Access Statistics for Marcelo Fernandes

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 0 87 5 5 10 279
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 1 15 3 4 16 80
A Panel-based Proxy for Gun Prevalence in the US 0 0 0 23 3 5 11 94
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 84 5 10 26 204
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 40 1 9 23 154
A family of autoregressive conditional duration models 0 0 0 119 4 4 8 384
A family of autoregressive conditional duration models 0 0 0 50 1 1 7 448
A family of autoregressive conditional duration models 0 0 0 233 1 1 11 566
A stochastic discount factor approach to asset pricing using panel data 0 0 1 192 3 8 28 588
Anticipatory Effects in the FTSE 100 Index Revisions 0 0 0 7 1 4 23 59
Anticipatory effects in the FTSE 100 index revisions 0 0 0 11 1 3 20 76
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 1 0 0 5 23
Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange 0 0 1 41 2 5 12 181
Armas de Fogo e Suicídios 0 0 0 5 6 17 29 77
Bounds for the probability distribution function of the linear ACD process 0 0 0 44 2 3 11 285
Capital Estrangeiro e Diferenciais de Gênero nas Promoções: Evidências da Indústria de Transformação Brasileira 0 0 0 18 1 1 6 129
Central Limit Theorem for Asymmetric Kernel Functionals 0 0 0 1 3 4 10 342
Central limit theorem for asymmetric kernel functionals 0 0 2 111 3 8 23 349
Component shares in continuous time 0 0 0 17 5 5 16 81
Conditional alphas and realized betas 0 0 1 26 3 7 20 101
Desempenho de estimadores de volatilidade na Bolsa de Valores de São Paulo 0 0 1 37 4 4 9 241
Disagreement in inflation forecasts and inflation risk premia in Brazil 0 0 1 41 1 3 20 62
Disentangling the Effect of Private and Public Cash Flows on Firm Value 0 0 0 0 2 2 8 23
Disentangling the effect of private and public cash flows on firm value 0 0 0 15 0 2 12 26
Estimating the stochastic discount factor without a utility function 0 0 0 295 0 3 17 800
FOREIGN CAPITAL AND GENDER DIFFERENCES IN PROMOTIONS: EVIDENCE FROM THE BRAZILIAN TRANSFORMATION INDUSTRY 0 0 0 25 1 1 3 188
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 1 10 0 1 11 65
Foreign capital and gender differences in promotions: evidence from large Brazilian manufacturing firms 0 0 0 0 1 2 9 11
Improving on daily measures of price discovery 0 0 0 16 2 4 12 85
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 0 0 2 10 48
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 11 3 6 12 74
Market Microstructure Models and the Markov Property 0 0 0 0 1 1 1 459
Modeling and predicting the CBOE market volatility index 0 0 1 91 3 4 20 294
Modeling and predicting the CBOE market volatility index 0 1 3 552 3 8 26 1,645
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 2 3 12 470
Negociação com informação diferenciada em ADRs da América Latina 0 0 0 5 1 2 7 34
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 1 3 8 323
Nonparametric entropy-based tests of independence between stochastic processes 0 0 1 192 4 5 17 478
Nonparametric specification tests for conditional duration models 0 0 1 172 2 5 16 503
O mecanismo monetário de transmissão na economia brasileira pós-Plano Real 0 0 4 50 0 1 9 241
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil 0 1 2 10 1 4 9 47
Price discovery in a continuous-time setting 0 0 1 31 0 0 5 98
Price discovery in dual-class shares across multiple markets 0 0 0 30 1 1 5 99
Price discovery in dual-class shares across multiple markets 0 0 1 30 3 4 8 91
Profundidade de mercado na BM&FBovespa 0 0 0 4 3 4 6 43
Prêmio por controle no mercado brasileiro 0 1 2 10 4 7 14 84
Smoothing quantile regressions 1 2 3 96 4 9 27 97
Smoothing quantile regressions 0 0 1 17 0 2 9 75
Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels 0 0 0 11 0 0 5 63
Testing the Markov property with ultra high frequency financial data 0 0 1 61 3 6 13 351
Testing the Markov property with ultra-high frequency financial data 0 0 0 310 1 8 13 1,118
The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance 0 0 0 3 2 5 6 27
