Personal information
Econometrics: Approximate factor models, Time series, Asset pricing: Risk-management, Predictability of stock returns, Mean-variance analysis, Financial econometrics: Volatility modeling, Financial derivatives
Spain
Activities
Employment (2)
2015
to
present
|
Associate Professor with Tenure
Employment
Source:
Dante Amengual
2009
to
2015
|
Assistant Professor
Employment
Source:
Dante Amengual
Education and qualifications (3)
2004
to
2009
|
Ph.D. in Economics
Education
Source:
Dante Amengual
2002
to
2004
|
M.Sc. in Economics and Finance
Education
Source:
Dante Amengual
1996
to
2002
|
B.A. in Economics
Education
Source:
Dante Amengual
Professional activities (8)
2021
to
present
|
Advisory Board Member
(Economics)
Service
Source:
Dante Amengual
2021
to
present
|
Vice-President
Service
Source:
Dante Amengual
2018
|
Premio Morosoli a la cultura uruguaya
Distinction
Source:
Dante Amengual
2018
to
2018
|
Fernand Braudel Senior Fellow
(Economics)
Invited position
Source:
Dante Amengual
2011
|
Juan de la Cierva Research Fellow
Distinction
Source:
Dante Amengual
2009
|
AEFIN-Criteria Caixa Corp prize to the best article of the conference
Distinction
Source:
Dante Amengual
2009
|
Madrid Centro Financiero prize to the best article by a sole young author
Distinction
Source:
Dante Amengual
2009
|
BME prize to the best article on derivatives
Distinction
Source:
Dante Amengual
Funding (5)
2018
to
2021
|
Grant
Ministerio de Ciencia e Innovación
(Madrid, ES)
GRANT_NUMBER:
ECO2017-89689-P
Source:
Dante Amengual
2015
to
2017
|
Grant
Ministerio de Ciencia e Innovación
(Madrid, ES)
GRANT_NUMBER:
ECO 2014-59262
Source:
Dante Amengual
2012
to
2014
|
Grant
Ministerio de Ciencia e Innovación
(Madrid, ES)
GRANT_NUMBER:
JCI 2011-10407
Source:
Dante Amengual
2012
to
2014
|
Grant
Ministerio de Ciencia e Innovación
(Madrid, ES)
GRANT_NUMBER:
ECO 2011-26342
Source:
Dante Amengual
2009
to
2011
|
Grant
Ministerio de Ciencia e Innovación
(Madrid, ES)
GRANT_NUMBER:
ECO2008-00280
Source:
Dante Amengual
Works (21)
Economics Letters
2025-02
|
Journal article
Contributors:
Dante Amengual;
Gabriele Fiorentini;
Enrique Sentana
Source:
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Crossref
Econometrics and Statistics
2024-02
|
Journal article
Contributors:
Dante Amengual;
Gabriele Fiorentini;
Enrique Sentana
Source:
check_circle
Crossref
SERIEs
2023-12
|
Journal article
Contributors:
Dante Amengual;
Gabriele Fiorentini;
Enrique Sentana
Source:
check_circle
Crossref
Journal of Applied Econometrics
2021
|
Journal article
Source:
Dante Amengual
CEMFI, Working Paper 2103
2021
|
Working paper
Source:
Dante Amengual
CEMFI, Working Paper 2104
2021
|
Working paper
Source:
Dante Amengual
CEMFI, Working Paper 2108
2021
|
Working paper
Source:
Dante Amengual
Journal of Applied Econometrics
2021-11
|
Journal article
Contributors:
Dante Amengual;
Jesús Bueren;
Julio A. Crego
Source:
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Crossref
CEMFI, Working Paper 2102
2021-09
|
Working paper
Source:
Dante Amengual
CEMFI, Working Paper 2002
2020
|
Working paper
Source:
Dante Amengual
Journal of Econometrics
2020-10
|
Journal article
Source:
Dante Amengual
CEMFI Working Paper 2004
2020-07
|
Journal article
Source:
Dante Amengual
Journal of Business and Economic Statistics
2020-04
|
Journal article
Source:
Dante Amengual
Quantitative Economics
2019-07
|
Journal article
Source:
Dante Amengual
Journal of Econometrics
2018-04
|
Journal article
Source:
Dante Amengual
Journal of Econometrics
2015-08
|
Journal article
Source:
Dante Amengual
CEMFI, Working Paper 1410
2014
|
Working paper
Source:
Dante Amengual
Journal of Econometrics
2013-12
|
Journal article
Source:
Dante Amengual
Journal of Econometrics
2010-01
|
Journal article
Source:
Dante Amengual
CEMFI, Mimeo
2008
|
Working paper
Source:
Dante Amengual
Journal of Business and Economic Statistics
2007-01
|
Journal article
Source:
Dante Amengual