6
H index
3
i10 index
107
Citations
Gonçalo Faria : Citation Profile
Universidade Católica Portuguesa | RESEARCH PRODUCTION: 7 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2007 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Gonçalo Faria. | Is cited by:
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Main data
Where Gonçalo Faria has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Bank of Finland Research Discussion Papers / Bank of Finland | 8 |
| FEP Working Papers / Universidade do Porto, Faculdade de Economia do Porto | 5 |
| Working Papers de Economia (Economics Working Papers) / Católica Porto Business School, Universidade Católica Portuguesa | 2 |
Recent works citing Gonçalo Faria (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Diffusion 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 |
| 2024 | Forecasting 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 |
| 2024 | Macroeconomic 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 |
| 2024 | Forecasting 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 |
| 2024 | Forecasting 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 |
| 2024 | Quality 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 |
|---|---|---|---|
| 2016 | Forecasting stock market returns by summing the frequency-decomposed parts In: Working Papers de Economia (Economics Working Papers). [Full Text][Citation analysis] | paper | 47 |
| 2018 | Forecasting 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: 47 | article | |
| 2017 | Forecasting 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: 47 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | ||
| 2016 | Forecasting the equity risk premium with frequency-decomposed predictors In: Working Papers de Economia (Economics Working Papers). [Full Text][Citation analysis] | paper | 8 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | ||
| 2020 | The yield curve and the stock market: Mind the long run In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 13 |
| 2022 | The Correlation Risk Premium: International Evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2012 | The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices In: Annals of Finance. [Full Text][Citation analysis] | article | 6 |
| 2011 | The 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 | |
| 2014 | A closed-form solution for options with ambiguity about stochastic volatility In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 16 |
| 2011 | A 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 | |
| 2007 | Numerical solution of linear models in economics: The SP-DG model revisited In: FEP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility In: FEP Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? In: FEP Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Is 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 | |
| 2021 | Time-frequency forecast of the equity premium In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | ||
| In: . [Full Text][Citation analysis] | paper | 0 | |
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| In: . [Full Text][Citation analysis] | paper | 3 | |
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team