Details about José Joaquim Dias Curto

Access statistics for papers by José Joaquim Dias Curto.

Last updated 2024-12-08. Update your information in the RePEc Author Service.

Short-id: pdi657

Journal Articles

2024

1. Recalculate Without Recomputing
   Computational Economics, 2024, 64, (6), 3279-3294

2023

2. Inference about the arithmetic average of log transformed data
   Statistical Papers, 2023, 64, (1), 179-204

2022

3. Averages: There is Still Something to Learn
   Computational Economics, 2022, 60, (2), 755-779 View citations (1)

2019

4. Market Timing and Selectivity: An Empirical Investigation of European Mutual Fund Performance
   International Journal of Economics and Finance, 2019, 11, (2), 1-16 View citations (4)

2018

5. How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts
   Empirical Economics, 2018, 54, (4), 1451-1475 View citations (2)
6. Timely reporting and family ownership: the Portuguese case
   Meditari Accountancy Research, 2018, 26, (1), 170-192

2017

7. Volatility spillover effects in interbank money markets
   Review of World Economics (Weltwirtschaftliches Archiv), 2017, 153, (1), 105-136 View citations (4)

2016

8. Low-leverage policy dynamics: an empirical analysis
   Review of Accounting and Finance, 2016, 15, (4), 463-483 View citations (3)

2014

9. Socially Responsible Investment: A Comparison between the Performance of Sustainable and Traditional Stock Indexes
   Journal of Reviews on Global Economics, 2014, 3, 349-363 View citations (4)

2011

10. The corrected VIF (CVIF)
    Journal of Applied Statistics, 2011, 38, (7), 1499-1507

2009

11. A new approach to bad news effects on volatility: the multiple-sign-volume sensitive regime EGARCH model (MSV-EGARCH)
    Portuguese Economic Journal, 2009, 8, (1), 23-36 View citations (1)
12. Mandatory Adoption of IASB Standards: Value Relevance and Country-Specific Factors
    Australian Accounting Review, 2009, 19, (2), 128-143 View citations (22)

2008

13. Correction Note on New Multicollinearity Indicators
    International Statistical Review, 2008, 76, (2), 298-299

2007

14. New Multicollinearity Indicators in Linear Regression Models
    International Statistical Review, 2007, 75, (1), 114-121 View citations (8)

2006

15. World Equity Markets: A New Approach for Segmentation (in English)
    Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (7-8), 344-360 View citations (2)