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Susana Campos-Martins
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Government size, composition of public expenditure, and economic development
S Campos-Martins, FJ Veiga
International tax and public finance 21 (4), 578-597, 2014
792014
What are the events that shake our world? Measuring and hedging global COVOL
RF Engle, S Campos-Martins
Journal of Financial Economics 147 (1), 221-242, 2023
44*2023
Common volatility shocks driven by the global carbon transition
S Campos-Martins, DF Hendry
Journal of Econometrics 239 (1), 105472, 2024
16*2024
Financial market linkages and the sovereign debt crisis
S Campos-Martins, C Amado
Journal of International Money and Finance 123, 102596, 2022
122022
Modeling Nonstationary Financial Volatility with the R Package tvgarch
S Campos-Martins, G Sucarrat
Journal Statistical Software 108 (9), 1-38, 2024
2024
Modelling Causality in Nonstationary Variances with an Application to Carbon Markets
S Campos-Martins, C Amado
Available at SSRN 4717914, 2023
2023
Modelling time-varying volatility interactions
S Campos-Martins, C Amado
Available at SSRN 4573593, 2021
2021
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