Access Statistics for Marcelo Fernandes

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 (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 1 12 0 3 12 50
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 0 87 0 0 3 261
A Panel-based Proxy for Gun Prevalence in the US 0 1 4 17 2 4 25 44
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 1 1 4 18 3 8 33 62
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 1 7 74 2 6 29 140
A family of autoregressive conditional duration models 0 1 2 232 0 1 5 547
A family of autoregressive conditional duration models 0 0 0 50 0 0 5 430
A family of autoregressive conditional duration models 0 0 0 115 0 0 3 369
A stochastic discount factor approach to asset pricing using panel data 0 0 1 185 1 3 12 541
Anticipatory Effects in the FTSE 100 Index Revisions 0 0 1 20 1 2 14 60
Anticipatory Effects in the FTSE 100 Index Revisions 0 0 1 4 3 5 14 20
Anticipatory effects in the FTSE 100 index revisions 0 0 0 6 0 1 12 40
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 0 1 1 8 11
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 79 1 1 9 355
Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 40 1 2 5 164
Armas de Fogo e Suicídios 0 0 0 1 0 0 13 22
Bounds for the probability distribution function of the linear ACD process 0 0 0 43 2 3 12 266
Capital Estrangeiro e Diferenciais de Gênero nas Promoções: Evidências da Indústria de Transformação Brasileira 0 0 0 17 0 0 3 118
Central Limit Theorem for Asymmetric Kernel Functionals 0 0 0 1 0 0 2 325
Central limit theorem for asymmetric kernel functionals 0 0 0 108 1 1 3 314
Component shares in continuous time 0 0 1 15 1 1 7 52
Conditional alphas and realized betas 0 0 1 21 0 1 9 63
Desempenho de estimadores de volatilidade na Bolsa de Valores de São Paulo 0 0 0 36 1 1 4 225
Disagreement in inflation forecasts and inflation risk premia in Brazil 0 0 0 37 0 0 7 23
Disentangling the Effect of Private and Public Cash Flows on Firm Value 0 0 0 0 1 1 6 8
Disentangling the Effect of Private and Public Cash Flows on Firm Value 0 0 1 29 1 1 12 61
Disentangling the effect of private and public cash flows on firm value 0 0 0 15 1 1 5 11
Estimating the stochastic discount factor without a utility function 0 1 2 292 1 3 20 736
FOREIGN CAPITAL AND GENDER DIFFERENCES IN PROMOTIONS: EVIDENCE FROM THE BRAZILIAN TRANSFORMATION INDUSTRY 0 0 1 25 2 3 7 178
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 2 57 0 1 13 75
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 2 3 0 1 19 28
Improving on daily measures of price discovery 0 1 2 14 1 3 11 31
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 35 0 1 8 85
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 0 1 3 20 28
March Madness in Wall Street; (What) Does the Market Learn from Stress Tests? 0 0 0 10 1 2 14 51
Market Microstructure Models and Markov Property 0 0 0 192 1 1 4 435
Market Microstructure Models and the Markov Property 0 0 0 0 1 1 5 455
Modeling and predicting the CBOE market volatility index 0 0 2 80 4 9 56 201
Modeling and predicting the CBOE market volatility index 1 1 1 543 2 2 20 1,550
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 2 3 9 453
Negociação com informação diferenciada em ADRs da América Latina 0 0 0 4 2 2 6 20
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 0 1 9 312
Nonparametric entropy-based tests of independence between stochastic processes 0 0 0 190 1 1 5 454
Nonparametric specification tests for conditional duration models 0 0 1 170 3 5 18 476
O mecanismo monetário de transmissão na economia brasileira pós-Plano Real 0 0 0 42 1 1 3 224
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil 0 0 0 6 1 1 5 29
Price discovery in a continuous-time setting 1 5 16 22 4 11 46 49
Price discovery in dual-class shares across multiple markets 0 0 1 21 1 2 9 52
Price discovery in dual-class shares across multiple markets 1 1 1 30 2 2 6 87
Profundidade de mercado na BM&FBovespa 0 0 0 2 0 1 11 29
Prêmio por controle no mercado brasileiro 0 0 0 6 2 3 6 32
Smoothing quantile regressions 0 0 0 91 1 3 13 40
Smoothing quantile regressions 1 1 1 2 2 4 14 18
Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels 0 0 0 10 1 1 9 50
Testing the Markov property with ultra high frequency financial data 0 0 0 59 1 1 9 325
Testing the Markov property with ultra-high frequency financial data 0 0 0 309 1 1 10 1,090
The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance 0 0 2 3 1 1 8 14
The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance 0 0 1 28 1 2 11 62
The finite-sample size of the BDS test for GARCH standardized residuals 0 1 1 59 1 3 10 75
The government as a large shareholder: impact on corporate governance 0 0 6 40 4 5 26 73
Títulos de dívida corporativa de empresas brasileiras: investir em emissões do mercado interno ou externo? 0 1 1 6 0 1 9 29
Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor 0 0 0 45 2 3 11 296
Total Working Papers 5 16 67 3,844 71 135 732 12,724

