Marcelo Cabus Klotzle : Citation Profile


Are you Marcelo Cabus Klotzle?

Pontifícia Universidade Católica do Rio de Janeiro

5

H index

2

i10 index

99

Citations

RESEARCH PRODUCTION:

31

Articles

2

Papers

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 5
   Journals where Marcelo Cabus Klotzle has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 3 (2.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkl209
   Updated: 2022-09-17    RAS profile:    
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Relations with other researchers


Works with:

Gaglianone, Wagner (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcelo Cabus Klotzle.

Is cited by:

Gaglianone, Wagner (4)

Bouri, Elie (3)

Corbet, Shaen (3)

Oliveira, Fernando (3)

Härdle, Wolfgang (3)

Byrne, Joseph (2)

Papadamou, Stephanos (2)

Ferreira, Paulo (2)

Tzeremes, Panayiotis (2)

Vo, Xuan Vinh (2)

Vidal-Tomás, David (2)

Cites to:

Bollerslev, Tim (14)

Engle, Robert (13)

Fama, Eugene (12)

French, Kenneth (10)

Sarno, Lucio (9)

Irwin, Scott (9)

Managi, Shunsuke (8)

Shleifer, Andrei (8)

de Guimarães e Souza, Gustavo (8)

Svensson, Lars (8)

Goldfajn, Ilan (8)

Main data


Where Marcelo Cabus Klotzle has published?


Journals with more than one article published# docs
Brazilian Review of Finance6
Research in International Business and Finance4
International Journal of Financial Markets and Derivatives3
International Review of Financial Analysis2
Economics Bulletin2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department2

Recent works citing Marcelo Cabus Klotzle (2022 and 2021)


YearTitle of citing document
2021A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2021A Machine Learning Based Regulatory Risk Index for Cryptocurrencies. (2020). Xe, Taojun ; Hardle, Wolfgang Karl ; Ni, Xinwen. In: Papers. RePEc:arx:papers:2009.12121.

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2021Investors carbon risk exposure and their potential for shareholder engagement. (2021). Truck, Stefan ; Syryca, Janik ; Scherer, Julia ; Paulus, Stefan ; Benz, Lukas. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:282-301.

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2021Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766.

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2021Toward sustainable corporate behavior: The effect of the critical mass of female directors on environmental, social, and governance disclosure. (2021). Paci, Andrea ; Becagli, Claudio ; Somkagobiowska, Agnieszka ; de Masi, Sara. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1865-1878.

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2021Sustainable finance and investment: Review and research agenda. (2021). Orsato, Renato J ; Meira, Erick ; Fogliano, Felipe Arias. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3821-3838.

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2021Persistence in ESG and Conventional Stock Market Indices. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Makarenko, Inna ; Plastun, Alex. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9098.

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2021Country Risk Premium: The Case of Chile. (2021). Campos, Zcimo ; Gudaris, Paulina Natalia ; Gertosio, Juan Tapia. In: Revista Finanzas y Politica Economica. RePEc:col:000443:019738.

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2021Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos A. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000137.

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2021Central bank transparency and market reaction in Brazil, Chile, and Colombia. (2021). Rojer, Guido ; Rai, Anoop ; Susanna, Edirel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000198.

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2021Higher moment connectedness in cryptocurrency market. (2021). Yarovaya, Larisa ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001064.

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2021How do warnings affect retail demand for Bitcoin? Evidence from an international survey experiment. (2021). Thomsen, Stephan ; Ebers, Axel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001118.

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2021Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Yan, Jing ; Li, Xiao-Lin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

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2021Carbon emissions and default risk: International evidence from firm-level data. (2021). Anwar, Mumtaheena ; Rahman, Md Arifur ; Kabir, Md Nurul. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002066.

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2022Experience of losses and aversion to uncertainty - experimental evidence from farmers in Mexico. (2022). Musshoff, Oliver ; Freudenreich, Hanna. In: Ecological Economics. RePEc:eee:ecolec:v:195:y:2022:i:c:s0921800922000416.

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2021COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index. (2021). Tessema, Abiot ; Abbas, Syed Kumail ; Polyzos, Stathis ; Rubbaniy, Ghulame. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002949.

