3
H index
1
i10 index
28
Citations
Gustavo Silva Araujo : Citation Profile
Banco Central do Brasil | RESEARCH PRODUCTION: 13 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2003 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gustavo Silva Araujo. | Is cited by:
| Cites to:
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Main data
Where Gustavo Silva Araujo has published?
| Journals with more than one article published | # docs |
|---|---|
| Brazilian Review of Finance | 3 |
| RAC - Revista de Administrao Contempornea (Journal of Contemporary Administration) | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers Series / Central Bank of Brazil, Research Department | 23 |
Recent works citing Gustavo Silva Araujo (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574. Full description at Econpapers || Download paper |
| 2023 | Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis. (2023). Villamizar-Villegas, mauricio ; Pinzon-Puerto, Freddy A. In: Borradores de Economia. RePEc:bdr:borrec:1223. Full description at Econpapers || Download paper |
| 2024 | Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76. Full description at Econpapers || Download paper |
| 2023 | Moments of cross?sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219. Full description at Econpapers || Download paper |
| 2023 | Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market. (2023). Sone, Taihei ; Oda, Takemasa ; Miyakawa, Daisuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e12. Full description at Econpapers || Download paper |
| 2024 | Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Umar, Muhammad ; Naqvi, Bushra ; Abbas, Syed Kumail. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704. Full description at Econpapers || Download paper |
| 2023 | Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979. Full description at Econpapers || Download paper |
| 2024 | The international linkages of market risk perception. (2024). Vich-Llompart, Magdalena M ; Vaello-Sebastia, Antoni ; Serrano, Pedro. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x23000452. Full description at Econpapers || Download paper |
| 2023 | A network analysis of the structure and dynamics of FX derivatives markets. (2023). Granados, Oscar M ; Ospina-Forero, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001048. Full description at Econpapers || Download paper |
| 2024 | Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y. Full description at Econpapers || Download paper |
| 2023 | ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting. (2023). Lima, Gilberto ; Matos, Joao Vitor ; Alexandre, Michel. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2023wpecon13. Full description at Econpapers || Download paper |
Works by Gustavo Silva Araujo:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Is it possible to outperform Ibovespa through technical analysis in the futures market? In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). [Full Text][Citation analysis] | article | 0 |
| 2005 | Avaliação de métodos de exigência de capital para risco de ações no Brasil In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). [Full Text][Citation analysis] | article | 0 |
| 2011 | CUSTO DE ASSIMETRIA DE INFORMAÇÃO DEINFORMAÇÃO EMBUTIDO NO SPREAD DE AÇÕES NO BRASIL E GOVERNANÇACORPORATIVA In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2014 | POLÃTICA MONETÃRIA E O COMPONENTE DEASSIMETRIA DE INFORMAÇÃO EMBUTIDO NO SPREAD DO MERCADO FUTURO DETAXASDE JUROS NO BRASIL In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2014 | ASSESSING DAY-TO-DAY VOLATILITY: DOESTHE TRADING TIME MATTER? In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Assessing Day-to-Day Volatility: Does the Trading Time Matter?.(2014) In: Brazilian Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2018 | IS PETROBRAS OPTIONS MARKET EFFICIENT? A STUDY USING THE DELTA-GAMMA NEUTRAL STRATEGY In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The Influence of information asymmetry on the return and volatility of value and growth stock portfolios In: Brazilian Business Review. [Full Text][Citation analysis] | article | 1 |
| 2011 | The Adverse Selection Cost Component of the Spread of Brazilian Stocks. In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | The adverse selection cost component of the spread of Brazilian stocks.(2014) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2012 | Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa? In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2013 | A Influência da Assimetria de Informação no Retorno e na Volatilidade das Carteiras de Ações de Valor e de Crescimento In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Política Monetária e Assimetria de Informação: um estudo a partir do mercado futuro de taxas de juros no Brasil In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector In: Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
| 2016 | OTC derivatives: Impacts of regulatory changes in the non-financial sector.(2016) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2015 | Há Efeito Manada em Ações com Alta Liquidez do Mercado Brasileiro? In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | As Atuações Cambiais do Banco Central Afetam as Expectativas de Mercado? In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Mercado de Opções no Brasil é Eficiente? Um Estudo a partir da Estratégia Delta-Gama-Neutra com Opções da Petrobras In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Estimação da Inflação Implícita de Curto Prazo In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry? In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Does Investor Attention Affect Trading Volume In The Brazilian Stock Market? In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Does investor attention affect trading volume in the Brazilian stock market?.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Breakeven Inflation Rate Estimation: an alternative approach considering indexation lag and seasonality In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models In: Working Papers Series. [Full Text][Citation analysis] | paper | 12 |
| 2023 | Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models.(2023) In: Latin American Journal of Central Banking (previously Monetaria). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2022 | Lending Relationships and Currency Hedging In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Avaliação de Métodos de Cálculo de Exigência de Capital para Risco de Mercado de Carteiras de Ações no Brasil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Contornando os Pressupostos de Black & Scholes: Aplicação do Modelo de Precificação de Opções de Duan no Mercado Brasileiro In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Inclusão do Decaimento Temporal na Metodologia Delta-Gama para o Cálculo do VaR de Carteiras Compradas em Opções no Brasil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Carteiras de Opções: Avaliação de Metodologias de Exigência de Capital no Mercado Brasileiro In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Avaliação de Métodos de Cálculo de Exigência de Capital para Risco Cambial. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Simulação Histórica Filtrada: Incorporação da Volatilidade ao Modelo Histórico de Cálculo de Risco para Ativos Não-Lineares In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Adequação das Medidas de Valor em Risco na Formulação da Exigência de Capital para Estratégias de Opções no Mercado Brasileiro In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Evaluation of Foreign Exchange Risk Capital Requirement Models In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2006 | Internal Model Validation in Brazil: Analysis of VaR Backtesting Methodologies In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | Is There Herd Effect on Stocks with High Liquidity of the Brazilian Market? In: Journal of Financial Innovation. [Full Text][Citation analysis] | article | 0 |
| 2017 | Do central bank foreign exchange interventions affect market expectations? In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2018 | What does the tail of the distribution of current stock prices tell us about future economic activity? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team