Marcelo Cabus Klotzle : Citation Profile

Are you Marcelo Cabus Klotzle?

Pontifícia Universidade Católica do Rio de Janeiro

7

H index

4

i10 index

176

Citations

RESEARCH PRODUCTION:

31

Articles

2

Papers

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 9
   Journals where Marcelo Cabus Klotzle has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 3 (1.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkl209
   Updated: 2024-04-18    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcelo Cabus Klotzle.

Is cited by:

Gaglianone, Wagner (5)

Miralles Quirós, José (4)

Maghyereh, Aktham (4)

Bouri, Elie (3)

Corbet, Shaen (3)

Härdle, Wolfgang (3)

Oliveira, Fernando (3)

Vidal-Tomás, David (3)

Plastun, Alex (2)

Byrne, Joseph (2)

Vo, Xuan Vinh (2)

Cites to:

Bollerslev, Tim (14)

Engle, Robert (13)

French, Kenneth (13)

Fama, Eugene (12)

Irwin, Scott (9)

Shleifer, Andrei (9)

Sarno, Lucio (9)

Svensson, Lars (9)

Goldfajn, Ilan (8)

Managi, Shunsuke (8)

Abdellaoui, Mohammed (7)

Main data

Where Marcelo Cabus Klotzle has published?

Journals with more than one article published# docs
Brazilian Review of Finance6
Research in International Business and Finance4
International Journal of Financial Markets and Derivatives3
Economics Bulletin2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department2

Recent works citing Marcelo Cabus Klotzle (2024 and 2023)

YearTitle of citing document
2023An enquiry into extreme price movements of the cryptocurrencies in the backdrop of COVID-19. (2023). Kumar, Anoop S ; Rao, Balaga Mohana ; Anandarao, Suvvari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:231-238.

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2023Financial contagion and identifying speculative frenzies: Unraveling price bubbles in cryptocurrency markets. (2023). Ionescu, Tefan-Andrei ; Crciunescu, Simona-Liliana ; Nica, Ionu ; Delcea, Camelia ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:21-40.

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2023A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Correa, Luis Enrique ; Jing, Ruixue. In: Papers. RePEc:arx:papers:2304.02362.

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2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

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2023Environmental, Social and Governance investing: Does rating matter?. (2023). Quaranta, Anna Grazia ; Pampurini, Francesca ; Pacelli, Vincenzo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:30-41.

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2023COVID?19, ESG investing, and the resilience of more sustainable stocks: Evidence from European firms. (2023). Torluccio, Giuseppe ; Bendinelli, Ennio ; Cardillo, Giovanni. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:602-623.

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2023Time?frequency comovement among green financial assets and cryptocurrency uncertainties. (2023). Ul, Inzamam. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:1:n:e12216.

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2023Does it pay to be science?based green? The impact of science?based emission?reduction targets on corporate financial performance. (2023). Lau, Kevin ; Wagner, Andreas ; Bendig, David. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:27:y:2023:i:1:p:125-140.

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2023Effectiveness of Foreign Exchange Interventions: Evidence and Lessons from Chile. (2023). Griffith-Jones, Stephany ; Arenas, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:983.

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2023Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242.

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2023Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Just “blah blah blah”? Stock market expectations and reactions to COP26. (2023). Palea, Vera ; Paimanova, Viktoriia ; Miazza, Aline ; Birindelli, Giuliana. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002156.

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2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x.

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2023Anatomy of a Stablecoin’s failure: The Terra-Luna case. (2023). Aste, Tomaso ; Wang, Yuanrong ; Vidal-Tomas, David ; Briola, Antonio. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005359.

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2023Which factors explain African stock returns?. (2023). Sy, Oumar ; Ndiaye, Bara ; Mbengue, Mohamed Lamine. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001782.

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2023Carbon productivity and volatility. (2023). Song, Chang-Keun ; Lee, Junyoup ; Jung, Hail. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004245.

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2023Deviations from covered interest parity in the emerging markets after the global financial crisis. (2023). Geyikçi, Utku ; Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000331.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Exchange rate volatility and the effectiveness of FX interventions: The case of Chile. (2023). Pia, Marco ; Jara, Alejandro. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000030.

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2023Herding in Chinese stock markets: Evidence from the dual-investor-group. (2023). Lu, Yang ; Zheng, Suyan ; Liu, Tengdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000586.

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2023Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?. (2023). Ndubuisi, Gideon ; Urom, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:94-111.

