José Carlos Gonçalves Dias
AuthID: R-000-PDF
1
TITLE: Pricing levered warrants under the CEV diffusion model
AUTHORS: Carlos Miguel Glória; José Carlos Dias; Aricson Cruz;
PUBLISHED: 2024, SOURCE: Review of Derivatives Research, VOLUME: 27, ISSUE: 1
AUTHORS: Carlos Miguel Glória; José Carlos Dias; Aricson Cruz;
PUBLISHED: 2024, SOURCE: Review of Derivatives Research, VOLUME: 27, ISSUE: 1
2
TITLE: Finite maturity caps and floors on continuous flows under the constant elasticity of variance process
AUTHORS: Dias, Jose Carlos; Nunes, Joao Pedro Vidal; da Silva, Fernando Correia;
PUBLISHED: 2024, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 316, ISSUE: 1
AUTHORS: Dias, Jose Carlos; Nunes, Joao Pedro Vidal; da Silva, Fernando Correia;
PUBLISHED: 2024, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 316, ISSUE: 1
3
TITLE: The interaction between equity-based compensation and debt in managerial risk choices Full Text
AUTHORS: Gloria, Carlos Miguel; Dias, Jose Carlos; Ruas, Joao Pedro; Nunes, Joao Pedro Vidal;
PUBLISHED: 2024, SOURCE: REVIEW OF DERIVATIVES RESEARCH
AUTHORS: Gloria, Carlos Miguel; Dias, Jose Carlos; Ruas, Joao Pedro; Nunes, Joao Pedro Vidal;
PUBLISHED: 2024, SOURCE: REVIEW OF DERIVATIVES RESEARCH
INDEXED IN: 
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Scopus WOS4
TITLE: Novel Analytic Representations for Caps, Floors, Collars, and Exchange Options on Continuous Flows, Arbitrage-Free Relations, and Optimal Investments Full Text
AUTHORS: Dias, Jose Carlos; Nunes, Joao Pedro Vidal; da Silva, Fernando Correia;
PUBLISHED: 2024, SOURCE: JOURNAL OF FUTURES MARKETS
AUTHORS: Dias, Jose Carlos; Nunes, Joao Pedro Vidal; da Silva, Fernando Correia;
PUBLISHED: 2024, SOURCE: JOURNAL OF FUTURES MARKETS
5
TITLE: Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession
AUTHORS: Fernandes, Mario Correia; Dutra, Tiago Mota; Dias, Jose Carlos; Teixeira, Joao C. A.;
PUBLISHED: 2023, SOURCE: ECONOMIC ANALYSIS AND POLICY, VOLUME: 78
AUTHORS: Fernandes, Mario Correia; Dutra, Tiago Mota; Dias, Jose Carlos; Teixeira, Joao C. A.;
PUBLISHED: 2023, SOURCE: ECONOMIC ANALYSIS AND POLICY, VOLUME: 78
6
TITLE: SA-MAIS: Hybrid automatic sentiment analyser for stock market
AUTHORS: Taborda, Bruno; de Almeida, Ana Maria; Carlos Dias, Jose; Batista, Fernando; Ribeiro, Ricardo;
PUBLISHED: 2023, SOURCE: JOURNAL OF INFORMATION SCIENCE
AUTHORS: Taborda, Bruno; de Almeida, Ana Maria; Carlos Dias, Jose; Batista, Fernando; Ribeiro, Ricardo;
PUBLISHED: 2023, SOURCE: JOURNAL OF INFORMATION SCIENCE
7
TITLE: Banking regulation and banks' risk-taking behavior: The role of investors' protection
AUTHORS: Dutra, Tiago M.; Teixeira, Joao C. A.; Dias, Jose Carlos;
PUBLISHED: 2023, SOURCE: QUARTERLY REVIEW OF ECONOMICS AND FINANCE, VOLUME: 90
AUTHORS: Dutra, Tiago M.; Teixeira, Joao C. A.; Dias, Jose Carlos;
PUBLISHED: 2023, SOURCE: QUARTERLY REVIEW OF ECONOMICS AND FINANCE, VOLUME: 90
8
TITLE: The effect of political institutions on the interplay between banking regulation and banks' risk
AUTHORS: Dutra, Tiago M.; Teixeira, Joao C. A.; Dias, Jose Carlos;
PUBLISHED: 2023, SOURCE: JOURNAL OF BANKING REGULATION, VOLUME: 25, ISSUE: 2
AUTHORS: Dutra, Tiago M.; Teixeira, Joao C. A.; Dias, Jose Carlos;
PUBLISHED: 2023, SOURCE: JOURNAL OF BANKING REGULATION, VOLUME: 25, ISSUE: 2
9
TITLE: Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID-19 and Russia-Ukraine conflict features
AUTHORS: Fernandes, Mario Correia; Dias, Jose Carlos; Nunes, Joao Pedro Vidal;
PUBLISHED: 2023, SOURCE: JOURNAL OF FUTURES MARKETS, VOLUME: 44, ISSUE: 3
AUTHORS: Fernandes, Mario Correia; Dias, Jose Carlos; Nunes, Joao Pedro Vidal;
PUBLISHED: 2023, SOURCE: JOURNAL OF FUTURES MARKETS, VOLUME: 44, ISSUE: 3
10
TITLE: Determinants of sovereign debt ratings in clusters of European countries - effects of the crisis
AUTHORS: Proenca, C; Neves, M; Dias, JC; Martins, P;
PUBLISHED: 2022, SOURCE: JOURNAL OF FINANCIAL ECONOMIC POLICY, VOLUME: 14, ISSUE: 3
AUTHORS: Proenca, C; Neves, M; Dias, JC; Martins, P;
PUBLISHED: 2022, SOURCE: JOURNAL OF FINANCIAL ECONOMIC POLICY, VOLUME: 14, ISSUE: 3
