The Correlation Risk Premium: International Evidence
Gonçalo Faria,
Robert Kosowski,
Tianyu Wang
Journal of Banking and Finance,
vol. 136, 2022, p. .
Time-Frequency Forecast of the Equity Premium
Gonçalo Faria,
Fabio Verona
Quantitative Finance,
vol. 21, 2021, p. 2119-2135.
The Yield Curve and the Stock Market: Mind the Long Run
Gonçalo Faria,
Fabio Verona
Journal Of Financial Markets,
vol. 50, 2020, p. .
Forecasting Stock Market Returns by Summing the Frequency-Decomposed Parts
Gonçalo Faria,
Fabio Verona
Journal Of Empirical Finance,
vol. 45, 2018, p. 228-242.
Is Stochastic Volatility Relevant for Dynamic Portfolio Choice under Ambiguity?
Gonçalo Faria,
João Correia da Silva
European Journal Of Finance,
vol. 22, 2016, p. 601-626.
A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility
Gonçalo Faria,
João Correia da Silva
Review Of Derivatives Research,
vol. 17, 2014, p. 125-159.
The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices
João Correia da Silva,
Gonçalo Faria
Annals Of Finance,
vol. 8, 2012, p. 507-531.