The finite-sample size of the BDS test for GARCH standardized residuals 0 0 0 61 2 8 12 103
The government as a large shareholder: impact on corporate governance 0 0 0 46 3 4 11 146
Títulos de dívida corporativa de empresas brasileiras: investir em emissões do mercado interno ou externo? 0 0 0 11 2 3 5 49
Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor 0 0 0 46 5 6 14 314
Total Working Papers 1 5 32 3,600 118 237 716 13,375
8 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model 0 0 0 0 0 1 4 22
A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US 0 1 6 55 6 13 33 206
A family of autoregressive conditional duration models 0 0 0 256 6 7 9 581
A multivariate conditional autoregressive range model 0 0 1 106 1 4 20 310
A panel-based proxy for gun prevalence in US and Mexico 0 0 0 2 2 3 10 23
A questão da dinâmica de preços de ativos financeiros 0 0 0 0 0 0 2 17
Anticipatory effects in the FTSE 100 index revisions 0 0 1 23 1 1 15 115
Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 1 3 4 10 37
Bounds for the probability distribution function of the linear ACD process 1 1 1 8 3 4 7 84
Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds? 0 0 0 1 1 3 10 34
Central limit theorem for asymmetric kernel functionals 0 0 1 22 2 3 14 109
Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo 0 0 0 2 0 0 2 30
Diffuse Kalman filtering with linear constraints on the state parameters 0 0 0 1 0 1 2 5
Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil 0 0 0 2 5 7 12 39
Economics and literature: an examination of Gulliver’s Travels 0 0 0 4 6 6 13 26
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models 0 0 0 5 1 1 8 36
Financial crashes as endogenous jumps: estimation, testing and forecasting 0 0 0 54 5 9 16 167
Forecasting realized volatility using news flow 0 0 3 3 0 2 5 5
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 0 0 7 163
Foreign Capital and Gender Differences in Promotions: Evidence From Large Brazilian Manufacturing Firms 0 0 0 13 1 3 8 75
Guns and Suicides 0 0 0 5 4 6 12 54
International market links and volatility transmission 0 0 0 13 2 4 10 110
March madness in Wall Street: (What) does the market learn from stress tests? 0 0 0 31 3 3 6 107
Market Depth at the BM&FBovespa 0 0 0 0 3 4 10 43
Modeling and predicting the CBOE market volatility index 1 2 5 90 3 8 24 323
Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes 0 0 0 51 5 8 16 165
Nonparametric specification tests for conditional duration models 0 0 0 108 5 8 23 342
O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real 0 0 0 3 2 3 8 28
Price Discovery in a Continuous-Time Setting* 0 0 1 1 1 5 17 19
Price discovery in dual‐class shares across multiple markets 0 0 0 4 2 3 10 30
Semiparametric methods in econometrics 0 0 0 109 2 2 3 237
Smoothing Quantile Regressions 0 1 5 26 5 9 28 123
Tail risk exposures of hedge funds: Evidence from unique Brazilian data 0 0 2 5 2 2 13 22
Testing for Jump Spillovers Without Testing for Jumps 0 0 0 3 4 5 9 15
Testing for a flexible non-linear link between short-term Eurorates and spreads 0 0 0 0 2 2 7 10
Testing for symmetry and conditional symmetry using asymmetric kernels 0 0 0 4 2 4 13 47
Testing the Markov property with high frequency data 0 0 0 49 4 4 8 232
The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals 0 0 1 4 2 4 16 44
The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil 0 0 0 4 1 5 11 36
The effect of voting rights on firm value 0 0 0 1 3 4 7 14
The efficiency of risk sharing between UK and US: Robust estimation and calibration under market incompleteness 0 0 0 0 2 3 6 15
The equity premium and the disconnect between uncertainty and volatility: A global perspective 0 1 1 1 3 6 14 14
Um Procedimento Para Análise De Persistência Na Volatilidade 0 0 0 0 1 1 2 8
Voting Premium in the Brazilian Equity Market 0 0 0 1 1 2 5 27
What Drives the Nominal Yield Curve in Brazil? 0 0 3 27 5 5 26 97
Total Journal Articles 2 6 31 1,130 112 182 511 4,246

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Statistics updated 2026-05-06