2
H index
0
i10 index
6
Citations
José Soares da Fonseca : Citation Profile
Universidade do Coimbra | RESEARCH PRODUCTION: 9 Articles 5 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2003 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with José Soares da Fonseca. | Is cited by:
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Main data
Where José Soares da Fonseca has published?
| Journals with more than one article published | # docs |
|---|---|
| The European Journal of Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| GEMF Working Papers / GEMF, Faculty of Economics, University of Coimbra | 5 |
Recent works citing José Soares da Fonseca (2024 and 2023)
| Year | Title of citing document |
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José Soares da Fonseca is editor of
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| GEMF Working Papers |
Works by José Soares da Fonseca:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Performance Ratios for Selecting International Portfolios: A Comparative Analysis Using Stock Market Indices in the Euro Area In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
| 2014 | Linkages and Performance Comparison among Eastern Europe Stock Markets In: Notas Económicas. [Full Text][Citation analysis] | article | 0 |
| 2006 | The Integration of European Stock Markets and Market Timing In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | L’intégration des marchés financiers In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | The performance of the European Stock Markets: a time-varying Sharpe ratio approach In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The performance of the European stock markets: a time-varying Sharpe ratio approach.(2010) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | The International Integration of the Eastern Europe and two Middle East Stock Markets In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | International portfolio selection on European stock markets based on time-varying betas In: GEMF Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Do credit default swaps affect the time-varying cointegration between PIIGSs sovereign interest rates? In: International Journal of Monetary Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Innovations in return transmission and performance comparison between the five biggest Euro area stock markets In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 2 |
| 2003 | A ANÃLISE DA VOLATILIDADE DO INDICE PSI-20 BASEADA EM MODELOS ARCH E GARCH In: Portuguese Journal of Management Studies. [Full Text][Citation analysis] | article | 0 |
| 2020 | Portfolio selection in euro area with CAPM and Lower Partial Moments models In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2014 | Stochastic durations, the convexity effect, and the impact of interest rate changes In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | The Co-integration of European Stock Markets after the Launch of the Euro In: Panoeconomicus. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team