4
H index
1
i10 index
53
Citations
JOSE RENATO HAAS ORNELAS : Citation Profile
Banco Central do Brasil | RESEARCH PRODUCTION: 10 Articles 20 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2003 - 2020). 
Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with JOSE RENATO HAAS ORNELAS. | Is cited by:
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Main data
Where JOSE RENATO HAAS ORNELAS has published?
| Journals with more than one article published | # docs |
|---|---|
| Brazilian Review of Econometrics | 2 |
| Brazilian Review of Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers Series / Central Bank of Brazil, Research Department | 13 |
Recent works citing JOSE RENATO HAAS ORNELAS (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence. (2020). Asongu, Simplice ; Kusi, Baah A ; Agbloyor, Elikplimi K ; Gyeke-Dako, Agyapomaa. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/087. Full description at Econpapers || Download paper |
| 2020 | Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence. (2020). Asongu, Simplice ; Agbloyor, Elikplimi ; Gyeke-Dako, Agyapomaa ; Kusi, Baah A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/087. Full description at Econpapers || Download paper |
| 2020 | Tile test for back-testing risk evaluation. (2020). Zumbach, Gilles. In: Papers. RePEc:arx:papers:2007.12431. Full description at Econpapers || Download paper |
| 2020 | Option-Based Risk Aversion Indicators for Predicting Currency Crises in Emerging Markets. (). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:515. Full description at Econpapers || Download paper |
| 2020 | Labor and finance: the effect of bank relationships. (2020). Oliveira, Raquel ; Norden, Lars ; Behr, Patrick. In: Working Papers Series. RePEc:bcb:wpaper:534. Full description at Econpapers || Download paper |
| 2020 | Global commodity prices and global stock market volatility shocks: Effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:71:y:2020:i:c:s1049007820301299. Full description at Econpapers || Download paper |
| 2020 | Investing in gold – Market timing or buy-and-hold?. (2020). Dichtl, Hubert ; Baur, Dirk G ; Wendt, Viktoria-Sophie ; Drobetz, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306227. Full description at Econpapers || Download paper |
| 2020 | Looking through systemic credit risk: Determinants, stress testing and market value. (2020). Novales, Alfonso ; Chamizo, Alvaro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300939. Full description at Econpapers || Download paper |
| 2020 | Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence. (2020). Asongu, Simplice ; Agbloyor, Elikplimi ; Gyeke-Dako, Agyapomaa ; Kusi, Baah A. In: Working Papers. RePEc:exs:wpaper:20/087. Full description at Econpapers || Download paper |
| 2020 | Does the Asset Allocation Policy Affect the Performance of Climate-Themed Funds? Empirical Evidence from the Scandinavian Mutual Funds Market. (2020). Ilczuk, Daria ; Mosionek-Schweda, Magdalena ; Dopieraa, Ukasz. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:654-:d:309344. Full description at Econpapers || Download paper |
| 2020 | Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries*. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Bd, Ronald Ratti ; Kang, Wensheng . In: Working Papers. RePEc:hal:wpaper:hal-03071532. Full description at Econpapers || Download paper |
| 2020 | Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:34827. Full description at Econpapers || Download paper |
| 2020 | Banking Sector Performance During the COVID-19 Crisis. (2020). Pedraza, Alvaro ; Ortega, Claudia Ruiz ; Ruizortega, Claudia ; Demirguc-Kunt, Asli. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9363. Full description at Econpapers || Download paper |
Works by JOSE RENATO HAAS ORNELAS:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Herding Behavior by Equity Foreign Investors on Emerging Markets In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Behavior and Effects of Equity Foreign Investors on Emerging Markets In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options In: Working Papers Series. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options.(2012) In: EBAPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2014 | Testing the Liquidity Preference Hypothesis using Survey Forecasts In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Testing the liquidity preference hypothesis using survey forecasts.(2015) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Expected Currency Returns and Volatility Risk Premia In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Expected currency returns and volatility risk premia.(2019) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2017 | Volatility Risk Premia and Future Commodity Returns In: Working Papers Series. [Full Text][Citation analysis] | paper | 7 |
| 2019 | Volatility risk premia and future commodity returns.(2019) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2017 | Risco, Dívida e Alavancagem Soberana In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Implied Volatility Term Structure and Exchange Rate Predictability In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Implied volatility term structure and exchange rate predictability.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2019 | Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Informational Switching Costs, Bank Competition and the Cost of Finance In: Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Informational Switching Costs, Bank Competition and the Cost of Finance.(2020) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Combining equilibrium, resampling, and analysts views in portfolio optimization In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 3 |
| 2012 | Combining equilibrium, resampling, and analyst’s views in portfolio optimization.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2017 | Volatility risk premia and future commodities returns In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | A Goodness-of-Fit Test with Focus on Conditional Value at Risk In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Recovering Risk-Neutral Densities from Brazilian Interest Rate Options In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2003 | Goodness-of-fit Tests focus on VaR Estimation In: Finance Lab Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations In: Finance Lab Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates In: Finance Lab Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Goodness-of-?t Tests Focus on Value-at-Risk Estimation In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Forecast Ability of Option-implied Densities from Emerging Markets Currencies In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2019 | Locking-in Firms : Loan Conditions in the Presence of Government-Driven Credit In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Yes, the choice of performance measure does matter for ranking of us mutual funds In: International Journal of Finance & Economics. [Citation analysis] | article | 14 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team