Mr Miguel Colburn Herculano

  • Lecturer in Financial Economics (Economics)

Biography

Miguel is a Lecturer in Financial Economics at the Adam Smith Business School. Before joining Glasgow, he worked as a Quant for Schroders, an Asset Management firm in London, and has taught at the School of Economics of the University of Nottingham. 

 

He was a post-doc researcher at the University of Freiburg in Germany after completing a Ph.D. in Financial Economics at the University of Glasgow. Before graduate school, he trained and worked as an actuary in the Insurance Industry and as an economist for the Central Bank of Portugal.

 

His teaching & research interests lie in the intersection of macroeconomics, finance, and applied econometrics. 

 

For more information, please visit Miguel's webpage.

 

Publications

List by: Type | Date

Jump to: 2023 | 2022 | 2018
Number of items: 4.

2023

Herculano, M. C. and Jacob, P. (2023) Financial condition indices in an incomplete data environment. Studies in Nonlinear Dynamics and Econometrics, (doi: 10.1515/snde-2022-0115) (Early Online Publication)

Herculano, M. C. and Lütkebohmert, E. (2023) Investor sentiment and global economic conditions. Journal of Empirical Finance, 73, pp. 134-152. (doi: 10.1016/j.jempfin.2023.06.001)

2022

Herculano, M. C. (2022) A monthly financial conditions index for New Zealand. Discussion Paper. Reserve Bank of New Zealand.

2018

Herculano, M. C. (2018) The role of contagion in the transmission of financial stress. Working Paper Series No. 81. Working Paper. European Systemic Risk Board. (doi: 10.2849/73011).

This list was generated on Wed Apr 24 16:49:42 2024 BST.
Jump to: Articles | Research Reports or Papers
Number of items: 4.

Articles

Herculano, M. C. and Jacob, P. (2023) Financial condition indices in an incomplete data environment. Studies in Nonlinear Dynamics and Econometrics, (doi: 10.1515/snde-2022-0115) (Early Online Publication)

Herculano, M. C. and Lütkebohmert, E. (2023) Investor sentiment and global economic conditions. Journal of Empirical Finance, 73, pp. 134-152. (doi: 10.1016/j.jempfin.2023.06.001)

Research Reports or Papers

Herculano, M. C. (2022) A monthly financial conditions index for New Zealand. Discussion Paper. Reserve Bank of New Zealand.

Herculano, M. C. (2018) The role of contagion in the transmission of financial stress. Working Paper Series No. 81. Working Paper. European Systemic Risk Board. (doi: 10.2849/73011).

This list was generated on Wed Apr 24 16:49:42 2024 BST.

Teaching

2022/23 Teaching:

  1. Econometrics II (MRes)
  2. Statistical Machine Learning (MSc)
  3. Empirical Asset Pricing (MSc)