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Cristina Amado

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Cristina Amado

Doutoramento em Ekonomisk Statistik Escola de Economia de Estocolmo

camado@eeg.uminho.pt

Campus de Gualtar - Edificio 8 - 2.34

ORCID

CV Cristina Amado

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Sobre

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. She is also a research member at the Economic Policies Research Centre (NIPE). Her main research interests lie within the fields of time-series analysis, nonlinear modelling and mathematical statistics.

Áreas de interesse

Time-series analysis

nonlinear modelling and mathematical statistics.

Publicações

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 , & 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 , & Teräsvirta, T (2014)

Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations

Journal of Business and Economic Statistics, 32(1), 69–87 DOI

Amado, C , & Teräsvirta, T (2014)

Modelling changes in the unconditional variance of long stock return series

Journal of Empirical Finance, 25, 15–35 DOI

Amado, C , Silvennoinen, A , & Teräsvirta, T (2019)

Models with Multiplicative Decomposition of Conditional Variances and Correlations

In J Chevallier, S Goutte, D Guerreiro, S Saglio, & B Sanhaji (Eds ), Financial Mathematics, Volatility and Covariance Modelling (1st ed , Vol 2) Routledge 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

Amado, C , & Teräsvirta, T (2013)

Modelling volatility by variance decomposition

Journal of Econometrics, 175(2), 142–153 DOI

Mais publicações

Projectos

Continuidade e Mudança nas Políticas Públicas em Portugal (1975-2020)

Financiamento: Fundação Francisco Manuel dos Santos

Duração: 2021-10-01 - 2024-04-30

Researchers and Team

Investigador responsável

António Tavares
Pedro J. Camões

Equipa

Edna Costa
Cristina Amado
Patrícia Silva

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

Financiamento: Programa Operacional Competitividade e Internacionalização

Duração: 2018-10-01 - 2022-09-30

Researchers and Team

Investigador responsável

Cristina Amado

Equipa

Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho
Rita Sousa
Susana Campos-Martins

Modelização de Volatilidade e Durações com Modelos Não-Lineares de Séries Temporais

Financiamento: Fundação para a Ciência e Tecnologia

Duração: 2013-01-01 - 2015-06-30

Researchers and Team

Investigador responsável

Cristina Amado

Ensino

Análise de Dados e Competências Transversais Mestrado

Econometria I Licenciatura

Tópicos de Econometria Mestrado

Pessoas

Cristina Amado

Campus de Gualtar - Edificio 8 - 2.34

Sobre

Áreas de interesse

Publicações

Financial market linkages and the sovereign debt crisis

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

Modelling and Forecasting WIG20 Daily Returns

Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations

Modelling changes in the unconditional variance of long stock return series

Models with Multiplicative Decomposition of Conditional Variances and Correlations

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

Modelling volatility by variance decomposition

Mais publicações

Projectos

Continuidade e Mudança nas Políticas Públicas em Portugal (1975-2020)

Researchers and Team

Investigador responsável

Equipa

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

Researchers and Team

Investigador responsável

Equipa

Modelização de Volatilidade e Durações com Modelos Não-Lineares de Séries Temporais

Researchers and Team

Investigador responsável

Ensino

ODS

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