Gustavo Silva Araujo : Citation Profile


Are you Gustavo Silva Araujo?

Banco Central do Brasil

1

H index

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i10 index

2

Citations

RESEARCH PRODUCTION:

11

Articles

25

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 0
   Journals where Gustavo Silva Araujo has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par333
   Updated: 2020-02-22    RAS profile: 2019-10-10    
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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:

Krukovets, Dmytro (1)

Gaglianone, Wagner (1)

Cites to:

Forbes, Kristin (5)

Straub, Roland (4)

Fratzscher, Marcel (4)

Hillebrand, Eric (3)

Stoll, Hans (3)

Kostka, Thomas (3)

Lo, Andrew (2)

Laurent, Sébastien (2)

Zheng, Huanhuan (2)

Kohlscheen, Emanuel (2)

Artzner, Philippe (2)

Main data


Where Gustavo Silva Araujo has published?


Journals with more than one article published# docs
Brazilian Review of Finance3
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 Department21

Recent works citing Gustavo Silva Araujo (2019 and 2018)


YearTitle of citing document
2017Empirical Findings on Inflation Expectations in Brazil: a survey. (2017). Gaglianone, Wagner. In: Working Papers Series. RePEc:bcb:wpaper:464.

Full description at Econpapers || Download paper

2019Meta-Analysis: Meta-Analysis: Effect of FX interventions on the exchange rate. (2019). Oharkov, Artem ; Krukovets, Dmytro ; Klynovskyi, Denys ; Brychka, Solomiia. In: Modern Economic Studies. RePEc:kse:modern:v:2:y:2019:i:1:p:24-44.

Full description at Econpapers || Download paper

Works by Gustavo Silva Araujo:


YearTitleTypeCited
2011Is it possible to outperform Ibovespa through technical analysis in the futures market? In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration).
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2005Avaliação de métodos de exigência de capital para risco de ações no Brasil In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration).
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2011CUSTO 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].
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2014POLÍTICA MONETÁRIA 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].
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2014ASSESSING DAY-TO-DAY VOLATILITY: DOESTHE TRADING TIME MATTER? In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting].
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2014Assessing Day-to-Day Volatility: Does the Trading Time Matter?.(2014) In: Brazilian Review of Finance.
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2018IS 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].
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2011The Adverse Selection Cost Component of the Spread of Brazilian Stocks In: Working Papers Series.
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2014The adverse selection cost component of the spread of Brazilian stocks.(2014) In: Emerging Markets Review.
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2012Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa? In: Working Papers Series.
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2013Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar In: Working Papers Series.
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2013A Influência da Assimetria de Informação no Retorno e na Volatilidade das Carteiras de Ações de Valor e de Crescimento In: Working Papers Series.
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2013Política Monetária e Assimetria de Informação: um estudo a partir do mercado futuro de taxas de juros no Brasil In: Working Papers Series.
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2014Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal In: Working Papers Series.
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2015OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector In: Working Papers Series.
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2016OTC derivatives: Impacts of regulatory changes in the non-financial sector.(2016) In: Journal of Financial Stability.
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2015Há Efeito Manada em Ações com Alta Liquidez do Mercado Brasileiro? In: Working Papers Series.
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2015As Atuações Cambiais do Banco Central Afetam as Expectativas de Mercado? In: Working Papers Series.
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2016Mercado de Opções no Brasil é Eficiente? Um Estudo a partir da Estratégia Delta-Gama-Neutra com Opções da Petrobras In: Working Papers Series.
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2017Estimação da Inflação Implícita de Curto Prazo In: Working Papers Series.
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2017Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry? In: Working Papers Series.
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2018Does Investor Attention Affect Trading Volume In The Brazilian Stock Market? In: Working Papers Series.
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2018Does investor attention affect trading volume in the Brazilian stock market?.(2018) In: Research in International Business and Finance.
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2019Breakeven Inflation Rate Estimation: an alternative approach considering indexation lag and seasonality In: Working Papers Series.
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2003Avaliação de Métodos de Cálculo de Exigência de Capital para Risco de Mercado de Carteiras de Ações no Brasil In: Working Papers Series.
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2003Contornando os Pressupostos de Black & Scholes: Aplicação do Modelo de Precificação de Opções de Duan no Mercado Brasileiro In: Working Papers Series.
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2003Inclusão do Decaimento Temporal na Metodologia Delta-Gama para o Cálculo do VaR de Carteiras Compradas em Opções no Brasil In: Working Papers Series.
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2004Carteiras de Opções: Avaliação de Metodologias de Exigência de Capital no Mercado Brasileiro In: Working Papers Series.
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2005Avaliação de Métodos de Cálculo de Exigência de Capital para Risco Cambial In: Working Papers Series.
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2005Simulação Histórica Filtrada: Incorporação da Volatilidade ao Modelo Histórico de Cálculo de Risco para Ativos Não-Lineares In: Working Papers Series.
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2005Adequação das Medidas de Valor em Risco na Formulação da Exigência de Capital para Estratégias de Opções no Mercado Brasileiro In: Working Papers Series.
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2005Evaluation of Foreign Exchange Risk Capital Requirement Models In: Brazilian Review of Finance.
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2006Internal Model Validation in Brazil: Analysis of VaR Backtesting Methodologies In: Brazilian Review of Finance.
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2015Is There Herd Effect on Stocks with High Liquidity of the Brazilian Market? In: Journal of Financial Innovation.
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2017Do central bank foreign exchange interventions affect market expectations? In: Applied Economics.
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2018What does the tail of the distribution of current stock prices tell us about future economic activity? In: Journal of Forecasting.
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