Publications & Citations
Journal article
| Year | Title / Publication | Link |
|---|---|---|
| 2023 | Pension expenditure determinants: The case of Portugal Public Sector Economics |
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| 2023 | Relationships between Pension Spending, Poverty Reduction, and Economic Growth: Evidence from the European Union Countries European Research Studies Journal |
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| 2023 | Banking stability determinants: evidence from Portugal Journal of Banking Regulation |
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| 2023 | Risk-taking by banks: evidence from European Union countries China Finance Review International |
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| 2023 | Compliance with the Basel Core Principles and supervisory structure: A cross-country analysis Central Bank Review |
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| 2021 | Determinants of Homeownership in Europe – An empirical analysis based on SHARE INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS |
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| 2021 | The Shadow Economy Determinants - The Case of Portugal Journal of Tax Administration |
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| 2021 | Fiscal policy stance in the European Union International Journal of Public Policy |
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| 2020 | Pension plan funding and market value of the firm: the Portuguese case Journal of Economic Studies |
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| 2020 | Individual Retirement Accounts in Portugal Mediterranean Journal of Social Sciences |
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| 2020 | Performance of Personal Pension Funds in Portugal International Advances in Economic Research |
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| 2019 | The impact of international migration on the public pension system - the case of Portugal International Social Security Review |
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| 2019 | Determinants of banks’ profitability in Angola AFRICAN JOURNAL OF ECONOMIC AND MANAGEMENT STUDIES |
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| 2019 | Private Saving Determinants in Portugal Mediterranean Journal of Social Sciences |
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| 2019 | A cross-sectional application of the Nelson-Siegel-Svensson model to several negative yield cases Cogent Economics and Finance |
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| 2018 | Workers’ Compensation Insurance Prices: Evidence from Portugal International Journal of Manpower |
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| 2018 | Calculating the Efficient Frontier for the Portuguese Stock Market International Advances in Economic Research |
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| 2018 | Central bank independence and stock market returns in developed countries International Review of Applied Economics |
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| 2018 | Value versus growth in PIIGS stock markets Journal of Economic Studies |
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| 2017 | Hiring older workers: The case of Portugal The Journal of the Economics of Ageing |
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| 2017 | Ownership of individual retirement accounts – an empirical analysis based on SHARE International Review of Applied Economics |
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| 2017 | Markowitz efficient frontier and capital market line – evidence from the portuguese stock market European Journal of Management Studies |
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| 2017 | Overview of the Portuguese Three Pillar Pension System International Advances in Economic Research |
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| 2017 | O Mercado de Crédito Especializado ao Consumo em Portugal Notas Económicas |
