National Accounts: a network approach," Working Papers Department of Economics 2016/18, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Faustino, Rui, 2017.
"The topology of inter-industry relations from the Portuguese national accounts,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 236-248.
- Tanya Ara'ujo & Rui Faustino, 2016. "The Topology of Inter-industry Relations from the Portuguese National Accounts," Papers 1612.06291, arXiv.org.
- João Carlos Lopes & Tanya Araujo, 2012. "The economic performance of Portuguese and Spanish regions: A network dynamic approach," Working Papers Department of Economics 2012/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Sven Banisch & Tanya Araujo & Jorge Louçã, 2009.
"Opinion Dynamics and Communication Networks,"
Working Papers Department of Economics
2009/16, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Sven Banisch & Tanya Araújo & Jorge Louçã, 2010. "Opinion Dynamics And Communication Networks," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 95-111.
Cited by:
- Christian Stummer & Lars Lüpke & Markus Günther, 2021. "Beaming market simulation to the future by combining agent-based modeling with scenario analysis," Journal of Business Economics, Springer, vol. 91(9), pages 1469-1497, November.
- Teresa Vaz Martins & Tanya Araujo & Maria Augusta Santos & Miguel St Aubyn, 2008.
"Network effects in a human capital based economic growth model,"
Papers
0809.3418, arXiv.org, revised Feb 2009.
- Vaz Martins, Teresa & Araújo, Tanya & Augusta Santos, Maria & St Aubyn, Miguel, 2009. "Network effects in a human capital based economic growth model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(11), pages 2207-2214.
- Teresa V. Martins & Tanya Araújo & Maria A. Santos & Miguel St Aubyn, 2008. "Network Effects in a Human Capital Based Economic Growth Model," Working Papers Department of Economics 2008/44, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
Cited by:
- Dong, Feng & Li, Yangfan & Li, Kun & Zhu, Jiao & Zheng, Lu, 2022. "Can smart city construction improve urban ecological total factor energy efficiency in China? Fresh evidence from generalized synthetic control method," Energy, Elsevier, vol. 241(C).
- Tanya Araujo & R. Vilela Mendes, 2007.
"Innovation Success and Structural Change: An Abstract Agent Based Study,"
Papers
0709.2694, arXiv.org.
- Tanya Araújo & Rui Vilela Mendes, 2007. "Innovation Success and Structural Change: An Abstract Agent Based Study," Working Papers Department of Economics 2007/25, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
Cited by:
- Sven Banisch & Tanya Araujo & Jorge Louçã, 2009.
"Opinion Dynamics and Communication Networks,"
Working Papers Department of Economics
2009/16, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Sven Banisch & Tanya Araújo & Jorge Louçã, 2010. "Opinion Dynamics And Communication Networks," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 95-111.
- Tanya Araujo & Francisco Louçã, 2007.
"The Seismography of Crashes in Financial Markets,"
Working Papers Department of Economics
2007/05, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
Cited by:
- Tanya Araújo & Francisco Louçã, 2008. "Bargaining Clouds, or Mathematics as a Metaphoric Exploration of the Unexpected," Working Papers Department of Economics 2008/27, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araujo & João Dias & Samuel Eleutério & Francisco Louçã, 2012. "How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market," Working Papers Department of Economics 2012/21, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Spelta, Alessandro, 2014.
"Structural changes in cross-border liabilities: A multidimensional approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 277-287.
- Tanya Araùjo & Alessandro Spelta, 2013. "Structural changes in cross-border liabilities: a multidimensional approach," DEM Working Papers Series 050, University of Pavia, Department of Economics and Management.
- Tanya Ara'ujo & Jo~ao Dias & Samuel Eleut'erio & Francisco Louc{c}~a, 2012. "How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market," Papers 1207.1202, arXiv.org.
- Alessandro Spelta & Tanya Ara'ujo, 2011. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Papers 1112.5711, arXiv.org.
- Alessandro Spelta & Tanya Araújo, 2012.
"Interlinkages and structural changes in cross-border liabilities: a network approach,"
Quaderni di Dipartimento
181, University of Pavia, Department of Economics and Quantitative Methods.
- Alessandro Spelta & Tanya Araujo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Working Papers Department of Economics 2012/19, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alessandro Spelta & Tanya Araújo, 2012.
