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Carlos Manuel Ferreira dos Santos obteve o Título de Agregado em Econometria, em 2013, na Universidade Católica Portuguesa. Concluiu o seu Doutoramento em Economia, em 2006, na University of Oxford, sob supervisão do Professor David F. Hendry. Em 2003, obteve o grau de M.Phil. in Economics pela mesma Universidade. Licenciou-se em Economia em 1999, pela Universidade do Porto, com média de 17 valores. É Professor Associado com Agregação no Instituto Universitário da Maia, ISMAI, tendo já lecionado na Universidade Católica Portuguesa, e na Universidade de Oxford. É investigador no CeBER (Center for Business and Economic Research, Universidade de Coimbra) e dirige a UNICES (Research Unit in Business Sciences and Sustainability, ISMAI). Publicou múltiplos artigos em revistas científicas internacionais. Recebeu diversos prémios e distinções. Os seus interesses de investigação centram-se na Econometria, Finanças e Macro-Financial Linkages. Interessa-se também por decision-making theory, em contextos de aplicação ao Marketing e às Finanças Comportamentais.
Identification

Personal identification

Full name
Carlos Manuel Ferreira dos Santos

Citation names

  • Santos, Carlos
  • Santos, C.

Author identifiers

Ciência ID
B21B-EE12-A3EC
ORCID iD
0000-0002-5100-0794

Email addresses

  • cmsantos@ismai.pt (Professional)

Knowledge fields

  • Social Sciences - Economics and Business - Econometrics

Languages

Language Speaking Reading Writing Listening Peer-review
English Advanced (C1) Advanced (C1) Advanced (C1) Advanced (C1)
French Intermediate (B1) Advanced (C1) Intermediate (B1) Intermediate (B1)
Spanish; Castilian Advanced (C1) Advanced (C1) Intermediate (B1) Advanced (C1)
Education
Degree Classification
2013/02/04
Concluded
Provas Públicas de Agregação (Título de Agregado)
Universidade Católica Portuguesa, Portugal
Aprovado
2006/06
Concluded
D.Phil. in Economics (Doutoramento)
University of Oxford, United Kingdom
"Structural Breaks and Outliers in Economic Time Series" (THESIS/DISSERTATION)
Distinction
2003
Concluded
M.Phil. in Economics (Mestrado)
University of Oxford, United Kingdom
"Statistical Inference in Econometric Models with Indicator Variables" (THESIS/DISSERTATION)
Distinction
1999/07
Concluded
Economia (Licenciatura)
Universidade do Porto Faculdade de Economia, Portugal
17 valores
Affiliation

Science

Category
Host institution
Employer
2017/06/01 - Current Researcher (Research) Universidade de Coimbra, Portugal
Universidade de Coimbra Centro de Investigação em Economia e Gestão, Portugal

Teaching in Higher Education

Category
Host institution
Employer
2019/03/01 - Current Associate Professor (University Teacher) Instituto Universitário da Maia, Portugal
2017/02 - 2019/02/28 Assistant Professor (University Teacher) Instituto Universitário da Maia, Portugal
2006/09 - 2016/11 Assistant Professor (University Teacher) Universidade Católica Portuguesa Católica Porto Business School, Portugal
2003 - 2006 Invited Assistant (University Teacher) University of Oxford Department of Economics, United Kingdom
1999 - 2001 Trainee Assistant (University Teacher) Universidade Católica Portuguesa Católica Porto Business School, Portugal
Projects

Contract

Designation Funders
2007/01/01 - 2009/12/31 Social welfare, immigrant population and labour market exclusion
Researcher
Universidade Católica Portuguesa Centro de Estudos de Gestão e Economia, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2005/10/01 - 2006/09/30 Model Selection and Forecasting with Structural Breaks
RES 051270035
Research Fellow
University of Oxford Department of Economics, United Kingdom
Economic and Social Research Council
Concluded
Outputs