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| 2016 | Internal and external determinants of banks' profitability - the Portuguese case Journal of Economic Studies |
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| 2014 | An Appraisal of Public Pension Reserve Funds Management - Evidence From Portugal Mediterranean Journal of Social Sciences |
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| 2014 | Management of Pension Funds: the Case of Portugal International Journal Of Latest Trends in Finance & Economic Sciences |
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Book
| Year | Title / Publication | Link |
|---|---|---|
| 2020 | Economia Financeira - Exercícios Resolvidos e Propostos Escolar Editora |
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| 2016 | Introdução à Economia Financeira: Teoria e Exercícios Escolar Editora |
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Chapter
| Year | Title / Publication | Link |
|---|---|---|
| 2020 | Sinopse do Fundo de Estabilização Financeira da Segurança Social Almedina |
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| 2020 | Análise do sistema de pensões de velhice do sistema previdencial e do sistema complementar da segurança social em Portugal AAFDL Editora; AA. Faculdade Direito Universidade Lisboa |
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| 2019 | The Coverage of Occupational and Personal Pension Plans Springer Nature Switzerland AG |
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| 2017 | Futuro da Segurança Social: situação atual e cenários prospetivos © Fundação Francisco Manuel dos Santos |
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| 2017 | Migrações de substituição e Segurança Social: análise da conta do sistema de pensões de velhice © Fundação Francisco Manuel dos Santos Maio de 2017 |
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Paper presented at academic or professional meetings
| Year | Title / Publication | Link |
|---|---|---|
| 2017 | ‘ASEPELT 2017, XXXI International Congress of Applied Economics “Real Economy and Finance”’ (2017), 5-8 de Julho, ISEG, Lisboa, 2017. Article: “Central bank independence and stock market returns in developed countries”. |
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| 2017 | ‘Conferência Internacional de GRH em Língua Portuguesa’ (2017), ISEG, 17 de Novembro 2017, Lisboa. Article: “Que Futuro para o Mercado dos Fundos de Pensões Profissionais em Portugal?” |
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| 2016 | Overview of the Portuguese three pillar pension system |
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| 2015 | The changing design of the Portuguese social security system |
Working Papers
| Year | Title / Publication | Link |
|---|---|---|
| 2023 | O desempenho financeiro das empresas e o desdobramento de ações – o caso das empresas do índice S&P500 ISEG Economics Department Working Paper |
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| 2022 | Risk-taking by banks: Evidence from European Union countries REM Working Paper |
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| 2021 | Asset Liability Management: Evidence from the Banco de Portugal defined benefit pension fund REM Working Paper |
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| 2019 | Assessing Pension Expenditure Determinants – the Case of Portugal Working Paper REM (Research in Economics and Mathematics) - ISEG (School of Economics and Management) /Universidade de Lisboa |
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| 2019 | The Impact of Hedge Fund indices on portfolio performance Working Paper REM (Research in Economics and Mathematics) - ISEG (School of Economics and Management) /Universidade de Lisboa |
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| 2019 | The dynamic relationship between stock market indexes and foreign exchange Working Paper REM (Research in Economics and Mathematics) - ISEG (School of Economics and Management) /Universidade de Lisboa |
