Cristina Amado

International Fellow

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Cristina Amado

International Fellow

  • Institut for Økonomi
  • Institut for Økonomi - CREATES
Fuglesangs Allé 4
Aarhus V


Personal data

Date of birth: November 29, 1974
Place of birth: Évora, Portugal.
Nationality: Portuguese

Academic Positions

Post-Doctoral Fellow, Aarhus University, CREATES (since 2013).
Assistant Professor (on leave), University of Minho, Department of Economics (since 2009).


Ph.D. in Economic Statistics, Stockholm School of Economics (2009).
Ph.Lic. in Economic Statistics, Stockholm School of Economics (2007).
M.Sc. in Economics, University of Porto (2011).

Licenciatura in Economics, University of Évora (1996).

Research Interests

Modelling Financial Market Volatility, Time Series Econometrics, Nonlinear Time Series Models, and Empirical Finance.


Stockholm School of Economics:

Master Programme in Business and Economics:
• Basic Econometrics (Fall 2003, Fall 2004, Fall 2005, Fall 2006, Fall 2007)

University of Minho:

Bachelor Programme in Economics
• Econometrics I (Statistical Inference) (Fall 2006, Fall 2007, Fall 2012)
• Economic Dynamics (Spring 2012)
• Mathematical Economics I (Linear Algebra) (Fall 2008, Fall 2009, Fall 2010, Fall 2011)
Bachelor Programme in International Business
• Econometrics I (Statistical Inference) (Fall 2012)
• Econometrics (Fall 2008, Fall 2009, Fall 2010, Fall 2011)
• Quantitative Methods I (Calculus and Linear Algebra) (Fall 2006, Fall 2007, Fall 2008)
Bachelor Programme in Management:
• Econometrics (Fall 1997 - Spring 2002)
Master Programme in Economics:
• Applied Econometrics (Time Series module) (Fall 2012)
Master Programme in Economics:
• Applied Econometrics (Time Series module) (Fall 2012)
Master Programme in Finance:
• Financial Econometrics (Fall 2012)
Master Programme in Monetary, Banking and Financial Economics:
• Advanced Econometrics (Time Series module) (Fall 2009, Fall 2010, Fall 2011, Fall 2012)
PhD Programme in Economics:
• Advanced Econometrics II (Time Series module) (Spring 2011)

Aarhus University:

Master Programme in Economics
• Financial Market Volatility (Spring 2014)

Grants and Academic Awards


Post-doctoral scholarship granted by the Danish Council for Independent Research (Jan 2013 - Jul 2014).
Research project funded by the Portuguese Foundation for Science and Technology (Jan 2013 -Dec 2014).
Travel grant from the Louis Fraenckels Stiependiefond for short research sojourn (2008).
Doctoral scholarship from the Stockholm School of Economics (2002-2007).
Scholarship for the undergraduate studies, Fundação Eugénio de Almeida, Évora, Portugal (1992-1996).

Academic Awards

Research Prize 2014 by the School of Economics and Management of the University of Minho for the paper “Modelling Volatility by Variance Decomposition” (with Timo Teräsvirta), published in the Journal of Econometrics.

Generali Prize winner for the best poster presented at the ”Workshop on Risk & Extreme Values in Insurance and Finance” from Assicurazioni Generali, Lisbon, Portugal (2011).