5
H index
1
i10 index
50
Citations
Fernando Chague : Citation Profile
Fundação Getúlio Vargas (FGV) | RESEARCH PRODUCTION: 9 Articles 26 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2013 - 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 Fernando Chague. | Is cited by:
| Cites to:
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Main data
Where Fernando Chague has published?
| Journals with more than one article published | # docs |
|---|---|
| Revista Brasileira de Economia - RBE | 2 |
| Journal of Financial Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers, Department of Economics / University of São Paulo (FEA-USP) | 15 |
| Textos para discussão / FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) | 6 |
Recent works citing Fernando Chague (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950. Full description at Econpapers || Download paper |
| 2024 | Strategic Communication Among Banks. (2024). Fecht, Falko ; Pala, Melissa ; Saidi, Farzad ; Bittner, Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_587. Full description at Econpapers || Download paper |
| 2024 | Short selling and firms’ long-term stock return volatility: Evidence from Chinese concept stocks in Hong Kong. (2024). Ji, XU ; Dong, Yan ; Vagnani, Gianluca ; Yang, Xiaoqi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013680. Full description at Econpapers || Download paper |
| 2025 | Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution. (2025). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:153-174. Full description at Econpapers || Download paper |
| 2025 | Short selling and product market competition. (2025). Matta, Rafael ; Rocha, Sergio H ; Vaz, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002498. Full description at Econpapers || Download paper |
| 2024 | Short-covering bubbles. (2024). guimaraes, bernardo ; Pannella, Pierluca. In: Journal of Economic Theory. RePEc:eee:jetheo:v:219:y:2024:i:c:s0022053124000528. Full description at Econpapers || Download paper |
| 2024 | ‘Making text talk’: The minutes of the Central Bank of Brazil and the real economy. (2024). MORENO PÉREZ, CARLOS ; Minozzo, Marco ; Moreno-Perez, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001207. Full description at Econpapers || Download paper |
| 2024 | The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy. (2024). Meurer, Roberto ; Cavaca, Igor Bastos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:831-844. Full description at Econpapers || Download paper |
| 2025 | An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model. (2025). Lee, Sang-Heon. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10653-x. Full description at Econpapers || Download paper |
Works by Fernando Chague:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | The Contrarian Put In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Attention and Biases: Evidence from Tax-Inattentive Investors In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Attention and biases: evidence from tax-inattentive investors.(2020) In: Textos para discussão. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Attention and Biases: Evidence from Tax-Inattentive Investors.(2024) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2019 | Attention and Biases: Evidence from Tax-Inattentive Investors.(2019) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | US risk premia under emerging markets constraints In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | US Risk Premia under Emerging Markets Constraints.(2019) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | Forecasting the Brazilian yield curve using forward-looking variables In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2016 | Forecasting the Brazilian Yield Curve Using Forward-Looking Variables.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2019 | The short-selling skill of institutions and individuals In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
| 2017 | Well-connected short-sellers pay lower loan fees: A market-wide analysis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 8 |
| 2022 | Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark.(2020) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Short-sellers: Informed but restricted In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 8 |
| 2013 | Short-Sellers: Informed but Restricted.(2013) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2017 | A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US.(2016) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Individuals neglect the informational role of prices: evidence from the stock market In: Textos para discussão. [Full Text][Citation analysis] | paper | 1 |
| 2018 | The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Day trading for a living? In: Textos para discussão. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Central Bank Communication Affects the Term-Structure of Interest Rates In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 5 |
| 2017 | Variance Premium and Implied Volatility in a Low-Liquidity Option Market In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 3 |
| 2015 | Variance Premium and Implied Volatility in a Low-Liquidity Option Market.(2015) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2023 | Information Leakage from Short Sellers In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Forecasting the Brazilian Yield Curve Using Forward-Looking Variables In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Conditional Betas and Investor Uncertainty In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Short Selling and Inside Information In: Working Papers, Department of Economics. [Citation analysis] | paper | 2 |
| 2013 | Central Bank Communication Affects Long-Term Interest Rates In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Risk premia estimation in Brazil: wait until 2041 In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Uncovering Skilled Short-sellers In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Price Tag Illusion In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Individual Investors Look at Price Tags* In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Day trading for a living? Fernando In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated October, 21 2025. Contact: CitEc Team