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.