People

- Full member
Cristina Amado
Ph.D in Economic Statistics Stockholm School of EconomicsCampus de Gualtar - Edificio 8 - 2.34
About
Areas of interest
Publications
Financial market linkages and the sovereign debt crisis
Journal of International Money and Finance, 123, 102596 DOIModels with Multiplicative Decomposition of Conditional Variances and Correlations
(No 7) Universidade do Minho, NIPE DOISpecification and Testing of Multiplicative Time-Varying GARCH Models with Applications
Econometric Reviews, 36(4), 421–446 DOIModelling and Forecasting WIG20 Daily Returns
Central European Journal of Economic Modelling and Econometrics, 9, 173–200 DOIModelling 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 DOIProjects
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