Personal profile
Biography
Susana Campos Martins is joining Católica Lisbon School of Business and Economics as Assistant Professor of Econometrics and Finance. 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 and the 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. Susana's recent posts include Senior Research Fellow of the Global Priorities Institute and Associate Member of Nuffield College, University of Oxford. She was also Lecturer at the Saïd Business School, University of Oxford, and at Imperial College London.
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Collaborations and top research areas from the last five years
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Research output
- 4 Article
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Modelling time-varying volatility interactions
Campos-Martins, S. & Amado, C., Mar 2026, In: International Review of Financial Analysis. 111, 15 p., 105098.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Modelling dynamic interdependence in nonstationary variances with an application to carbon markets
Campos-Martins, S. & Amado, C., Apr 2025, In: Journal of Economic Dynamics and Control. 173, 17 p., 105062.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
Common volatility shocks driven by the global carbon transition
Campos-Martins, S. & Hendry, D. F., Feb 2024, In: Journal of Econometrics. 239, 1, 105472.Research output: Contribution to journal › Article › peer-review
Open AccessFile27 Citations (Scopus)26 Downloads -
Modeling nonstationary financial volatility with the R Package tvgarch
Campos-Martins, S. & Sucarrat, G., Mar 2024, In: Journal of Statistical Software. 108, 9, p. 1-38 38 p., i09.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Citations (Scopus)22 Downloads