Book review
| Year | Title / Publication | Link |
|---|---|---|
| 2021 | The Welfare State Revisited |
Teaching
2024/2025
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 2º | Project Appraisal | Licenciatura Bolonha em Economia - Economics, Licenciatura Bolonha em Gestão - Management | Yes |
| 2º | Avaliação de Projectos | Licenciatura Bolonha em Gestão - Gestão, Licenciatura Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão, Licenciatura Bolonha em Economia - Economia | Yes |
| Year | Student Name / Title / Institution | Supervision Type | Link |
|---|---|---|---|
| 2021/2022 | OLUWATOSIN GBENGA OMOLERE DEFINED BENEFIT RISK TRANSFER STRATEGIES: COMPARISON BETWEEN THE IRISH AND THE NIGERIAN PENSION SYSTEMS Instituto Superior de Economia e Gestão |
Master | Ver |
| 2021/2022 | ALEJANDRO LÓPEZ ATIENZA THE INSURANCE-GROWTH NEXUS IN PORTUGAL: A MULTIVARIATE TODA-YAMAMOTO GRANGER CAUSALITY TEST |
Master | Ver |
| 2020/2021 | SOFIA COSTA ESCÁRIA ACCESS, COVERAGE AND GENEROSITY OF THE PENSION SYSTEM IN PORTUGAL SINCE 1980: CONSTRUCTION AND ANALYSIS OF SOME INDICATORS |
Master | Ver |
| 2020/2021 | ADRIANA MARIA FERNANDES FERREIRA "Pension expenditure, poverty, and economic growth – the EU case" |
Master | Ver |
| 2019/2020 | SOFIA COSTA ESCÁRIA Access, coverage and generosity of the pension system in Portugal since 1980: construction and analysis of some indicators |
Master | |
| 2019/2020 | FREDERICO CAVALEIRO DE MENDONÇA Banking Supervision in the European Union: The Conflict Between Monetary Policy and Supervision |
Master | Ver |
| 2018/2019 | MARCO ANTÔNIO RODRIGUES Pension funds asset allocation - an international analysis |
Master | Ver |
| 2018/2019 | SIMÃO RODRIGUES ABREU Banking stability measurement |
Master | Ver |
| 2018/2019 | FABIAN SCHMITZ The Impact of the Economic Integration in the European Union on Initial Public Offering Activity |
Master | Ver |
| 2018/2019 | SARA LUÍSA MIRANDA DE MENDONÇA E SILVA Presidential election and the initial public offering (IPO) performance: the Trump case |
Master | Ver |
| 2017/2018 | LIANE COSTA GABRIEL Pension Funds: Asset-Liability Management |
Master | Ver |
| 2017/2018 | MARIA ZIOLKOWSKI The SRRI and Personal Pension Funds |
Master | Ver |
| 2017/2018 | ANA JEANETE SILVA FARINHA Components of UK Defined Benefit Occupational Pension Schemes with a Gender Analysis |
Master | Ver |
| 2017/2018 | RAFAEL DE LOUÇÃO FIGUEIRA Socioeconomic determinants of homeownership |
Master | Ver |
| 2017/2018 | ANA TERESA GOUVEIA RONCHA Asset allocation in occupational defined contribution and defined benefit pension plans: an empirical analysis |
Master | Ver |
| 2017/2018 | ANA JIN YE Risk taking by banks, ownership structures, and regulation |
Master | Ver |
| 2016/2017 | BEATRIZ CORREIA Performance of Personal Pension Funds in Portugal |
Master | Ver |
| 2016/2017 | JOSÉ AMÍLCAR NEVES DOMINGOS Pension plans and stock market value |
Master | Ver |
| 2016/2017 | VÍTOR HUGO FERREIRA CARVALHO A static approach to the Nelson-Siegel-Svensson model: application to several negative yields cases |
Master | Ver |
| 2016/2017 | JOÃO PEDRO VARGUES SIMÕES O desempenho financeiro das empresas e Stock Splits |
Master | Ver |
| 2016/2017 | ANA TERESA GOUVEIA RONCHA Asset allocation in case of a DC and DB pension schemes:a theoretical and empirical survey |
Master | |
| 2016/2017 | LIANE COSTA GABRIEL Pension Plan Asset-Liability Management (ALM) |
Master | |
| 2016/2017 | JOÃO PEDRO MACHADO NÓBREGA OTC Markets - Clearing, Settlement & Custody Analysis |
Master | Ver |
| 2016/2017 | MARIA JOSÉ TRINDADE Determinants of banks profitability in Angola |
Master | Ver |
| 2016/2017 | RICARDO MANUEL RAMOS VIEGAS Quantitative Easing as a perspective for low interest rates |
Master | Ver |
| 2016/2017 | VALÉRIA ANDREIA REYES FERREIRA Efficient frontier and the optimal risky portfolio: evidence from DAX 30 and IBEX 35 before and after the financial crisis of 2008 |
Master | Ver |
| 2016/2017 | DIOGO MIGUEL ASSUNÇÃO DE FREITAS SANCHES Shadow economy and the Portuguese social security system |
