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Identification

Personal identification

Full name
Ana Sofia Melo Monteiro

Citation names

  • Monteiro, Ana Sofia

Author identifiers

Ciência ID
D512-D50E-67BD

Languages

Language Speaking Reading Writing Listening Peer-review
Portuguese Advanced (C1) Advanced (C1) Advanced (C1) Advanced (C1)
Education
Degree Classification
2017/09/01 - 2022/07/14
Concluded
Doutoramento em Economia (Doutoramento)
Universidade de Coimbra Faculdade de Economia, Portugal
"Return Predictability and Portfolio Selection" (THESIS/DISSERTATION)
Approved with praise and distinction
2015/09/01 - 2017/07/14
Concluded
Master degree in Economics and Management (Mestrado)
Aarhus Universitet, Denmark
"Jumps and Volatility Modeling" (THESIS/DISSERTATION)
2011/09/01 - 2014/07/11
Concluded
Bachelor degree in Economics (Licenciatura)
Universidade do Porto Faculdade de Economia, Portugal
Affiliation

Science

Category
Host institution
Employer
2023/08 - Current Postdoc (Research) Universidade de Lisboa Unidade de Investigação sobre Complexidade e Economia, Portugal
ISEG Lisbon School of Economics and Management, Portugal
Outputs

Publications

Book chapter
  1. Conference proceeding Book IJUP'14. "Impact Assessment of the Possible Free trade Agreement between EU and Mercosur". In Conference proceeding Book IJUP'14. Porto, Portugal: University of Porto, 2014.
    Published
Journal article
  1. Afonso, A.; Alves, J.; Jalles, J.T.; Monteiro, S.. "Beyond the centre: Tracing Decentralization's influence on time-varying fiscal sustainability". International Review of Economics and Finance 96 (2024): http://www.scopus.com/inward/record.url?eid=2-s2.0-85205324740&partnerID=MN8TOARS.
    10.1016/j.iref.2024.103662
  2. Afonso, A.; Alves, J.; Monteiro, S.. "Beyond borders: Assessing the influence of Geopolitical tensions on sovereign risk dynamics". European Journal of Political Economy 83 (2024): http://www.scopus.com/inward/record.url?eid=2-s2.0-85192866049&partnerID=MN8TOARS.
    10.1016/j.ejpoleco.2024.102550
  3. Monteiro, A.S.; Sebastião, H.; Silva, N.. "Prediction and Allocation of Stocks, Bonds, and REITs in the US Market". Computational Economics (2024): http://www.scopus.com/inward/record.url?eid=2-s2.0-85190361644&partnerID=MN8TOARS.
    10.1007/s10614-024-10589-2
  4. Afonso, A.; Alves, J.; Monteiro, S.. "Sovereign risk dynamics in the EU: The time varying relevance of fiscal and external (im)balances*". Journal of International Financial Markets, Institutions and Money 94 (2024): http://www.scopus.com/inward/record.url?eid=2-s2.0-85197454916&partnerID=MN8TOARS.
    10.1016/j.intfin.2024.102026
  5. Monteiro, Ana Sofia. "US Stocks, Bonds, and REITs Predictability and Allocation (forthcoming)". Computational Economics (2023):
    Open access
  6. Ana Monteiro; Nuno Silva; Helder Sebastião. "Industry return lead-lag relationships between the US and other major countries". Financial Innovation (2023): https://doi.org/10.1186/s40854-022-00439-1.
    10.1186/s40854-022-00439-1
  7. Ana Monteiro; Helder Sebastião; Nuno Silva. "International evidence on stock returns and dividend growth predictability using dividend yields". Revista Contabilidade & Finanças 31 84 (2020): 473-489. https://doi.org/10.1590/1808-057x202009690.
    10.1590/1808-057x202009690
  8. Monteiro, A.; Sebastião, H.; Silva, N.. "International evidence on stock returns and dividend growth predictability using dividend yields". Revista Contabilidade e Financas 31 84 (2020): 473-489. http://www.scopus.com/inward/record.url?eid=2-s2.0-85093686020&partnerID=MN8TOARS.
    10.1590/1808-057X202009690
Working paper
  1. Monteiro, Ana Sofia. 2018. "Predictability of stock returns and dividend growth using dividend yields: An international approach". https://www.uc.pt/uid/ceber/working-paper?key=5eb431b0.

