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The forecast ability of option-implied densities from emerging markets currencies
Ornelas, José Renato Haas
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 133-153
Persistent link: https://www.econbiz.de/10011538981
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2
Assessing the forecast ability of risk-neutral densities and real-world densities from emerging markets currencies
Ornelas, José Renato Haas
-
2014
Persistent link: https://www.econbiz.de/10010471926
Saved in:
3
Expected currency returns and volatility risk premia
Ornelas, José Renato Haas
-
2017
Persistent link: https://www.econbiz.de/10011735855
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4
Risco, dívida e elavancagem soberana
Ornelas, José Renato Haas
-
2017
Persistent link: https://www.econbiz.de/10011735880
Saved in:
5
Behavior and effects of equity foreign investors on emerging markets
Alemanni, Barbara
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651357
Saved in:
6
Estimating relative risk aversion, risk-neutral and Real-world densities using Brazilian Real currency options
Ornelas, José Renato Haas
;
Barbachan, José Santiago …
-
2012
Persistent link: https://www.econbiz.de/10009532137
Saved in:
7
The cost of shorting, asymmetric performance reaction and the price response to economic shocks
Ornelas, José Renato Haas
;
Carvalho, Pablo José Campos de
-
2015
Persistent link: https://www.econbiz.de/10011303587
Saved in:
8
Testing the liquidity preference hypothesis using survey forecasts
Ornelas, José Renato Haas
;
Silva Júnior, Antônio …
-
2014
Persistent link: https://www.econbiz.de/10010408294
Saved in:
9
Herding behavior by equity foreign investors on emerging markets
Alemanni, Barbara
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003404604
Saved in:
10
Informational switching costs, bank competition, and the cost of finance
Ornelas, José Renato Haas
;
Silva, Marcos Soares da
; …
-
2022
Persistent link: https://www.econbiz.de/10012799466
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