Access Statistics for Gustavo Silva Araujo

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 Influência da Assimetria de Informação no Retorno e na Volatilidade das Carteiras de Ações de Valor e de Crescimento 0 0 0 10 2 3 4 70
ASSESSING DAY-TO-DAY VOLATILITY: DOESTHE TRADING TIME MATTER? 0 0 0 25 1 2 8 41
Adequação das Medidas de Valor em Risco na Formulação da Exigência de Capital para Estratégias de Opções no Mercado Brasileiro 0 0 0 18 2 3 13 149
As Atuações Cambiais do Banco Central Afetam as Expectativas de Mercado? 0 0 0 13 0 1 9 86
Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa? 0 0 0 17 2 3 7 98
Avaliação de Métodos de Cálculo de Exigência de Capital para Risco Cambial 0 0 0 27 1 2 6 224
Avaliação de Métodos de Cálculo de Exigência de Capital para Risco de Mercado de Carteiras de Ações no Brasil 0 0 0 16 1 4 6 151
Breakeven Inflation Rate Estimation: an alternative approach considering indexation lag and seasonality 1 3 6 127 14 28 83 559
CUSTO DE ASSIMETRIA DE INFORMAÇÃO DEINFORMAÇÃO EMBUTIDO NO SPREAD DE AÇÕES NO BRASIL E GOVERNANÇACORPORATIVA 0 0 0 10 2 2 4 54
Carteiras de Opções: Avaliação de Metodologias de Exigência de Capital no Mercado Brasileiro 0 0 0 8 1 1 3 82
Contornando os Pressupostos de Black & Scholes: Aplicação do Modelo de Precificação de Opções de Duan no Mercado Brasileiro 0 0 0 64 2 3 8 342
Determinants of the Risk Premium in Brazilian Nominal Interest Rates 0 5 15 15 13 27 36 36
Do Inflation-Linked Bonds Predict Future Inflation? a reassessment using novel methodologies and instruments 0 1 16 16 3 12 23 23
Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry? 0 1 1 27 1 5 12 90
Does Investor Attention Affect Trading Volume In The Brazilian Stock Market? 0 0 0 19 0 3 12 85
Estimação da Inflação Implícita de Curto Prazo 0 0 1 20 2 2 10 76
Há Efeito Manada em Ações com Alta Liquidez do Mercado Brasileiro? 0 0 1 24 2 3 8 123
IS PETROBRAS OPTIONS MARKET EFFICIENT? A STUDY USING THE DELTA-GAMMA NEUTRAL STRATEGY 0 0 1 32 4 5 10 56
Impact of the Disclosure of Survey Expectations of Macroeconomic Variables on Brazilian Interest Rates 0 0 3 6 2 3 23 28
Inclusão do Decaimento Temporal na Metodologia Delta-Gama para o Cálculo do VaR de Carteiras Compradas em Opções no Brasil 0 0 0 23 2 2 5 256
Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal 0 0 0 4 2 4 10 65
Lending Relationships and Currency Hedging 0 1 1 16 0 4 11 42
Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models 1 2 15 88 2 6 94 286
Macroeconomic Drivers of Brazil's Yield Curve 0 1 12 12 15 26 58 58
Mercado de Opções no Brasil é Eficiente? Um Estudo a partir da Estratégia Delta-Gama-Neutra com Opções da Petrobras 0 0 2 24 4 9 19 110
OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector 0 0 0 18 2 3 8 109
POLÍTICA MONETÁRIA E O COMPONENTE DEASSIMETRIA DE INFORMAÇÃO EMBUTIDO NO SPREAD DO MERCADO FUTURO DETAXASDE JUROS NO BRASIL 0 0 0 4 3 5 8 26
Política Monetária e Assimetria de Informação: um estudo a partir do mercado futuro de taxas de juros no Brasil 0 0 0 32 2 2 6 114
Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar 0 1 2 60 1 2 9 141
Simulação Histórica Filtrada: Incorporação da Volatilidade ao Modelo Histórico de Cálculo de Risco para Ativos Não-Lineares 0 0 0 40 5 6 10 202
The Adverse Selection Cost Component of the Spread of Brazilian Stocks 0 0 0 12 0 1 10 102
Total Working Papers 2 15 76 827 93 182 533 3,884

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing Day-to-Day Volatility: Does the Trading Time Matter? 0 0 1 6 1 3 13 52
Avaliação de métodos de exigência de capital para risco de ações no Brasil 0 0 0 0 0 1 5 7
Do central bank foreign exchange interventions affect market expectations? 0 0 1 6 0 2 15 31
Does investor attention affect trading volume in the Brazilian stock market? 0 1 1 9 2 5 11 92
Evaluation of Foreign Exchange Risk Capital Requirement Models 0 0 0 2 3 4 9 23
Internal Model Validation in Brazil: Analysis of VaR Backtesting Methodologies 0 0 0 10 2 4 8 48
Is There Herd Effect on Stocks with High Liquidity of the Brazilian Market? 0 0 1 32 2 5 13 128
Is it possible to outperform Ibovespa through technical analysis in the futures market? 0 0 0 0 1 4 15 17
Lending relationships and access to currency hedging: Evidence from Brazil 0 1 2 2 2 5 25 25
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 1 2 5 19 7 17 63 111
OTC derivatives: Impacts of regulatory changes in the non-financial sector 0 1 1 14 2 8 11 87
The Influence of information asymmetry on the return and volatility of value and growth stock portfolios 0 0 0 24 0 2 5 99
The adverse selection cost component of the spread of Brazilian stocks 0 0 0 4 1 1 4 49
What does the tail of the distribution of current stock prices tell us about future economic activity? 0 0 1 4 2 2 8 24
Total Journal Articles 1 5 13 132 25 63 205 793

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06