Access Statistics for Marcelo Cabus Klotzle

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
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 1 1 1 37 3 4 8 95
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 1 2 37 1 2 7 78
Total Working Papers 1 2 3 74 4 6 15 173


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alianças estratégicas: conceito e teoria 0 0 0 1 1 1 2 11
Analyzing herding behavior in commodities markets – an empirical approach 2 3 5 18 3 6 10 54
Autocall structured products: a case study of Vale S.A 0 0 0 41 0 0 1 195
Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets 1 3 14 122 2 9 35 250
Can we still blame index funds for the price movements in the agricultural commodities market? 0 0 0 14 0 0 2 44
Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries 1 1 3 27 1 2 6 89
Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk 0 0 1 11 0 0 2 37
Development of a Behavioral Performance Measure 0 0 0 8 0 0 0 24
Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market 1 1 2 29 1 2 7 68
Does the cryptocurrency market exhibits feedback trading? 0 1 3 40 2 5 8 230
Electricity prices forecast analysis using the extreme value theory 0 0 0 13 0 1 1 54
Emotional balance and probability weighting 0 0 0 6 0 0 0 47
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 1 15 0 1 3 66
Evidence of risk premiums in emerging market carry trade currencies 0 0 3 35 1 1 5 115
Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models 0 0 2 7 0 3 7 48
Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach 1 1 2 28 1 1 5 81
Hedge Effectiveness in the Brazilian US Dollar Futures Market 0 0 1 7 0 0 1 25
Herding behavior and contagion in the cryptocurrency market 1 1 11 91 3 8 33 259
Innovative intensity and its impact on the performance of firms in Brazil 0 0 0 25 1 1 1 73
Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market 0 0 0 0 0 0 0 14
On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework 0 0 4 6 2 3 11 24
Political risk, fear, and herding on the Brazilian stock exchange 0 0 0 6 0 0 0 27
Prospect theory and narrow framing bias: Evidence from emerging markets 0 0 1 21 0 3 6 66
R&D investment and risk in Brazil 0 1 2 12 0 1 3 59
Size, value, profitability, and investment: Evidence from emerging markets 0 1 6 44 4 6 18 151
Smoothing the volatility smile using the Corrado-Su model 0 0 5 41 1 1 10 165
Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case 1 8 13 24 1 11 20 60
Teoria do prospecto: Uma análise paramétrica de formas funcionais no Brasil 0 0 0 0 0 0 1 17
The Disposition Effect in the Brazilian Equity Fund Industry 0 0 0 5 0 1 2 28
The Fama-French’s five-factor model relation with interest rates and macro variables 1 3 8 31 2 5 15 87
The impact of political risk on the currencies of emerging markets 1 2 2 16 7 12 18 64
Total Journal Articles 10 26 89 744 33 84 233 2,532


Statistics updated 2025-06-06