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2023Destabilizing or passive? The impact of commodity index traders on equilibrium prices. (2023). Rodrigues, Paulo ; Sun, Hang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:271-285.

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2023Dancing with dragon: The RMB and developing economies’ currencies. (2023). Yu, Jishuang ; Liu, Junyi ; He, Qing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002215.

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2023How much finance is in climate finance? A bibliometric review, critiques, and future research directions. (2023). Weber, O ; Care, R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000120.

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2023BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing. (2023). Williams, T H ; Mekelburg, Erik ; Bennett, Donyetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300065x.

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2023Science-based emission targets and risk-adjusted portfolio return: An analysis using global SBTi-validated stocks. (2023). Stephan, Andreas ; Sahamkhadam, Maziar ; Loof, Hans ; Dahlstrom, Petter. In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0492.

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2023The Spending Cap and Monetary Policy Effectiveness. (2023). Costa-Filho, Joo ; Teles, Vladmir ; Ribeiro, Gustavo. In: MPRA Paper. RePEc:pra:mprapa:116148.

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2023Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7.

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2023Effectiveness of Foreign Exchange Interventions Evidence and Lessons from Chile. (2023). Griffith-Jones, Stephany ; Arenas, Jorge. In: Working Papers. RePEc:udc:wpaper:wp546.

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2023Controlling shareholders influence on acquisition decisions and value creation: An empirical study from China. (2023). Yin, Yuming ; Opokumensah, Evans. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1965-1980.

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2023.

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2023The effect of climate disclosure on stock market performance: Evidence from Norway. (2023). Antoniuk, Yevheniia. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:2:p:1008-1026.

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2023The burgeoning field of sustainable investment: Past, present and future. (2023). Sorrosalforradellas, Mariateresa ; Barberamarine, Mariagloria ; Fabregataibar, Laura ; Beisenbina, Marzhan. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:2:p:649-667.

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Works by Marcelo Cabus Klotzle:

YearTitleTypeCited
2002Alianças estratégicas: conceito e teoria In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration).
[Full Text][Citation analysis]		article0
2017Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model In: Working Papers Series.
[Full Text][Citation analysis]		paper5
2017Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2020Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets In: Business Strategy and the Environment.
[Full Text][Citation analysis]		article35
2012Development of a Behavioral Performance Measure In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2013Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2015Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2008Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article1
2010The Disposition Effect in the Brazilian Equity Fund Industry In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2011Hedge Effectiveness in the Brazilian US Dollar Futures Market In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2018Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2019Does the cryptocurrency market exhibits feedback trading? In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2019Herding behavior and contagion in the cryptocurrency market In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article49
2020The Fama-French’s five-factor model relation with interest rates and macro variables In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article3
2018Size, value, profitability, and investment: Evidence from emerging markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article13
2020On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2021Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2020Analyzing herding behavior in commodities markets – an empirical approach In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2018R&D investment and risk in Brazil In: Global Finance Journal.
[Full Text][Citation analysis]		article2
2016Evidence of risk premiums in emerging market carry trade currencies In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article6
2021Prospect theory and narrow framing bias: Evidence from emerging markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2020Can we still blame index funds for the price movements in the agricultural commodities market? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article6
2015Innovative intensity and its impact on the performance of firms in Brazil In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2017Estimating the credibility of Brazilian monetary policy using a Kalman filter approach In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2019Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach In: Research in International Business and Finance.
[Full Text][Citation analysis]		article7
2021The impact of political risk on the currencies of emerging markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2017Teoria do prospecto: Uma análise paramétrica de formas funcionais no Brasil In: RAE - Revista de Administração de Empresas.
[Full Text][Citation analysis]		article0
2012Autocall structured products: a case study of Vale S.A. In: International Journal of Financial Markets and Derivatives.
[Full Text][Citation analysis]		article0
2015Smoothing the volatility smile using the Corrado-Su model In: International Journal of Financial Markets and Derivatives.
[Full Text][Citation analysis]		article0
2016Electricity prices forecast analysis using the extreme value theory In: International Journal of Financial Markets and Derivatives.
[Full Text][Citation analysis]		article0
2013Emotional balance and probability weighting In: Theory and Decision.
[Full Text][Citation analysis]		article5
2018Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article7
2020Political risk, fear, and herding on the Brazilian stock exchange In: Applied Economics Letters.
[Full Text][Citation analysis]		article1

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