JOSE RENATO HAAS ORNELAS : Citation Profile

Banco Central do Brasil

7

H index

5

i10 index

131

Citations

RESEARCH PRODUCTION:

15

Articles

28

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 6
   Journals where JOSE RENATO HAAS ORNELAS has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 15 (10.27 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/por69
   Updated: 2025-12-20    RAS profile: 2024-10-02    
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Relations with other researchers

Works with:

Silva, Thiago (3)

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:

Silva, Thiago (6)

SHIM, ILHYOCK (5)

Asongu, Simplice (5)

Vespignani, Joaquin (4)

Agbloyor, Elikplimi (4)

Fantazzini, Dean (4)

Kurbatskiy, Alexey (4)

Ratti, Ronald (4)

Guerra, Solange (4)

Caporin, Massimiliano (3)

KUSI, BAAH (3)

Cites to:

Tabak, Benjamin (20)

Fajardo, José (14)

de Farias, Aquiles (13)

Ongena, Steven (11)

Bollerslev, Tim (11)

Resiandini, Pramesti (8)

Kim, Hyeongwoo (8)

Rogoff, Kenneth (8)

Peydro, Jose-Luis (7)

Rajan, Raghuram (6)

Marrone, James (6)

Main data

Where JOSE RENATO HAAS ORNELAS has published?

Journals with more than one article published# docs
International Journal of Finance & Economics2
Journal of Banking & Finance2
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 Department19
BIS Working Papers / Bank for International Settlements2

Recent works citing JOSE RENATO HAAS ORNELAS (2025 and 2024)

YearTitle of citing document
2024Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run. (2024). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:588.

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2024Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?. (2024). Van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Working Papers Series. RePEc:bcb:wpaper:590.

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2024COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil. (2024). Silva, Thiago ; Guerra, Solange Maria ; de Almeida, Carlos Eduardo ; Tabak, Benjamin Miranda. In: Working Papers Series. RePEc:bcb:wpaper:601.

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2025The disciplining effect of bank supervision: evidence from SupTech. (2025). Degryse, Hans ; Nazar, Bernardus F ; Huylebroek, Cdric. In: BIS Working Papers. RePEc:bis:biswps:1256.

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2024Does banking competition increase corporate labor income share? Evidence from China. (2024). Wang, Meng ; Si, Deng-Kui ; Li, Hong-Xue. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:440-454.

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2025Loan spreads over the credit cycle. (2025). Deniz, Burak ; Yarba, Brahim ; Er, Tarik Alperen. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000627.

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2025Tail risk premium in the crude oil market. (2025). Li, Shenru. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001057.

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2024Bank competition and firm greenwashing: Evidence from China. (2024). Sun, Yabin. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400309x.

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2024Central bank digital currency and corporate debt financing costs: Empirical evidence from China. (2024). Cui, Yingshuo ; Xiang, Lijin ; Niu, Yiran ; Xiao, Zumian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012248.

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2025Ex ante bond returns and time-varying monotonicity. (2025). Yahyaei, Hamid ; Singh, Abhay ; Smith, Tom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000046.

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2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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2024Corporate bankruptcy and banking deregulation: The effect of financial leverage. (2024). Rossi, Ludovico ; Dufour, Alfonso ; Varotto, Simone ; Cathcart, Lara. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001365.

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2024Consumption smoothing or consumption binging? The effects of government-led consumer credit expansion in Brazil. (2024). Mian, Atif ; Garber, Gabriel ; Ponticelli, Jacopo ; Sufi, Amir. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000576.

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2024Financial inclusion, economic development, and inequality: Evidence from Brazil. (2024). Fonseca, Julia ; Matray, Adrien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000771.

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2025Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach. (2025). Yang, Lu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000919.

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2024Bank competition with technological innovation based on evolutionary games. (2024). Gao, Xiujuan ; Li, Rui ; Lai, Chong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:742-759.

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2024International commodity market and stock volatility predictability: Evidence from G7 countries. (2024). Wang, Jiqian ; Ma, Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:62-71.

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2024Bank competition and firm asset- debt maturity mismatch: Evidence from the SMEs in China. (2024). Cheng, Yue ; Tian, Guangning ; Li, BO. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000321.

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2025Navigating the intersection of competition and performance in the banking sector: A hybrid review. (2025). Malik, Sikandar Hayyat ; Saba, Irum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000960.

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2025Profitable Investment Channels of Vietnamese Commercial Banks (2018–2024). (2025). Hong, Van Thi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:182-:d:1622521.

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2024Local Banking Supply and Private Firm Activity: Evidence from Branch Closures. (2024). Vlaicu, Razvan ; Fang, Francis Haoyu. In: IDB Publications (Working Papers). RePEc:idb:brikps:13645.

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2024VIX constant maturity futures trading strategy: A walk-forward machine learning study. (2024). Li, Keran ; Wang, Sangyuan ; Chen, Yijun ; Liu, Yaling ; Tang, Xianbo. In: PLOS ONE. RePEc:plo:pone00:0302289.

