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Dissertations Monetary and Financial Economics

Bruno Alexandre Ferreira Albuquerque 
Fiscal Institutions and Public Spending Volatility in Europe, 2010/04/28

Hugo Dinis Aparas
Credit Risk Transfer and Stability, 2010/05/05

Hugo Miguel Martins Resende 
The Relationship between Risk Management and Corporate Governance: State Intervention as a Disincentive to Efficient Risk Management, 2010/05/05

Rita Isabel Prior Soares 
Assessing Monetary Policy in the Euro Area: A Factor-Augmented VAR Approach, 2010/05/10

Rafael Francisco 
Monetary Conditions in Mozambique: Empirical Evidence, 2010/05/14

Jacqueline da Cruz Silva Andrade 
The Determinants of the Repayment Capacity of Micro-Credit Beneficiaries in Cape Verde from 2007 to 2008, 2010/10/21

Ricardo José Emídio Gairifo 
Abnormal Returns on the Eves of Takeover Announcements: Application to the Euronext Market, 2009/10/08

Dmitry Shibaev 
Term Structure of Credit Spreads with Affine Processes, 2009/05/27

Lara Vilela Kadhim 
Assessing Personal Retirement Savings Plans - The Portuguese Case, 2009/06/03

Miguel do Patrocínio Dias Fernandes
The Role of Information and Communication Technologies in Economic Growth: Theoretical Assumptions and Empirical Evidence, 2008/03/25

Dora Alexandra Capelo Tomé Silva
Impact of the New Basel Accord on Emerging Economies: The Case of Brazil, 2008/04/23

Inês Maria Correia Amoroso Pires
Civil Service Pension Schemes - Comparative Study in the European Union, 2008/05/09

Carla Sofia Caeiro Soares
Monetary Policy in a Currency Union with Heterogeneous Countries, 2008/05/19

João Emanuel Brito Ledo de Pina
Determinants of Inflation in a Small Open Economy - The Case of Cape Verde, 2008/06/05

Maria Isabel Carvalho Cardoso
The Construction of Residential Real Estate Price Indices and Index Derivatives for Portugal, 2008/11/24

Paulo Alexandre da Silva Matreno
The Impact of the Terrorist Shock on the Main Stock Markets and Behavioral Finance Topics. Some Terrorist Attacks in Analysis, 2007/01/23

Filipe Manuel de Almeida Morais
Implicit Interest Rates and the Financial Situation of Portuguese Companies: An Empirical Analysis, 2007/03/13

Nuno Gomes da Silva
The Effect of the Economic Cycle on the Asset Distribution of Portuguese Pension Funds, 2007/09/12

Francisco Amável Sarrasqueiro
Dividend Payments and Their Impact on Corporate Value: An Application to the PSI 20, 2007/12/21

Paulo Miguel Pereira da Silva
"The Consumption Correlation Paradox in the Presence of Heterogeneous Subjective Probabilities", 2006/07/20

Eduardo Sérgio Henriques Neves Martins
"Credit Risk in the Portuguese Banking System: Some Empirical Evidence in the Mortgage Lending Segment", 2006/09/18

Gustavo Alberto Martins Ribeiro da Cunha
"Business Cycle Accounting in Japan", 2006/09/25

2005

Cristel da Glória Agapito
Analyzing the Quality of Macroeconomic Forecasts: A Comparative Study for the Portuguese Economy, 2005/01/26

Edmund Christian de Freitas
Impact of the New Basel Accord on Corporate Financing in Portugal, 2005/02/24

Nuno Alexandre Abrantes Ferreira
Explaining Share Price Performance of Football Clubs Listed on the Euronenxt Lisbon, 2005/04/11

Celso António Quintal Nóbrega
The Bank Credit Channel in Monetary Policy Transmission: Evidence for Portugal, 2005/04/14

Júlio António Rocha Delgado
"Empirical Application of Realized Volatility to the PSI20 Index", 2005/07/01

Emídio Graça Lopes
"Social Security and Savings", 2005/07/26

2004

Rodolfo da Fonseca Varela Pinto
"Indices of Monetary and Financial Conditions: Construction of an Indicator for Inflationary Pressures", 2004/01/29

Eva Isabel Crisóstomo January
"Monetary Transmission: Results of the Application of VAR Models to Portugal and Germany", 2004/03/11

João Pedro Amaral Cabouco Rodrigues
"Liberalization, Conventions and Financial Instability - Some Critical Notes", 2004/04/02

Raquel dos Santos Ferreira
Budgetary Policy Discretionary Rules: An Empirical Study for Portugal, 2004/05/24

Elsa Marília Delgado de Brito
Impact of Financial Development on Economic Development: Case Study for Cape Verde, 2004/09/07

