Autor

Nome:
Jose Soares da Fonseca
e-mail:
jfonseca@fe.uc.pt
Centro FCT:
Grupo de Estudos Monetários e Financeiros (2015)
Instituição REBIDES:
Universidade de Coimbra - Faculdade de Economia (2015)
Artigos 2:

Stochastic Durations, the Convexity Effect, and the Impact of Interest Rate Changes
Jose Soares da Fonseca
European Journal Of Finance, vol. 20, 2014, p. 994-1007.

The Performance of the European Stock Markets: A Time-Varying Sharpe Ratio Approach
Jose Soares da Fonseca
European Journal Of Finance, vol. 16, 2010, p. 727-741.

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