Sofia Monteiro

ISEG Lisbon School of Economics and Management,Universidade de Lisboa

SCHOLARLY PAPERS

5

DOWNLOADS

85

TOTAL CITATIONS

0

Scholarly Papers (5)

Sovereign Risk Dynamics in the EU: The Time Varying Relevance of Fiscal and External (Im)Balances

Number of pages: 45 Posted: 13 Mar 2024
José Alves, António Afonso and Sofia Monteiro
University of Lisbon, ISEG Lisbon School of Economics and Management,Universidade de Lisboa and ISEG Lisbon School of Economics and Management,Universidade de Lisboa
Downloads 21 (1,090,959)

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Sovereign Risk, Fiscal Sustainability, External Sustainability, CDS, CDS spreads

2.

Inflation Tales: The Heterogenous Price Effects from Current Account Dynamics

CESifo Working Paper Series No. 11512
Number of pages: 44 Posted: 12 Dec 2024
ISEG Lisbon School of Economics and Management,Universidade de Lisboa, University of Lisbon, University of LisbonISEG Lisbon School of Economics and Management,Universidade de Lisboa and ISEG Lisbon School of Economics and Management,Universidade de Lisboa
Downloads 23 (1,034,473)

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current account, energy inflation, headline inflation, core inflation, panel data, VAR, subprime crisis, inflation dynamics, monetary policy

3.

Inflation Tales: the Heterogenous Price Effects from Current Account Dynamics

Number of pages: 44 Posted: 17 Jan 2025
ISEG Lisbon School of Economics and Management,Universidade de Lisboa, UECE - Research Unit on Complexity in Economics, University of LisbonISEG Lisbon School of Economics and Management,Universidade de Lisboa and ISEG Lisbon School of Economics and Management,Universidade de Lisboa
Downloads 17 (1,119,265)

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Current Account, Energy Inflation, Headline Inflation, Core Inflation, Panel Data, VAR, Subprime Crisis, Inflation Dynamics, Monetary Policy

4.

Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants

CESifo Working Paper No. 11667
Number of pages: 55 Posted: 11 Feb 2025
ISEG Lisbon School of Economics and Management,Universidade de Lisboa, University of Lisbon, University of Lodz and ISEG Lisbon School of Economics and Management,Universidade de Lisboa
Downloads 13 (1,169,852)

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stock returns, sovereign bond returns, stock-bond relationship, cross-quantilogram, volatility transmission, US, Germany, monetary policy shocks, fiscal stance

5.

Determinants of Trade Partner Concentration: An Analysis for European Countries

CESifo Working Paper Series No. 11481
Number of pages: 27 Posted: 06 Dec 2024
ISEG Lisbon School of Economics and Management,Universidade de Lisboa, University of Lisbon, University of Lisbon and ISEG Lisbon School of Economics and Management,Universidade de Lisboa
Downloads 11 (1,182,478)

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exports, imports, Gini index, Herfindahl-Hirschman index, determinants of concentration