Cristina Amado : Citation Profile

Universidade do Minho (50% share)
Universidade do Minho (50% share)

6

H index

5

i10 index

226

Citations

RESEARCH PRODUCTION:

8

Articles

20

Papers

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 13
   Journals where Cristina Amado has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 13 (5.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam81
   Updated: 2025-12-27    RAS profile: 2025-11-20    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Cristina Amado.

Is cited by:

Teräsvirta, Timo (45)

Silvennoinen, Annastiina (36)

Gallo, Giampiero (15)

Demetrescu, Matei (13)

Conrad, Christian (11)

Hall, Anthony (9)

Amendola, Alessandra (8)

Pipień, Mateusz (7)

Bauwens, Luc (7)

Kruse, Robinson (7)

Christiansen, Charlotte (7)

Cites to:

Teräsvirta, Timo (56)

Engle, Robert (32)

Bollerslev, Tim (22)

Silvennoinen, Annastiina (16)

Jagannathan, Ravi (8)

Francq, Christian (8)

Gallo, Giampiero (8)

Zakoian, Jean-Michel (8)

Hafner, Christian (8)

Van Bellegem, Sebastien (8)

Pericoli, Marcello (8)

Main data

Where Cristina Amado has published?

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics2

Recent works citing Cristina Amado (2025 and 2024)

YearTitle of citing document
2024Financial Contagion of the Commodity Markets from the Stock Market during Pandemic and New Sanctions Shocks. (2024). Yu, Marina. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:2:p:452-475.

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2024A new GARCH model with a deterministic time-varying intercept. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Back, Alexander ; Ahlgren, Niklas. In: Papers. RePEc:arx:papers:2410.03239.

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2024Forecasting realized covariances using HAR-type models. (2024). Tafakori, Laleh ; Quiroz, Matias ; Manner, Hans. In: Papers. RePEc:arx:papers:2412.10791.

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2025Testing parametric additive time-varying GARCH models. (2025). Teräsvirta, Timo ; Ahlgren, Niklas ; Back, Alexander ; Terasvirta, Timo. In: Papers. RePEc:arx:papers:2506.23821.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2025A further examination of sovereign domestic and external debt defaults. (2025). Ghulam, Yaseen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400247x.

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2024Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:57-72.

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2025Multiplicative Error Models: 20 years on. (2025). Gallo, Giampiero ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:209-229.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

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2024Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703.

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2024Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251.

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2024Doubly multiplicative error models with long- and short-run components. (2024). Gallo, Giampiero ; Amendola, Alessandra ; Candila, V ; Cipollini, F. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123002768.

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2024Financial Contagion of the Russian Stock Market from the European Stock Market During the COVID-19 Pandemic. (2024). Yu, Marina. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240202:p:27-42.

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2024Do Bank Linkages Facilitate Foreign Direct Investment? An Analysis of Global Evidence. (2024). Xie, Lijuan ; Yu, Cheng ; Liao, Xueting. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:22:p:9815-:d:1518222.

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2024Forecasting Realized Covariances Using HAR-Type Models. (2024). Manner, Hans ; Tafakori, Laleh ; Quiroz, Matias. In: Graz Economics Papers. RePEc:grz:wpaper:2024-20.

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2024Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis. (2024). GUPTA, RANGAN ; Gallo, Giampiero ; Cepni, Oguzhan ; Candila, Vincenzo. In: Working Papers. RePEc:pre:wpaper:202437.

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2025Modelling Volatility Cycles: The MF2‐GARCH Model. (2025). Engle, Robert ; Conrad, Christian. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:4:p:438-454.

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2024An infinite hidden Markov model with stochastic volatility. (2024). Maheu, John ; Li, Chenxing ; Yang, Qiao. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2187-2211.

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Works by Cristina Amado:

YearTitleTypeCited
2008Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure In: CREATES Research Papers.
[Full Text][Citation analysis]		paper40
2008Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure.(2008) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2008Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure.(2008) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2011Modelling Volatility by Variance Decomposition In: CREATES Research Papers.
[Full Text][Citation analysis]		paper81
2013Modelling volatility by variance decomposition.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81		article
2011Modelling Volatility by Variance Decomposition.(2011) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81		paper
2011Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations In: CREATES Research Papers.
[Full Text][Citation analysis]		paper23
2011Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations.(2011) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2014Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2012Modelling Changes in the Unconditional Variance of Long Stock Return Series In: CREATES Research Papers.
[Full Text][Citation analysis]		paper43
2014Modelling changes in the unconditional variance of long stock return series.(2014) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2012Modelling Changes in the Unconditional Variance of Long Stock Return Series.(2012) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2017Modelling and forecasting WIG20 daily returns In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2017Modelling and forecasting WIG20 daily returns.(2017) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2017Modelling and Forecasting WIG20 Daily Returns.(2017) In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2018Models with Multiplicative Decomposition of Conditional Variances and Correlations In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2018Models with Multiplicative Decomposition of Conditional Variances and Correlations.(2018) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2025Modelling dynamic interdependence in nonstationary variances with an application to carbon markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2022Financial market linkages and the sovereign debt crisis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
2021Financial Market Linkages and the Sovereign Debt Crisis.(2021) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2025Outlier Robust Specification of Multiplicative Time-Varying Volatility Models In: Computational Economics.
[Full Text][Citation analysis]		article0
2022Outlier robust specification of multiplicative time-varying volatility models.(2022) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach In: NIPE Working Papers.
[Full Text][Citation analysis]		paper1
2024On the relationship of country geopolitical risk on energy inflation In: NIPE Working Papers.
[Full Text][Citation analysis]		paper0
2021Modelling Time-Varying Volatility Interactions In: NIPE Working Papers.
[Full Text][Citation analysis]		paper0
2021Modelling time-varying volatility interactions.(2021) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Modelling causality in nonstationary variances with an application to carbon markets In: NIPE Working Papers.
[Full Text][Citation analysis]		paper0
2017Specification and testing of multiplicative time-varying GARCH models with applications In: Econometric Reviews.
[Full Text][Citation analysis]		article24

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