Master | Ver |
| 2015/2016 | RICARDO ANTÓNIO ABREU OLIVEIRA value versus growth in the piigs stock markets |
Master | Ver |
| 2015/2016 | JOANA CRISTINA DOS SANTOS PATRÍCIO THE ROLE OF PENSION RESERVE FUNDS IN PAY-AS-YOU-GO PENSION SCHEMES FINANCIAL SUSTAINABILITY |
Master | Ver |
| 2015/2016 | ANDRÉ FERNANDO RODRIGUES ROCHA DA SILVA ASSESSING PENSION EXPENSES DETERMINANTS ? THE CASE OF PORTUGAL |
Master | Ver |
| 2015/2016 | MARTA MARINA SANTOS DELGADO CAR RENTING ? RISK MITIGATION AT THE END OF THE CONTRACT |
Master | Ver |
| 2015/2016 | ANA ISABEL BEZELGA BOLETO The Swedish pension reform as a role model for the Portuguese case |
Master | Ver |
| 2015/2016 | GABRIELA MIRIAM KINNUNEN DA SILVA Recent Social Security Reforms and its Impact on Old Age Pensions: A Simulation Analysis for Portugal |
Master | Ver |
| 2015/2016 | JOÃO DAVID CLARO FERREIRA DO ROSÁRIO CREDIT RISK AND BANKING ACTIVITIES |
Master | Ver |
| 2015/2016 | GONÇALO MARIA OLIVEIRA DÁ MESQUITA LIBERAL DO HEDGE FUND INDICES ENHANCE PORTFOLIO PERFORMANCE? |
Master | Ver |
| 2014/2015 | JOANA TERESA SILVA CORTEGANO Determinants of workers? compensation insurance premium ? evidence from Portugal |
Master | Ver |
| 2014/2015 | PEDRO MIGUEL MENDES ROSA COSTA Central Bank Independence and Stock Market Returns |
Master | Ver |
| 2014/2015 | PEDRO NUNO LOURO SILVESTRE RODRIGUES Does social security reduce savings? A time-series analysis to the Portuguese case |
Master | Ver |
| 2014/2015 | GABRIELA MIRIAM KINNUNEN DA SILVA Recent social security reforms and the impact on replacement rates: A simulation analysis for Portugal |
Master | |
| 2014/2015 | HUGO MIGUEL PINHEIRO MORAIS Cálculo de Benefícios Individuais de Reforma no Reino Unido e Reconcialiação de Fundos de Pensões |
Master | Ver |
| 2014/2015 | ANDRÉ FILIPE DOS SANTOS PEREIRA NUNES PAYMENT SYSTEMS IN THE EUROZONE - AN ANALYSIS OF POSSIBILITY OF STANDARDIZATION |
Master | Ver |
| 2014/2015 | DANIEL ALEXANDRE BOURDAIN DOS SANTOS BORREGO EFFICIENT FRONTIER AND CAPITAL MARKET LINE ON PSI 20 |
Master | Ver |
| 2013/2014 | PEDRO DESLANDES CORREIA VASCONCELOS MARQUES Households Saving Decisions ? An Empirical Analysis Based on SHARE |
Master | Ver |
| 2012/2013 | PAULO DA SILVA FERREIRA NEIVA VIEIRA "O mercado de crédito especializado ao consumo em Portugal" |
Master | Ver |
| 2012/2013 | JOÃO PEDRO AMARAL LOUREIRO O Fenómeno de Titularização em Portugal - motivações para implementação no sector bancário |
Master | Ver |
| 2012/2013 | DZIWANA MATILDA SHAWA Social Security System Reform: The Case of Malawi |
Master | Ver |
| 2012/2013 | JOÃO PEDRO SILVA MARTINS GUERREIRO Determinants of Banks profitability - Portuguese case |
Master | Ver |
| 2012/2013 | LUÍS CARLOS MARTINS BARBOSA O impacto das recentes reformas do sistema de segurança social na taxa de substituição em Portugal |
Master | Ver |
| 2012/2013 | JOANA RODRIGUES CABRITA COSTA Zurich: Canais de Distribuição & Corretores |
Master | Ver |
| 2011/2012 | JOÃO PEDRO NETO RAMOS PINTO Plano de Pensões de Empresas e o Valor da Acção: O Caso Português |
Master | Ver |
| 2011/2012 | VASCO NEVES DA SILVA SIMÕES VALIDO Gestão de activos e passivos (ALM) no BES |
Master | Ver |
| 2011/2012 | LUIZA HENRIQUES COHEN Avaliação de Empresas - O caso da GALP |
Master | Ver |
| 2011/2012 | JOÃO PEDRO SILVA MARTINS GUERREIRO Determinantes das Margens Financeiras |
Master | |
| 2010/2011 | JOÃO PEDRO NETO RAMOS PINTO Pension Plans and Stock-Market Value: Evidence from Portugal |
Master | |
| 2010/2011 | ANDRE DA SILVA DE ARAUJO Risco e causalidade nos principais mercados de acções europeus |
Master | Ver |
| 2010/2011 | CÁTIA RAQUEL DAS NEVES LOPES Produtos de poupança de longo prazo: análise comparativa |
Master | Ver |
Professional Experience
| Name / Description | Date | Organization |
|---|---|---|
| Membro da Comissão de Fiscalização Autre |
2018 | Autoridade de Supervisão de Seguros e Fundos de Pensões |
| Vogal do Conselho Fiscal da UECE desde 2015 |
2015 | ISEG |