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 0 0 4 70
ASSESSING DAY-TO-DAY VOLATILITY: DOESTHE TRADING TIME MATTER? 0 0 0 25 0 0 7 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 0 0 13 149
As Atuações Cambiais do Banco Central Afetam as Expectativas de Mercado? 0 0 0 13 0 1 9 87
Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa? 0 0 0 17 0 0 7 98
Avaliação de Métodos de Cálculo de Exigência de Capital para Risco Cambial 0 0 0 27 0 0 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 0 1 5 152
Breakeven Inflation Rate Estimation: an alternative approach considering indexation lag and seasonality 0 0 4 127 1 7 74 566
CUSTO DE ASSIMETRIA DE INFORMAÇÃO DEINFORMAÇÃO EMBUTIDO NO SPREAD DE AÇÕES NO BRASIL E GOVERNANÇACORPORATIVA 0 0 0 10 0 0 4 54
Carteiras de Opções: Avaliação de Metodologias de Exigência de Capital no Mercado Brasileiro 0 0 0 8 0 0 3 82
Contornando os Pressupostos de Black & Scholes: Aplicação do Modelo de Precificação de Opções de Duan no Mercado Brasileiro 0 0 0 64 0 0 8 342
Determinants of the Risk Premium in Brazilian Nominal Interest Rates 0 0 15 15 2 15 51 51
Do Inflation-Linked Bonds Predict Future Inflation? a reassessment using novel methodologies and instruments 0 1 17 17 1 6 29 29
Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry? 0 0 1 27 0 2 14 92
Does Investor Attention Affect Trading Volume In The Brazilian Stock Market? 0 0 0 19 0 1 13 86
Estimação da Inflação Implícita de Curto Prazo 0 0 0 20 0 0 9 76
Há Efeito Manada em Ações com Alta Liquidez do Mercado Brasileiro? 0 0 0 24 0 1 7 124
IS PETROBRAS OPTIONS MARKET EFFICIENT? A STUDY USING THE DELTA-GAMMA NEUTRAL STRATEGY 0 0 0 32 0 0 9 56
Impact of the Disclosure of Survey Expectations of Macroeconomic Variables on Brazilian Interest Rates 0 0 1 6 1 2 16 30
Inclusão do Decaimento Temporal na Metodologia Delta-Gama para o Cálculo do VaR de Carteiras Compradas em Opções no Brasil 0 0 0 23 0 1 6 257
Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal 0 0 0 4 0 0 10 65
Is The Risk of The Opening Price Gap Priced? 0 0 8 8 0 0 4 4
Lending Relationships and Currency Hedging 0 0 1 16 0 0 11 42
Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models 0 2 13 90 1 7 85 293
Macroeconomic Drivers of Brazil's Yield Curve 0 1 13 13 2 10 68 68
Mercado de Opções no Brasil é Eficiente? Um Estudo a partir da Estratégia Delta-Gama-Neutra com Opções da Petrobras 0 0 2 24 0 0 17 110
OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector 0 0 0 18 0 1 8 110
POLÍTICA MONETÁRIA E O COMPONENTE DEASSIMETRIA DE INFORMAÇÃO EMBUTIDO NO SPREAD DO MERCADO FUTURO DETAXASDE JUROS NO BRASIL 0 0 0 4 0 0 7 26
Política Monetária e Assimetria de Informação: um estudo a partir do mercado futuro de taxas de juros no Brasil 0 0 0 32 0 1 7 115
Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar 0 0 2 60 0 0 9 141
Simulação Histórica Filtrada: Incorporação da Volatilidade ao Modelo Histórico de Cálculo de Risco para Ativos Não-Lineares 0 1 1 41 0 1 11 203
The Adverse Selection Cost Component of the Spread of Brazilian Stocks 0 0 0 12 1 1 11 103
Total Working Papers 0 5 78 840 9 58 542 3,946

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 16 55
Avaliação de métodos de exigência de capital para risco de ações no Brasil 0 0 0 0 0 0 5 7
Do central bank foreign exchange interventions affect market expectations? 0 0 0 6 0 1 13 32
Does investor attention affect trading volume in the Brazilian stock market? 0 0 1 9 0 0 10 92
Evaluation of Foreign Exchange Risk Capital Requirement Models 0 0 0 2 1 2 11 25
IS THE RISK OF THE OPENING PRICE GAP PRICED? 0 0 0 0 0 0 0 0
Internal Model Validation in Brazil: Analysis of VaR Backtesting Methodologies 0 0 0 10 0 2 9 50
Is There Herd Effect on Stocks with High Liquidity of the Brazilian Market? 0 0 1 32 0 0 13 128
Is it possible to outperform Ibovespa through technical analysis in the futures market? 0 0 0 0 1 1 14 18
Lending relationships and access to currency hedging: Evidence from Brazil 0 0 2 2 1 1 26 26
Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 0 1 6 20 4 7 62 118
OTC derivatives: Impacts of regulatory changes in the non-financial sector 0 0 1 14 0 1 12 88
The Influence of information asymmetry on the return and volatility of value and growth stock portfolios 0 0 0 24 1 2 7 101
The adverse selection cost component of the spread of Brazilian stocks 0 0 0 4 0 1 5 50
What does the tail of the distribution of current stock prices tell us about future economic activity? 0 0 1 4 0 0 8 24
Total Journal Articles 0 1 13 133 9 21 211 814

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Statistics updated 2026-08-07