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~person:"Ornelas, José Renato Haas"
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Ornelas, José Renato Haas
Barbachan, José Santiago Fajardo
8
Farias, Aquiles Rocha de
8
Fernandes, José Luiz Barros
7
Doornik, Bernardus Ferdinandus Nazar van
5
Mauad, Roberto Baltieri
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2
Carvalho, Pablo José Campos de
2
Fernandes, José Luis Barros
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Finta, Marinela Adriana
2
Gonzalez, Rodrigo Barbone
2
Haas Ornelas, José Renato
2
Hassan, Ramin
2
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Reggi Pecora, Alexandre
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1
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
Saved in:
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
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 206-234
Persistent link: https://www.econbiz.de/10012269179
Saved in:
4
Expected currency returns and volatility risk premia
Ornelas, José Renato Haas
-
2017
Persistent link: https://www.econbiz.de/10011735855
Saved in:
5
Risco, dívida e elavancagem soberana
Ornelas, José Renato Haas
-
2017
Persistent link: https://www.econbiz.de/10011735880
Saved in:
6
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
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 …
- In:
Emerging markets review
23
(
2015
),
pp. 173-185
Persistent link: https://www.econbiz.de/10011304139
Saved in:
9
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
Saved in:
10
Implied volatility term structure and exchange rate predictability
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
-
2019
Persistent link: https://www.econbiz.de/10012010412
Saved in:
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