JOSE RENATO HAAS ORNELAS : Citation Profile


Are you JOSE RENATO HAAS ORNELAS?

Banco Central do Brasil

5

H index

2

i10 index

81

Citations

RESEARCH PRODUCTION:

11

Articles

21

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 4
   Journals where JOSE RENATO HAAS ORNELAS has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 13 (13.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/por69
   Updated: 2022-08-13    RAS profile: 2022-03-02    
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Relations with other researchers


Works with:

Mauad, Roberto (5)

Van Doornik, Bernardus (3)

Silva, Thiago (2)

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:

SHIM, ILHYOCK (5)

Agbloyor, Elikplimi (4)

Ratti, Ronald (4)

Vespignani, Joaquin (4)

Asongu, Simplice (4)

KUSI, BAAH (3)

Schrimpf, Andreas (2)

Novales, Alfonso (2)

Caporin, Massimiliano (2)

Prokopczuk, Marcel (2)

Symeonidis, Lazaros (2)

Cites to:

Tabak, Benjamin (20)

Fajardo, José (14)

de Farias, Aquiles (13)

Rogoff, Kenneth (9)

Bollerslev, Tim (9)

De-Losso, Rodrigo (8)

Resiandini, Pramesti (7)

Ongena, Steven (7)

Kim, Hyeongwoo (7)

Levine, Ross (6)

Campbell, John (6)

Main data


Where JOSE RENATO HAAS ORNELAS has published?


Journals with more than one article published# docs
Brazilian Review of Finance2
International Journal of Finance & Economics2
Brazilian Review of Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department14

Recent works citing JOSE RENATO HAAS ORNELAS (2022 and 2021)


YearTitle of citing document
2021High Lending Interest Rates in Brazil: cost or concentration?. (2021). Trafane Oliveira Santos, Thiago. In: Working Papers Series. RePEc:bcb:wpaper:550.

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2021COVID-19 and Local Market Power in Credit Markets. (2021). Silva, Thiago ; Guerra, Solange Maria ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:558.

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2022Covid-19 and market power in local credit markets: the role of digitalization. (2022). Stancato, Sergio Rubens ; Silva, Thiago Christiano ; Guerra, Solange Maria. In: BIS Working Papers. RePEc:bis:biswps:1017.

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2021Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market. (2021). , Andre ; Klotzle, Marcelo Cabus ; Orsato, Renato J ; Meira, Erick ; Fogliano, Felipe Arias. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000430.

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2022Informational switching costs, bank competition, and the cost of finance. (2022). Nazar, Bernardus Ferdinandus ; da Silva, Marcos Soares ; Haas, Jose Renato. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000085.

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2021Cross-stock market spillovers through variance risk premiums and equity flows. (2021). SHIM, ILHYOCK ; Sugihara, Yoshihiko ; Hattori, Masazumi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001315.

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2021Peer effects and social learning in banks’ investments in information technology. (2021). Nilakantan, Rahul ; Gangopadhyay, Partha. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:456-463.

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2021Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market. (2021). Fry-McKibbin, Renee ; da Silva, Rodrigo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:781-800.

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2021Banking sector reactions to COVID-19: The role of bank-specific factors and government policy responses. (2021). Demir, Ender ; Danisman, Gamze Ozturk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s027553192100129x.

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2022Implied volatility surface construction for commodity futures options traded in China. (2022). Evi, Eljko ; Xu, Wei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000642.

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2022Measures of Volatility, Crises, Sentiment and the Role of U.S. ‘Fear’ Index (VIX) on Herding in BRICS (2007–2021). (2022). Zhang, Hang ; Giouvris, Evangelos. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:134-:d:769142.

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2021Aversión al riesgo implícita en los precios de mercado de diferentes activos financieros de Argentina. (2021). Pesce, Gabriela ; Milanesi, Gaston ; Chavez, Etelvina Stefani. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:1:a:8.

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2021Carry Trade Returns and Segmented Risk Pricing. (2021). Schulze, Gordon. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:49:y:2021:i:1:d:10.1007_s11293-021-09698-2.

