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José Soares da Fonseca
(Jose Soares da Fonseca)

Personal Details

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

Affiliation

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

Coimbra, Portugal
http://www.uc.pt/go/ceber
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, 2013. "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. "The Integration of European Stock Markets and Market Timing," GEMF Working Papers 2006-05, GEMF, Faculty of Economics, University of Coimbra.
  5. José Soares Fonseca, 2006. "L’intégration des marchés financiers," GEMF Working Papers 2006-06, GEMF, Faculty of Economics, University of Coimbra.

Articles

  1. José Soares Fonseca, 2020. "Portfolio selection in euro area with CAPM and Lower Partial Moments models," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 19(1), pages 49-66, January.
  2. Jose Soares Da Fonseca, 2020. "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), Charles University Prague, Faculty of Social Sciences, vol. 70(1), pages 26-41, February.
  3. José Soares Da Fonseca, 2019. "Do credit default swaps affect the time-varying cointegration between PIIGS's sovereign interest rates?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 12(4), pages 274-289.
  4. 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.
  5. 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.
  6. 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.
  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. 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.
    RePEc:voj:journl:v:55:y:2008:i:3:p:309-324 is not listed on IDEAS

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. 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. José Carlos Vides & Antonio A. Golpe & Jesús Iglesias, 2018. "How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(4), pages 685-706, November.
    3. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Record of graduates

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki 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 and 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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