"The topology of cross-border exposures: beyond the minimal spanning tree approach,"
Working Papers Department of Economics
2012/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Spelta, Alessandro & Araújo, Tanya, 2012. "The topology of cross-border exposures: Beyond the minimal spanning tree approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5572-5583.
- Alessandro Spelta & Tanya Araújo, 2012. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Quaderni di Dipartimento 180, University of Pavia, Department of Economics and Quantitative Methods.
- Tanya Araujo & R. Vilela Mendes, 2006.
"Market-oriented innovation: When is it profitable? An abstract agent-based study,"
Working Papers Department of Economics
2006/31, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
Cited by:
- João Bernardino & Tanya Araújo, 2010. "On Positional Consumption and Technological Innovation- an Agent-based Approach," Working Papers Department of Economics 2010/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Weisbuch, Gérard, 2008.
"The labour market on the hypercube,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(5), pages 1301-1310.
- Tanya Araújo & Gérard Weisbuch, 2007. "The Labour Market on the Hypercube," Working Papers Department of Economics 2007/24, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & Miguel St. Aubyn, 2005.
"Education, Neighbourhood Effects and Growth: An Agent Based Model Approach,"
Working Papers Department of Economics
2005/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & Miguel St. Aubyn, 2008. "Education, Neighborhood Effects And Growth: An Agent-Based Model Approach," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 99-117.
Cited by:
- João Silvestre & Tanya Araújo & Miguel St. Aubyn, 2019. "Individual Satisfaction and Economic Growth in an Agent-Based Economy," Computational Economics, Springer;Society for Computational Economics, vol. 54(3), pages 893-903, October.
- Garth Holloway & Ma. Lucila A. Lapar, 2007. "How Big is Your Neighbourhood? Spatial Implications of Market Participation Among Filipino Smallholders," Journal of Agricultural Economics, Wiley Blackwell, vol. 58(1), pages 37-60, February.
- Tanya Araujo & Francisco Louçã, 2005.
"The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises,"
Working Papers Department of Economics
2005/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araujo & Francisco Louca, 2007. "The geometry of crashes. A measure of the dynamics of stock market crises," Quantitative Finance, Taylor & Francis Journals, vol. 7(1), pages 63-74.
Cited by:
- Rui Faustino, 2016. "Portuguese National Accounts: a network approach," Working Papers Department of Economics 2016/18, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & Francisco Louçã, 2008. "Bargaining Clouds, or Mathematics as a Metaphoric Exploration of the Unexpected," Working Papers Department of Economics 2008/27, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araujo & João Dias & Samuel Eleutério & Francisco Louçã, 2012. "How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market," Working Papers Department of Economics 2012/21, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Cajueiro, Daniel O. & Tabak, Benjamin M. & Werneck, Filipe K., 2009. "Can we predict crashes? The case of the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1603-1609.
- Araújo, Tanya & Spelta, Alessandro, 2014.
"Structural changes in cross-border liabilities: A multidimensional approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 277-287.
- Tanya Araùjo & Alessandro Spelta, 2013. "Structural changes in cross-border liabilities: a multidimensional approach," DEM Working Papers Series 050, University of Pavia, Department of Economics and Management.
- Naylor, Michael J. & Rose, Lawrence C. & Moyle, Brendan J., 2007.
"Topology of foreign exchange markets using hierarchical structure methods,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 199-208.
- Michael J. Naylor & Lawrence C. Rose & Brendan J. Moyle, 2006. "Topology of Foreign Exchange Markets using Hierarchical Structure Methods," Papers physics/0608084, arXiv.org, revised Nov 2006.
- Tanya Ara'ujo & Jo~ao Dias & Samuel Eleut'erio & Francisco Louc{c}~a, 2012. "How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market," Papers 1207.1202, arXiv.org.
- Samuel Eleut'erio & Tanya Ara'ujo & R. Vilela Mendes, 2011.
"Portfolios and the market geometry,"
Papers
1108.4102, arXiv.org.
- Samuel Eleutério & Tanya Araújo & R. Vilela Mendes, 2012. "Portfolios and the market geometry," Working Papers Department of Economics 2012/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araujo & Francisco Louçã, 2007. "The Seismography of Crashes in Financial Markets," Working Papers Department of Economics 2007/05, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alessandro Spelta & Tanya Araújo, 2012.