Publications

Book chapter
  1. Hendry, David F.; Santos, Carlos. "An Automatic Test of Super Exogeneity*". In Volatility and Time Series Econometrics, edited by Bollerslev, T.; Russell, J.; Watson, M., 164-193. Oxford University Press, 2010.
    10.1093/acprof:oso/9780199549498.003.0009
Conference paper
  1. Santos, Carlos; Oliveira, M. A.. "Sovereign CDS contagion in the European Union: A Multivariate GARCH with variables analysis of volatility spill-overs". Paper presented in 27th Business Research Conference, Toronto, 2014.
    Published
  2. Santos, Carlos; Oliveira, M. A.. "An Overlapping Generations Model of the Savings Rate Decline: The Case of Portugal". Paper presented in World Business and Social Science Research Conference, Bangkok, 2013.
    Published
  3. Carlos Santos; Maria Alberta Oliveira; João Coelho. "The Budgeting of Portuguese Public Museums: A Dynamic Panel Data Approach". Paper presented in World Business and Economics Research Conference, Auckland, 2012.
    Published • 10.2139/ssrn.2185135
Journal article
  1. Maria Alberta Oliveira; Carlos Santos. "Unveiling trading patterns: iTraxx Europe financials from the great financial crisis to ECB monetary easing". Banks and Bank Systems (2022): https://doi.org/10.21511/bbs.17(3).2022.16.
    10.21511/bbs.17(3).2022.16
  2. Oliveira, M. A.; Santos, Carlos. "Determinants of credit default swaps implied ratings during the crisis: was sovereign risk mispriced?". Investment Management and Financial Innovations 15 3 (2018): 1-14. https://doi.org/10.21511%2Fimfi.15%283%29.2018.01.
    10.21511/imfi.15(3).2018.01
  3. Santos, Carlos; Oliveira, M. A.. "A volatility-based approach to gold as a safe haven: can it explain the abnormalities in gold returns during periods of extreme financial adversity?". Investment Management and Financial Innovations 13 3(1) (2016): 203-214. https://doi.org/10.21511%2Fimfi.13%283-1%29.2016.06.
    10.21511/imfi.13(3-1).2016.06
  4. Oliveira, M. A.; Santos, Carlos. "Market exuberance in sovereign credit default swaps: Assessing the EU regulatory framework and trading profit opportunities". Investment Management and Financial Innovations 12 4 (2015): 70-80. http://www.scopus.com/inward/record.url?eid=2-s2.0-84955438772&partnerID=MN8TOARS.
  5. Santos, Carlos; Oliveira, Maria Alberta; Coelho, João. "The Budgeting of Portuguese Public Museums: A Dynamic Panel Data Approach". World Review of Business Research 3 3 (2013): 145-156.
    Published
  6. Santos, Carlos. "The Euro Sovereign Debt Crisis: Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis". Journal of Advanced Studies in Finance 2 1 (2011): 53-61. https://journals.aserspublishing.eu/jasf/article/view/46.
    Published
  7. Santos, C.; Oliveira, M.A.. "Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modeling". Applied Economics 42 12 (2010): 1577-1589. http://www.scopus.com/inward/record.url?eid=2-s2.0-77952341377&partnerID=MN8TOARS.
    10.1080/00036840701721521
  8. Oliveira, M.A.; Santos, C.. "Looking for a change point in French monetary policy in the early eighties". Applied Economics Letters 17 4 (2010): 387-392. http://www.scopus.com/inward/record.url?eid=2-s2.0-76749129274&partnerID=MN8TOARS.
    10.1080/13504850701735898
  9. Santos, C.. "Impulse saturation break tests". Economics Letters 98 2 (2008): 136-143. http://www.scopus.com/inward/record.url?eid=2-s2.0-37549043491&partnerID=MN8TOARS.
    10.1016/j.econlet.2007.04.021
  10. Hendry, D.F.; Johansen, S.; Santos, C.. "Erratum: Automatic selection of indicators in a fully saturated regression". Computational Statistics 23 2 (2008): 337-339. http://www.scopus.com/inward/record.url?eid=2-s2.0-42149157786&partnerID=MN8TOARS.
    10.1007/s00180-008-0112-1
  11. Santos, C.; Hendry, D.F.; Johansen, S.. "Automatic selection of indicators in a fully saturated regression". Computational Statistics 23 2 (2008): 317-335. http://www.scopus.com/inward/record.url?eid=2-s2.0-42149138564&partnerID=MN8TOARS.
    10.1007/s00180-007-0054-z
  12. Santos, C.. "A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models". Economics Bulletin 3 53 (2007): http://www.scopus.com/inward/record.url?eid=2-s2.0-36749095584&partnerID=MN8TOARS.
  13. Santos, Carlos; Oliveira, M. A.. "Modelling the German Yield Curve and Testing the Lucas Critique: 1975-2001". Applied Econometrics and International Development 7 1 (2007): 51-62. http://www.usc.es/economet/aeid.htm#Vol7-1.
    Published
  14. Santos, Carlos; Hendry, D.F.. "Saturation in Autoregressive Models". Notas Económicas 24 (2006): 8-19. https://www.uc.pt/feuc/notas-economicas/artigos/pdf/ne024n0177.
    Open access • Published
  15. Hendry, D.F.; Santos, C.. "Regression models with data-based indicator variables". Oxford Bulletin of Economics and Statistics 67 5 (2005): 571-595. http://www.scopus.com/inward/record.url?eid=2-s2.0-26944446963&partnerID=MN8TOARS.
    10.1111/j.1468-0084.2005.00132.x
  16. Oliveira, M.A.; Santos, C.. "Assessing school efficiency in Portugal using FDH and bootstrapping". Applied Economics 37 8 (2005): 957-968. http://www.scopus.com/inward/record.url?eid=2-s2.0-18844409385&partnerID=MN8TOARS.
    10.1080/00036840500061095
Distinctions

Award

2014 Best Paper Award in Banking and Finance
World Business Institute, Australia
1999 Award for the best student completing the Economics degree in 1999 at FEP
Banco de Portugal, Portugal
1999 Award for the student with highest mark in the Economics degree with completion in 1999 at FEP
Fundação Engenheiro António de Almeida, Portugal
1998 Best student at Faculdade de Economia do Porto
Universidade do Porto, Portugal

Title

2004 John Hicks Scholar
University of Oxford, United Kingdom