Author

Name:
José Dias Curto
Educations:
Ph D: ISCTE, Management, 2003
Master: ISCTE, Information Systems, 1992
Bachelor: UTL, Economics, 1988
e-mail:
dias.curto@iscte.pt
FCT research center:
Unidade de Investigação em Desenvolvimento Empresarial - UNIDE (2015)
REBIDES institution:
ISCTE - Instituto Universitário de Lisboa (2015)
Researcher id:
http://www.researcherid.com/rid/B-6073-2009
Articles 11:

Volatility Spillover Effects in Interbank Money Markets
Pedro Pires, José Dias Curto
Weltwirtschaftliches Archiv/Review Of World Economics, vol. 153, 2017, p. 105-136.

The Halloween Effect in European Sectors
Tiago Carrazedo, José Dias Curto, Luís Alberto Ferreira de Oliveira
Research In International Business And Finance, vol. 37, 2016, p. 489-500.

How the U.S. Capital Markets Volatility Interacts with Economic Growth
José Dias Curto, João Marques
Annals Of Economics And Finance, vol. 14, 2013, p. 555-586.

The Determinants of Sovereign Credit Spread Changes in the Euro-Zone
José Dias Curto, Luís Alberto Ferreira de Oliveira, João Pedro Vidal Nunes
Journal Of International Financial Markets, Institutions And Money, vol. 22, 2012, p. 278-304.

The Corrected VIF (CVIF)
José Dias Curto, José Castro Pinto
Journal Of Applied Statistics, vol. 38, 2011, p. 1499-1507.

The heteroskedasticity-consistent covariance estimator in accounting
José Dias Curto, José Castro Pinto, Ana Isabel Morais, Isabel Maria Lourenço
Review Of Quantitative Finance And Accounting, vol. 37, 2011, p. 419-441.

A New Approach to Bad News Effects Volatility: The Multiple-Sign-Volume Sensitive Regime EGARCH Model (MSV-EGARCH)
José Dias Curto, João Amaral Tomaz, José Castro Pinto
Portuguese Economic Journal, vol. 8, 2009, p. 23-36.

Modeling Stock Markets´ Volatility Using GARCH Models with Normal, Student´s t and Stable Paretian Distributions
José Dias Curto, José Castro Pinto, Gonçalo Nuno Tavares
Statistical Papers, vol. 50, 2009, p. 311-321.

The Coefficient of Variation Asymptotic Distribution in the Case of Non-iid Random Variables
José Dias Curto, José Castro Pinto
Journal Of Applied Statistics, vol. 36, 2009, p. 21-32.

World Equity Markets: A New Approach for Segmentation
José Dias Curto, José Castro Pinto, João Eduardo Fernandes
Finance A Uver, vol. 56, 2006, p. 344-360.

Testes a forma fraca da eficiencia dos mercados: Aplicacao aos indices PSI20, DAX e DJIA
José Dias Curto, Elizabeth Reis, José Paulo Esperança
Economia (Ucp), vol. 27, 2003, p. 53-88.

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