Personal information

Econometrics; Finance; Economics; Management

Activities

Employment (5)

Universidade da Maia: Maia, PT

2021-09-01 to present | Professor Associado com Agregação (Business Sciences)
Employment
Source: Self-asserted source
Carlos Santos

Instituto Universitário da Maia: Castelo da Maia, Porto, PT

2019-03-01 to 2021-08-31 | Professor Associado com Agregação (Business Sciences)
Employment
Source: Self-asserted source
Carlos Santos

Instituto Universitário da Maia: Castelo da Maia, Porto, PT

2017-02-10 to 2019-02-28 | Professor Auxiliar com Agregação (Business Sciences)
Employment
Source: Self-asserted source
Carlos Santos

Universidade Católica Portuguesa: Lisboa, Lisboa, PT

2013-02-05 to 2016-12-31 | Professor Auxiliar com Agregação (Economia)
Employment
Source: Self-asserted source
Carlos Santos

Universidade Católica Portuguesa: Lisboa, Lisboa, PT

2006-09-01 to 2013-02-04 | Professor Auxiliar (Economia)
Employment
Source: Self-asserted source
Carlos Santos

Education and qualifications (2)

Universidade Católica Portuguesa: Lisboa, Lisboa, PT

2013-02-05 to present | Agregação (Economia)
Education
Source: Self-asserted source
Carlos Santos

University of Oxford: Oxford, Oxfordshire, GB

2001-10-01 to 2006-06-06 | Ph.D. in Economics (Economics)
Education
Source: Self-asserted source
Carlos Santos

Works (21)

Assessing the Pandemic Aviation Crisis: Speculative Behavior, Government Bail Outs, and Accommodative Monetary Policy

Economies
2024-09-24 | Journal article
Contributors: Viviana Costa; Maria Alberta Oliveira; Carlos Santos
Source: check_circle
Crossref
grade
Preferred source (of 3)‎

Unveiling trading patterns: iTraxx Europe financials from the great financial crisis to ECB monetary easing

Banks and Bank Systems
2022-09-29 | Journal article
Contributors: Maria Alberta Oliveira; Carlos Santos
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Determinants of credit default swaps implied ratings during the crisis: was sovereign risk mispriced?

Investment Management and Financial Innovations
2018-07-04 | Journal article
Part of ISSN: 1810-4967
Contributors: Maria Alberta Oliveira; Ph.D.; Professor of Economics and Business Sciences at University Institute of Maia; ISMAI; Portugal; Carlos Santos; Researcher at NECE – Research Unit in Business Sciences; and UNICES – Research Unit in Business Sciences and Sustainability; Portugal; Ph.D. et al.
Source: Self-asserted source
Carlos Santos via Crossref Metadata Search
grade
Preferred source (of 3)‎

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
2016-09 | Journal article
Part of ISSN: 1810-4967
Contributors: Maria Alberta Oliveira; Ph.D.; Assistant Professor; ISMAI – University Institute of Maia; Portugal. Affiliated with UNICES – Reseach Unit in Business Sciences and Sustainability; Carlos Santos; and NECE – Research Unit in Business Sciences; Portugal; Ph.D. with Habilitation; Professor of Econometrics; Católica Porto Business School et al.
Source: Self-asserted source
Carlos Santos via Crossref Metadata Search
grade
Preferred source (of 3)‎

Market exuberance in sovereign credit default swaps: Assessing the EU regulatory framework and trading profit opportunities

Investment Management and Financial Innovations
2015 | Journal article
EID:

2-s2.0-84955438772

Contributors: Oliveira, M.A.; Santos, C.
Source: Self-asserted source
Carlos Santos via Scopus - Elsevier
grade
Preferred source (of 2)‎

Sovereign CDS contagion in the European Union: A Multivariate GARCH with variables analysis of volatility spill-overs

27th Business Research Conference
2014-06-11 | Conference paper
SOURCE-WORK-ID:

cv-prod-id-1935168

Contributors: Santos, Carlos; Oliveira, M. A.
Source: check_circle
CIÊNCIAVITAE

The Budgeting of Portuguese Public Museums: A Dynamic Panel Data Approach

World Review of Business Research
2013 | Journal article
SOURCE-WORK-ID:

cv-prod-id-1936983

Contributors: Santos, Carlos; Oliveira, Maria Alberta; Coelho, João
Source: check_circle
CIÊNCIAVITAE

