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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
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Expected currency returns and volatility risk premia
Ornelas, José Renato Haas - 2017
Persistent link: https://www.econbiz.de/10011735855
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Risco, dívida e elavancagem soberana
Ornelas, José Renato Haas - 2017
Persistent link: https://www.econbiz.de/10011735880
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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
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Informational switching costs, bank competition and the cost of finance
Ornelas, José Renato Haas; Silva, Marcos Soares da; … - 2020
Persistent link: https://www.econbiz.de/10012171310
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Implied volatility term structure and exchange rate predictability
Ornelas, José Renato Haas; Mauad, Roberto Baltieri - 2019
Persistent link: https://www.econbiz.de/10012010412
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Commodity return predictability : evidence from implied variance, skewness and their risk premia and their risk premia
Finta, Marinela Adriana; Ornelas, José Renato Haas - 2018
Persistent link: https://www.econbiz.de/10011946504
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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
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Testing the liquidity preference hypothesis using survey forecasts
Ornelas, José Renato Haas; Silva Júnior, Antônio … - 2014
Persistent link: https://www.econbiz.de/10010408294
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Herding behavior by equity foreign investors on emerging markets
Alemanni, Barbara (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003404604