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Cristina Amado

Ph.D in Economic Statistics Stockholm School of Economics
camado@eeg.uminho.pt

Campus de Gualtar - Edificio 8 - 2.34

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Cristina Amado CV
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About

Cristina Amado is currently an Assistant Professor in the Department of Economics at the University of Minho, Portugal, and an international research fellow at CREATES, Aarhus University. She holds a PhD in Economic Statistics from the Stockholm School of Economics with a thesis entitled “Four essays on the econometric modelling of volatility and durations” since 2009. Her main research interests lie within the fields of time-series analysis, nonlinear modelling and mathematical statistics.

 

 

Areas of interest

Time-series analysis
nonlinear modelling and mathematical statistics.

Publications

Campos-Martins, S , & Amado, C (2022)

Financial market linkages and the sovereign debt crisis

Journal of International Money and Finance, 123, 102596 DOI
Amado, C , Silvennoinen, A , & Teräsvirta, T (2018)

Models with Multiplicative Decomposition of Conditional Variances and Correlations

(No 7) Universidade do Minho, NIPE DOI
Amado, C , & Teräsvirta, T (2017)

Specification and Testing of Multiplicative Time-Varying GARCH Models with Applications

Econometric Reviews, 36(4), 421–446 DOI
Amado, C , Silvennoinen, A , & Teräsvirta, T (2017)

Modelling and Forecasting WIG20 Daily Returns

Central European Journal of Economic Modelling and Econometrics, 9, 173–200 DOI
Amado, C , & Laakkonen, H (2014)

Modelling Time-Varying Volatility in Financial Returns: Evidence from the Bond Markets

In N Haldrup, M Meitz, & P Saikkonen (Eds ), Essays in Nonlinear Time Series Econometrics (pp 139–160) Oxford University Press DOI

Projects

Continuity and Change in Portuguese Policymaking (1975-2020)

Funding: Fundação Francisco Manuel dos Santos

Duration: 2021-10-01 - 2024-04-30

Avanços em Modelação Econométrica de Séries Temporais Não-Lineares e Aplicações

Funding: Programa Operacional Competitividade e Internacionalização

Duration: 2018-10-01 - 2022-09-30

Modelling Volatility and Durations with Nonlinear Time Series Models

Funding: Fundação para a Ciência e Tecnologia

Duration: 2013-01-01 - 2015-06-30

Teaching

Análise de Dados e Competências Transversais Mestrado
Econometria I Licenciatura
Tópicos de Econometria Mestrado

SDG

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