Projects per year
Personal profile
Education/Academic qualification
PhD
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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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Collaborations and top research areas from the last five years
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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
- 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
2 Citations (Scopus) -
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 AccessFile2 Citations (Scopus)4 Downloads -
The yield curve and the stock market: mind the long run
Faria, G. & Verona, F., Sept 2020, In: Journal of Financial Markets. 50, 100508.Research output: Contribution to journal › Article › peer-review
11 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
36 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
8 Citations (Scopus)