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José Soares da Fonseca

Personal Details

First Name:José
Middle Name:
Last Name:Soares da Fonseca
Suffix:
RePEc Short-ID:pso172
[This author has chosen not to make the email address public]

Affiliation

(50%) Grupo de Estudos Monetários e Financeiros (GEMF)
Faculdade de Economia
Universidade do Coimbra

Coimbra, Portugal
http://gemf.fe.uc.pt/

: + 351 239 790 500
+351 239 403511
Av. Dias da Silva, 165, 3004-512 COIMBRA
RePEc:edi:genucpt (more details at EDIRC)

(50%) Centre for Business and Economics Research (CeBER)
Faculdade de Economia
Universidade do Coimbra

Coimbra, Portugal
http://www.uc.pt/go/ceber

: +351239790599
+ 351 239 40 35 11
Av. Dias da Silva 165; 3004-512 Coimbra
RePEc:edi:cebucpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Editorship

Working papers

  1. José Soares da Fonseca, 2016. "International portfolio selection on European stock markets based on time-varying betas," GEMF Working Papers 2016-12, GEMF, Faculty of Economics, University of Coimbra.
  2. José Soares da Fonseca, 2012. "The International Integration of the Eastern Europe and two Middle East Stock Markets," GEMF Working Papers 2013-01, GEMF, Faculty of Economics, University of Coimbra.
  3. José A. Soares da Fonseca, 2009. "The performance of the European Stock Markets: a time-varying Sharpe ratio approach," GEMF Working Papers 2009-16, GEMF, Faculty of Economics, University of Coimbra.
  4. José Soares Fonseca, 2006. "L’intégration des marchés financiers," GEMF Working Papers 2006-06, GEMF, Faculty of Economics, University of Coimbra.
  5. José Soares Fonseca, 2006. "The Integration of European Stock Markets and Market Timing," GEMF Working Papers 2006-05, GEMF, Faculty of Economics, University of Coimbra.

Articles

  1. José Soares Da Fonseca, 2016. "Euro area stock markets performance comparison and its dependence on macroeconomic variables," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 9(3), pages 245-266.
  2. José Soares Da Fonseca, 2014. "Yield curve changes effect on Euro area bond indexes: a partial durations approach," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 7(1), pages 28-39.
  3. José Soares da Fonseca, 2014. "Stochastic durations, the convexity effect, and the impact of interest rate changes," The European Journal of Finance, Taylor & Francis Journals, vol. 20(11), pages 994-1007, November.
  4. José Soares da Fonseca, 2014. "Linkages and Performance Comparison among Eastern Europe Stock Markets," Notas Económicas, Faculty of Economics, University of Coimbra, issue 39, pages 73-83, June.
  5. José Soares da Fonseca, 2013. "Innovations in return transmission and performance comparison between the five biggest Euro area stock markets," International Economics and Economic Policy, Springer, vol. 10(3), pages 393-404, September.
  6. José Soares Da Fonseca, 2013. "A Euro area stock market model with betas dependent on the financial markets cycle," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 6(4), pages 302-308.
  7. Jose Soares da Fonseca, 2010. "The performance of the European stock markets: a time-varying Sharpe ratio approach," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 727-741.
  8. Jos 0053oares da Fonseca, 2008. "The Co-integration of European Stock Markets after the Launch of the Euro," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 55(3), pages 309-324, September.
  9. Elisabete Mendes Duarte & José Alberto Soares da Fonseca, 2003. "A Análise Da Volatilidade Do Indice Psi-20 Baseada Em Modelos Arch E Garch," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(1), pages 87-103.

Editorship

  1. GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra.

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.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. José Soares da Fonseca, 2013. "Innovations in return transmission and performance comparison between the five biggest Euro area stock markets," International Economics and Economic Policy, Springer, vol. 10(3), pages 393-404, September.

    Cited by:

    1. Kyriaki Begiazi & Dimitrios Asteriou & Keith Pilbeam, 2016. "A multivariate analysis of United States and global real estate investment trusts," International Economics and Economic Policy, Springer, vol. 13(3), pages 467-482, July.
    2. José Soares da Fonseca, 2014. "Linkages and Performance Comparison among Eastern Europe Stock Markets," Notas Económicas, Faculty of Economics, University of Coimbra, issue 39, pages 73-83, June.

  2. Jos 0053oares da Fonseca, 2008. "The Co-integration of European Stock Markets after the Launch of the Euro," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 55(3), pages 309-324, September.

    Cited by:

    1. Rizwan Mushtaq & Syed Zulfiqar Ali Shah, 2014. "International Portfolio Diversification: United States and South Asian Equity Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 61(2), pages 241-252, March.
    2. Rossella Calvi, 2010. "Assessing financial integration: a comparison between Europe and East Asia," European Economy - Economic Papers 2008 - 2015 423, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    3. José Soares da Fonseca, 2012. "The International Integration of the Eastern Europe and two Middle East Stock Markets," GEMF Working Papers 2013-01, GEMF, Faculty of Economics, University of Coimbra.

More information

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Statistics

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Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 2013-01-19 2016-08-07
  2. NEP-ARA: MENA - Middle East & North Africa (1) 2013-01-19
  3. NEP-CSE: Economics of Strategic Management (1) 2016-08-07
  4. NEP-EEC: European Economics (1) 2009-11-21
  5. NEP-TRA: Transition Economics (1) 2013-01-19

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