Projecto de Investigação em Economia Financeira
Projectos Financiados pela FCT no âmbito do Plurianual (2003-2005)
ANALYSIS OF FINANCING, EFFICIENCY AND PERFORMANCE
- Measuring efficiency in Lisbon Police Precints
- Comparing seaport efficiency
- Analysing the EURO 2004
- The regional Impact of Sport Policy
- Turism Efficiency
MONEY AND FINANCE
- Painting Works as a Portfolio Asset
- Transparency in the banking euro market
- Monetary Policy and Wealth Effects on Consumption
- Divergences in the Economic and Monetary Union
- The process of financing the economic activity
- The transmission mechanisms of monetary policy
- A macroeconomic theory of income distribution
FINANCIAL MARKETS
- Ownership Structure and Initial Public Offerings
- Evaluation Market Supervision
- Testing Warrant Pricing Models
- Financial instruments and calculation
- European Stock Markets and Market Efficiency
INSURANCE
- Financial supervision: banking and insurance
- Risk based capital and insurance
CORPORATE FINANCE
- Real Estate Accounting and IAS
- Accounting reporting and control
- Business performance measurement
- Valuation and risk
FINANCIAL INSTITUTIONS AND PRODUCTS
- Derivatives trading and cash market volatility
- The credit market SFAC
- Social Representations of Change
- Social Representation of Credit
SOCIAL SECURITY, PENSION FUNDS AND MUTUALISM
- Portuguese Complementary Pensions System
- Financial Products for Retirement Income Provision
- 3 Pillar Model for Portuguese Social Protection
- Institutional analyses of Social Security
- Model design
- Evaluation of Social Security Financing
- Wealth Transfers Between Generations
Este projecto realizou-se no período 1998 - 2001 com a coordenação do Professor Doutor José Martins Barata. Apoiado pela Fundação de Ciência e Tecnologia.
A investigação realizada no contexto deu origem aos seguintes papers:
1999
- Maturity and Volatility Effects on Smiles or Dying Smiling.
João Duque e Patricia Teixeira Lopes.
- Have the Governments Respected the Budget? A Cointegration Test for Portugal.
Anabela Santos Bravo e António Luis Silvestre
2000
- Demand for Money as Financial Asset.
José Martins Barata
- Owenership Structure and Initial Public Offerings in Small Economies: The Case of Portugal.
João Duque e Miguel Almeida
- Why does the Income Velocity of Money Move Pro-Cyclically? A theoretical Explanation and Some Econometric Results.
Pedro Leão
- Demand for Money and Elasticity.
José Martins Barata, Pedro Leão and Paulo Variz.
- Demand For Money and Risk.
José Martins Barata and Paulo Variz
- Fiscal Sustainability, Electoral Cycles and the European Constrains.
Ana Bela Santos Bravo.
2001
- Game Theory and Economic Policy: Central Bank versus Government.
Cândida Ferreira
- Politica Monetária e Política Orçamental: Independência ou Coordenação.
Cândida Ferreira
- Demand for Money as a Game Rule.
José Martins Barata
- The Efficient Market Hypothesis and the Anomalies of Long Term Overreaction and Indirection: Study of the Public Offerings in Portugal.
João Paulo Calado and Teresa Garcia.
O projecto teve continuação em 2001/2002.
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