"Interlinkages and structural changes in cross-border liabilities: a network approach,"
Quaderni di Dipartimento
181, University of Pavia, Department of Economics and Quantitative Methods.
- Alessandro Spelta & Tanya Araujo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Working Papers Department of Economics 2012/19, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Lee, Junghoon & Youn, Janghyuk & Chang, Woojin, 2012. "Intraday volatility and network topological properties in the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1354-1360.
- Araújo, Tanya & Dias, João & Eleutério, Samuel & Louçã, Francisco, 2013. "A measure of multivariate kurtosis for the identification of the dynamics of a N-dimensional market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3708-3714.
- Tanya Araújo & R. Vilela Mendes, 2001.
"Function and form in networks of interacting agents,"
Working Papers Department of Economics
2001/03, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
Cited by:
- P. Giudici & A. Spelta, 2016.
"Graphical Network Models for International Financial Flows,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(1), pages 128-138, January.
- Paolo Giudici & Alessandro Spelta, 2013. "Graphical network models for international financial flows," DEM Working Papers Series 052, University of Pavia, Department of Economics and Management.
- Araújo, Tanya & Faustino, Rui, 2017.
"The topology of inter-industry relations from the Portuguese national accounts,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 236-248.
- Tanya Ara'ujo & Rui Faustino, 2016. "The Topology of Inter-industry Relations from the Portuguese National Accounts," Papers 1612.06291, arXiv.org.
- Alessandro Spelta & Tanya Ara'ujo, 2011. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Papers 1112.5711, arXiv.org.
- Alessandro Spelta & Tanya Araújo, 2012.
"Interlinkages and structural changes in cross-border liabilities: a network approach,"
Quaderni di Dipartimento
181, University of Pavia, Department of Economics and Quantitative Methods.
- Alessandro Spelta & Tanya Araujo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Working Papers Department of Economics 2012/19, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alessandro Spelta & Tanya Araújo, 2012.
"The topology of cross-border exposures: beyond the minimal spanning tree approach,"
Working Papers Department of Economics
2012/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Spelta, Alessandro & Araújo, Tanya, 2012. "The topology of cross-border exposures: Beyond the minimal spanning tree approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5572-5583.
- Alessandro Spelta & Tanya Araújo, 2012. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Quaderni di Dipartimento 180, University of Pavia, Department of Economics and Quantitative Methods.
- Araújo, Tanya & Fontainha, Elsa, 2017.
"The specific shapes of gender imbalance in scientific authorships: A network approach,"
Journal of Informetrics, Elsevier, vol. 11(1), pages 88-102.
- Tanya Araújo & Elsa Fontainha, 2016. "The specific shapes of gender imbalance in scientific authorships: a network approach," Working Papers Department of Economics 2016/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- P. Giudici & A. Spelta, 2016.
"Graphical Network Models for International Financial Flows,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(1), pages 128-138, January.
- R. Vilela Mendes & R. Lima & T. Araujo, 2001.
"A process-reconstruction analysis of market fluctuations,"
Papers
cond-mat/0102301, arXiv.org.
- R. Vilela Mendes & R. Lima & T. Araújo, 2002. "A Process-Reconstruction Analysis Of Market Fluctuations," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(08), pages 797-821.
Cited by:
- Hugo C. Mendes & Alberto Murta & R. Vilela Mendes, 2015. "Long Range Dependence And The Dynamics Of Exploited Fish Populations," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 18(07n08), pages 1-14, November.
- R. Vilela Mendes & Tanya Ara'ujo & Francisco Louc{c}~a, 2002.
"Reconstructing an economic space from a market metric,"
Papers
cond-mat/0211108, arXiv.org.
- Vilela Mendes, R. & Araújo, Tanya & Louçã, Francisco, 2003. "Reconstructing an economic space from a market metric," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 635-650.
- R. Vilela Mendes & M. J. Oliveira & A. M. Rodrigues, 2012. "The fractional volatility model: No-arbitrage, leverage and completeness," Papers 1205.2866, arXiv.org.
- Mendes, Rui Vilela & Oliveira, Maria J., 2008.
"A Data-Reconstructed Fractional Volatility Model,"
Economics Discussion Papers
2008-22, Kiel Institute for the World Economy (IfW Kiel).
- Rui Vilela Mendes & M. J. Oliveira, 2006. "A data-reconstructed fractional volatility model," Papers math/0602013, arXiv.org, revised Jun 2007.