Other

Other output
  1. Echoes of Instability: How Geopolitical Risks Shape Government Debt Holdings. 2024. Afonso, A.; Alves, J.; Monteiro, S.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85201693812&partnerID=MN8TOARS.
  2. The Pressure is on: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. 2024. Afonso, A.; Alves, J.; Monteiro, S.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85191716916&partnerID=MN8TOARS.
    10.2139/ssrn.4803854
  3. Sovereign Risk Dynamics in the EU: the Time Varying Relevance of Fiscal and External (Im)balances. 2024. Afonso, A.; Alves, J.; Monteiro, S.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85189050591&partnerID=MN8TOARS.
    10.2139/ssrn.4737494
  4. Sovereign Risk Dynamics in the EU: The Time Varying Relevance of Fiscal and External (Im)Balances. 2024. Alves, J.; Afonso, A.; Monteiro, S.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85187766755&partnerID=MN8TOARS.
    10.2139/ssrn.4757973
  5. Sovereign Risk Dynamics in the EU: The Time Varying Relevance of Fiscal and External (Im)Balances. 2024. Afonso, A.; Alves, J.; Monteiro, S.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85187489261&partnerID=MN8TOARS.
    10.2139/ssrn.4748029
  6. Beyond the Centre: Tracing Decentralization's Influence on Time-Varying Fiscal Sustainability. 2024. Afonso, A.; Alves, J.; Jalles, J.T.; Monteiro, S.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85196008403&partnerID=MN8TOARS.
    10.2139/ssrn.4856951
  7. Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. 2023. Afonso, A.; Alves, J.; Monteiro, S.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85180449992&partnerID=MN8TOARS.
    10.2139/ssrn.4659050
  8. Banks’ Portfolio of Government Debt and Sovereign Risk. 2023. Alves, J.; Afonso, A.; Monteiro, S.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85180399653&partnerID=MN8TOARS.
    10.2139/ssrn.4657059
  9. Banks’ Portfolio of Government Debt and Sovereign Risk. 2023. Afonso, A.; Monteiro, S.; Alves, J.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85174998117&partnerID=MN8TOARS.
    10.2139/ssrn.4608814
Activities

Oral presentation

Presentation title Event name
Host (Event location)
2024/07/19 12th UECE Conference on Economic and Financial Adjustments.
ISEG - Lisbon School of Economics and Management, University of Lisbon, (Portugal)
2024/06/18 26th INFER Annual Conference, School of Production Engineering and Management
Technical University of Crete, Department of Economics and Sustainable Development, Harokopio University of Athens (Greece)
2024/06/14 The Twenty Second Annual EEFS Conference,
Economics Department National and Kapodistrian University of Athens, (Greece)
2023/07/01 International Conference on Economics and Business Roads to Sustainability - ICEBRS
Faculty of Economics of university of Coimbra, (Portugal)
2023/01/12 Multi-asset Return Predictability using VARs 42nd EBES Conference
ISCTE-IUL Instituto Universitário de Lisboa (Lisbon, Portugal)
2023/01/12 42nd EBES Conference
ISCTE-IUL Instituto Universitário de Lisboa (Portugal)
2022/03/09 Industry Lead Lag Relationships between the US and other developed Countries CeBer Research Seminars
CeBer (Coimbra, Portugal)
2021/07/05 Multi-asset return Predictability using VAR's 11th Portuguese Finance Network Conference
University of Minho (Braga, Portugal)
2021/06/28 International Portfolio Selection with Machine-Learning and Asymmetric Dynamic Conditional Correlations 41st International Symposium on Forecasting
International Institute of Forecasters
2021/06/25 Portfolio Selection with Multivariate Machine Learning Asymmetric DCC model The Nineteenth Annual European Economics and Finance Society - EEFS Conference
European Economics and Finance Society and Department of Economics, City, University of London (London, United Kingdom)
2021/05/28 Multi-asset return predictability using VARs Annual Conference ITFA 2021
The International Trade and Finance Association (United Kingdom)
2020/11/25 Multi-asset return predictability using VARs CeBer Research Seminars
CeBER University of Coimbra (Coimbra, Portugal)
2018/05/25 Predictability under agent based models Simulação com ABMS:da Ecologia À Economia" Universidade de Tras-os-Montes e Alto Douro (UTAD)
Universidade de Trás-os-Montes e Alto Douro (Vila Real, Portugal)
2014/05/01 An Impact assessment of the Possible FTA between EU and Mercosur 7TH Meeting of Young Researchers of University of Porto
Universidade do Porto (Porto, Portugal)

