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 0 0 0 36 0 1 5 91
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 1 1 36 0 2 5 76
Total Working Papers 0 1 1 72 0 3 10 167


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 0 1 2 10
Analyzing herding behavior in commodities markets – an empirical approach 0 1 3 15 0 2 5 48
Autocall structured products: a case study of Vale S.A 0 0 0 41 0 0 2 195
Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets 3 3 18 119 5 8 41 241
Can we still blame index funds for the price movements in the agricultural commodities market? 0 0 0 14 1 2 2 44
Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries 1 2 2 26 1 2 4 87
Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk 1 1 2 11 1 1 3 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 0 0 3 28 0 0 11 66
Does the cryptocurrency market exhibits feedback trading? 0 0 6 39 0 1 8 225
Electricity prices forecast analysis using the extreme value theory 0 0 1 13 0 0 1 53
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 0 2 65
Evidence of risk premiums in emerging market carry trade currencies 0 0 3 35 0 1 6 114
Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models 0 0 2 7 2 2 4 45
Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach 0 1 1 27 1 3 5 80
Hedge Effectiveness in the Brazilian US Dollar Futures Market 0 0 1 7 0 0 2 25
Herding behavior and contagion in the cryptocurrency market 0 1 15 90 1 7 40 251
Innovative intensity and its impact on the performance of firms in Brazil 0 0 0 25 0 0 1 72
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 1 1 4 6 3 4 8 21
Political risk, fear, and herding on the Brazilian stock exchange 0 0 0 6 0 0 2 27
Prospect theory and narrow framing bias: Evidence from emerging markets 0 0 1 21 2 2 4 63
R&D investment and risk in Brazil 0 1 2 11 0 1 4 58
Size, value, profitability, and investment: Evidence from emerging markets 0 0 7 43 0 2 15 145
Smoothing the volatility smile using the Corrado-Su model 0 1 6 41 0 1 12 164
Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case 1 2 6 16 1 4 11 49
Teoria do prospecto: Uma análise paramétrica de formas funcionais no Brasil 0 0 0 0 0 1 1 17
The Disposition Effect in the Brazilian Equity Fund Industry 0 0 1 5 1 1 2 27
The Fama-French’s five-factor model relation with interest rates and macro variables 0 0 5 28 0 0 13 82
The impact of political risk on the currencies of emerging markets 0 0 1 14 1 5 7 52
Total Journal Articles 7 14 91 718 20 51 218 2,448


Statistics updated 2025-03-03