REFEREED PAPERS
CAIADO, J. and LÚCIO, F. (2023). “Stock Market Forecasting Accuracy of Asymmetric GARCH Models during the COVID-19 Pandemic”, The North American Journal of Economics and Finance, Elsevier, https://doi.org/10.1016/j.najef.2023.101971
FERNANDES, C., BORGES, M. R., MACOMBE, E. and CAIADO, J. (2023). “Measuring an equilibrium long-run relationship between financial inclusion and monetary stability in Mozambique”, Applied Economics, Taylor & Francis, https://doi.org/10.1080/00036846.2023.2203457, Taylor & Francis.
LÚCIO, F. and CAIADO, J. (2022). "COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices", Finance Research Letters, Elsevier, 49, 103141.
GRAÇA, J., CAIADO, J. and CORREIA, R. G. (2022). “On the Values and Attitudes of Economics Student in Portugal”, Revista de Sociologia e Política, 30, 1-19.
BASTOS, J. and CAIADO, J. (2021). “On the classification of financial data with domain agnostic features”, International Journal of Approximate Reasoning, 138, 1-11, Elsevier.
FRANCISCO, P., MOREIRA, S. and CAIADO, J. (2021). “Identifying differences and similarities between donors regarding the long-term allocation of official development assistance”, Development Studies Research, DOI: 10.1080/21665095.2021.1954965.
FERNANDES, C., BORGES, R. and CAIADO, J. (2020). “The Contribution of Digital Financial Services to Financial Inclusion in Mozambique: An ARDL Model Approach”, Applied Economics, Taylor & Francis. DOI: 10.1080/00036846.2020.1808177
ALBUQUERQUE, P, CAIADO, J. and PEREIRA, A. (2020). "Aging population and inflation: Evidence from panel cointegration", Journal of Applied Economics, Taylor & Francis. DOI: 10.1080/15140326.2020.1795518.
GRAÇA, J., CORREIA, R. G. and CAIADO, J. (2020): "Sociopolitical values, attitudes and behaviors of Portuguese economics students", Sociologia, Problemas e Práticas, 92, 111-132.
CAIADO, J., CRATO, N. and PONCELA, P. (2019). "A fragmented-periodogram approach for clustering big data time series", Advances in Data Analysis and Classification, Springer, 14, 117-146.
COELHO DO VALE, R., MATOS, P. V. and CAIADO, J. (2016): “The impact of private labels on consumer store loyalty: An integrative perspective”, Journal of Retailing and Consumer Services, Elsevier, 28, 179–188.
CAIADO, J., E.A. MAHARAJ and P. D'URSO (2015). "Time Series Clustering", in Handbook of Cluster Analysis, C. Henning, M. Meila, F. Murtagh, R. Rocci (eds.), 241-263, CRC Press, Taylor & Francis Group.
FELÍCIO, J. A., COUTO, E. and CAIADO, J. (2014). “Human Capital, Social Capital and Organizational Performance”, Management Decision, 52, 350-364.
BASTOS, J. A. and CAIADO, J. (2014). “Clustering financial time series with variance ratio statistics”, Quantitative Finance, 14, 2121-2133.
CARVALHO, L., COSTA, M. T. and CAIADO, J. (2013). "Determinants of innovation in a small open economy: A multidimensional perspective", Journal of Business Economics and Management, 14, 583-600.
FELÍCIO, J. A., COUTO, E. and CAIADO, J. (2012). "Human capital and social capital in entrepreneurs and managers of small and medium enterprises”, Journal of Business Economics and Management, 13, 395-420.
CAIADO, J., N. CRATO and D. PEÑA (2011). “Tests for comparing time series of unequal lengths”, Journal of Statistical Computation and Simulation, 82, 1715-1725.
BASTOS, J. A. and CAIADO, J. (2011). "Recurrence quantification analysis of global stock markets", Physica A: Statistical Mechanics and its Applications, 390, 1315-1325.
CAIADO, J. and N. CRATO (2010). “Identifying common dynamic features in stock returns”, Quantitative Finance, 10, 797-807.
CAIADO, J. (2010). "Performance of combined double seasonal univariate time series models for forecasting water demand", Journal of Hydrologic Engineering, 15, 215-222.
CAIADO, J., N. CRATO and D. PEÑA (2009). “Comparison of time series with unequal length in the frequency domain”, Communications in Statistics: Simulation and Computation, 38, 527-540.
CAIADO, J. and N. CRATO (2008). “Comparison of financial time series using a TARCH-based distance”, in: COMPSTAT 2008 - Proceedings in Computational Statistics (Edited by P. Brito), Physica-Verlag, 875-882 (ISBN: 978-3790820836).
CAIADO, J. (2007). "Forecasting water consumption in Spain using univariate time series models", in: Proceedings of the 2nd Spanish IEEE Computational Intelligence Society (Edited by Ignacio R. Ruiz and Hector P. Cintas), Thomson, 415-423.
CAIADO, J., N. CRATO e D. PEÑA (2007). “Is there a euro identity within international stock market volatilities?”, in: Proceedings of the 11th International Conference on Macroeconomics Analysis and International Finance, Rethymmo.
CAIADO, J., N. CRATO e D. PEÑA (2006). “An interpolated periodogram-based metric for comparison of time series with unequal lengths”, Proceedings of the 2006 Joint Statistical Meetings, Section on Statistical Computing, American Statistical Association, Seattle (USA), 2016-2018.