- Mansur Filho, J.C. & Silva, A.G. & Carvalho, A.T.G. & Martins, M.L., 2005. "Electrocrystallization under magnetic fields: experiment and model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 393-406.
- Vilela Mendes, R. & Oliveira, M.J. & Rodrigues, A.M., 2015. "No-arbitrage, leverage and completeness in a fractional volatility model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 470-478.
- Tanya Ara'ujo & Paulo Barbosa, 2023. "Reconstructing cryptocurrency processes via Markov chains," Papers 2308.07626, arXiv.org.
Articles
- João Silvestre & Tanya Araújo & Miguel St. Aubyn, 2019.
"Individual Satisfaction and Economic Growth in an Agent-Based Economy,"
Computational Economics, Springer;Society for Computational Economics, vol. 54(3), pages 893-903, October.
Cited by:
- Carlos M. Fernández-Márquez & Matías Fuentes & Juan José Martínez & Francisco J. Vázquez, 2021. "Productivity and unemployment: an ABM approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 133-151, January.
- Araújo, Tanya & Eleutério, Samuel & Louçã, Francisco, 2018.
"Do sentiments influence market dynamics? A reconstruction of the Brazilian stock market and its mood,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 1139-1149.
Cited by:
- Gao, Zhenbin & Zhang, Jie, 2023. "The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
- Akyol, Sinem & Alatas, Bilal, 2020. "Sentiment classification within online social media using whale optimization algorithm and social impact theory based optimization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
- Araújo, Tanya & Fontainha, Elsa, 2017.
"The specific shapes of gender imbalance in scientific authorships: A network approach,"
Journal of Informetrics, Elsevier, vol. 11(1), pages 88-102.
See citations under working paper version above.
- Tanya Araújo & Elsa Fontainha, 2016. "The specific shapes of gender imbalance in scientific authorships: a network approach," Working Papers Department of Economics 2016/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Faustino, Rui, 2017.
"The topology of inter-industry relations from the Portuguese national accounts,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 236-248.
- Tanya Ara'ujo & Rui Faustino, 2016. "The Topology of Inter-industry Relations from the Portuguese National Accounts," Papers 1612.06291, arXiv.org.
Cited by:
- Xing, Lizhi & Guan, Jun & Wu, Shan, 2018. "Measuring the impact of final demand on global production system based on Markov process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 148-163.
- Susana Santos & Tanya Araújo, 2018. "The network of inter-industry flows in a SAM framework," Working Papers REM 2018/40, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Xing, Lizhi & Wang, Dawei & Li, Yan & Guan, Jun & Dong, Xianlei, 2020. "Simulation analysis of the competitive status between China and Portuguese-speaking countries under the background of one belt and one road initiative," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
- Zhang, Shuaishuai & Wu, Libo & Zhou, Yang, 2020. "The impact of negative list policy on sectoral structure: Based on complex network and DID analysis," Applied Energy, Elsevier, vol. 278(C).
- Araújo, Tanya & Ferreira, Manuel Ennes, 2016.
"The topology of African exports: Emerging patterns on spanning trees,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 962-976.
See citations under working paper version above.
- Tanya Araújo, & Ennes Ferreira, 2016. "The Topology of African Exports: emerging patterns on spanning trees," Working Papers Department of Economics 2016/06, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Spelta, Alessandro, 2014.
"Structural changes in cross-border liabilities: A multidimensional approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 277-287.
See citations under working paper version above.
- Tanya Araùjo & Alessandro Spelta, 2013. "Structural changes in cross-border liabilities: a multidimensional approach," DEM Working Papers Series 050, University of Pavia, Department of Economics and Management.
- João Bernardino & Tanya Araújo, 2013.
"On positional consumption and technological innovation: an agent-based model,"
Journal of Evolutionary Economics, Springer, vol. 23(5), pages 1047-1071, November.
Cited by:
- Antinyan, Armenak & Horváth, Gergely & Jia, Mofei, 2019. "Social status competition and the impact of income inequality in evolving social networks: An agent-based model," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 79(C), pages 53-69.
- Foellmi, Reto & Zweimüller, Josef, 2016.
"Is Inequality Harmful for Innovation and Growth? Price versus Market Size Effects,"
Economics Working Paper Series
1613, University of St. Gallen, School of Economics and Political Science.
