5
H index
1
i10 index
46
Citations
Banco Central do Brasil | 5 H index 1 i10 index 46 Citations RESEARCH PRODUCTION: 6 Articles 4 Papers RESEARCH ACTIVITY: 8 years (2012 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma2425 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto Baltieri Mauad. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers Series / Central Bank of Brazil, Research Department | 3 |
Year | Title of citing document |
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2023 | Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets In: Working Papers Series. [Full Text][Citation analysis] | paper | 6 |
2017 | Volatility Risk Premia and Future Commodity Returns In: Working Papers Series. [Full Text][Citation analysis] | paper | 15 |
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: 15 | article | |
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 | |
2017 | Volatility risk premia and future commodities returns In: BIS Working Papers. [Full Text][Citation analysis] | paper | 8 |
2014 | The stochastic volatility model with random jumps and its application to BRL/USD exchange rate. In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2015 | A common jump factor stochastic volatility model In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2020 | The impact of co-jumps in the oil sector In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
2012 | Non-Parametric Pricing of Interest Rates Options In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 0 |
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