João Pedro Bento Ruas
AuthID: R-001-ETA
1
TITLE: A note on the Gumbel convergence for the Lee and Mykland jump tests Full Text
AUTHORS: Nunes, Joao Pedro Vidal; Ruas, Joao Pedro;
PUBLISHED: 2024, SOURCE: FINANCE RESEARCH LETTERS, VOLUME: 59
AUTHORS: Nunes, Joao Pedro Vidal; Ruas, Joao Pedro;
PUBLISHED: 2024, SOURCE: FINANCE RESEARCH LETTERS, VOLUME: 59
INDEXED IN: 
Scopus 
WOS
Scopus WOS2
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: Scopus WOS
Scopus WOS3
TITLE: Erratum to “Pricing and static hedging of American-style options under the jump to default extended CEV model” (Journal of Banking and Finance (2013) 37(11) (4059–4072) (S0378426613002896) (10.1016/j.jbankfin.2013.07.019))
AUTHORS: Ruas, JP; Dias, JC; Vidal Nunes, JP;
PUBLISHED: 2017, SOURCE: Journal of Banking and Finance, VOLUME: 81
AUTHORS: Ruas, JP; Dias, JC; Vidal Nunes, JP;
PUBLISHED: 2017, SOURCE: Journal of Banking and Finance, VOLUME: 81
INDEXED IN: Scopus
Scopus