The Correlation Risk Premium: International Evidence 12.52
Gonçalo Faria, Robert Kosowski, Tianyu Wang
Journal of Banking and Finance, vol. 136, 2022, p. .

Time-Frequency Forecast of the Equity Premium 11.16
Gonçalo Faria, Fabio Verona
Quantitative Finance, vol. 21, 2021, p. 2119-2135.

The Yield Curve and the Stock Market: Mind the Long Run 14.57
Gonçalo Faria, Fabio Verona
Journal Of Financial Markets, vol. 50, 2020, p. .

Forecasting Stock Market Returns by Summing the Frequency-Decomposed Parts 15.79
Gonçalo Faria, Fabio Verona
Journal Of Empirical Finance, vol. 45, 2018, p. 228-242.

Is Stochastic Volatility Relevant for Dynamic Portfolio Choice under Ambiguity? 8.95
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 7.82
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 6.65
João Correia da Silva, Gonçalo Faria
Annals of Finance, vol. 8, 2012, p. 507-531.