6
H index
3
i10 index
97
Citations
JOSE RENATO HAAS ORNELAS : Citation Profile
Banco Central do Brasil | RESEARCH PRODUCTION: 12 Articles 25 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2003 - 2023). 
Relations with other researchers
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:
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Main data
Where JOSE RENATO HAAS ORNELAS has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 2 |
| International Journal of Finance & Economics | 2 |
| Brazilian Review of Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers Series / Central Bank of Brazil, Research Department | 17 |
Recent works citing JOSE RENATO HAAS ORNELAS (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Creditor Rights and Bank Competition. (2022). Silva, Thiago Christiano ; Fazio, Dimas Mateus. In: Working Papers Series. RePEc:bcb:wpaper:569. Full description at Econpapers || Download paper |
| 2022 | Covid-19 and market power in local credit markets: the role of digitalization. (2022). Guerra, Solange Maria ; Stancato, Sergio Rubens ; Silva, Thiago Christiano. In: BIS Working Papers. RePEc:bis:biswps:1017. Full description at Econpapers || Download paper |
| 2022 | A City of God: Afterlife Beliefs and Job Support in Brazil. (2022). Vaziri, M ; Roerig, C ; Rauh, C ; Iyer, S ; Cavalcanti, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2268. Full description at Econpapers || Download paper |
| 2022 | Bank competition and corporate financial asset holdings. (2022). Cheng, Yue ; Li, BO ; Tian, Guangning. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003416. Full description at Econpapers || Download paper |
| 2022 | Evaluating the performance of futures hedging using factors-driven realized volatility. (2022). Zhang, Nan ; Gong, Xue ; Li, Yanyan ; Yu, Xing. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003623. Full description at Econpapers || Download paper |
| 2022 | Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions. (2022). Sharma, Anil K ; Barua, Ronil. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200335x. Full description at Econpapers || Download paper |
| 2022 | Implied volatility surface construction for commodity futures options traded in China. (2022). Evi, Eljko ; Xu, Wei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000642. 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 |
| 2022 | Decentralized Market Power in Credit Markets. (2022). Souza, Sergio ; Silva, Thiago ; Guerra, Solange ; Tabak, Benjamin . In: MPRA Paper. RePEc:pra:mprapa:114766. Full description at Econpapers || Download paper |
| 2022 | Forecasting oil prices with penalized regressions, variance risk premia and Google data. (2022). Fantazzini, Dean ; Lycheva, Maria ; Mironenkov, Alexey ; Kurbatskii, Alexey. In: MPRA Paper. RePEc:pra:mprapa:118239. Full description at Econpapers || Download paper |
| 2022 | CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts. (2022). van Jaarsveld, Rossouw ; Steenkamp, Daan ; Greenwood-Nimmo, Matthew. In: Working Papers. RePEc:rbz:wpaper:11035. Full description at Econpapers || Download paper |
| 2022 | Forecasting oil prices with penalized regressions, variance risk premia and Google data. (2022). Fantazzini, Dean ; Kurbatskii, Alexey ; Mironenkov, Alexey ; Lycheva, Maria. In: Applied Econometrics. RePEc:ris:apltrx:0457. Full description at Econpapers || Download paper |
| 2022 | Financial sector transparency, financial crises and market power: A cross?country evidence. (2022). Asongu, Simplice ; Kusi, Baah ; Gyekedako, Agyapomaa ; Agbloyor, Elikplimi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4431-4450. 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 |
| 2022 | Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility. (2022). Clements, Adam ; Tang, Yusui ; Liao, Yin. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:86-99. Full description at Econpapers || Download paper |
Works by JOSE RENATO HAAS ORNELAS:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 | 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 |
| 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 | 19 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team