Paulo M. Gama

University of Coimbra

Professor

Av. Dias da Silva, 165

Coimbra, 3004-512

Portugal

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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Scholarly Papers (3)

Have World, Country and Industry Risk Changed Over Time? An Investigation of the Developed Stock Markets Volatility

AFA 2004 San Diego Meetings
Number of pages: 42 Posted: 31 Jul 2003
Miguel A. Ferreira and Paulo M. Gama
Nova School of Business and Economics and University of Coimbra
Downloads 667 (37,535)
Citation 9

Abstract:

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Developed markets volatility, industry risk, country risk, international portfolio diversification

Have World, Country and Industry Risk Changed Over Time? An Investigation of the Developed Stock Markets Volatility

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 26 Oct 2004
Miguel A. Ferreira and Paulo M. Gama
Nova School of Business and Economics and University of Coimbra

Abstract:

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Developed markets volatility, industry risk, country risk, international portfolio diversification

2.

Correlation Dynamics of Global Industry Portfolios

Number of pages: 59 Posted: 16 Mar 2004
Miguel A. Ferreira and Paulo M. Gama
Nova School of Business and Economics and University of Coimbra
Downloads 584 (45,515)
Citation 4

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Correlation, global industry portfolios, asymmetries, trends

3.

Does Sovereign Debt Ratings News Spill Over to International Stock Markets?

Journal of Banking and Finance, Forthcoming
Posted: 08 May 2007
Miguel A. Ferreira and Paulo M. Gama
Nova School of Business and Economics and University of Coimbra

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Other Papers (1)

Total Downloads: 161
1.

Does Sovereign Debt Ratings News Spillover to International Stock Markets?

Number of pages: 32 Posted: 25 Oct 2004
Miguel A. Ferreira and Paulo M. Gama
Nova School of Business and Economics and University of Coimbra
Downloads 161

Abstract:

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Sovereign ratings, spillover effects, stock market