Projects per year
Personal profile
Education/Academic qualification
PhD
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Projects
- 1 Active
-
CEGE: Research Center in Management and Economics
Silva, M. (Full Professor), Sousa, R. (Full Professor), Alves, P. (Assistant Professor), Madsen, A. (Invited Assistant Professor), Lourenço, A. (Associate Professor), Carvalho, A. S. (Associate Professor), Andrade, A. (Assistant Professor), Silva, P. D. (Associate Professor), Vlačić, B. (Invited Assistant Professor), Martins, C. (Invited Assistant Professor), Gomes, C. (Auxiliary Researcher), Gevrek, Z. E. (Invited Assistant Professor), Oliveira, F. G. D. (Associate Professor), Faria, G. (Invited Associate Professor), Marreiros, H. (Scholarship holder), Pinho, J. (Invited Assistant Professor), Machado, J. (Associate Professor), Araújo, J. (Auxiliary Researcher), Pinto, J. (Assistant Professor), Rego, A. (Full Professor), Gaspar, J. M. (Auxiliary Researcher), Corbo, L. (Invited Assistant Professor), Costa, L. (Associate Professor), Fernandes, L. (Assistant Professor), Sottomayor, M. (Assistant Professor), Martins, N. (Full Professor), Hernández-Marrero, P. (Auxiliary Researcher), Gonçalves, R. (Associate Professor), Ribeiro, R. (PI), Coelho, S. L. (Assistant Teacher), Pereira, S. M. (Auxiliary Researcher), Silva, S. (Associate Professor), Rodrigues, V. (Associate Professor), Sotiros, D. G. (Auxiliary Researcher), Valverde, C. (Assistant Professor), Leitão, A. (Assistant Professor), Julião, J. (Assistant Professor), Tavares, M. (Assistant Professor), Lages, C. R. (Auxiliary Researcher), Elmashhara, M. G. (Auxiliary Researcher) & Teymourifar, A. (Auxiliary Researcher)
1/01/20 → 31/12/24
Project: Research
Research output
- 7 Article
-
The correlation risk premium: international evidence
Faria, G., Kosowski, R. & Wang, T., Mar 2022, In: Journal of Banking and Finance. 136, 14 p., 106399.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Citations (Scopus)24 Downloads -
Time-frequency forecast of the equity premium
Faria, G. & Verona, F., 2021, In: Quantitative Finance. 21, 12, p. 2119-2135 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)38 Downloads -
The yield curve and the stock market: mind the long run
Faria, G. & Verona, F., Sept 2020, In: Journal of Financial Markets. 50, 18 p., 100508.Research output: Contribution to journal › Article › peer-review
16 Citations (Scopus) -
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, G. & Verona, F., Jan 2018, In: Journal of Empirical Finance. 45, p. 228-242 15 p.Research output: Contribution to journal › Article › peer-review
39 Citations (Scopus) -
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
Faria, G. & Correia-da-Silva, J., 27 May 2016, In: European Journal of Finance. 22, 7, p. 601-626 26 p.Research output: Contribution to journal › Article › peer-review
10 Citations (Scopus)