Similar Search Results

Expected currency returns and volatility risk premia

Ornelas, José Renato Haas - In: The North American journal of economics and finance : a … 49 (2019), pp. 206-234

Persistent link: https://www.econbiz.de/10012269179

Implied volatility term structure and exchange rate predictability

Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: International journal of forecasting 35 (2019) 4, pp. 1800-1813

Persistent link: https://www.econbiz.de/10012305531

Locking-in firms : loan conditions in the presence of government-driven credit

Ornelas, José Renato Haas; Pedraza, Alvaro; … - 2019

This paper studies loan conditions in a context where private banks can operate in two credit markets: a free-market with no government intervention and an earmarked market that relies on government funds and where interest rates are regulated. The paper examines the effects of earmarked lending...

Persistent link: https://www.econbiz.de/10012297963

Volatility risk premia and future commodity returns

Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: Journal of international money and finance 96 (2019), pp. 341-360

Persistent link: https://www.econbiz.de/10012139839

Informational switching costs, bank competition, and the cost of finance

Ornelas, José Renato Haas; Silva, Marcos Soares da; … - In: Journal of banking & finance 138 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013461869

Commodity return predictability : evidence from implied variance, skewness, and their risk premia

Finta, Marinela Adriana; Ornelas, José Renato Haas - In: Journal of international financial markets, … 79 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013358775

International trade and the risk in bilateral exchange rates

Hassan, Ramin; Loualiche, Erik; Pecora, Alexandre Reggi; … - In: Journal of financial economics 150 (2023) 2, pp. 1-38

Persistent link: https://www.econbiz.de/10014462600

Short‐selling costs and asymmetric price response to economic shocks : A transaction cost explanation to price overshooting

Ornelas, José Renato Haas; Carvalho, Pablo José Campos - In: International Journal of Finance & Economics 26 (2020) 2, pp. 1745-1772

Persistent link: https://www.econbiz.de/10012273195