School of Economics and Finance

Queen Mary University of London

Mile End Road

London E1 4NS

United Kingdom

Email: n.camanho@qmul.ac.uk

Lecturer

School of Economics and Finance at  Queen Mary University of London



CURRICULUM VITAE


CV as .pdf


PUBLICATIONS

1. Global Portfolio Rebalancing and Exchange Rates (with Harald Hau and Hélène Rey)

The Review of Financial Studies  (2022) 35 (11): 5228-5274

online appendix to "Global Portfolio Rebalancing and Exchange Rates"


2. Credit Rating and Competition (with Pragyan Deb and Zijun Liu) 

International Journal of Finance & Economics (2022) 27 (3): 2873-2897

 recipient of The Deutsch Bank Award in Financial Risk Management and Regulation, first prize


WORKING PAPERS

1. The Mortgage Blindspot  (with Daniel Fernandes and Dan Ariely)

recipient of the 2017 Nicosia Award (Association of Consumer Research)

previously circulated as "The Mortgage Illusion"


2. How Do Banks Shape Lending Co-Movement? (with Daniel Carvalho)


3. The Impact of Household Debt on Labor Supply  (with Bernardo Ricca, Toni dos Santos and Jesús Gorrín)


4. Inelastic Markets and Fund Flows  (with Alan de Genaro, Pedro Saffi and Andre C. Silva)


5. The Effects of Fund Flows on Corporate Investment: a Catering View (with José Faias)


DISCUSSIONS


1. EPS-Sensitivity and Merger Deals

by Sudipto Dasgupta, Jarrad Harford and Fangyuan Ma

European Finance Association (EFA),  Carcavelos,  August 2019

slides


2. Model-Free International Stochastic Discount Factors 

by Mirela Sandulescu, Fabio Trojani and Andrea Vedolin

The Paris December Finance Meeting (Eurofidai),  Paris ,  December 2018

slides


3. Adapting Lending Policies when Negative Interest Rates hit Banks' Profits

by Oscar Arce, Miguel García-Posada, Sergio Mayordomo and Steven Ongena

Foro de Finanzas,  Santander ,  July 2018

slides


4. Do External Imbalances matter in explaining the Cross-Section of Currency Excess Returns?

by Pedro Barroso, Frickson Kho, Florent Rouxelin and Li Yang

Foro de Finanzas,  Santander ,  July 2018

slides


5. Life-cycle Asset Allocation of Ambiguity Averse Investors: Habit Formation and Term Life Insurance

by Zhezhi Hu, Nalan Gülpinar and Arie Gözlüklü

Multinational Finance Society,  Budapest , June 2018 

slides


6. Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads

by Patrick Augustin, Mikhail Chernov and Dongho Song

Financial Intermediation Research Society (FIRS),  Barcelona,  June 2018

slides


7. The Impact of the Format of the Financial Statements on the Disposition Effect

by Francisco Villanueva

Behavioural Finance Working Group,  London,  June 2017

slides


8. Prominent Investor Influence on Startup CEO Replacement and Performance

by Annamaria Conti and Stuart J.H. Graham

Financial Management Association (FMA),  Las Vegas,  October 2016

slides


9. Are CEOs Different? Characteristics of Top Managers

by Steven N. Kaplan and Morten Sorensen

The Paris December Finance Meeting (Eurofidai),  Paris ,  December 2016

slides


10. Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans 

by Viral V. Acharya, Tim Eisert, Christian Eufinger and Christian Hirsch

Sovereign Debt - Sustainability and Real Effects at Nova School of Business and Economics,  Lisbon ,  September 2015

slides


11. When Everyone misses on the Same Side: Debiased Earnings Surprises and Stock Returns

by Chin-Han Chiang, Wei Dai, Jianquing Fan, Harrison Hong and Jun Tu

European Finance Association (EFA),  Vienna,  August 2015

slides


12. Customer Concentration and Loan Contract Terms

by Murillo Campello and Janet Gao

Financial Intermediation Research Society (FIRS),  Reykjavik,  May 2015

slides


13. CEO Compensation and Real Estate Prices: Are CEOs paid for Pure Luck?

by Cláudia Custódio, Ben Bennett and Dragana Cvijanovic

Luso-Brazilian Finance Meetings (Lubrafin),  Óbidos,  March 2015

slides


14. The Government as a Large Shareholder: Impact on the Voting Premium

by Marcelo Fernandes and Walter Novaes

Luso-Brazilian Finance Meetings (Lubrafin),  Pinhão,  March 2014

slides


15. Equity Lending, Investment Restrictions and Fund Performance

by Richard Evans, Miguel Ferreira and Melissa Prado

European Finance Association (EFA),  Cambridge,  August 2013

slides