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Carlos Manuel Pereira Silva

Personal Details

First Name:Carlos
Middle Name:Manuel Pereira
Last Name:Silva
Suffix:
RePEc Short-ID:psi136
[This author has chosen not to make the email address public]

Affiliation

(in no particular order)

Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management)
Universidade de Lisboa (University of Lisbon)

Lisboa, Portugal
http://www.iseg.ulisboa.pt/

+351-213 925 800
+351-213 925 850
Rua do Quelhas 6, 1200-781 LISBOA
RePEc:edi:isutlpt (more details at EDIRC)

Centro de Investigação em Economia Financeira (CIEF) (Research Centre in Financial Economics)
Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management)
Universidade de Lisboa (University of Lisbon)

Lisboa, Portugal
http://pascal.iseg.ulisboa.pt/~cief/




RePEc:edi:cfutlpt (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Ventura Bravo, Jorge Miguel & Pereira da Silva, Carlos Manuel, 2006. "Immunization using a stochastic-process independent multi-factor model: The Portuguese experience," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 133-156, January.
  2. Carlos Manuel Pereira da Silva & Joao Paulo Tome Calado & Maria Teresa Medeiros Garcia, 2004. "The Financial Sustainability of the Portuguese Social Security System," The Geneva Papers on Risk and Insurance, The International Association for the Study of Insurance Economics, vol. 29(3), pages 417-439, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Ventura Bravo, Jorge Miguel & Pereira da Silva, Carlos Manuel, 2006. "Immunization using a stochastic-process independent multi-factor model: The Portuguese experience," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 133-156, January.

    Cited by:

    1. Xie, Yan Alice & Liu, Sheen & Wu, Chunchi & Anderson, Bing, 2009. "The effects of default and call risk on bond duration," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1700-1708, September.
    2. Díaz, Antonio & González, María de la O & Navarro, Eliseo & Skinner, Frank S., 2009. "An evaluation of contingent immunization," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1874-1883, October.
    3. Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva, 2005. "Immunization Using a Parametric Model of the Term Structure," Economics Working Papers 19_2005, University of Évora, Department of Economics (Portugal).
    4. Luís Oliveira & João Vidal Nunes & Luís Malcato, 2014. "The performance of deterministic and stochastic interest rate risk measures:," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 13(3), pages 141-165, December.
    5. Almeida, Caio & Lund, Bruno, 2014. "Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 34(2), November.

  2. Carlos Manuel Pereira da Silva & Joao Paulo Tome Calado & Maria Teresa Medeiros Garcia, 2004. "The Financial Sustainability of the Portuguese Social Security System," The Geneva Papers on Risk and Insurance, The International Association for the Study of Insurance Economics, vol. 29(3), pages 417-439, July.

    Cited by:

    1. Garcia, Maria Teresa Medeiros, 2010. "Efficiency evaluation of the Portuguese pension funds management companies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 259-266, July.
    2. Garcia, Maria Teresa Medeiros & Fontainha, Elsa & Passos, José, 2017. "Hiring older workers: The case of Portugal," The Journal of the Economics of Ageing, Elsevier, vol. 9(C), pages 71-77.
    3. Maria Teresa Medeiros Garcia, 2017. "Overview of the Portuguese Three Pillar Pension System," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 23(2), pages 175-189, May.
    4. Latifa AITOUTOUHEN & Faris HAMZA, 2016. "Financial and Econometric Study of the Sustainability and Evaluation of Scenarios of Reforms for the Civil Regime of Moroccan," Turkish Economic Review, KSP Journals, vol. 3(4), pages 652-667, December.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

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  1. Portuguese Economists

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