Autores

José A. Soares da Fonseca é Professor da Faculdade de Economia da Universidade de Coimbra, é Licenciado em Economia pela Universidade do Porto, Doutor em Economia pela Universidade de Orleães e Agregado pela Universidade de Coimbra. Tem dois livros publicados: Obrigações – Métodos de Avaliação e de Gestão do Risco de Taxa de Juro, Ed. Instituto do Mercado de Capitais, Lisboa, 1999, e Economia Monetária e Financeira, Imprensa da Universidade de Coimbra, e trinta e seis artigos publicados em revistas científicas e atas de conferências. Os seus artigos mais recentes são: “The performance of the European stock Markets: a time‑‑ varying Sharpe ratio approach”, European Journal of Finance, 2010, “ Stochastic durations, the convexity effect and the impact of interest rate changes”, European Journal of Finance, 2013, e “Innovations in return and volatility transmission between the five biggest Euro area stock markets”, International Economics and Economic Policy, 2013.

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José A. Soares da Fonseca is a Professor at the Faculty of Economics of the University of Coimbra, has a degree in Economics from the University of Porto, a PhD in Economics from the University of Orleans and an aggregate from the University of Coimbra. He has two books published: Obligations - Methods of Evaluation and Management of Interest Rate Risk, Ed. Institute of Capital Markets, Lisbon, 1999, and Monetary and Financial Economics, Press of the University of Coimbra, and thirty-six articles published in scientific journals and conference proceedings. His most recent articles are: “The performance of the European stock Markets: a time- varying Sharpe ratio approach”, European Journal of Finance, 2010, “Stochastic durations, the convexity effect and the impact of interest rate changes”, European Journal of Finance, 2013, and “Innovations in return and volatility transmission between the five biggest Euro area stock markets”, International Economics and Economic Policy, 2013.