- Reto Foellmi & Josef Zweimüller, 2017. "Is inequality harmful for innovation and growth? Price versus market size effects," Journal of Evolutionary Economics, Springer, vol. 27(2), pages 359-378, April.
- Florian Chávez-Juárez, 2017. "On the Role of Agent-based Modeling in the Theory of Development Economics," Review of Development Economics, Wiley Blackwell, vol. 21(3), pages 713-730, August.
- Araújo, Tanya & Dias, João & Eleutério, Samuel & Louçã, Francisco, 2013.
"A measure of multivariate kurtosis for the identification of the dynamics of a N-dimensional market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3708-3714.
Cited by:
- Chun-Xiao Nie, 2021. "Studying the correlation structure based on market geometry," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(2), pages 411-441, April.
- Araújo, Tanya & Spelta, Alessandro, 2014.
"Structural changes in cross-border liabilities: A multidimensional approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 277-287.
- Tanya Araùjo & Alessandro Spelta, 2013. "Structural changes in cross-border liabilities: a multidimensional approach," DEM Working Papers Series 050, University of Pavia, Department of Economics and Management.
- Spelta, Alessandro & Araújo, Tanya, 2012.
"The topology of cross-border exposures: Beyond the minimal spanning tree approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5572-5583.
See citations under working paper version above.
- Alessandro Spelta & Tanya Araújo, 2012. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Working Papers Department of Economics 2012/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alessandro Spelta & Tanya Araújo, 2012. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Quaderni di Dipartimento 180, University of Pavia, Department of Economics and Quantitative Methods.
- Costa, Leonor Freire & Rocha, Maria Manuela & Araújo, Tanya, 2011.
"Social capital and economic performance: trust and distrust in eighteenth-century gold shipments from Brazil,"
European Review of Economic History, Cambridge University Press, vol. 15(1), pages 1-27, April.
See citations under working paper version above.
- Leonor Freire Costa & Maria Manuela Rocha & Tanya Araujo, 2012. "Social capital and economic performance: trust and distrust in eighteenth-century gold shipments from Brazil," Working Papers Department of Economics 2012/27, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Sven Banisch & Tanya Araújo & Jorge Louçã, 2010.
"Opinion Dynamics And Communication Networks,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 95-111.
See citations under working paper version above.
- Sven Banisch & Tanya Araujo & Jorge Louçã, 2009. "Opinion Dynamics and Communication Networks," Working Papers Department of Economics 2009/16, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Vaz Martins, Teresa & Araújo, Tanya & Augusta Santos, Maria & St Aubyn, Miguel, 2009.
"Network effects in a human capital based economic growth model,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(11), pages 2207-2214.
See citations under working paper version above.
- Teresa Vaz Martins & Tanya Araujo & Maria Augusta Santos & Miguel St Aubyn, 2008. "Network effects in a human capital based economic growth model," Papers 0809.3418, arXiv.org, revised Feb 2009.
- Teresa V. Martins & Tanya Araújo & Maria A. Santos & Miguel St Aubyn, 2008. "Network Effects in a Human Capital Based Economic Growth Model," Working Papers Department of Economics 2008/44, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & R. Vilela Mendes, 2009.
"Innovation And Self-Organization In A Multi-Agent Model,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 233-253.
Cited by:
- Matthew Oldham, 2018. "How fast to run in the Red Queen race?," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 25(1), pages 28-43, January.
- Tanya Araújo & Miguel St. Aubyn, 2008.
"Education, Neighborhood Effects And Growth: An Agent-Based Model Approach,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 99-117.
See citations under working paper version above.
- Tanya Araújo & Miguel St. Aubyn, 2005. "Education, Neighbourhood Effects and Growth: An Agent Based Model Approach," Working Papers Department of Economics 2005/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araujo & Francisco Louca, 2007.
"The geometry of crashes. A measure of the dynamics of stock market crises,"
Quantitative Finance, Taylor & Francis Journals, vol. 7(1), pages 63-74.
See citations under working paper version above.
- Tanya Araujo & Francisco Louçã, 2005. "The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises," Working Papers Department of Economics 2005/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Vilela Mendes, R. & Araújo, Tanya & Louçã, Francisco, 2003.
"Reconstructing an economic space from a market metric,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 635-650.
