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Details about Cristina Amado

Homepage:https://sites.google.com/view/cristina-amado
Phone:+351 253 601 383
Postal address:Department of Economics, University of Minho, School of Economics and Management, Campus de Gualtar, 4710-057 Braga, Portugal
Workplace:Núcleo de Investigação em Políticas Económicas e Empresariais (NIPE) (Centre for Research in Economics and Management), Escola de Economia e Gestão (School of Economics and Management), Universidade do Minho (University of Minho), (more information at EDIRC)
Escola de Economia e Gestão (School of Economics and Management), Universidade do Minho (University of Minho), (more information at EDIRC)

Access statistics for papers by Cristina Amado.

Last updated 2025-08-16. Update your information in the RePEc Author Service.

Short-id: pam81

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Working Papers

2024

  1. On the relationship of country geopolitical risk on energy inflation
    NIPE Working Papers, NIPE - Universidade do Minho Downloads

2023

  1. Modelling causality in nonstationary variances with an application to carbon markets
    NIPE Working Papers, NIPE - Universidade do Minho Downloads

2022

  1. Outlier robust specification of multiplicative time-varying volatility models
    NIPE Working Papers, NIPE - Universidade do Minho Downloads

2021

  1. Financial Market Linkages and the Sovereign Debt Crisis
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads
    See also Journal Article Financial market linkages and the sovereign debt crisis, Journal of International Money and Finance, Elsevier (2022) Downloads View citations (7) (2022)
  2. Modelling Time-Varying Volatility Interactions
    NIPE Working Papers, NIPE - Universidade do Minho Downloads
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2021) Downloads

2018

  1. Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (1)
  2. Models with Multiplicative Decomposition of Conditional Variances and Correlations
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2018) Downloads View citations (3)

2017

  1. Modelling and forecasting WIG20 daily returns
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (6)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2017) Downloads View citations (7)
    See also Journal Article Modelling and Forecasting WIG20 Daily Returns, Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics (2017) Downloads View citations (6) (2017)

2012

  1. Modelling Changes in the Unconditional Variance of Long Stock Return Series
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (8)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) Downloads View citations (5)
    See also Journal Article Modelling changes in the unconditional variance of long stock return series, Journal of Empirical Finance, Elsevier (2014) Downloads View citations (40) (2014)

2011

  1. Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (3)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2011) Downloads View citations (3)
    See also Journal Article Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations, Journal of Business & Economic Statistics, Taylor & Francis Journals (2014) Downloads View citations (23) (2014)
  2. Modelling Volatility by Variance Decomposition
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (16)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2011) Downloads View citations (8)
    See also Journal Article Modelling volatility by variance decomposition, Journal of Econometrics, Elsevier (2013) Downloads View citations (79) (2013)

2008

  1. Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (39)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2008) Downloads View citations (44)
    NIPE Working Papers, NIPE - Universidade do Minho (2008) Downloads View citations (44)

Journal Articles

2025

  1. Modelling dynamic interdependence in nonstationary variances with an application to carbon markets
    Journal of Economic Dynamics and Control, 2025, 173, (C) Downloads

2022

  1. Financial market linkages and the sovereign debt crisis
    Journal of International Money and Finance, 2022, 123, (C) Downloads View citations (7)
    See also Working Paper Financial Market Linkages and the Sovereign Debt Crisis, Economics Series Working Papers (2021) Downloads (2021)

2017

  1. Modelling and Forecasting WIG20 Daily Returns
    Central European Journal of Economic Modelling and Econometrics, 2017, 9, (3), 173-200 Downloads View citations (6)
    See also Working Paper Modelling and forecasting WIG20 daily returns, CREATES Research Papers (2017) Downloads View citations (6) (2017)
  2. Specification and testing of multiplicative time-varying GARCH models with applications
    Econometric Reviews, 2017, 36, (4), 421-446 Downloads View citations (30)

2014

  1. Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations
    Journal of Business & Economic Statistics, 2014, 32, (1), 69-87 Downloads View citations (23)
    See also Working Paper Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations, NIPE Working Papers (2011) Downloads View citations (3) (2011)
  2. Modelling changes in the unconditional variance of long stock return series
    Journal of Empirical Finance, 2014, 25, (C), 15-35 Downloads View citations (40)
    See also Working Paper Modelling Changes in the Unconditional Variance of Long Stock Return Series, NIPE Working Papers (2012) Downloads View citations (8) (2012)

2013

  1. Modelling volatility by variance decomposition
    Journal of Econometrics, 2013, 175, (2), 142-153 Downloads View citations (79)
    See also Working Paper Modelling Volatility by Variance Decomposition, NIPE Working Papers (2011) Downloads View citations (16) (2011)
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