Nuno Azevedo
Nuno Azevedo
Banco de Portugal, NIPE - Universidade do Minho
Verified email at eeg.uminho.pt - Homepage
TitleCited byYear
Using wavelets to decompose the time–frequency effects of monetary policy
L Aguiar-Conraria, N Azevedo, MJ Soares
Physica A: Statistical mechanics and its Applications 387 (12), 2863-2878, 2008
3112008
Dynamic programming for a Markov-switching jump–diffusion
N Azevedo, D Pinheiro, GW Weber
Journal of Computational and Applied Mathematics 267, 1-19, 2014
242014
Bank credit allocation and productivity: stylised facts for Portugal
N Azevedo, M Mateus, Á Pina
Banco de Portugal, Economics and Research Department Working Papers, 2018
52018
Optimal Control of Stochastic Hybrid Models in the Framework of Regime Switches
E Savku, N Azevedo, GW Weber
International Conference on Dynamics, Games and Science, 371-387, 2014
22014
On a variational sequential bargaining pricing scheme
D Azevedo, N. Pinheiro, SZ Xanthopoulos, AN Yannacopoulos
Optimization: A Journal of Mathematical Programming and Operations Research …, 2013
2*2013
Who would invest only in the risk-free asset?
N Azevedo, D Pinheiro, SZ Xanthopoulos, AN Yannacopoulos
International Journal of Financial Engineering 5 (03), 1850024, 2018
2018
Contingent claim pricing through a continuous time variational bargaining scheme
N Azevedo, D Pinheiro, SZ Xanthopoulos, AN Yannacopoulos
Annals of Operations Research 260 (1-2), 95-112, 2018
2018
Multiplier and Innovation effect of the Engineering & Tooling sector in Portugal
N Azevedo, J Correia, A Costa, M Godinho, M Grinfeld, J Guerra, ...
Study Groups with Industry, Mathematics in Industry (http://www. maths-in …, 2011
2011
Applications of Stochastic Hybrid Systems in Finance
BZ Temoçin, GW Weber, N Azevedo, D Pinheiro
GAME THEORY AND MANAGEMENT. Collected abstracts of papers presented on the …, 2011
2011
Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy
LA Conraria, MJ Soares
Universidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE), 2007
2007
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