JOSE RENATO HAAS ORNELAS : Citation Profile


Are you JOSE RENATO HAAS ORNELAS?

Banco Central do Brasil

4

H index

1

i10 index

53

Citations

RESEARCH PRODUCTION:

10

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 3
   Journals where JOSE RENATO HAAS ORNELAS has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 12 (18.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/por69
   Updated: 2021-02-20    RAS profile: 2020-11-12    
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Relations with other researchers


Works with:

Mauad, Roberto (5)

Van Doornik, Bernardus (3)

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:

Ratti, Ronald (4)

SHIM, ILHYOCK (4)

Vespignani, Joaquin (4)

Asongu, Simplice (3)

Symeonidis, Lazaros (2)

Prokopczuk, Marcel (2)

Novales, Alfonso (2)

Fajardo, José (2)

Norden, Lars (2)

Agbloyor, Elikplimi (2)

Caporin, Massimiliano (2)

Cites to:

Tabak, Benjamin (15)

Fajardo, José (14)

de Farias, Aquiles (13)

Rogoff, Kenneth (9)

Bollerslev, Tim (8)

Brunnermeier, Markus (6)

Campbell, John (6)

Rossi, Barbara (6)

Zhou, Hao (5)

Resiandini, Pramesti (5)

Jackwerth, Jens (5)

Main data


Where JOSE RENATO HAAS ORNELAS has published?


Journals with more than one article published# docs
Brazilian Review of Econometrics2
Brazilian Review of Finance2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department13

Recent works citing JOSE RENATO HAAS ORNELAS (2021 and 2020)


YearTitle of citing document
2020Financial 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.

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2020Financial 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.

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2020Tile test for back-testing risk evaluation. (2020). Zumbach, Gilles. In: Papers. RePEc:arx:papers:2007.12431.

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2020Option-Based Risk Aversion Indicators for Predicting Currency Crises in Emerging Markets. (). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:515.

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2020Labor and finance: the effect of bank relationships. (2020). Oliveira, Raquel ; Norden, Lars ; Behr, Patrick. In: Working Papers Series. RePEc:bcb:wpaper:534.

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2020Global 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.

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2020Investing 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.

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2020Looking 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.

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2020Financial 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.

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2020Does 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.

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2020Revising 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.

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2020Revising 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.

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2020Banking 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.

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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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paper1
2008Behavior and Effects of Equity Foreign Investors on Emerging Markets In: Working Papers Series.
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paper2
2012Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options In: Working Papers Series.
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paper6
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: 6
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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paper2
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: 2
article
2017Volatility Risk Premia and Future Commodity Returns In: Working Papers Series.
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paper7
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: 7
article
2017Risco, Dívida e Alavancagem Soberana In: Working Papers Series.
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paper1
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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paper1
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: 1
article
2019Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil In: Working Papers Series.
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paper1
2020Informational Switching Costs, Bank Competition and the Cost of Finance In: Working Papers Series.
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paper4
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: 4
paper
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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paper3
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
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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paper1
2012Yes, the choice of performance measure does matter for ranking of us mutual funds In: International Journal of Finance & Economics.
[Citation analysis]
article14

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team