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 (Assistant Professor)
School of Economics and Finance at Queen Mary University of London
CURRICULUM VITAE
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 Bank-Risk Channel of Financial Integration (with Daniel Carvalho)
2. Household Debt Composition and Labor Market Outcomes (with Toni dos Santos, Jesús Gorrín and Bernardo Ricca)
3. Mortgage Blind Spot: Rent as the Reference Point for Mortgage Monthly Payments? (with Daniel Fernandes )
recipient of the 2017 Nicosia Award (Association of Consumer Research)
previously circulated as "The Mortgage Illusion"
4. The Duration Channel of Exchange Rate Risk (with Nuno Coimbra and Sergio Leão)
5. The Effects of Fund Flows on Corporate Investment: a Catering View (with José Faias and Jesús Gorrín)
6. The Individual Behavior of Investors and their Effects on Aggregate Returns and Risk (with Alan de Genaro, Pedro Saffi and Andre Silva)
DISCUSSIONS
1. Intergenerational Mobility and Credit
by J. Carter Braxton, Nisha Chikhale, Kyle Herkenhoff and Gordon Phillips
European Finance Association (EFA), Bratislava, August 2024
2. Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination
by Nadav Ben Zeev and Daniel Nathan
China International Conference Finance (CICF), Shanghai, July 2023
3. EPS-Sensitivity and Merger Deals
by Sudipto Dasgupta, Jarrad Harford and Fangyuan Ma
European Finance Association (EFA), Carcavelos, August 2019
4. Model-Free International Stochastic Discount Factors
by Mirela Sandulescu, Fabio Trojani and Andrea Vedolin
The Paris December Finance Meeting (Eurofidai), Paris , December 2018
5. 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
6. 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
7. 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
8. 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
9. The Impact of the Format of the Financial Statements on the Disposition Effect
by Francisco Villanueva
Behavioural Finance Working Group, London, June 2017
10. 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
11. Are CEOs Different? Characteristics of Top Managers
by Steven N. Kaplan and Morten Sorensen
The Paris December Finance Meeting (Eurofidai), Paris , December 2016
12. 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
13. 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
14. Customer Concentration and Loan Contract Terms
by Murillo Campello and Janet Gao
Financial Intermediation Research Society (FIRS), Reykjavik, May 2015
15. 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
16. 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
17. Equity Lending, Investment Restrictions and Fund Performance
by Richard Evans, Miguel Ferreira and Melissa Prado
European Finance Association (EFA), Cambridge, August 2013