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A panel-based proxy for gun prevalence in the US

Cerqueira, Daniel; Coelho, Danilo; Donohue, John J.; … - 2019

Persistent link: https://www.econbiz.de/10011983941

Disagreement in inflation forecasts and inflation risk premia in Brazil

Doi, Jonas; Fernandes, Marcelo; Nunes, Clemens V. A. - In: Brazilian review of econometrics : BRE ; the review of … 37 (2017) 1, pp. 45-59

Persistent link: https://www.econbiz.de/10011860479

Estratégias de Momento no Mercado Cambial

Silva, Kesley Leandro da; Fernandes, Marcelo - In: Revista Brasileira de Finanças : RBFin 16 (2018) 1, pp. 39-80

Persistent link: https://www.econbiz.de/10012122607

Estratégias de imunização de carteiras de renda fixa no Brasil

Meirelles, S. K.; Fernandes, Marcelo - In: Revista Brasileira de Finanças : RBFin 16 (2018) 2, pp. 179-219

Persistent link: https://www.econbiz.de/10012125211

A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US

Fernandes, Marcelo; Vieira, Fausto - In: Journal of economic dynamics & control 106 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012132004

The efficiency of risk sharing between UK and US : robust estimation and calibration under market incompleteness

Fernandes, Marcelo; Ferreira Vieira Filho, Jose Gil - In: Brazilian review of econometrics : BRE ; the review of … 39 (2019) 2, pp. 303-326

Persistent link: https://www.econbiz.de/10012211815

Forecasting the Brazilian yield curve using forward-looking variables

Vieira, Fausto; Fernandes, Marcelo; Chague, Fernando - In: International journal of forecasting 33 (2017) 1, pp. 121-131

Persistent link: https://www.econbiz.de/10011754690

A dynamic Nelson-Siegel model with forward-looking indicators for the Yield curve in the US

Vieira, Fausto; Chague, Fernando; Fernandes, Marcelo - 2016

Persistent link: https://www.econbiz.de/10011635750

Smoothing quantile regressions

Fernandes, Marcelo; Guerre, Emmanuel; Horta, Eduardo - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 338-357

Persistent link: https://www.econbiz.de/10012424529

Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange

Fernandes, Marcelo; Rocha, Marco Aurélio Dos Santos - In: Journal of Financial Econometrics 5, 2, pp. 219-242

This article investigates the impact of price limits on the Brazilian futures markets using high frequency data. The aim is to identify whether there is an ex ante cool-off or magnet effect. For that purpose, we examine a tick-by-tick data set that includes all contracts on the São Paulo stock...

Persistent link: https://www.econbiz.de/10010970323