103 citations · 156 across the 8 of their papers we have counts for
4 papers · 1 filter
Symbolic Dynamics in a Matching Labour Market Model
Diana A. Mendes, Vivaldo M. Mendes, J. Sousa Ramos
In this paper we apply the techniques of symbolic dynamics to the analysis of a labor market which shows large volatility in employment flows. In a recent paper, Bhattacharya and B…
On the integrated behaviour of non-stationary volatility in stock markets
Andreia Dionisio, Rui Menezes, Diana A. Mendes
This paper analyses the behaviour of volatility for several international stock market indexes, namely the SP 500 (USA), the Nikkei (Japan), the PSI 20 (Portugal), the CAC 40 (Fran…
Asymmetric Conditional Volatility in International Stock Markets
Nuno B. Ferreira, Rui Menezes, Diana A. Mendes
Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothe…
Chaotic Dynamics in Optimal Monetary Policy
Orlando Gomes, Vivaldo M. Mendes, Diana A. Mendes +1
There is by now a large consensus in modern monetary policy. This consensus has been built upon a dynamic general equilibrium model of optimal monetary policy as developed by, e.g.…