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Sofia Ramos
Associate Professor, Finance Department

Photo de Sofia Ramos
Curriculum Vitae (pdf)
General Information Publications
Education

 

Ph.D. in Finance, Swiss Finance Institute, University of Lausanne.

MSc in Economics, Universitat Pompeu Fabra, Barcelona, Spain

Academic Publications
Books
  The Interrelationship Between Financial and Energy Markets. (with H. Veiga). Berlin (Germany)  : Springer, 2014


Articles
  "The cyclical behaviour of commodities" (S. Ramos, M. Pereira), The European Journal of Finance, Sep 2017, Vol. 23, Issue 12, p. 1108‑1128
  "Do investors price industry risk? Evidencefrom the cross-section of the oil industry" (S. Ramos, A. Taamouti, H. Veiga, CW. Wang), Journal of Energy Markets, Mar 2017, Vol. 10, Issue 1, p. 79‑108
  "Correlations between oil and stock markets: A wavelet-based approach" (S. Ramos, B. Martín‑Barragán, H. Veiga), Economic Modelling, Nov 2015, Vol. 50, Issue -, p. 212‑227
  "Clustering financial time series: New insights from an extended hidden Markov model" (S. Ramos, J. Dias), European Journal of Operational Research, Jan 2015, Vol. 243, Issue 3, p. 852‑864
  "An analysis of industry regimes synchronization in the Eurozone" (S. Ramos, J. Dias), Journal of Common Market Studies, Jan 2015, Vol. 35, Issue 2, p. 255‑273
  "Dynamic clustering of energy markets: An extended hidden Markov approach" (S. Ramos, J. Dias), Expert Systems with Applications, Dec 2014, Vol. 41, Issue 17, p. 7722‑7729
  "Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework" (S. Ramos, J. Dias), Energy, Jan 2014, Vol. 68, Issue 15, p. 327‑336
  "Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets" (S. Ramos, H. Veiga), Energy Economics, Jul 2013, Vol. 38, Issue 1, p. 136‑145
  "The aftermath of the subprime crisis - a clustering analysis of world banking sector" (S. Ramos, J. Dias), Review of Quantitative Finance and Accounting, Jan 2013, Vol. 42, Issue 2, p. 293‑308
  "A core?periphery framework in stock markets of the euro zone " (S. Ramos, J. Dias), Economic Modelling, Jan 2013, Vol. 35, Issue C, p. 320‑329
  "The determinants of mutual fund performance: a cross-country study" (S. Ramos, M. Ferreira, A. Keswani, A. Miguel), Review of finance, Jan 2013, Vol. 17, Issue 2, p. 483‑525
  "The flow-performance relationship around the world" (S. Ramos, M. Ferreira, A. Keswani, A. Miguel), Journal of Banking and Finance, Jan 2012, Vol. 36, Issue 6, p. 1759‑1780
  "Risk Factors in Oil and Gas Industry Returns: International Evidence" (S. Ramos, H. Veiga), Energy Economics, May 2011, Vol. 33, Issue 3, p. 525‑542
  "When markets fall down: are emerging markets all equal?" (S. Ramos, J. Dias, J. Vermunt), International Journal of Finance and Economics, Jan 2011, Vol. 16, Issue 1, p. 324‑338
  "Competition and stock market development" (S. Ramos), European Journal of Finance, Jan 2009, Vol. 15, Issue 1-2, p. 231‑247
  "The size and structure of the world mutual fund industry" (S. Ramos), European Financial Management, Jan 2009, Vol. 15, Issue 1, p. 145‑180
  "Stock exchanges competition in a simple model of capital market equilibrium" (S. Ramos, EL. Von Thadden), Journal of Financial Markets, Jan 2008, Vol. 11, Issue 3, p. 284‑307
  "Geographical versus Industrial Diversification: constraints matter" (S. Ramos, P. Ehling), Journal of Empirical Finance, Jan 2006, Vol. 4, Issue 5, p. 396‑416


Other Publications
Press articles
  "Banking industry performance in the wake of the global financial crisis". International Review of Financial Analysis, 14 Dec 2016, p. 376-387


Useful Links
Finance
Contact
E-mail

ESSEC Business School
Av. Bernard Hirsch
B.P. 50105
95021 Cergy Pontoise Cedex
France

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