6
H index
3
i10 index
98
Citations
Instituto Brasileiro de Ensino, Desenvolvimento e Pesquisa (IDP) (50% share) | 6 H index 3 i10 index 98 Citations RESEARCH PRODUCTION: 14 Articles 25 Papers 2 Chapters RESEARCH ACTIVITY: 20 years (2003 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/por69 |
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: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 2 |
Brazilian Review of Econometrics | 2 |
Brazilian Review of Finance | 2 |
International Journal of Finance & Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers Series / Central Bank of Brazil, Research Department | 17 |
Year | Title of citing document |
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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 | 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 |
Year | Title | Type | Cited |
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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. [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 | 6 |
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: 6 | article | |
2017 | Volatility Risk Premia and Future Commodity Returns In: Working Papers Series. [Full Text][Citation analysis] | paper | 12 |
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: 12 | 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 | 6 |
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: 6 | article | |
2019 | Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil In: Working Papers Series. [Full Text][Citation analysis] | paper | 5 |
2020 | Informational Switching Costs, Bank Competition and the Cost of Finance In: Working Papers Series. [Full Text][Citation analysis] | paper | 8 |
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: 8 | 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: 8 | paper | |
2021 | Credit Allocation When Private Banks Distribute Government Loans In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
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 |
2011 | Combining equilibrium, resampling, and analysts views in portfolio optimization In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 4 |
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: 4 | 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 | Commodity return predictability: Evidence from implied variance, skewness, and their risk premia?? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2022 | Government Banks and Interventions in Credit Markets In: Working Papers. [Full Text][Citation analysis] | paper | 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 |
2010 | Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal In: Palgrave Macmillan Books. [Citation analysis] | chapter | 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 | 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 | 20 |
2021 | Short?selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
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