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2021The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

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2021How does Chinas carbon emissions trading (CET) policy affect the investment of CET-covered enterprises?. (2021). Wang, Wei ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001298.

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2021Revisiting the sustainable versus conventional investment dilemma in COVID-19 times. (2021). Sharma, Gagan ; Jain, Mansi ; Talan, Gaurav ; Tiwari, Aviral Kumar. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521003372.

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2021Carbon-intensive industries in Socially Responsible mutual funds portfolios. (2021). Muoz, Fernando. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000831.

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2021Diversifying equity with cryptocurrencies during COVID-19. (2021). Goutte, Stéphane ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001198.

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2021VCRIX — A volatility index for crypto-currencies. (2021). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Kim, Alisa. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002416.

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2022Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?. (2022). Zhao, Wanru ; Zhu, Huiming ; Tan, Anqi ; Ren, Yinghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000552.

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2021Return equicorrelation in the cryptocurrency market: Analysis and determinants. (2021). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300891.

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2021Higher co-moments and adjusted Sharpe ratios for cryptocurrencies. (2021). Benedek, Botond ; Nagy, Balint Zsolt. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319313807.

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2021The pricing of bad contagion in cryptocurrencies: A four-factor pricing model. (2021). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316111.

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2021Herding behavior in the commodity markets of the Asia-Pacific region. (2021). Badhani, K N ; Kumar, Ashish ; Saeed, Tareq ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316275.

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2021Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis. (2021). Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000623.

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2021On cryptocurrencies as an independent asset class: Long-horizon and COVID-19 pandemic era decoupling from global sentiments. (2021). Sifat, Imtiaz. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000945.

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2022The determinants of positive feedback trading behaviors in Bitcoin markets. (2022). Lee, Ming-Chih ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002014.

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2022Herding intensity and volatility in cryptocurrency markets during the COVID-19. (2022). Cagli, Efe Caglar ; Mandaci, Pinar Evrim. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003846.

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2022Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor. (2022). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003949.

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2022Financial cycle and the effect of monetary policy. (2022). Xu, Man ; Zhao, Xiuyi ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005237.

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2021The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets. (2021). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408.

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2022Quantifying the asymmetric spillovers in sustainable investments. (2022). Suleman, Muhammed Tahir ; Naeem, Muhammad Abubakr ; Iqbal, Najaf. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001864.

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2021Local, global and regional shocks indices in emerging exchange rate markets. (2021). Geyikci, Utku Bora ; Erdem, Pinar F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:98-113.

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2021The entry and exit dynamics of the cryptocurrency market. (2021). Vidal-Tomas, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001252.

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2022Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:5:p:623-:d:803771.

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2021.

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2021The Convergence between Sustainability and Conventional Stock Indices. Are We on the Right Track?. (2021). Sarto, Jose Luis ; Andreu, Laura ; Vilas, Pablo. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7613-:d:590262.

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2021Do Socially Responsible Investment Funds Sell Losses and Ride Gains? The Disposition Effect in SRI Funds. (2021). Vicente, Luis ; Ortiz, Cristina ; Duxbury, Darren ; Boumda, Beatrice. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8142-:d:598544.

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2021Sustainable Finance and the 2030 Agenda: Investing to Transform the World. (2021). Miralles-Quiros, Jose Luis. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10505-:d:640475.

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2021The Impact of COVID-19 Lockdowns on Sustainable Indexes. (2021). de Palma, Leonardo ; Vento, Gianfranco ; Chiappini, Helen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:1846-:d:495836.

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2021Communicating Sustainable Responsible Investments as Financial Advisors: Engaging Private Investors with Strategic Communication. (2021). Strauss, Nadine. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3161-:d:516383.

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2021Shades between Black and Green Investment: Balance or Imbalance?. (2021). de Sousa, Vitor Manuel ; Miralles-Quiros, Jose Luis. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:5024-:d:546607.

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2021Size Effect in Indian Equity Market: Myth or Reality?. (2021). Sharma, Gagan ; Sehgal, Sanjay ; Vasishth, Vibhuti. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09318-0.

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2022A multicountry measure of comovement and contagion in international markets: definition and applications. (2022). Venezia, Itzhak ; Tessler, Nina. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01025-9.

