Gonçalo Faria

Catholic University of Portugal (UCP) - School of Economics and Management and CEGE

Universidade Católica Portuguesa

Rua Diogo Botelho 1327

Porto, 4169-005

Portugal

SCHOLARLY PAPERS

5

DOWNLOADS

775

CITATIONS

9

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Scholarly Papers (5)

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1.

The Equity Risk Premium and the Low Frequency of the Term Spread

Downloads 277 (109,183)

2

The Equity Risk Premium and the Low Frequency of the Term Spread

Number of pages: 48 Posted: 06 Sep 2017 Last Revised: 18 Apr 2018

Gonçalo Faria and Fabio Verona

Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research

Downloads 189 (158,990)

Abstract:

The Equity Risk Premium and the Low Frequency of the Term Spread

Bank of Finland Research Discussion Paper No. 7/2018

Number of pages: 51 Posted: 05 Apr 2018 Last Revised: 12 Apr 2018

Gonçalo Faria and Fabio Verona

Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research

Downloads 88 (288,601)

Abstract:

2.

Forecasting the Equity Risk Premium with Frequency-Decomposed Predictors

Bank of Finland Research Discussion Paper No. 1/2017

Number of pages: 42 Posted: 14 Feb 2017

Gonçalo Faria and Fabio Verona

Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research

Downloads 212 (142,894)

Abstract:

3.

Forecasting Stock Market Returns by Summing the Frequency-Decomposed Parts

Bank of Finland Research Discussion Paper No. 29/2016

Number of pages: 49 Posted: 02 Dec 2016 Last Revised: 23 Nov 2017

Gonçalo Faria and Fabio Verona

Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research

Downloads 153 (191,245)

Citation 1

Abstract:

4.

The Correlation Risk Premium: International Evidence

Number of pages: 38 Posted: 26 Nov 2018

Gonçalo Faria, Robert Kosowski and Tianyu Wang

Catholic University of Portugal (UCP) - School of Economics and Management and CEGE, Imperial College Business School and School of Economics and Management, Tsinghua University

Downloads 96 (270,710)

Citation 3

Abstract:

5.

The Yield Curve and the Stock Market: Mind the Long Run

Number of pages: 46 Posted: 05 Aug 2019

Gonçalo Faria and Fabio Verona

Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research

Downloads 37 (438,349)

Abstract:

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