[32]      CAIADO, J.  and LÚCIO, F. (2023). “Stock Market Forecasting Accuracy of Asymmetric GARCH Models during the COVID-19 Pandemic”, The North American Journal of Economics and Finance, Elsevier, https://doi.org/10.1016/j.najef.2023.101971

[31]      FERNANDES, C., BORGES, M. R., MACOMBE, E. and CAIADO, J. (2023). “Measuring an equilibrium long-run relationship between financial inclusion and monetary stability in Mozambique”, Applied Economics, Taylor & Francis, https://doi.org/10.1080/00036846.2023.2203457 

[30]        LÚCIO, F. and CAIADO, J. (2022). "COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices", Finance Research Letters, Elsevier, 49, 103141.

[29]        GRAÇA, J., CAIADO, J. and CORREIA, R. G. (2022). “On the Values and Attitudes of Economics Student in Portugal”, Revista de Sociologia e Política, 30, 1-19. 

[28]        BASTOS, J. and CAIADO, J. (2021). “On the classification of financial data with domain agnostic features”, International Journal of Approximate Reasoning, 138, 1-11, Elsevier. 

[27]        FRANCISCO, P., MOREIRA, S. and CAIADO, J. (2021). “Identifying differences and similarities between donors regarding the long-term allocation of official development assistance”, Development Studies Research, Taylor & Francis, 8, 181-198. Citations: Scopus (1). 

[26]        FERNANDES, C., BORGES, M. R. and CAIADO, J. (2020). “The Contribution of Digital Financial Services to Financial Inclusion in Mozambique: An ARDL Model Approach”, Applied Economics, Taylor & Francis, 53, 400-409. Citations: Scopus (1) and Google Schoolar (4). 

[25]        ALBUQUERQUE, P, CAIADO, J. and PEREIRA, A. (2020). "Population aging and inflation: Evidence from panel cointegration", Journal of Applied Economics, Taylor & Francis, 23, 469-484. Citations: Scopus (1) and Google Schoolar (4).

[24]        GRAÇA, J., CORREIA, R. G. and CAIADO, J. (2020). "Sociopolitical values, attitudes and behaviors of Portuguese economics students", Sociologia, Problemas e Práticas, 92, 111-132. 

[23]        CAIADO, J., CRATO, N. and PONCELA, P. (2020). "A fragmented-periodogram approach for clustering big data time series", Advances in Data Analysis and Classification, Springer, 14, 117–146. Citations: Scopus (3) and Google Schoolar (6). 

[22]     COELHO DO VALE, R., MATOS, P. V. and CAIADO, J. (2016): “The impact of private labels on consumer store loyalty: An integrative perspective”, Journal of Retailing and Consumer Services, Elsevier, 28, 179–188. Citations: Scopus (28), ISI (27) and Google Schoolar (66). 

[21]     FELÍCIO, J. A., COUTO, E. and CAIADO, J. (2014). “Human Capital, Social Capital and Organizational Performance”, Management Decision, 52, 350-364. Citations: Scopus (82), ISI (66) and Google Schoolar (281). 

[20]     BASTOS, J. A. and CAIADO, J. (2014). “Clustering financial time series with variance ratio statistics”, Quantitative Finance, Taylor & Francis, 14, 2121-2133. 

[19]     CARVALHO, L., COSTA, M. T. and CAIADO, J. (2013). "Determinants of innovation in a small open economy: A multidimensional perspective", Journal of Business Economics and Management, Taylor & Francis, 14, 583-600. 

[18]     FELÍCIO, J. A., COUTO, E. and CAIADO, J. (2012). "Human capital and social capital in entrepreneurs and managers of small and medium enterprises”, Journal of Business Economics and Management, Taylor & Francis, 13, 395-420. 

[17]     CAIADO, J., N. CRATO and D. PEÑA (2012). “Tests for comparing time series of unequal lengths”, Journal of Statistical Computation and Simulation, Taylor & Francis, 82, 1715-1725. Citations: Scopus (3), ISI (2) and Google Schoolar (4).

[16]     BASTOS, J. A. and CAIADO, J. (2011). "Recurrence quantification analysis of global stock markets", Physica A: Statistical Mechanics and its Applications, Elsevier, 390, 1315-1325.

[15]     CAIADO, J. and N. CRATO (2010). “Identifying common dynamic features in stock returns”, Quantitative Finance, 10, 797-807. 

[14]     CAIADO, J. (2010). "Performance of combined double seasonal univariate time series models for forecasting water demand", Journal of Hydrologic Engineering, 15, 215-222.

[13]     CAIADO, J., N. CRATO and D. PEÑA (2009). “Comparison of time series with unequal length in the frequency domain”, Communications in Statistics: Simulation and Computation, 38, 527-540. 

[12]     CAIADO, J. (2007). "Forecasting water consumption in Spain using univariate time series models", in: Proceedings of the 2nd Spanish IEEE Computational Intelligence Society (Edited by Ignacio R. Ruiz and Hector P. Cintas), Thomson, 415-423.

[11]     CAIADO, J., N. CRATO and D. PEÑA (2006). “A periodogram-based metric for time series classification”, Computational Statistics & Data Analysis, Elsevier, 50, 2668-2684. 

[10]     CAIADO, J., N. CRATO e D. PEÑA (2006). “An interpolated periodogram-based metric for comparison of time series with unequal lengths”, Proceedings of the 2006 Joint Statistical Meetings, Section on Statistical Computing, American Statistical Association, Seattle (USA), 2016-2018.