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2025Hold-up in Syndicated Lending: Why Do Bank Relationships Lead to Higher Costs for High-Quality Firms?. (2025). Szafarz, Ariane ; OOSTERLINCK, Kim ; Burietz, Aurore. In: Working Papers CEB. RePEc:sol:wpaper:2013/391874.

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2024Leverage and SMEs financial stability: the role of banking competition. (2024). Rondinella, Sandro ; Agostino, Mariarosaria ; Errico, Lucia ; Trivieri, Francesco. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-023-09654-7.

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2025Decoding mutual fund performance: current pathways and new avenues. (2025). Joshi, Tanvi ; Joshipura, Mayank. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:4:d:10.1007_s11135-025-02104-y.

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2024A Literature Review on Productivity and Growth in Brazil. (2024). Zaourak, Gabriel Roberto ; Veloso, Fernando. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10897.

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2025Access to Finance for MSMEs in Ecuador: A Firm-Level Impact Evaluation. (2025). Fraccaroli, Nicolò ; Bruhn, Miriam ; Diaz, Federico Alfonso ; Ortega, Claudia Ruiz. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11121.

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Works by JOSE RENATO HAAS ORNELAS:

YearTitleTypeCited
2009Minimising operational risk in portfolio allocation decisions In: Journal of Risk Management in Financial Institutions.
[Full Text][Citation analysis]		article0
2006Herding Behavior by Equity Foreign Investors on Emerging Markets In: Working Papers Series.
[Full Text][Citation analysis]		paper4
2008Behavior and Effects of Equity Foreign Investors on Emerging Markets. In: Working Papers Series.
[Full Text][Citation analysis]		paper3
2012Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options In: Working Papers Series.
[Full Text][Citation analysis]		paper10
2012Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options.(2012) In: EBAPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2014Testing the Liquidity Preference Hypothesis using Survey Forecasts In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2015Testing the liquidity preference hypothesis using survey forecasts.(2015) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2014Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2015The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2017Expected Currency Returns and Volatility Risk Premia In: Working Papers Series.
[Full Text][Citation analysis]		paper7
2019Expected currency returns and volatility risk premia.(2019) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2017Volatility Risk Premia and Future Commodity Returns In: Working Papers Series.
[Full Text][Citation analysis]		paper13
2019Volatility 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: 13		article
2017Risco, Dívida e Alavancagem Soberana In: Working Papers Series.
[Full Text][Citation analysis]		paper3
2018Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2019Implied Volatility Term Structure and Exchange Rate Predictability In: Working Papers Series.
[Full Text][Citation analysis]		paper9
2019Implied volatility term structure and exchange rate predictability.(2019) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2019Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil In: Working Papers Series.
[Full Text][Citation analysis]		paper10
2023Bank competition, cost of credit and economic activity: evidence from Brazil.(2023) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2020Informational Switching Costs, Bank Competition and the Cost of Finance In: Working Papers Series.
[Full Text][Citation analysis]		paper19
2022Informational switching costs, bank competition, and the cost of finance.(2022) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2020Informational Switching Costs, Bank Competition and the Cost of Finance.(2020) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2021Credit Allocation When Private Banks Distribute Government Loans In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2022Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2023Banks’ Physical Footprint and Financial Technology Adoption In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2023The Value of Clean Water: evidence from an environmental disaster In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2024Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2024Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2011Combining equilibrium, resampling, and analysts views in portfolio optimization In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter6
2012Combining equilibrium, resampling, and analyst’s views in portfolio optimization.(2012) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 6		article
2017Volatility risk premia and future commodities returns In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
2008A Goodness-of-Fit Test with Focus on Conditional Value at Risk In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2011Recovering Risk-Neutral Densities from Brazilian Interest Rate Options In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2022Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2022Government Banks and Interventions in Credit Markets In: Working Papers.
[Full Text][Citation analysis]		paper2
2003Goodness-of-fit Tests focus on VaR Estimation In: Finance Lab Working Papers.
[Full Text][Citation analysis]		paper2
2003Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations In: Finance Lab Working Papers.
[Full Text][Citation analysis]		paper2
2004Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates In: Finance Lab Working Papers.
[Full Text][Citation analysis]		paper1
2024Market Power and the Transmission of Loan Subsidies In: The Review of Corporate Finance Studies.
[Full Text][Citation analysis]		article1
2010Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal In: Palgrave Macmillan Books.
[Citation analysis]		chapter1
2006Goodness-of-fit Tests Focus on Value-at-Risk Estimation In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article0
2016The Forecast Ability of Option-implied Densities from Emerging Markets Currencies In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article3
2019Winners and Losers When Private Banks Distribute Government Loans : Evidence from Earmarked Credit in Brazil In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper3
2012Yes, the choice of performance measure does matter for ranking of us mutual funds In: International Journal of Finance & Economics.
[Citation analysis]		article22
2021Short‐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]		article0

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