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 15:
Ranking: CEF.UP+NIPE (average of all rankings) (2012). Institution: ISCTE - Instituto Universitário de Lisboa.

Gold's Hedging and Safe Haven Properties for European Stock and Bond Markets 3.91
Duarte Saldanha Vieira, Paulo Viegas de Carvalho, José Dias Curto, Luís Laureano
Resources Policy, vol. 85, 2023, p. .

Inference about the Arithmetic Average of Log Transformed Data 6.75
José Dias Curto
Statistical Papers, vol. 64, 2023, p. 179-204.

Averages: There Is Still Something to Learn 12.75
José Dias Curto
Computational Economics, vol. 60, 2022, p. 755-779.

Macroeconomic Determinants of Credit Risk: Evidence from the Eurozone 8.05
Paulo V. Carvalho, José Dias Curto, Rodrigo Primor
International Journal Of Finance And Economics, vol. 27, 2022, p. 2054-2072.

How Do Zero-Coupon Inflation Swaps Predict Inflation Rates in the Euro Area? Evidence of Efficiency and Accuracy on 1-Year Contracts 9.58
Pedro Pires, José Dias Curto
Empirical Economics, vol. 54, 2018, p. 1451-1475.

Volatility Spillover Effects in Interbank Money Markets 13.84
Pedro Pires, José Dias Curto
Weltwirtschaftliches Archiv/Review Of World Economics, vol. 153, 2017, p. 105-136.

The Halloween Effect in European Sectors 4.18
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 1.79
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 6.09
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) 9.78
José Dias Curto, José Castro Pinto
Journal Of Applied Statistics, vol. 38, 2011, p. 1499-1507.

The heteroskedasticity-consistent covariance estimator in accounting 4.66
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) 1.28
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 2.25
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 9.78
José Dias Curto, José Castro Pinto
Journal Of Applied Statistics, vol. 36, 2009, p. 21-32.

World Equity Markets: A New Approach for Segmentation 1.2
José Dias Curto, José Castro Pinto, João Eduardo Fernandes
Finance A Uver, vol. 56, 2006, p. 344-360.

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