Access Statistics for Igor Ferreira Batista Martins

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
Fast and Slow Level Shifts in Intraday Stochastic Volatility 0 0 14 14 6 21 40 40
Long-Run Interest Rate Differentials and the Profitability of Currency Carry 1 3 74 74 3 13 160 160
Stochastic volatility models with skewness selection 0 0 1 7 1 5 16 30
Volume-driven time-of-day effects in intraday volatility models 1 5 45 45 20 66 206 206
What events matter for exchange rate volatility ? 0 1 2 10 1 3 18 24
Total Working Papers 2 9 136 150 31 108 440 460


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Good volatility, bad volatility and the cross section of commodity returns 1 2 2 2 4 17 19 19
What events matter for exchange rate volatility? 0 0 0 0 2 7 8 8
Total Journal Articles 1 2 2 2 6 24 27 27


Statistics updated 2026-05-06