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Repositório Institucional da Universidade NOVA de Lisboa
Entradas recentes
Asymmetric volatility transmission in cryptocurrency markets
Publication . Santos, Mariana; Iorio, Carmela; Damásio, Bruno; Information Management Research Center (MagIC) - NOVA Information Management School; NOVA Information Management School (NOVA IMS); Elsevier Science B.V., Amsterdam.
We examine how risk travels between large-cap and small-cap cryptocurrencies and how major news shocks amplify these linkages. Using daily data for nine large-cap/small-cap pairs from September 2018–March 2023, we combine a multivariate volatility model with an event study of eleven major episodes, including the Terra-Luna collapse. Three results emerge. First, volatility transmission runs mainly from large-cap coins to smaller ones: 7 of 9 high-to-low cross-shock coefficients are statistically significant, versus 3 in the opposite direction. Second, negative events trigger larger abnormal returns and more frequent significant post-event effects than positive events, especially among small-cap coins. Third, conditional correlations rise during stress, pointing to stronger market integration and weaker diversification exactly when it matters most. The implied hedge ratios show that short positions in large-cap coins can partly protect small-cap exposure. As cryptocurrency markets mature, monitoring these transmission channels will remain important for portfolio design and for the regulation of systemic digital-asset risk.
Mental health as a polysemic construct? : revisiting the debate about university students’ unmet needs
Publication . Gonçalves-Pereira, Manuel
Is Education Spatial?
Publication . Santos, Samuel; NOVA Information Management School (NOVA IMS)
High stakes in access to Higher Education decisions: National Exams + Internal grades in Secondary Ed., decided at the decimal points. Systematic differences, even if small, suggest inequity. Geospatial analysis can detect regional differences. Public policies have different bandwidths; not everything has to be done at a national level. Source and data are available, to foster further research and discussion.
Developing Cycling Networks to Improve Active Accessibility to Public Schools Using the 15-minute City Concept
Publication . Diogo Pinto, José; NOVA Information Management School (NOVA IMS)
• 83% of children do not meet 60 min of daily physical exercise • In Lisbon, 44% of school kids are driven to school by car • 15% of urban traffic is generated by school journeys • 70% of EU population lives in cities, 78-80% by 2050 • <4% of cycling share in most southern European cities What should be done in Southern European cities? • Promote walking and cycling to schools ✓ promotes children’s independence ✓ shapes future travel behavior • Plan proximity-accessible schools: ✓ family-friendly, improves quality of life ✓ sustainable and competitive ✓ improves social resilience and participation What is being done? • Bicycle trains to schools (e.g. Lisbon, Barcelona, Milan) • School surroundings projects (e.g. kiss and ride in Lisbon) • Cycling literacy workshops at schools (e.g. traffic schools) • Mobility to school surveys (e.g. Hands up! in Lisbon) RQ1 – Where is the current cycling infrastructure not sufficient to provide 15-minute active accessibility to schools? RQ2 – What is the contribution of cycling to improving active accessibility to schools? RQ3 – How to operationalize 15-minute accessibility indicators to guide cycling infrastructure investment decisions?
Uncovering Stroke Mortality Profiles Through Clinical, Socioeconomic, and Environmental Risk Factors
Publication . Ramalhete, Sara Ventura; Information Management Research Center (MagIC) - NOVA Information Management School; NOVA Information Management School (NOVA IMS)
Stroke remains one of the leading causes of mortality worldwide1. While traditional risk factors for stroke are well recognized, they do not completely account for variations in stroke-related deaths. Increasing evidence suggests that non-traditional factors, including environmental conditions and social determinants of health (SDOH), may also influence mortality outcomes. However, previous studies have produced inconsistent results, and only a limited number have examined the combined impact of both classical and non-classical risk factors on survival. This study aimed to identify profiles of stroke patients with differing probabilities of survival by considering a broad range of traditional and non- traditional risk factors.