Government size, composition of public expenditure, and economic development S Campos-Martins, FJ Veiga International tax and public finance 21 (4), 578-597, 2014 | 80 | 2014 |
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 | 45* | 2023 |
Common volatility shocks driven by the global carbon transition S Campos-Martins, DF Hendry Journal of Econometrics 239 (1), 105472, 2024 | 18* | 2024 |
Financial market linkages and the sovereign debt crisis S Campos-Martins, C Amado Journal of International Money and Finance 123, 102596, 2022 | 13 | 2022 |
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 |