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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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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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Expected currency returns and volatility risk premia
Ornelas, José Renato Haas - 2017
Persistent link: https://www.econbiz.de/10011735855
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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
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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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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
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Volatility risk premia and future commodity returns
Ornelas, José Renato Haas; Mauad, Roberto Baltieri - 2017
Persistent link: https://www.econbiz.de/10011735860
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Volatility risk premia and future commodities returns
Ornelas, José Renato Haas; Mauad, Roberto Baltieri - 2017 - Revised July 2017
Persistent link: https://www.econbiz.de/10011752576
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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