Details about José Soares da Fonseca

Access statistics for papers by José Soares da Fonseca.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pso172

Working Papers

2016

1. International portfolio selection on European stock markets based on time-varying betas
   GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra

2013

2. The International Integration of the Eastern Europe and two Middle East Stock Markets
   GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra

2009

3. The performance of the European Stock Markets: a time-varying Sharpe ratio approach
   GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra
   See also Journal Article The performance of the European stock markets: a time-varying Sharpe ratio approach, The European Journal of Finance, Taylor & Francis Journals (2010) (2010)

2006

4. L’intégration des marchés financiers
   GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra
5. The Integration of European Stock Markets and Market Timing
   GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra

Journal Articles

2020

1. Performance Ratios for Selecting International Portfolios: A Comparative Analysis Using Stock Market Indices in the Euro Area
   Czech Journal of Economics and Finance (Finance a uver), 2020, 70, (1), 26-41
2. Portfolio selection in euro area with CAPM and Lower Partial Moments models
   Portuguese Economic Journal, 2020, 19, (1), 49-66

2019

3. Do credit default swaps affect the time-varying cointegration between PIIGS's sovereign interest rates?
   International Journal of Monetary Economics and Finance, 2019, 12, (4), 274-289

2014

4. Linkages and Performance Comparison among Eastern Europe Stock Markets
   Notas Económicas, 2014, (39), 73-83
5. Stochastic durations, the convexity effect, and the impact of interest rate changes
   The European Journal of Finance, 2014, 20, (11), 994-1007

2013

6. Innovations in return transmission and performance comparison between the five biggest Euro area stock markets
   International Economics and Economic Policy, 2013, 10, (3), 393-404 View citations (3)

2010

7. The performance of the European stock markets: a time-varying Sharpe ratio approach
   The European Journal of Finance, 2010, 16, (7), 727-741
   See also Working Paper The performance of the European Stock Markets: a time-varying Sharpe ratio approach, GEMF Working Papers (2009) (2009)

2003

8. A ANÁLISE DA VOLATILIDADE DO INDICE PSI-20 BASEADA EM MODELOS ARCH E GARCH
   Portuguese Journal of Management Studies, 2003, VIII, (1), 87-103

Editor

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