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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
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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
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4
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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5
Estimating risk aversion, risk-neutral and real-world densities using Brazilian real currency options
Barbachan, José Santiago Fajardo
;
Ornelas, José …
- In:
Economia aplicada : EA
16
(
2012
)
4
,
pp. 567-577
Persistent link: https://www.econbiz.de/10011447980
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6
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
Saved in:
7
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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