- R. Vilela Mendes & Tanya Ara'ujo & Francisco Louc{c}~a, 2002. "Reconstructing an economic space from a market metric," Papers cond-mat/0211108, arXiv.org.
Cited by:
- Chun-Xiao Nie, 2021. "Studying the correlation structure based on market geometry," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(2), pages 411-441, April.
- Tanya Araújo & Francisco Louçã, 2008. "Tribes under Threat – The Collective Behavior of Firms During the Stock Market Crisis," Working Papers Department of Economics 2008/28, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & Francisco Louçã, 2008. "Bargaining Clouds, or Mathematics as a Metaphoric Exploration of the Unexpected," Working Papers Department of Economics 2008/27, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
- Tanya Araujo & João Dias & Samuel Eleutério & Francisco Louçã, 2012. "How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market," Working Papers Department of Economics 2012/21, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Araújo, Tanya & Spelta, Alessandro, 2014.
"Structural changes in cross-border liabilities: A multidimensional approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 277-287.
- Tanya Araùjo & Alessandro Spelta, 2013. "Structural changes in cross-border liabilities: a multidimensional approach," DEM Working Papers Series 050, University of Pavia, Department of Economics and Management.
- João C. Lopes & Tanya Araújo & João Dias & João F. Amaral, 2010. "National industry cluster templates and the structure of industry output dynamics: a stochastic geometry approach," Working Papers Department of Economics 2010/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Ara'ujo & Jo~ao Dias & Samuel Eleut'erio & Francisco Louc{c}~a, 2012. "How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market," Papers 1207.1202, arXiv.org.
- Samuel Eleut'erio & Tanya Ara'ujo & R. Vilela Mendes, 2011.
"Portfolios and the market geometry,"
Papers
1108.4102, arXiv.org.
- Samuel Eleutério & Tanya Araújo & R. Vilela Mendes, 2012. "Portfolios and the market geometry," Working Papers Department of Economics 2012/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alessandro Spelta & Tanya Ara'ujo, 2011. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Papers 1112.5711, arXiv.org.
- Alessandro Spelta & Tanya Araújo, 2012.
"Interlinkages and structural changes in cross-border liabilities: a network approach,"
Quaderni di Dipartimento
181, University of Pavia, Department of Economics and Quantitative Methods.
- Alessandro Spelta & Tanya Araujo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Working Papers Department of Economics 2012/19, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Ara'ujo & Francisco Louc{c}~a, 2004. "Complex Behavior of Stock Markets: Processes of Synchronization and Desynchronization during Crises," Papers cond-mat/0403333, arXiv.org, revised Mar 2004.
- Alessandro Spelta & Tanya Araújo, 2012.
"The topology of cross-border exposures: beyond the minimal spanning tree approach,"
Working Papers Department of Economics
2012/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Spelta, Alessandro & Araújo, Tanya, 2012. "The topology of cross-border exposures: Beyond the minimal spanning tree approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5572-5583.
- Alessandro Spelta & Tanya Araújo, 2012. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Quaderni di Dipartimento 180, University of Pavia, Department of Economics and Quantitative Methods.
- João Carlos Lopes & Tanya Araujo, 2012. "The economic performance of Portuguese and Spanish regions: A network dynamic approach," Working Papers Department of Economics 2012/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araujo & Francisco Louçã, 2005.
"The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises,"
Working Papers Department of Economics
2005/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araujo & Francisco Louca, 2007. "The geometry of crashes. A measure of the dynamics of stock market crises," Quantitative Finance, Taylor & Francis Journals, vol. 7(1), pages 63-74.
- Araújo, Tanya & Fontainha, Elsa, 2017.
"The specific shapes of gender imbalance in scientific authorships: A network approach,"
Journal of Informetrics, Elsevier, vol. 11(1), pages 88-102.
- Tanya Araújo & Elsa Fontainha, 2016. "The specific shapes of gender imbalance in scientific authorships: a network approach," Working Papers Department of Economics 2016/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Tanya Araújo & Francisco Louçã, 2008. "Trouble Ahead – The Subprime Crisis as Evidence of a New Regime in the Stock Market," Working Papers Department of Economics 2008/26, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alessandro Spelta & Tanya Ara'ujo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Papers 1205.5675, arXiv.org.
- João Lopes, 2011. "Industrial Clustering and Sectoral Growth: a Network Dynamics Approach," ERSA conference papers ersa11p637, European Regional Science Association.
