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Yield curve changes effect on Euro area bond indexes : a partial durations approach
Fonseca, José Soares da - In: International journal of monetary economics and finance 7 (2014) 1, pp. 28-39
Persistent link: https://www.econbiz.de/10010531296
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Innovation in return transmission and performance comparison between the five biggest Euro area stock markets
Fonseca, José Soares da - In: International economics and economic policy : IEEP 10 (2013) 3, pp. 393-404
Persistent link: https://www.econbiz.de/10010197725
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Stochastic durations, the convexity effect, and the impact of interest rate changes
Fonseca, José Soares da - In: The European journal of finance 20 (2014) 10/12, pp. 994-1007
Persistent link: https://www.econbiz.de/10010464881
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The risk premiums in the Portuguese treasury bills interest rates : estimation by a cointegration method
Fonseca, José Soares da - In: European review of economics and finance 1 (2002) 1, pp. 69-82
Persistent link: https://www.econbiz.de/10001644899
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Performance ratios for selecting international portfolios : a comparative analysis using stock market indices in the euro area
Fonseca, José Soares da - In: Finance a úvěr 70 (2020) 1, pp. 26-41
Persistent link: https://www.econbiz.de/10012483191
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Portfolio selection in euro area with CAPM and Lower Partial Moments models
Fonseca, José Soares da - In: Portuguese economic journal 19 (2020) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10012254543
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Do credit default swaps affect the time-varying cointegration between PIIGS's sovereign interest rates
Fonseca, José Soares da - In: International journal of monetary economics and finance 12 (2019) 4, pp. 274-289
Persistent link: https://www.econbiz.de/10012155022
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Euro area stock markets performance comparison and its dependence on macroeconomic variables
Fonseca, José Soares da - In: International journal of monetary economics and finance 9 (2016) 3, pp. 245-266
Persistent link: https://www.econbiz.de/10011657434
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A Euro area stock market model with betas dependent on the financial markets cycle
Fonseca, José Soares da - In: International journal of monetary economics and finance 6 (2013) 4, pp. 302-308
Persistent link: https://www.econbiz.de/10010412981
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Relative pricing of French Treasury inflation-linked and nominal bonds : an empirical approach using arbitrage strategies
Séverac, Béatrice de; Fonseca, José Soares da - In: Portuguese economic journal 20 (2021) 3, pp. 273-295
Persistent link: https://www.econbiz.de/10012616841