José Manuel Marques Pinheiro
Duopolistic Competition via Advertising and Prices: A Computational Approach, 2004/09/29

José Alfredo Henriques Correia
The Financial Sustainability of Social Security in Portugal, 2004/10/18

Pedro Miguel Osório Mendão Barbosa
Essays on the Open Economy, 2004/12/20

2003

Nuno Miguel Simões Venes
Non-Keynesian Effects of Fiscal Policy: Empirical Evidence for Portugal, 2003/01/09

Maria Clara Pereira Pires
Banking Supervision - Requirements , 2003/04/29

Rui Duarte Bernardes Serra
The Stock Market Risk Premium Puzzle - A Literature Review with an Application to Portugal, 2003/07/28

Ana Cecília Gomes Campos de Oliveira
The Portuguese External Deficit (1960-2001): A Current Account Intertemporal Approach, 2003/10/03

Pedro Miguel Bento Pereira da Silva
Economics of Financial Markets - Analysis of Private Information, 2003/10/20

2002

Jorge Miguel Ventura Bravo
Interest Rate Risk Models: Hedging and Immunization Strategies, 2002/02/20

José Miguel Marques Moreira
Escape Clauses for Monetary Policy in an Inflation Targeting Regime, 2002/04/17

Luís Miguel Godinho de Oliveira
The Extraction and Importance of the Information Contained in the Prices of Financial Derivatives. Market Expectations and Option Premiums: An Application to Options on Interest Rate Futures, 2002/05/03

Jorge Manuel Caetano de Oliveira
Meaning of the 1st Pillar of the Eurosystem's Monetary Policy, 2002/07/25

André Filipe Costa das Neves Barreiro Bráz
Genetic Algorithms: Application to the Capital Market in Portugal, 2002/08/30

Sara Sofia Vaz Paralta
Forms of Financing and Financial Sustainability of Old Age Pensions in Portugal - Public and Private Initiative, 2002/10/08

Ana Rita da Silva Ribeiro Nobre Fazenda
Analysis of the Supervisory System for Trading Suspensions and Interruptions in the Portuguese Capital Market, 2002/10/22

Pedro Miguel Casimiro Moreira Martins
From Inflation Bias to Inflation Targeting: A Literature Review, 2002/10/28

Sónia Isabel Delfina da Cruz Marinheiro Miguel de Oliveira
Insurance Concentration Movements in Portugal, 2002/12/04

2001

Carla Cristina Coragem Grosa
The Budgetary Theory of Price Level Determination, 2001/05/16

Ana Filipa Bandeirinha Abrantes Correia
Taylor Rules. An Application to German Monetary Policy, 2001/05/28

Vladimiro Jorge Fontes de Oliveira
Analysis of the Consumption Function for Portugal, 2001/05/29

Rui António Lopes Constantino
Community Funds and External Competitiveness: An Application to Portugal, 2001/06/28

Catarina Alexandra Alves Fernandes
The Impact of the Euro on the Portuguese Capital Market, 2001/07/23

Sandra Cristina Antunes Ribeiro
Sports Limited Companies - A Financial Theory Approach, 2001/10/12

2000

Rui Paulo Neves dos Santos
Valuation of Interest Rate Derivatives in the Heath-Jarrow-Morton Model - Numerical Implementation, 2000/04/04

Pedro André Ribeiro Madeira Cerqueira
Exchange Rate Regimes and Monetary Unions: Comparative Analysis in the Context of a Small Economy. Application to the Portuguese Economy, 2000/04/11

Pedro António Basto de Sousa
Independence and Accountability of Central Banks - Systematization and Application to the Case of the European Central Bank, 2000/04/11

Paulo Miguel Duarte Galvão Marreiros Viana
Applying the Theory of Optimal Monetary Zones to the European Union, 2000/05/05

Helga Pereira and Cruz de Marrocos
Social Security Systems and Financial Sustainability Analysis Applied to Portugal, 2000/05/30

Jorge Eduardo Pereira Alves Marçal
Banking Intermediation and Financial Crises: The Example of Southwest Asia, 2000/07/07

José Pedro Viegas Cardoso
Exchange Rate Policy in Developing Countries and Countries in Transition, 2000/09/15

Osvaldo José Gonçalves Oliveira
Real Options and Exports, 2000/09/18

Pedro Duarte Silva
Social Security in Portugal - Present and Future, 2000/10/06

1999

Luís Nunes de Brito Serra Vaz
Asymmetric Shocks and Cluster Identification in the EU, 1999/01/28

Paulo Jorge Martins Dias
Wage Determinants: Human Capital Versus Efficiency Wages, 1999/03/03

Carla Alexandra Pereira Rodrigues
Impact of Portugal's Participation in the EU on the Integration of Capital Markets, 1999/05/10

