Access Statistics for Jose Renato Haas Ornelas

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
Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations 0 0 1 208 0 0 1 371
Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies 0 0 1 22 0 0 1 42
Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil 3 4 15 104 6 12 38 307
Bank competition, cost of credit and economic activity: evidence from Brazil 0 1 2 16 1 5 14 29
Banks’ Physical Footprint and Financial Technology Adoption 0 0 4 16 1 2 12 51
Behavior and Effects of Equity Foreign Investors on Emerging Markets 0 1 2 75 0 1 2 251
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 0 0 2 44 1 1 55 181
Credit Allocation When Private Banks Distribute Government Loans 0 0 0 12 3 5 15 51
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 0 1 5 5 1 9 26 26
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 0 0 1 19 2 6 14 91
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 2 56 0 1 3 345
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 1 34 0 1 2 187
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 0 1 2 88
Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates 0 0 1 75 0 0 1 226
Goodness-of-fit Tests focus on VaR Estimation 0 0 1 150 0 1 3 303
Government Banks and Interventions in Credit Markets 0 0 2 9 1 2 5 11
Herding Behavior by Equity Foreign Investors on Emerging Markets 0 1 2 334 1 2 5 914
Implied Volatility Term Structure and Exchange Rate Predictability 0 1 2 53 2 6 14 148
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 5 0 0 0 35
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 23 0 1 2 78
Informational switching costs, bank competition, and the cost of finance 1 1 2 12 1 1 4 17
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 0 2 23 23 2 15 46 46
Risco, Dívida e Alavancagem Soberana 0 0 0 4 0 1 2 54
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 0 23 0 0 2 105
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 0 0 1 0 0 0 70
The Value of Clean Water: evidence from an environmental disaster 0 0 1 5 0 0 9 18
Volatility Risk Premia and Future Commodity Returns 0 0 0 50 0 0 3 71
Volatility risk premia and future commodities returns 0 0 0 44 0 1 4 73
Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil 0 0 1 28 2 4 9 112
Total Working Papers 4 12 71 1,479 24 78 294 4,301


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Goodness-of-Fit Test with Focus on Conditional Value at Risk 0 0 0 5 0 1 1 26
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 1 23 0 0 2 106
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 0 0 2 7 0 1 6 20
Expected currency returns and volatility risk premia 0 0 0 3 0 2 4 26
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 1 3 8 0 1 5 35
Implied volatility term structure and exchange rate predictability 1 1 2 12 1 4 7 44
Informational switching costs, bank competition, and the cost of finance 0 1 3 10 0 3 13 32
Market Power and the Transmission of Loan Subsidies 0 0 0 0 1 1 4 4
Minimising operational risk in portfolio allocation decisions 0 0 0 0 0 1 1 1
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 0 1 2 77
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting 0 0 1 4 0 1 2 12
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 6 0 0 3 79
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 2 0 0 0 26
Volatility risk premia and future commodity returns 0 0 0 15 0 2 4 82
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 1 1 3 111
Total Journal Articles 1 3 12 97 3 19 57 681


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Combining equilibrium, resampling, and analysts' views in portfolio optimization 0 0 0 27 0 0 2 115
Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal 0 0 0 0 0 1 1 2
Total Chapters 0 0 0 27 0 1 3 117


Statistics updated 2025-05-12