Biography

Susana holds a Ph.D. in Economics from the University of Minho. During her studies, she has visited the New York University Stern School of Business as a Research Scholar, and the University of Florence and the Queen Mary University of London as a Visiting Ph.D. student.

Her research has focused on the interactions of financial markets and how these co-movements change over time. She has proposed new econometric tools for analysing the co-movements of financial returns and volatilities of financial returns, and how they change over time. An important feature of the new multivariate models is their ability for modelling the non-stationary nature of volatilities which turns out to be more pronounced in periods of market distress.

Susana was a Postdoctoral Research Fellow with the Climate Econometrics research group and she is now Senior Research Fellow at the Global Priorities Institiute, University of Oxford.

Recent Publications

Jan 2024
Journal
Financial market linkages and the sovereign debt crisis
in Journal of International Money and Finance
Susana Campos-Martins ,  Cristina Amado
Jun 2023
Journal
Common volatility shocks driven by the global carbon transition
in Journal of Econometrics
Susana Campos-Martins ,  David F. Hendry
Nov 2022
Journal
What are the events that shake our world? Measuring and hedging global COVOL
in Journal of Financial Economics
Rob F. Engle ,  Susana Campos-Martins

Programme Teams