Maria de Fátima Mota da Silva
Interest Rate Models: Heath, Jarrow and Morton Approach - Application to the German Case, 1999/05/11

Luís Manuel de Almeida Sampaio
Inflation Forecast Based on Information Contained in Nominal Interest Rates, 1999/05/17

Luís Miguel Freire Lopes
Economic Growth and Infrastructures in an Endogenous Growth Model, 1999/10/15

Sílvia Cristina Conduto de Sousa
Persistence of Unemployment - Analysis of Structuralist Theory, 1999/12/23

1998

Joaquim António Pereira Cadete
Estimation of Clientele Effects for the Public Debt Market, 1998/02/11

Helder Manuel Gomes dos Reis
Causality between Budget Deficit and Inflation: Some Empirical Evidence for Portugal, 1998/03/04

Nuno Alberto Grossinho Lourenço da Costa Torres
Extracting Information on Expectations Using Option Prices: Methodology and Applications, 1998/03/31

Susana Maria Morgado Gomez
Economic Growth and the Capacity to Use Technology, 1998/06/01

João Pedro dos Santos Sousa Pereira
Immunization in One Factor Models - An Application to Portugal, 1998/06/16

Sérgio Ferreira da Silva
Flexibility, Exchange Rate Volatility and the Decision to Internationalize a Company, 1998/09/29

Luís Miguel da Mata Artur Dias Pacheco
The Theory of Optimal Monetary Zones and Fiscal Federalism (Contribution to the Study of the Positioning and Future Performance of EMU in these Vectors), 1998/12/23

1997

João Manuel Rodrigues Pereira
Theories of Persistence and Hysteresis, 1997/02/26

Vítor Manuel Álvares Escária
An Analysis of the Credit Market Assuming Asymmetric Information: Credit Rationing and Monetary Policy Transmission Mechanisms, 1997/07/14

Carlos Alberto Ballesteros Amaral Firme
The Orientation and Sustainability of Budgetary Policy, 1997/07/30

José Manuel Peres Jorge
Economic Policies and the Natural Rate of Unemployment, 1997/07/31

José Pedro Seixas Braga
The European Monetary System as a Disinflation Mechanism, 1997/09/17

João Pedro Martins Santos
Determinants of the Real Exchange Rate, 1997/09/19

Fernando Manuel Monteiro Martins
Speculative Attacks in Fixed Exchange Rate Regimes: the Example of Mexico, 1997/09/26

Maria Luis Casanova Morgado Dias
The Temporal Structure of Interest Rates as a Transmission Mechanism for Macroeconomic Policy: Dynamic Models, 1997/09/30

1996

José Armando Machado Aparício
Irreversible Costs/Hysteresis in International Trade: An Alternative Approach to the Implications of Real Exchange Rate Volatility on Export Behavior, 1996/01/05

Carlos Manuel Gonçalves da Costa
The Financing of the Social Security System in Portugal: the Case of General Scheme Retirement Pensions, 1996/03/01

Carlos Manuel Casanova da Fonseca
The Management of Interest Rate Risk in Banking Institutions, 1996/04/23

José Clemente Gomes
Public Investment and the Real Exchange Rate, 1996/05/03

Alexandre Miguel Martinho Peres Feio
The Integration of Pension Funds: The Portuguese Case, 1996/06/26

Marlene Lopes Fernandes
Development of Pension Plans and Financial Management Strategies for Pension Funds, 1996/06/26

Carla Maria Caldes Contente Pereira
Social Security and the Third Age, 1996/06/28

Pedro Alexandre Reis Carvalho Leão
Prices in Monopolistic Competition and Oligopoly - an essay on the Theory of Value, 1996/06/28

José Francisco Ramos Maria
Capital Controls and the European Monetary System, 1996/07/02

Carlos Manuel Alberto dos Santos
Term Structure of Interest Rates, 1996/07/05

Maria Inês Santos de Oliveira Rego Serrano
Financing Social Security: The Role of Taxes, 1996/07/05

Orlando Manuel da Costa Gomes
The Neo-Classical Debate / Endogenous Growth in a Bi-Sectoral Growth Model, 1996/08/05

Maria do Rosário Alves de Almeida
Corporate Financing/1995, 1996/08/08

António Manuel Gonçalves da Silva Saragga Seabra
Dynamic Stochastic Model of Consumption Decisions and Portfolio Choice, 1996/09/12

Carlos Rafael Santos Branco
Adherence of Exchange Rate Models to the Recent Behavior of the US Dollar, 1996/09/16

1995

José Maria Cunha Monteiro
The Study Exchange Risk Premium in the Exchange Rate Mechanism of the European Monetary System, 1995/09/20

Rita Netto de Miranda Duarte
The EMS: Stability and Crises - In search of the fundamental determinants of credibility in the European monetary system, 1995/10/16