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Nuno Azevedo

Associate Researcher

Nuno Azevedo

Ph.D in Mathematics Applied to Economics and Management University of Lisbon

nazevedo@eeg.uminho.pt

Campus de Gualtar - Edificio 8 - 2.14

Nuno Azevedo CV

Publications

Azevedo, N , Pinheiro, D , & Pinheiro, S

Dynamic programming for semi-Markov modulated SDEs

Optimization DOI

Azevedo, N , Pinheiro, D , Xanthopoulos, S Z , & Yannacopoulos, A N (2015)

Contingent claim pricing through a continuous time variational bargaining scheme

Annals of Operations Research, 1–18 DOI

Azevedo, N , Pinheiro, D , & Weber, G W (2014)

Dynamic programming for a Markov-switching jump-diffusion

Journal of Computational and Applied Mathematics, 267, 1–19 DOI

Azevedo, N , Pinheiro, D , Xanthopoulos, S Z , & Yannacopoulos, A N (2013)

On a variational sequential bargaining pricing scheme

Optimization, 62(11), 1501–1524 DOI

Aguiar-Conraria, L , Azevedo, N , & Soares, M J (2008)

Using wavelets to decompose the time-frequency effects of monetary policy

Physica A: Statistical Mechanics and Its Applications, 387(12), 2863–2878 DOI

Azevedo, N , Mateus, M , & Pina, Á

Bank credit allocation and productivity: stylised facts for Portugal

Studies in Economics and Finance DOI

Azevedo, N , & Oliveira, V (2019)

Structural systemic risk: Evolution and main drivers

Journal of Network Theory in Finance, 5(4), 1–28 DOI

Azevedo, N , Pinheiro, D , Xanthopoulos, S Z , & Yannacopoulos, A N (2018)

Who would invest only in the risk-free asset?

International Journal of Financial Engineering, 5(3), 1850024 (14 pages) DOI

More publications

Projects

É tudo sobre produtividade: contribuições para a compreensão da estagnação da economia portuguesa

Funding: Fundação para a Ciência e Tecnologia

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

Researchers and Team

Lead Researcher

Miguel Portela
Fernando Alexandre

Team

João Cerejeira
Marta Simões
Carla Sá
Ana Carvalho
Luís Aguiar-Conraria
Nuno Azevedo
Pedro Bação
Francisco Veiga
Gilberto Loureiro
Paulo Guimarães
Sujiao ZHAO
Marta Silva
Octávio Figueiredo

Teaching

Econometria Mestrado

Econometria I Licenciatura

Estatística Aplicada à Ciência Política Licenciatura

Métodos Computacionais Aplicados à Economia Doutoramento

Métodos Quantitativos na Administração Pública Licenciatura