Gonçalo Faria
Names
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Gonçalo |
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Faria |
Identifer
Contact
Affiliations
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Universidade Católica Portuguesa
/ Católica Porto Business School
Research profile
author of:
- Forecasting stock market returns by summing the frequency-decomposed parts (RePEc:cap:wpaper:052016)
by Gonçalo Faria & Fabio Verona - Forecasting the equity risk premium with frequency-decomposed predictors (RePEc:cap:wpaper:062016)
by Gonçalo Faria & Fabio Verona - The Correlation Risk Premium: International Evidence (RePEc:cpr:ceprdp:16389)
by Kosowski, Robert & Faria, Gonçalo & Wang, Tianyu - Forecasting stock market returns by summing the frequency-decomposed parts (RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242)
by Faria, Gonçalo & Verona, Fabio - The yield curve and the stock market: Mind the long run (RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930134x)
by Faria, Gonçalo & Verona, Fabio - The Correlation Risk Premium: International Evidence (RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003502)
by Faria, Gonçalo & Kosowski, Robert & Wang, Tianyu - The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (RePEc:kap:annfin:v:8:y:2012:i:4:p:507-531)
by Gonçalo Faria & João Correia-da-Silva - A closed-form solution for options with ambiguity about stochastic volatility (RePEc:kap:revdev:v:17:y:2014:i:2:p:125-159)
by Gonçalo Faria & João Correia-da-Silva - Forecasting stock market returns by summing the frequency-decomposed parts (RePEc:por:cetedp:1702)
by Gonçalo Faria & Fabio Verona - Numerical solution of linear models in economics: The SP-DG model revisited (RePEc:por:fepwps:249)
by T. Andrade, G. Faria, V. Leite, F. Verona, M. Viegas & O. Afonso & P.B. Vasconcelos - Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility (RePEc:por:fepwps:348)
by Gonçalo Faria & João Correia-da-Silva & Cláudia Ribeiro - The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices (RePEc:por:fepwps:399)
by Gonçalo Faria & João Correia-da-Silva - A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility (RePEc:por:fepwps:414)
by Gonçalo Faria & João Correia-da-Silva - Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? (RePEc:por:fepwps:472)
by Gonçalo Faria & João Correia-da-Silva - Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? (RePEc:taf:eurjfi:v:22:y:2016:i:7:p:601-626)
by Gonçalo Faria & João Correia-da-Silva - Time-frequency forecast of the equity premium (RePEc:taf:quantf:v:21:y:2021:i:12:p:2119-2135)
by Gonçalo Faria & Fabio Verona - Forecast combination in the frequency domain (RePEc:zbw:bofrdp:12023)
by Faria, Gonçalo & Verona, Fabio - Unlocking predictive potential: the frequency-domain approach to equity premium forecasting (RePEc:zbw:bofrdp:306348)
by Faria, Gonçalo & Verona, Fabio - Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators (RePEc:zbw:bofrdp:307140)
by Faria, Gonçalo & Verona, Fabio - Forecasting stock market returns by summing the frequency-decomposed parts (RePEc:zbw:bofrdp:rdp2016_029)
by Faria, Gonçalo & Verona, Fabio - Forecasting the equity risk premium with frequency-decomposed predictors (RePEc:zbw:bofrdp:rdp2017_001)
by Faria, Gonçalo & Verona, Fabio - The equity risk premium and the low frequency of the term spread (RePEc:zbw:bofrdp:rdp2018_007)
by Faria, Gonçalo & Verona, Fabio - Frequency-domain information for active portfolio management (RePEc:zbw:bofrdp:rdp2020_002)
by Faria, Gonçalo & Verona, Fabio - Time-frequency forecast of the equity premium (RePEc:zbw:bofrdp:rdp2020_006)
by Faria, Gonçalo & Verona, Fabio