[9]     CAIADO, J., A. BONITO, C. REIS, F. FERNANDES and A. VIEIRA (2006). “Previsão da eficácia ofensiva do futebol profissional: Um caso Português”, Gestin, Nº4/5, 83-91.

[8]     CAIADO, J. e N. CRATO (2005). “Discrimination between deterministic trend and stochastic trend processes”, in: Applied Stochastic Models and Data Analysis (Edited by Jacques Janssen and Philippe Lenca), 14th International Conference on Applied Stochastic Models and Data Analysis, 1419-1424, Brest (France), 1419-1424. 

[7]     CAIADO, J., N. CRATO and D. PEÑA (2004). “Classificação e agrupamento de séries temporais: Desenvolvimentos recentes”, in: Estatística Jubilar (Ed. C. A Braumann, P. Infante, M. M. Oliveira, R. Alpízar-Jara, F. Rosado), Proceedings of the 12th Portuguese Statistical Society Conference, 125-132.

[6]     CAIADO, J. (2004). “Modelling and forecasting the volatility of the Portuguese Stock Index PSI-20”, Portuguese Journal of Management Studies, XI, nº1, 3-21.

[5]     CAIADO, J. (2003). “Modelização da taxa de juro do crédito a particulares: Uma abordagem ARIMA com análise de intervenção e detecção de outliers”, Gestin, Ano II, nº 2, 179-190

[4]     CAIADO, J. e P. MADEIRA (2002). “Determinantes do desempenho académico nos cursos de contabilidade”, Psicologia, Educação e Cultura, VI, nº1, 171-184. 

[3]     CAIADO, J. (2002). “Cointegração e causalidade entre taxas de juro e inflação em Portugal”, Gestin, Ano I, nº 1, 107-118. 

[2]     CAIADO, J., N. CRATO and D. PEÑA (2003). “Uma métrica baseada no periodograma para classificar séries temporais”, in: Estatística com Acaso e Necessidade (Ed. P. Rodrigues, E. Rebelo e F. Rosado), Proceedings of the 11th Portuguese Statistical Society Conference, 135-142.

[1]     CAIADO, J. (2002). “Modelos VAR, taxas de juro e inflação”, in: Literacia e Estatística (Ed. P. Brito, A. Figueiredo, F. Sousa, P. Teles e F. Rosado), Proceedings of the 10th Portuguese Statistical Society Conference, 215-228.

E.A. MAHARAJ, P. D'URSO and CAIADO, J., (2019). Time Series Clustering and Classification, CRC Press, Taylor & Francis Group, Boca Raton, FL (United States).

CAIADO, J. (2010). Classification and Clustering of Time Series, Lambert Academic Publishing, Saarbrücken (Germany).

CAIADO, J. (2022). Métodos de Previsão em Gestão com Aplicações em Excel (Forecasting Methods for Business using Excel), Edições Sílabo, Lisbon (Portugal), 3rd Edition.

CAIADO, A. C. e J. CAIADO (2006). Gestão de Instituições Financeiras (Financial Institutions Management), Edições Sílabo, Lisboa (2nd Edition, 2008, 3rd Edition, 2015).

CAIADO, J., E.A. MAHARAJ and P. D'URSO (2016). "Time Series Clustering", in Handbook of Cluster Analysis, C. Henning, M. Meila, F. Murtagh, R. Rocci (eds.), 241-264, Chapman & Hall/CRC Press, Taylor & Francis, Boca Raton, FL (United States).

COELHO DO VALE, R., MATOS, P. V. and CAIADO, J. (2015): “Do private labels lead to store loyalty? An integrative framework analysis using a structural equation approach”, in Advances in National Brand and Private Label Marketing, Francisco J. Martínez-López, Juan Carlos Gázquez-Abad, Raj Sethuraman (eds.), 167-175, Springer International Publishing.

CAIADO, J. and N. CRATO (2008). “Comparison of financial time series using a TARCH-based distance method”, in: COMPSTAT 2008 - Proceedings in Computational Statistics (Edited by P. Brito), Physica-Verlag, 875-882.

CAIADO, J. and N. CRATO (2007). “A GARCH-based method for clustering of financial time series: International stock markets evidence”, in: Recent Advances in Stochastic Modeling and Data Analysis (Edited by C. H. Skiadas), World Scientific Publishing, Singapore, 542-551.

AFONSO, A., CAIADO, J. and St. AUBYN M. (2018), "The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2013, 2014, 2015)", in Estudos de Homenagem a José Silva Lopes, 87-105, Almedina.

BASTOS, J. A. e CAIADO, J. (2010). "The factor structure of international stock market returns", CEMAPRE Working-Paper, ISEG, University of Lisbon.

SAMAGAIO, A., COUTO, E. e CAIADO, J. (2009). "Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships", CEMAPRE Working Paper n.º 06/2009, ISEG, University of Lisbon.

FELÍCIO, J. A., COUTO, E. e CAIADO, J. (2009). "Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity", CEMAPRE Working Paper n.º 05/2009, ISEG, University of Lisbon.

CAIADO, J. e N. CRATO (2008). “Identifying the evolution of stock markets’ stochastic structure after the euro", Munich Personal RePEc Archive, MPRA Paper Nº 6609.

CAIADO, J. e N. CRATO (2007). “Identifying common spectral and asymmetric features in stock returns”, Munich Personal RePEc Archive, MPRA Paper Nº 6607.

CAIADO, J. e N. CRATO. (2003). “Classification of stationary and nonstationary time series”, CEMAPRE Working Paper n.º 02/2003, ISEG, University of Lisbon.