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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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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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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
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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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Apreçamento de opçoes de IDI usando distribuiçoes hiperbólicas generalizadas
Barbachan, José Santiago Fajardo; Ornelas, José … - In: Economia aplicada : EA 7 (2003) 4, pp. 767-794
Persistent link: https://www.econbiz.de/10002080861
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Apreçamento de opções de IDI usando o modelo CIR
Barbachan, José Santiago Fajardo; Ornelas, José … - In: Estudos econômicos : publicação trimestral do … 33 (2003) 2, pp. 287-323
Persistent link: https://www.econbiz.de/10001796828
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Goodness-of-fit tests focus on value-at-risk estimation
Barbachan, José Santiago Fajardo; Ornelas, José … - In: Brazilian review of econometrics : the review of the … 26 (2006) 2, pp. 309-326
Persistent link: https://www.econbiz.de/10003590640
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Yes, the choice of performance measure does matter for ranking of USs mutual funds
Ornelas, José Renato Haas; Silva Júnior, Antônio … - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 61-72
Persistent link: https://www.econbiz.de/10009507854
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Minimising operational risk in portfolio allocation decisions
Fernandes, José Luiz Barros; Ornelas, José Renato Haas - In: Journal of risk management in financial institutions 2 (2008/09) 4, pp. 438-450
Persistent link: https://www.econbiz.de/10003907294