CAIADO, J., N. CRATO and D. PEÑA (2006). “A periodogram-based metric for time series classification”, Computational Statistics & Data Analysis, 50, 2668-2684.
CAIADO, J. and N. CRATO (2007). “A GARCH-based method for clustering of financial time series: International stock markets evidence”, in: Recent Advances in Stochastic Modeling and Data Analysis (Edited by C. H. Skiadas), World Scientific Publishing, Singapore, 542-551 (ISBN-13 978-981-270-968-4 and ISBN-10 981-270-968-1).
CAIADO, J. e N. CRATO (2005). “Discrimination between deterministic trend and stochastic trend processes”, in: Applied Stochastic Models and Data Analysis (Edited by Jacques Janssen and Philippe Lenca), Brest (France), 1419-1424.
CAIADO, J. (2004). “Modelling and forecasting the volatility of the Portuguese Stock Index PSI-20”, Portuguese Journal of Management Studies, XI, nº1, 3-21.
CAIADO, J. e P. MADEIRA (2002). “Determinantes do desempenho académico nos cursos de contabilidade”, Psicologia, Educação e Cultura, VI, nº1, 171-184.
WORKING-PAPERS AND OTHER PUBLICATIONS
AFONSO, A., CAIADO, J. and St. AUBYN M. (2015), "The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2012, 2013, 2014)", Working-Paper N.º06, DE/UECE/CEMAPRE, Department of Economics, ISEG/UL.
BASTOS, J. A. e CAIADO, J. (2010). "The factor structure of international stock market returns", preprint.
SAMAGAIO, A., COUTO, E. e CAIADO, J. (2009). "Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships", CEMAPRE Working Paper n.º 06/2009, ISEG, Technical University of Lisbon.
FELÍCIO, J. A., COUTO, E. e CAIADO, J. (2009). "Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity", CEMAPRE Working Paper n.º 05/2009, ISEG, Technical University of Lisbon.
CAIADO, J. e N. CRATO (2008). “Identifying the evolution of stock markets stochastic structure after the euro", Munich Personal RePEc Archive, MPRA Paper Nº 6609, available online in http://mpra.ub.uni-muenchen.de/6609
CAIADO, J., N. CRATO e D. PEÑA (2007). “Comparison of time series with unequal length”, Munich Personal RePEc Archive, MPRA Paper Nº 6605, available online in http://mpra.ub.uni-muenchen.de/6605
CAIADO, J. e N. CRATO (2007). “Identifying common spectral and asymmetric features in stock returns”, Munich Personal RePEc Archive, MPRA Paper Nº 6607, available online in http://mpra.ub.uni-muenchen.de/6607
CAIADO, J., N. CRATO and D. PEÑA (2004). “Classificação e agrupamento de séries temporais: Desenvolvimentos recentes”, in: Estatística Jubilar (Ed. C. A Braumann, P. Infante, M. M. Oliveira, R. Alpízar-Jara, F. Rosado), Proceedings of the 12th Portuguese Statistical Society Conference, 125-132.
CAIADO, J., N. CRATO and D. PEÑA (2003). “Uma métrica baseada no periodograma para classificar séries temporais”, in: Estatística com Acaso e Necessidade (Ed. P. Rodrigues, E. Rebelo e F. Rosado), Proceedings of the 11th Portuguese Statistical Society Conference, 135-142.
CAIADO, J. (2002). “Modelos VAR, taxas de juro e inflação”, in: Literacia e Estatística (Ed. P. Brito, A. Figueiredo, F. Sousa, P. Teles e F. Rosado), Proceedings of the 10th Portuguese Statistical Society Conference, 215-228.
CAIADO, J. (2002). “Modeling the volatility of the Portuguese Stock Index”, XII Jornadas Luso-Espanholas de Gestão Científica, Actas, Vol. II, Finanças, 277-285, Covilhã.
CAIADO, J. e N. CRATO. (2003). “Classification of stationary and nonstationary time series”, CEMAPRE Working Paper n.º 02/2003, ISEG, Technical University of Lisbon.
CAIADO, J., A. BONITO, C. REIS, F. FERNANDES and A. VIEIRA (2006). “Previsão da eficácia ofensiva do futebol profissional: Um caso Português”, Gestin, Nº4/5, 83-91.
CAIADO, J. (2004). “Prémio Nobel da Economia: O desenvolvimento de métodos estatísticos para análise de séries temporais económicas e financeiras”, Inforbanca, XV, 59, 27.
CAIADO, J. (2003). “Modelização da taxa de juro do crédito a particulares: Uma abordagem ARIMA com análise de intervenção e detecção de outliers”, Gestin, Ano II, nº 2, 179-190.
CAIADO, J. (2002). “Cointegração e causalidade entre taxas de juro e inflação em Portugal”, Gestin, Ano I, nº 1, 107-118.
CAIADO, J. (2002). “Desenvolvimentos recentes em métodos de previsão em economia e gestão”, Inforbanca, XIV, N.º 53, 18-19 e 44-47.
CAIADO, A e CAIADO, J. (1999). “Modelização na gestão bancária”, Inforbanca, XII, N.º 43, 7-9.
CAIADO, J. (1997). “Influência da Inflação sobre as Taxas de Juro”, Inforbanca, IX, N.º 35, 4-6.