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2021Commodity prices and the Brazilian real exchange rate. (2021). de Lima, Joo E ; de Mattos, Leonardo B ; da Silva, Rodrigo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:3152-3172.

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2022Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility. (2022). Clements, Adam ; Tang, Yusui ; Liao, Yin. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:86-99.

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2021Rational repricing of risk during COVID?19: Evidence from Indian single stock options market. (2021). Virmani, Vineet ; Varma, Jayanth R ; Agarwalla, Sobhesh Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1498-1519.

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2021Cost gap, Shapley, or nucleolus allocation: Which is the best game?theoretic remedy for the low?risk anomaly?. (2021). Hiller, Tobias ; Auer, Benjamin R. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:4:p:876-884.

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Works by JOSE RENATO HAAS ORNELAS:


YearTitleTypeCited
2006Herding Behavior by Equity Foreign Investors on Emerging Markets In: Working Papers Series.
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paper6
2008Behavior and Effects of Equity Foreign Investors on Emerging Markets In: Working Papers Series.
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paper3
2012Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options In: Working Papers Series.
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paper7
2012Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options.(2012) In: EBAPE Working Papers.
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This paper has another version. Agregated cites: 7
paper
2014Testing the Liquidity Preference Hypothesis using Survey Forecasts In: Working Papers Series.
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paper0
2015Testing the liquidity preference hypothesis using survey forecasts.(2015) In: Emerging Markets Review.
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This paper has another version. Agregated cites: 0
article
2014Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies In: Working Papers Series.
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paper0
2015The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks In: Working Papers Series.
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paper0
2017Expected Currency Returns and Volatility Risk Premia In: Working Papers Series.
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paper4
2019Expected currency returns and volatility risk premia.(2019) In: The North American Journal of Economics and Finance.
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This paper has another version. Agregated cites: 4
article
2017Volatility Risk Premia and Future Commodity Returns In: Working Papers Series.
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paper10
2019Volatility risk premia and future commodity returns.(2019) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 10
article
2017Risco, Dívida e Alavancagem Soberana In: Working Papers Series.
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paper3
2018Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia In: Working Papers Series.
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paper0
2019Implied Volatility Term Structure and Exchange Rate Predictability In: Working Papers Series.
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paper4
2019Implied volatility term structure and exchange rate predictability.(2019) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 4
article
2019Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil In: Working Papers Series.
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paper5
2020Informational Switching Costs, Bank Competition and the Cost of Finance In: Working Papers Series.
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paper5
2020Informational Switching Costs, Bank Competition and the Cost of Finance.(2020) In: IDB Publications (Working Papers).
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This paper has another version. Agregated cites: 5
paper
2021Credit Allocation When Private Banks Distribute Government Loans In: Working Papers Series.
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paper1
2011Combining equilibrium, resampling, and analysts views in portfolio optimization In: BIS Papers chapters.
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chapter3
2012Combining equilibrium, resampling, and analyst’s views in portfolio optimization.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 3
article
2017Volatility risk premia and future commodities returns In: BIS Working Papers.
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paper5
2008A Goodness-of-Fit Test with Focus on Conditional Value at Risk In: Brazilian Review of Finance.
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article0
2011Recovering Risk-Neutral Densities from Brazilian Interest Rate Options In: Brazilian Review of Finance.
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article0
2003Goodness-of-fit Tests focus on VaR Estimation In: Finance Lab Working Papers.
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paper2
2003Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations In: Finance Lab Working Papers.
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paper2
2004Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates In: Finance Lab Working Papers.
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paper1
2010Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal In: Palgrave Macmillan Books.
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chapter0
2006Goodness-of-?t Tests Focus on Value-at-Risk Estimation In: Brazilian Review of Econometrics.
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article0
2016The Forecast Ability of Option-implied Densities from Emerging Markets Currencies In: Brazilian Review of Econometrics.
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article2
2019Locking-in Firms : Loan Conditions in the Presence of Government-Driven Credit In: Policy Research Working Paper Series.
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paper2
2012Yes, the choice of performance measure does matter for ranking of us mutual funds In: International Journal of Finance & Economics.
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article16
2021Short?selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting In: International Journal of Finance & Economics.
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article0

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