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2022Corporate financial performance: a study based on the Carbon Efficient Index (ICO2) of Brazil stock exchange. (2022). Salgueirinho, Jose Baltazar ; Bazil, Daniel Goulart ; Sobrosa, Ruy Castro ; Barbosa, Samuel Borges ; Montenegro, Carlos Rogerio . In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:24:y:2022:i:3:d:10.1007_s10668-021-01617-4.

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Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation. (2022). Morone, Andrea ; Falcone, Pasquale Marcello ; Caferra, Rocco. In: Eurasian Business Review. RePEc:spr:eurasi:v:12:y:2022:i:1:d:10.1007_s40821-022-00204-5.

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2022Liquidity connectedness in cryptocurrency market. (2022). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00308-3.

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2022The witching week of herding on bitcoin exchanges. (2022). Satrustegui, N ; Corredor, P ; Blasco, N. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00323-4.

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2022Fund managers acting as impact investors: Strategies, practices, and tensions. (2022). Pallara, Francesca ; Chiappini, Helen ; Bandini, Federica . In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:29:y:2022:i:4:p:1084-1095.

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Works by Marcelo Cabus Klotzle:


YearTitleTypeCited
2002Alianças estratégicas: conceito e teoria In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration).
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article0
2017Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model In: Working Papers Series.
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paper4
2017Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression In: Working Papers Series.
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paper1
2020Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets In: Business Strategy and the Environment.
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article21
2012Development of a Behavioral Performance Measure In: Brazilian Review of Finance.
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article0
2013Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market In: Brazilian Review of Finance.
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article0
2015Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models In: Brazilian Review of Finance.
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article0
2008Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk In: Brazilian Review of Finance.
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article1
2010The Disposition Effect in the Brazilian Equity Fund Industry In: Brazilian Review of Finance.
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article0
2011Hedge Effectiveness in the Brazilian US Dollar Futures Market In: Brazilian Review of Finance.
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article0
2018Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries In: Economics Bulletin.
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article0
2019Does the cryptocurrency market exhibits feedback trading? In: Economics Bulletin.
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article2
2019Herding behavior and contagion in the cryptocurrency market In: Journal of Behavioral and Experimental Finance.
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article32
2020The Fama-French’s five-factor model relation with interest rates and macro variables In: The North American Journal of Economics and Finance.
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article1
2018Size, value, profitability, and investment: Evidence from emerging markets In: Emerging Markets Review.
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article8
2020On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework In: International Review of Financial Analysis.
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article1
2021Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market In: International Review of Financial Analysis.
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article1
2020Analyzing herding behavior in commodities markets – an empirical approach In: Finance Research Letters.
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article4
2018R&D investment and risk in Brazil In: Global Finance Journal.
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article1
2016Evidence of risk premiums in emerging market carry trade currencies In: Journal of International Financial Markets, Institutions and Money.
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article5
2021Prospect theory and narrow framing bias: Evidence from emerging markets In: The Quarterly Review of Economics and Finance.
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article0
2020Can we still blame index funds for the price movements in the agricultural commodities market? In: International Review of Economics & Finance.
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article2
2015Innovative intensity and its impact on the performance of firms in Brazil In: Research in International Business and Finance.
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article1
2017Estimating the credibility of Brazilian monetary policy using a Kalman filter approach In: Research in International Business and Finance.
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article1
2019Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach In: Research in International Business and Finance.
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article2
2021The impact of political risk on the currencies of emerging markets In: Research in International Business and Finance.
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article1
2017Teoria do prospecto: Uma análise paramétrica de formas funcionais no Brasil In: RAE - Revista de Administração de Empresas.
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article0
2012Autocall structured products: a case study of Vale S.A. In: International Journal of Financial Markets and Derivatives.
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article0
2015Smoothing the volatility smile using the Corrado-Su model In: International Journal of Financial Markets and Derivatives.
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2016Electricity prices forecast analysis using the extreme value theory In: International Journal of Financial Markets and Derivatives.
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2013Emotional balance and probability weighting In: Theory and Decision.
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article5
2018Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case In: Emerging Markets Finance and Trade.
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article5
2020Political risk, fear, and herding on the Brazilian stock exchange In: Applied Economics Letters.
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article0

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