Search Results - "Dias Curto, José"

Confidence intervals for means and variances of nonnormal distributions by Curto, José Dias

“…In this article, we propose new confidence intervals for the population mean and variance, the ratio of two populations variance, and the difference in the…”
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Averages: There is Still Something to Learn by Dias Curto, José

“…The common way to deal with outliers in empirical Economics and Finance is to delete them, either by trimming or winsorizing, or by computing statistics robust…”
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Earnings management in family versus non-family firms: the influence of analyst coverage by Paiva, Inna Sousa, Lourenço, Isabel Costa, Dias Curto, José

“…This study investigates the relationship between the level of earnings management in family and non-family firms and analyses whether or not this relationship…”
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How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts by Ribeiro, Pedro Pires, Curto, José Dias

“…This paper examines the risk-neutral efficient market hypothesis for inflation swap markets in the euro area from 2005.10 to 2014.07. Overall, we conclude that…”
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Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries by Ribeiro, Pedro Pires, Cermeño, Rodolfo, Curto, José Dias

“…•This paper investigates the determinants of six EMU sovereign bond yield spreads.•We offer new Panel-GARCH models enhanced with key financial volatility…”
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The determinants of sovereign credit spread changes in the Euro-zone by Oliveira, Luís, Curto, José Dias, Nunes, João Pedro

“…► We study the determinants of government credit spreads in the Euro-area, from January 2000 to December 2010. ► The analysis is divided into two sub-periods…”
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The coefficient of variation asymptotic distribution in the case of non-iid random variables by Curto, José Dias, Pinto, José Castro

“…Due to the widespread use of the coefficient of variation in empirical finance, we derive its asymptotic sampling distribution in the case of non-iid random…”
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Recalculate Without Recomputing by Dias Curto, José

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To keep faith with homoskedasticity or to go back to heteroskedasticity? The case of FATANG stocks by Curto, José Dias

“…Did the pattern of US stock market volatility change due to COVID-19 or have the US stock markets been less volatile despite the pandemic shock? And as for…”
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Inference about the arithmetic average of log transformed data by Curto, José Dias

“…A common practice in statistics is to take the log transformation of highly skewed data and construct confidence intervals for the population average on the…”
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The impact of COVID-19 on S&P500 sector indices and FATANG stocks volatility: An expanded APARCH model by Curto, José Dias, Serrasqueiro, Pedro

“…In this paper we hypothesize that not all stocks and sectors are affected equally by COVID-19 in terms of return volatility. Specifically, we hypothesize that…”
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Prudential regulation in an artificial banking system by Quinaz, Pedro Dias, Curto, José Dias

“…This study is an exploratory analysis of the economic role of banks under different prudential frameworks. It considers an agent-based computational model…”
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The impact of anchor stores on the performance of shopping centres: the case of Sonae Sierra by Simona Damian, Diana, Dias Curto, José, Castro Pinto, José

“…Purpose - The purpose of this paper is to determine the impact of anchor stores on the performance and results of shopping centres and on the prices practiced…”
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How Does the Market Value Corporate Sustainability Performance? by Lourenço, Isabel Costa, Branco, Manuel Castelo, Curto, José Dias, Eugénio, Teresa

“…This study provides empirical evidence on how corporate sustainability performance (CSP), as proxied by membership of the Dow Jones sustainability index, is…”
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Modelling heavy tails and asymmetry using ARCH-type models with stable Paretian distributions by Tavares, António Bruno, Curto, José Dias, Tavares, Gonçalo Nuno

“…Several approaches have been considered to model the heavy tails and asymmetric effect on stocks returns volatility. The most commonly used models are the…”
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The Value Relevance of Reputation for Sustainability Leadership by Lourenço, Isabel Costa, Callen, Jeffrey Lawrence, Branco, Manuel Castelo, Curto, José Dias

“…This study investigates whether the market valuation of the two summary accounting measures, book value of equity and net income, is higher for firms with…”
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Determinants of the Accounting Choice between Alternative Reporting Methods for Interests in Jointly Controlled Entities by Lourenço, Isabel Costa, Curto, José Dias

“…This paper examines whether the type of jointly controlled entity influences the management choice to report interests in this kind of joint venture using the…”
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Averaging financial ratios by Curto, José Dias, Serrasqueiro, Pedro

“…Ratios represent a special kind of relation between two magnitudes, and computing the average of ratios is fairly common among academics and Finance…”
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New Multicollinearity Indicators in Linear Regression Models by Curto, José Dias, Pinto, José Castro

“…Correlation is an important statistical issue for the Ordinary Least Squares estimates and for data-reduction techniques, such as the Factor and the Principal…”
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Bone Mineral Density, Vascular Calcifications, and Arterial Stiffness in Peritoneal Dialysis Patients by Adragao, Teresa, Branco, Patricia, Birne, Rita, Curto, Jose Dias, de Almeida, Edgar, Prata, Mateus Martins, Pais, Maria Joao

“…Nephrology Department 1 Santa Cruz Hospital, Carnaxide Nephrology Department 2 Santa Maria Hospital ISCTE Business School 3 Lisbon, Portugal * e-mail:…”
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