5 results: page 1 of 1
Feb 2025
Modelling dynamic interdependence in nonstationary variances with an application to carbon markets
in Journal of Economic Dynamics and Control
Susana Campos-Martins , Cristina Amado
in Journal of Economic Dynamics and Control
Susana Campos-Martins , Cristina Amado
Apr 2024
Modeling Nonstationary Financial Volatility with the R Package tvgarch
in Journal of Statistical Software
Susana Campos-Martins , Genaro Sucarrat
in Journal of Statistical Software
Susana Campos-Martins , Genaro Sucarrat
Jan 2024
Financial market linkages and the sovereign debt crisis
in Journal of International Money and Finance
Susana Campos-Martins , Cristina Amado
in Journal of International Money and Finance
Susana Campos-Martins , Cristina Amado
Jun 2023
Common volatility shocks driven by the global carbon transition
in Journal of Econometrics
Susana Campos-Martins , David F. Hendry
in Journal of Econometrics
Susana Campos-Martins , David F. Hendry
Nov 2022
What are the events that shake our world? Measuring and hedging global COVOL
in Journal of Financial Economics
Rob F. Engle , Susana Campos-Martins
in Journal of Financial Economics
Rob F. Engle , Susana Campos-Martins