Access Statistics for Gonçalo Faria
Author contact details at EconPapers.
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A closed-form solution for options with ambiguity about stochastic volatility | 0 | 0 | 0 | 13 | 0 | 1 | 5 | 122 |
| Forecasting stock market returns by summing the frequency-decomposed parts | 0 | 0 | 2 | 40 | 4 | 6 | 11 | 240 |
| Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? | 1 | 1 | 1 | 2 | 1 | 1 | 2 | 48 |
| The Correlation Risk Premium: International Evidence | 0 | 1 | 3 | 8 | 4 | 6 | 10 | 28 |
| The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices | 0 | 0 | 0 | 10 | 2 | 4 | 5 | 103 |
| The yield curve and the stock market: Mind the long run | 1 | 1 | 4 | 27 | 4 | 6 | 14 | 95 |
| Time-frequency forecast of the equity premium | 0 | 0 | 1 | 7 | 0 | 1 | 3 | 23 |
| Unlocking predictive potential: The frequency-domain approach to equity premium forecasting | 0 | 0 | 0 | 0 | 4 | 6 | 6 | 6 |
| Total Journal Articles | 2 | 3 | 11 | 107 | 19 | 31 | 56 | 665 |
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