7
H index
4
i10 index
114
Citations
JOSE RENATO HAAS ORNELAS : Citation Profile
Banco Central do Brasil | RESEARCH PRODUCTION: 11 Articles 28 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2003 - 2024). 
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:
| Cites to:
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Main data
Where JOSE RENATO HAAS ORNELAS has published?
| Journals with more than one article published | # docs |
|---|---|
| Brazilian Review of Finance | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers Series / Central Bank of Brazil, Research Department | 19 |
| BIS Working Papers / Bank for International Settlements | 2 |
Recent works citing JOSE RENATO HAAS ORNELAS (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Performance measurement of crypto funds. (2023). Momtaz, Paul P ; Drobetz, Wolfgang ; Dombrowski, Niclas. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s016517652300143x. Full description at Econpapers || Download paper |
| 2023 | Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach. (2023). Sharma, Anil K ; Barua, Ronil. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008875. Full description at Econpapers || Download paper |
| 2024 | Bank competition and firm greenwashing: Evidence from China. (2024). Sun, Yabin. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400309x. Full description at Econpapers || Download paper |
| 2024 | Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284. Full description at Econpapers || Download paper |
| 2024 | Bank competition with technological innovation based on evolutionary games. (2024). Gao, Xiujuan ; Li, Rui ; Lai, Chong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:742-759. Full description at Econpapers || Download paper |
| 2024 | International commodity market and stock volatility predictability: Evidence from G7 countries. (2024). Ma, Feng ; Wang, Jiqian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:62-71. Full description at Econpapers || Download paper |
| 2024 | Bank competition and firm asset- debt maturity mismatch: Evidence from the SMEs in China. (2024). Tian, Guangning ; Cheng, Yue ; Li, BO. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000321. Full description at Econpapers || Download paper |
| 2023 | Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x. Full description at Econpapers || Download paper |
| 2023 | International journal of finance and economics: A bibliometric overview. (2023). Gupta, Prashant ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:9-46. Full description at Econpapers || Download paper |
Works by JOSE RENATO HAAS ORNELAS:
| Year | Title | Type | Cited |
|---|---|---|---|
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2006 | Herding Behavior by Equity Foreign Investors on Emerging Markets In: Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Behavior and Effects of Equity Foreign Investors on Emerging Markets. In: Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
| 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 | 10 |
| 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 nother version. Agregated cites: 10 | 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 nother 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 | 7 |
| 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 nother version. Agregated cites: 7 | article | |
| 2017 | Volatility Risk Premia and Future Commodity Returns In: Working Papers Series. [Full Text][Citation analysis] | paper | 13 |
| 2019 | Volatility risk premia and future commodity returns.(2019) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2017 | Risco, Dívida e Alavancagem Soberana In: Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
| 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 | 7 |
| 2019 | Implied volatility term structure and exchange rate predictability.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2019 | Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil In: Working Papers Series. [Full Text][Citation analysis] | paper | 7 |
| 2023 | Bank competition, cost of credit and economic activity: evidence from Brazil.(2023) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2020 | Informational Switching Costs, Bank Competition and the Cost of Finance In: Working Papers Series. [Full Text][Citation analysis] | paper | 13 |
| 2022 | Informational switching costs, bank competition, and the cost of finance.(2022) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2020 | Informational Switching Costs, Bank Competition and the Cost of Finance.(2020) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2021 | Credit Allocation When Private Banks Distribute Government Loans In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Banks’ Physical Footprint and Financial Technology Adoption In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The Value of Clean Water: evidence from an environmental disaster In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Combining equilibrium, resampling, and analysts views in portfolio optimization In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 6 |
| 2012 | Combining equilibrium, resampling, and analyst’s views in portfolio optimization.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2017 | Volatility risk premia and future commodities returns In: BIS Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 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 |
| 2022 | Government Banks and Interventions in Credit Markets In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 |
| 2010 | Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
| 2016 | The Forecast Ability of Option-implied Densities from Emerging Markets Currencies In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Winners and Losers When Private Banks Distribute Government Loans : Evidence from Earmarked Credit in Brazil In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Yes, the choice of performance measure does matter for ranking of us mutual funds In: International Journal of Finance & Economics. [Citation analysis] | article | 21 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team