Jose Afonso Faias
Names
| first: |
Jose |
| middle: |
Afonso |
| last: |
Faias |
Identifer
Contact
Affiliations
-
Universidade Católica Portuguesa
/ Faculdade de Ciências Económicas e Empresariais
Research profile
author of:
- Price elasticity of demand and risk-bearing capacity in sovereign bond auctions (RePEc:cpr:ceprdp:17095)
by Albuquerque, Rui & Costa, José & Faias, Jose - Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing (RePEc:cup:jfinqa:v:52:y:2017:i:01:p:277-303_00)
by Faias, José Afonso & Santa-Clara, Pedro - Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation (RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593)
by Faias, José Afonso - The diffusion of complex securities: The case of CAT bonds (RePEc:eee:insuma:v:90:y:2020:i:c:p:46-57)
by Faias, José Afonso & Guedes, José - Does institutional ownership matter for international stock return comovement? (RePEc:eee:jimfin:v:78:y:2017:i:c:p:64-83)
by Faias, José A. & Ferreira, Miguel A. - Equity Risk Premium Predictability from Cross-Sectoral Downturns
[International asset allocation with regime shifts] (RePEc:oup:rasset:v:12:y:2022:i:3:p:808-842.)
by José Afonso Faias & Juan Arismendi Zambrano - Price elasticity of demand and risk-bearing capacity in sovereign bond auctions (RePEc:ptu:wpaper:w202302)
by José Miguel Cardoso da Costa & Rui Albuquerque - Out-Of-Sample Stock Return Prediction Using Higher-Order Moments (RePEc:wsi:ijtafx:v:21:y:2018:i:06:n:s0219024918500437)
by José Afonso Faias & Tiago Castel-Branco