- Tanya Ara'ujo & Francisco Louc{c}~a, 2005. "The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises," Papers physics/0506137, arXiv.org, revised Jul 2005.
- Tanya Araújo & Francisco Louçã, 2008. "The Dynamics of Speculative Markets: The Case of Portugal’s PSI20," Working Papers Department of Economics 2008/34, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- R. Vilela Mendes & R. Lima & T. Araújo, 2002.
"A Process-Reconstruction Analysis Of Market Fluctuations,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(08), pages 797-821.
See citations under working paper version above.
- R. Vilela Mendes & R. Lima & T. Araujo, 2001. "A process-reconstruction analysis of market fluctuations," Papers cond-mat/0102301, arXiv.org.
More information
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 37 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.- NEP-NET: Network Economics (11) 2008-11-25 2009-05-02 2012-07-08 2016-03-10 2016-09-25 2020-06-22 2022-04-04 2022-04-18 2022-05-02 2023-02-06 2024-01-08. Author is listed
- NEP-URE: Urban and Real Estate Economics (10) 2005-09-17 2008-05-17 2008-11-25 2012-02-20 2014-11-01 2018-06-11 2022-04-04 2022-04-18 2022-05-02 2023-02-06. Author is listed
- NEP-HME: Heterodox Microeconomics (8) 2012-03-21 2012-07-08 2012-07-08 2016-09-25 2016-09-25 2018-06-11 2021-09-06 2023-10-02. Author is listed
- NEP-CSE: Economics of Strategic Management (7) 2007-01-02 2008-08-06 2010-04-17 2010-12-11 2012-02-20 2012-08-23 2016-09-25. Author is listed
- NEP-CMP: Computational Economics (6) 2007-01-02 2007-12-15 2009-05-02 2012-03-21 2016-09-25 2020-06-22. Author is listed
- NEP-SOC: Social Norms and Social Capital (5) 2005-09-17 2008-11-25 2009-05-02 2013-01-07 2016-09-25. Author is listed
- NEP-FMK: Financial Markets (4) 2005-10-22 2008-05-17 2008-05-17 2008-08-06
- NEP-INO: Innovation (3) 2007-01-02 2007-12-15 2010-04-17
- NEP-EDU: Education (2) 2005-09-17 2008-11-25
- NEP-GEO: Economic Geography (2) 2005-09-17 2012-02-20
- NEP-HIS: Business, Economic and Financial History (2) 2007-03-17 2013-01-07
- NEP-PAY: Payment Systems and Financial Technology (2) 2023-04-10 2023-10-02
- NEP-AFR: Africa (1) 2016-03-10
- NEP-BAN: Banking (1) 2023-10-02
- NEP-CBA: Central Banking (1) 2012-08-23
- NEP-CFN: Corporate Finance (1) 2007-03-17
- NEP-EFF: Efficiency and Productivity (1) 2012-02-20
- NEP-EVO: Evolutionary Economics (1) 2012-08-23
- NEP-FIN: Finance (1) 2005-10-22
- NEP-GEN: Gender (1) 2021-09-06
- NEP-GRO: Economic Growth (1) 2016-09-25
- NEP-GTH: Game Theory (1) 2008-05-17
- NEP-HPE: History and Philosophy of Economics (1) 2023-10-02
- NEP-HRM: Human Capital and Human Resource Management (1) 2008-11-25
- NEP-INT: International Trade (1) 2016-03-10
- NEP-ISF: Islamic Finance (1) 2021-09-06
- NEP-KNM: Knowledge Management and Knowledge Economy (1) 2010-04-17
- NEP-LAB: Labour Economics (1) 2007-10-20
- NEP-LAM: Central and South America (1) 2013-01-07
- NEP-MAC: Macroeconomics (1) 2018-06-11
- NEP-MIC: Microeconomics (1) 2007-01-02
- NEP-MON: Monetary Economics (1) 2023-10-02
- NEP-NEU: Neuroeconomics (1) 2007-01-02
- NEP-PKE: Post Keynesian Economics (1) 2023-10-02
- NEP-RMG: Risk Management (1) 2005-10-22
- NEP-SOG: Sociology of Economics (1) 2016-09-25
- NEP-UPT: Utility Models and Prospect Theory (1) 2016-09-25
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