Event participation

Activity description
Type of event
Event name
Institution / Organization
2021/01 - 2021/06 Econometrics and Business Analytics Seminar Series with authors such as: Stefan Wager, Stanford University; Andrew Patton, Duke University; Torben Andersen, Northwestern University (Kellogg) and CREATES.
Seminar
Econometrics and Business Statistics Seminar Series, CREATES, Aarhus University
Aarhus Universitet, Denmark
2020/09/01 - 2021/06 CeBER Research Seminars
Conference
CeBer Research Seminars
Universidade de Coimbra Faculdade de Economia, Portugal
2021/03/16 - 2021/03/17 Second Big Data and Economic Forecasting workshop The European Commission
Workshop
Big Data and Forecasting of Economic Developments
European Commission, Belgium
2021 - 2021 Formação iiiUC - Ferramentas de apoio à investigação:
Workshop
Formação iiiUC - Ferramentas de apoio à investigação:
Universidade de Coimbra, Portugal
2021 - 2021 Inside the Circular Economy: Beyond the Basic Inside the Circular Economy: Beyond the Basic
UPTEC Associação de Transferência de Tecnologia da Asprela, Portugal
2019 - 2021 Blockchain and Bitcoin. An informed (probable) opinion
Seminar
Seminário - Partilha de dinâmicas de inovação: Blockchain, Bitcoin e educação Faculdade de Psicologia e de Ciências da Educação da Universidade de Coimbra (Coimbra, Portugal)
Universidade de Coimbra, Portugal
2019/12/16 - 2019/12/17 Workshop - Reproducible Research and Modern Data Analysis: Concepts, Skills and Tools
Workshop
Workshop - Reproducible Research and Modern Data Analysis: Concepts, Skills and Tools
Banco de Portugal, Portugal
2019/11/06 - 2019/11/07 Autumn School 2019 Hierarchical Linear Modelling
Seminar
Autumn School 2019 Hierarchical Linear Modelling
Universidade de Coimbra, Portugal
2019/07/02 - 2019/07/03 LIBRA: Consequências, Oportunidades e Ameaças
Conference
LIBRA: Consequências, Oportunidades e Ameaças
Universidade do Porto Porto Business School, Portugal
2019/03/22 - 2019/03/22 Regulação e Supervisão Bancária na Área do Euro, 2019 Details: 22th March 2019 in Faculdade de Economia do Porto, University of Porto, Porto, Portugal.
Conference
Regulação e Supervisão Bancária na Área do Euro, 2019
Universidade do Porto, Portugal
2018/10/03 - 2018/10/04 Autumn School 2018 "Asset price dynamics and forecasts incorporating options information" Details: Center for Business and Economics Research (CeBER), 3th and 4th October 2018, Coimbra, Portugal.
Conference
Autumn School 2018
Universidade de Coimbra, Portugal
2016 - 2016 Econometric Models of Climate Change. Denmark. 2016. Details: Econometric Models of Climate Change". University of Oxford, Oxford, United Kingdom, Aarhus University, Denmark.
Conference
Econometric Models of Climate Change". University of Oxford, Oxford, United Kingdom, Aarhus University, Denmark.
Aarhus Universitet, Denmark
2012/04/01 - 2012/04/05 Second International Annual Conference The present economic and sovereign debt crisis. 2012. Details: "The present economic and sovereign debt crisis: Evaluation and the way out". University of Porto. Porto, Portugal.
Conference
The present economic and sovereign debt crisis: Evaluation and the way out"
Universidade do Porto, Portugal
2012/01/02 - 2012/01/05 Sixth Annual Meeting of the Portuguese Economic Journal. Portugal. 2012. Details: "Sixth Annual Meeting of the Portuguese Economic Journal. School of Economics and Management", Faculdade de Economia do Porto, University of Porto, Porto, Portugal.
Conference
Sixth Annual Meeting of the Portuguese Economic Journal. School of Economics and Management"
Universidade do Porto, Portugal

Jury of academic degree

Topic
Role
Candidate name (Type of degree)
Institution / Organization
2024/05 Renewable Energy Adoption Across Business Cycles: The Impact of Economic Fluctuations and Policy Stringency Rudolfs Bojars (Master)
2024 The impact of liquidity requirements in Euro Area Banks’ Profitability: a panel-corrected regression approach Marta Brilha Sala (Master)
2024 Exploring the interplay of comparative advantage and GDP per capita growth in Portugal João Pedro Rodrigues Fragoeiro (Master)
2024 The impact of Golden Visa program on the Economy of Malta Shamil Khusnullov (Master)
2023/04/19 Financialization of Portuguese firms- investment, profitability, and financial behaviour analysis
(Thesis) Arguer
Nuno Filipe Gonçalves (PhD)
Universidade de Coimbra Faculdade de Economia, Portugal
2023 The impact of labour share on economic growth: A Panel Data Analysis for OECD. Francisco Baptista (Master)

Interview (newspaper / magazine)

Activity description Newspaper / Forum
2023/03/09 Media Coverage of the article Industry return lead-lag relationships between the US and other major countries Jornal Economico; CNN Portugal, TVI, Executive Digest, MundialFM, Diário das Beiras, Radio Regional do Centro, Noticias ao Minuto, Campeao das Provincias, Diario de Leiria, Diario de Coimbra, Terras do Homem, Creative news
Distinctions

Other distinction

2023 Top 5% Scientific Article
Universidade de Coimbra, Portugal
2018 Sylff Programme Award 2018
2017 Development grant
Startup Portugal, IAPMEI, Agência para a Competitividade e Inovação and Economics Ministry of Portuguese Republic., Portugal
2015 IELTS
University of Cambridge, United Kingdom
2014 FCE - First Certificate in English
University of Cambridge, United Kingdom
2007 Certification of Academic Excellence