Dr Susana Martins
Senior Research Fellow
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.