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model 0 0 0 0 1 1 4 11
A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US 0 3 11 11 2 6 39 39
A family of autoregressive conditional duration models 0 0 0 252 0 1 6 545
A multivariate conditional autoregressive range model 0 0 0 102 0 0 6 274
A questão da dinâmica de preços de ativos financeiros 0 0 0 0 0 1 3 10
Anticipatory effects in the FTSE 100 index revisions 0 1 1 10 0 2 12 56
Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 1 0 3 6 23
Bounds for the probability distribution function of the linear ACD process 0 0 0 7 0 1 6 69
Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds? 0 0 0 1 3 4 5 14
Central limit theorem for asymmetric kernel functionals 0 0 0 20 0 0 3 88
Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo 0 0 0 2 0 0 2 21
Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil 0 0 0 2 1 2 8 20
Financial crashes as endogenous jumps: estimation, testing and forecasting 0 0 1 51 0 1 7 136
Forecasting the Brazilian yield curve using forward-looking variables 1 2 6 15 2 7 29 101
Foreign Capital and Gender Differences in Promotions: Evidence From Large Brazilian Manufacturing Firms 0 0 3 13 1 1 6 55
Guns and Suicides 0 0 1 3 0 1 16 21
International market links and volatility transmission 0 0 0 11 0 0 10 77
March madness in Wall Street: (What) does the market learn from stress tests? 1 2 3 3 1 7 8 8
Market Depth at the BM&FBovespa 0 0 0 0 0 0 4 27
Modeling and predicting the CBOE market volatility index 1 3 10 50 2 10 40 167
Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes 0 0 1 49 0 0 6 139
Nonparametric specification tests for conditional duration models 0 0 2 104 0 1 12 298
O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real 0 0 0 1 0 2 5 14
Price discovery in dual†class shares across multiple markets 0 0 0 0 0 0 3 9
Semiparametric methods in econometrics 0 0 1 108 0 0 3 226
Testing for a flexible non-linear link between short-term Eurorates and spreads 0 0 0 0 0 0 3 3
Testing for symmetry and conditional symmetry using asymmetric kernels 0 0 1 3 0 1 6 29
Testing the Markov property with high frequency data 0 0 3 41 2 2 12 205
The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals 0 0 0 0 2 3 10 18
The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil 0 0 0 3 0 0 6 15
The efficiency of risk sharing between UK and US: Robust estimation and calibration under market incompleteness 0 0 0 0 0 0 1 1
Um Procedimento Para Análise De Persistência Na Volatilidade 0 0 0 0 1 1 2 3
Voting Premium in the Brazilian Equity Market 0 0 0 0 0 0 5 16
Total Journal Articles 3 11 44 863 18 58 294 2,738

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Statistics updated 2020-09-04