José Carlos Dias

Associate Professor with Agregação

ISCTE Business School

Portugal

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Articles (9)

Year:

2023

Year:

2023

Year:

2022

Year:

2022

Year:

2022

Year:

2021

Year:

2020

Year:

2020

Year:

2020

Collaborators (2)

Tiago Mota Dutra

Invited Assistant Professor

University of the Azores

PORTUGAL

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Mário Fernandes

Invited Professor

Instituto Politécnico do Porto Instituto Superior de Contabilidade e Administração do Porto

PORTUGAL

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José Carlos Dias

Research Interests

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Articles (9)

The effect of political institutions on the interplay between banking regulation and banks’ risk

Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession

Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America

Determinants of sovereign debt ratings in clusters of European countries effects of the crisis

Pricing and hedging bond options and sinking-fund bonds under the CIR model

Modeling energy prices under energy transition: A novel stochastic-copula approach

A note on options and bubbles under the CEV model: implications for pricing and hedging

Valuing American-style options under the CEV model: an integral representation based method

Early exercise boundaries for American-style knock-out options

Collaborators (2)

Tiago Mota Dutra

Mário Fernandes

Make your next move.

José Carlos Dias

Research Interests

Explore related searches

Contact this professor

Articles (9)

The effect of political institutions on the interplay between banking regulation and banks’ risk

Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession

Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America

Determinants of sovereign debt ratings in clusters of European countries  effects of the crisis

Pricing and hedging bond options and sinking-fund bonds under the CIR model

Modeling energy prices under energy transition: A novel stochastic-copula approach

A note on options and bubbles under the CEV model: implications for pricing and hedging

Valuing American-style options under the CEV model: an integral representation based method

Early exercise boundaries for American-style knock-out options

Collaborators (2)

Tiago Mota Dutra

Mário Fernandes

Make your next move.

Determinants of sovereign debt ratings in clusters of European countries effects of the crisis