Gold's Hedging and Safe Haven Properties for European Stock and Bond Markets
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
José Dias Curto
Statistical Papers, vol. 64, 2023, p. 179-204.

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

Macroeconomic Determinants of Credit Risk: Evidence from the Eurozone
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
Pedro Pires, José Dias Curto
Empirical Economics, vol. 54, 2018, p. 1451-1475.

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.