Biography

Susana Campos-Martins is Assistant Professor of Econometrics and Finance at Católica-Lisbon School of Business and Economics, Associate Fellow of the Department of Economics of the University of Oxford, and Team Member of V-Lab, Volatility and Risk Institute at the NYU Stern School of Business.

Her most recent research focuses on identifying, measuring, and managing the effects of global shocks, including geopolitical and environmental, that shake financial markets and the real economy. Susana's work has been published in the Journal of Financial Economics, Journal of Econometrics, Journal of Economic Dynamics and Control, and Journal of International Money and Finance.

She received her PhD in Economics from the University of Minho in 2019 and has held many visiting positions, including at NYU Stern School of Business, UC San Diego, and Queen Mary University of London. She was a Research Fellow of Climate Econometrics and Global Priorities Institute at the University of Oxford, and Lecturer at the Saïd Business School and Imperial College London.

Recent Publications

Feb 2025
Journal
Modelling dynamic interdependence in nonstationary variances with an application to carbon markets
in Journal of Economic Dynamics and Control
Susana Campos-Martins ,  Cristina Amado
Apr 2024
Journal
Modeling Nonstationary Financial Volatility with the R Package tvgarch
in Journal of Statistical Software
Susana Campos-Martins ,  Genaro Sucarrat
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
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