An Overlapping Generations Model of the Savings Rate Decline: The Case of Portugal

World Business and Social Science Research Conference
2013-10-23 | Conference paper
SOURCE-WORK-ID:

cv-prod-id-1934890

Contributors: Santos, Carlos; Oliveira, M. A.
Source: check_circle
CIÊNCIAVITAE

The Budgeting of Portuguese Public Museums: A Dynamic Panel Data Approach

SSRN Electronic Journal
2012 | Journal article
Part of ISSN: 1556-5068
Contributors: Carlos Santos; Maria Alberta Oliveira; João Coelho
Source: Self-asserted source
Carlos Santos via Crossref Metadata Search
grade
Preferred source (of 2)‎

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
2011 | Journal article
SOURCE-WORK-ID:

cv-prod-id-1933876

Contributors: Santos, Carlos
Source: check_circle
CIÊNCIAVITAE

An Automatic Test of Super Exogeneity*

Volatility and Time Series Econometrics
2010 | Book chapter
SOURCE-WORK-ID:

cv-prod-id-1933109

Contributors: Hendry, David F.; Santos, Carlos
Source: check_circle
CIÊNCIAVITAE

Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modeling

Applied Economics
2010 | Journal article
EID:

2-s2.0-77952341377

Contributors: Santos, C.; Oliveira, M.A.
Source: Self-asserted source
Carlos Santos via Scopus - Elsevier
grade
Preferred source (of 2)‎

Looking for a change point in French monetary policy in the early eighties

Applied Economics Letters
2010 | Journal article
EID:

2-s2.0-76749129274

Contributors: Oliveira, M.A.; Santos, C.
Source: Self-asserted source
Carlos Santos via Scopus - Elsevier
grade
Preferred source (of 2)‎

Automatic selection of indicators in a fully saturated regression

Computational Statistics
2008 | Journal article
EID:

2-s2.0-42149138564

Contributors: Santos, C.; Hendry, D.F.; Johansen, S.
Source: Self-asserted source
Carlos Santos via Scopus - Elsevier
grade
Preferred source (of 2)‎

Erratum: Automatic selection of indicators in a fully saturated regression

Computational Statistics
2008 | Journal article
EID:

2-s2.0-42149157786

Contributors: Hendry, D.F.; Johansen, S.; Santos, C.
Source: Self-asserted source
Carlos Santos via Scopus - Elsevier
grade
Preferred source (of 2)‎

Impulse saturation break tests

Economics Letters
2008 | Journal article
EID:

2-s2.0-37549043491

Contributors: Santos, C.
Source: Self-asserted source
Carlos Santos via Scopus - Elsevier
grade
Preferred source (of 2)‎

A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models

Economics Bulletin
2007 | Journal article
Contributors: Santos, C.
Source: Self-asserted source
Carlos Santos via Scopus - Elsevier
grade
Preferred source (of 3)‎

Modelling the German Yield Curve and Testing the Lucas Critique: 1975-2001

Applied Econometrics and International Development
2007 | Journal article
SOURCE-WORK-ID:

cv-prod-id-1932747

Contributors: Santos, Carlos; Oliveira, M. A.
Source: check_circle
CIÊNCIAVITAE

Saturation in Autoregressive Models

Notas Económicas
2006-12 | Journal article
SOURCE-WORK-ID:

cv-prod-id-1932433

Contributors: Santos, Carlos; Hendry, D.F.
Source: check_circle
CIÊNCIAVITAE

Assessing school efficiency in Portugal using FDH and bootstrapping

Applied Economics
2005 | Journal article
EID:

2-s2.0-18844409385

Contributors: Oliveira, M.A.; Santos, C.
Source: Self-asserted source
Carlos Santos via Scopus - Elsevier
grade
Preferred source (of 2)‎

Regression models with data-based indicator variables

Oxford Bulletin of Economics and Statistics
2005 | Journal article
EID:

2-s2.0-26944446963

Contributors: Hendry, D.F.; Santos, C.
Source: Self-asserted source
Carlos Santos via Scopus - Elsevier
grade
Preferred source (of 2)‎