Gonçalo Faria : Citation Profile

Universidade Católica Portuguesa

6

H index

3

i10 index

108

Citations

RESEARCH PRODUCTION:

7

Articles

16

Papers

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 7
   Journals where Gonçalo Faria has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 11 (9.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa457
   Updated: 2025-04-19    RAS profile: 2025-01-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Verona, Fabio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gonçalo Faria.

Is cited by:

Verona, Fabio (12)

Martins, Manuel (7)

Kilponen, Juha (5)

Zhang, Yaojie (4)

Escobar Anel, Marcos (3)

Tallon, Jean-Marc (3)

Czudaj, Robert (3)

Hudgins, David (2)

Roubaud, David (2)

Jeleva, Meglena (2)

Crowley, Patrick (2)

Cites to:

Campbell, John (23)

Rua, António (15)

Epstein, Larry (15)

Verona, Fabio (14)

Trojani, Fabio (13)

Zhou, Guofu (12)

Gallegati, Marco (11)

Marinacci, Massimo (10)

Schneider, Martin (10)

Tallon, Jean-Marc (10)

Etner, Johanna (10)

Main data

Production by document typearticlepaper2007200820092010201120122013201420152016201720182019202020212022024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200720082009201020112012201320142015201620172018201920202021202205101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20112012201320142015201620172018201920202021202220232024202501020Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200920102011201220132014201520162017201820192020202120220204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents123456780255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution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h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Gonçalo Faria has published?

Working Papers Series with more than one paper published# docs
Bank of Finland Research Discussion Papers / Bank of Finland8
FEP Working Papers / Universidade do Porto, Faculdade de Economia do Porto5
Working Papers de Economia (Economics Working Papers) / Cat�lica Porto Business School, Universidade Cat�lica Portuguesa2

Recent works citing Gonçalo Faria (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Diffusion on the circle and a stochastic correlation model. (2024). Laha, Arnab Kumar ; Majumdar, Sourav. In: Papers. RePEc:arx:papers:2412.06343.

Full description at Econpapers || Download paper

2024Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832.

Full description at Econpapers || Download paper

2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

Full description at Econpapers || Download paper

2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

Full description at Econpapers || Download paper

2024Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

Full description at Econpapers || Download paper

2025Forecasting stock returns with sum-of-the-parts methodology: international evidence. (2025). Noman, Abdullah ; Naka, Atsuyuki ; Athari, Mahtab. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00380-1.

Full description at Econpapers || Download paper

2024Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database. (2024). Wallmeier, Martin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:854-875.

Full description at Econpapers || Download paper

2025.

Full description at Econpapers || Download paper

Works by Gonçalo Faria:

Year  ↓Title  ↓Type  ↓Cited  ↓
2016Forecasting stock market returns by summing the frequency-decomposed parts In: Working Papers de Economia (Economics Working Papers).
[Full Text][Citation analysis]		paper48
2018Forecasting stock market returns by summing the frequency-decomposed parts.(2018) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
2017Forecasting stock market returns by summing the frequency-decomposed parts.(2017) In: CEF.UP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2016Forecasting the equity risk premium with frequency-decomposed predictors In: Working Papers de Economia (Economics Working Papers).
[Full Text][Citation analysis]		paper8
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020The yield curve and the stock market: Mind the long run In: Journal of Financial Markets.
[Full Text][Citation analysis]		article13
2022The Correlation Risk Premium: International Evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2012The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices In: Annals of Finance.
[Full Text][Citation analysis]		article6
2011The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices.(2011) In: FEP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2014A closed-form solution for options with ambiguity about stochastic volatility In: Review of Derivatives Research.
[Full Text][Citation analysis]		article16
2011A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility.(2011) In: FEP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2007Numerical solution of linear models in economics: The SP-DG model revisited In: FEP Working Papers.
[Full Text][Citation analysis]		paper0
2009Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility In: FEP Working Papers.
[Full Text][Citation analysis]		paper1
2012Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? In: FEP Working Papers.
[Full Text][Citation analysis]		paper6
2016Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?.(2016) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2021Time-frequency forecast of the equity premium In: Quantitative Finance.
[Full Text][Citation analysis]		article3
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper3
In: .
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team