Soares, Vasco Salazar
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Endereço de Email
Data de nascimento
Cargo
Último Nome
Soares
Primeiro Nome
Vasco Salazar
Nome
Vasco Salazar Soares
Biografia
DEG - Departamento de Economia e Gestão.
Identificadores
5917-2E65-B427Projetos de investigação
Unidades organizacionais
REMIT – Research on Economics, Management and Information Technologies
Centro de investigação que que tem como objetivo principal produzir e disseminar conhecimento teórico e aplicado que possibilite uma maior compreensão das dinâmicas e tendências económicas, empresariais, territoriais e tecnológicas do mundo contemporâneo e dos seus efeitos socioeconómicos. O REMIT adota uma perspetiva multidisciplinar que integra vários domínios científicos: Economia e Gestão; Ciências e Tecnologia; Turismo, Património e Cultura.
Founded in 2017, REMIT – Research on Economics, Management and Information Technologies is a research unit of Portucalense University. Based on a multidisciplinary and interdisciplinary perspective it aims at responding to social challenges through a holistic approach involving a wide range of scientific fields such as Economics, Management, Science, Technology, Tourism, Heritage and Culture.
Grounded on the production of advanced scientific knowledge, REMIT has a special focus on its application to the resolution of real issues and challenges, having as strategic orientations:
- the understanding of local, national and international environment;
- the development of activities oriented to professional practice, namely in the business world.
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Publicação Acesso Aberto Market microstructure model: study of varations of exchange rate for Asia and Latin America.2008 - Soares, Vasco Salazar; Lima, Antonieta Maria SousaThe paper studies the commercial relations between Europe and its principal commercial partners, such as Asia and Latin America, for the period of 1999 to 2007. The methodology appeals to the correlation analysis of the variables of the model and the autocorrelation of the exchange rate variation variable, to the Augmented Dickey-Fuller (1979) and Philips-Perron tests (1988), and finally, to the market microstructure model suggested by Medeiros (2005). Medeiros (2005) model, when applied to the Asian and Latin American markets, in their relations with Europe, give us more consistent and stronger results, although R2 is still very low. An estimation with ARCH/GARCH-M methodology increases the model capacity substantially, confirming the previous results of Medeiros (2005).