Projects per year
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Dive into the research topics where Gonçalo Faria is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Projects
- 1 Active
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CEGE: Research Center in Management and Economics
Silva, M., Sousa, R., Alves, P., Madsen, A., Lourenço, A., Carvalho, A. S., Andrade, A., Silva, P. D., Vlačić, B., Martins, C., Gomes, C., Gevrek, Z. E., Oliveira, F. G. D., Faria, G., Marreiros, H., Pinho, J., Machado, J., Araújo, J., Pinto, J., Rego, A., Gaspar, J. M., Corbo, L., Costa, L., Fernandes, L., Sottomayor, M., Martins, N., Hernández-Marrero, P., Gonçalves, R., Ribeiro, R., Coelho, S. L., Pereira, S. M., Silva, S., Rodrigues, V., Sotiros, D. G., Valverde, C. J. L., Leitão, A., Julião, J., Tavares, M. F. F., Lages, C. R., Elmashhara, M. G. & Teymourifar, A.
Fundação para a Ciência e a Tecnologia
1/01/20 → 31/12/23
Project: Research
Research output
- 56 Scopus citations
- 5 h-Index
- 7 Article
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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
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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
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The yield curve and the stock market: mind the long run
Faria, G. & Verona, F., Sep 2020, In: Journal of Financial Markets. 50, 100508.Research output: Contribution to journal › Article › peer-review
7 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
29 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
5 Citations (Scopus)