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Short bio

José Soares da Fonseca graduated in Economics from the Faculty of Economics of the University of Porto in 1976 and obtained his PhD in Economics from the University of Orléans in France in 1991. He has held Aggregation Proofs in Economics in 2005. He is currently Associate Professor with Aggregation. He was a visiting professor for short periods at the University of Paris X. His publications include several articles in international scientific journals (European Journal of Finance, International Journal of Monetary Economics and Finance International Economics and Economic Policy and Panoeconomicus), and proceedings in various conference editions of the French Finance Association and the Portuguese Finance Network, and author of three books: Obrigações ( Métodos de Avaliação e de Gestão do Risco de Taxa de Juro, Ed. Instituto do Marcado de Capitais, 1999, Economia Monetária e Financeira, Ed. Imprensa da Universidade de Coimbra, 1ª Ed . 2010, 2ª Ed. 2015, Integração dos Mercados Financeiros, Ed. Imprensa da Universidade de Coimbra, 2015

Projects

Bond Pricing and nominal and real interest rate risk hedging, with Béatrice de Séverac, at the CEROS Center, Univ. Paris X

International Portfolio Selection and Asset Pricing Models

Financial Markets Performance and Sovereign Debt Risk

Publications

(2015) Economia monetária e financeira. Coimbra: Imprensa da Universidade de Coimbra.
Authors
(2016) Do credit default swaps affect the time-varying cointegration between PIIGS sovereign interest rates?.
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(2019) Arbitrage Strategies between French Treasury Inflation Linked and Nominal Bonds: Solving the Puzzle. 22.
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(2018) The French Treasury Inflation Linked Bond Puzzle. SSRN Electronic Journal.
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(2016) Pricing Inflation linked bonds and hedging bond portfolios: a comparative analysis applied to French OAT indexed bonds.
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(2019) Do credit default swaps affect the time-varying cointegration between PIIGS sovereign interest rates. International Journal of Monetary Economics and Finance, 12, 274.
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(2020) Portfolio selection in euro area with CAPM and Lower Partial Moments models. Portuguese Economic Journal, 19, 49-66.
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(2017) Portfolio Selection in Euro Area with CAPM and Lower Partial Moments Models. SSRN Electronic Journal.
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(2016) Euro area stock markets performance comparison and its dependence on macroeconomic variables. International Journal of Monetary Economics and Finance, 9, 245-266.
Authors

Contacts

Address

Faculdade de Economia
Universidade de Coimbra
Av. Dias da Silva, 165
3004-512
Portugal

Call

Phone
+351 239 790 554
Extension
500254

Web and Email

Email
jfonseca@fe.uc.pt