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 0 87 0 0 1 264
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 0 12 0 0 1 51
A Panel-based Proxy for Gun Prevalence in the US 0 0 0 20 0 1 8 70
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 1 3 26 1 2 8 94
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 3 80 0 0 7 163
A family of autoregressive conditional duration models 0 0 1 116 0 0 2 372
A family of autoregressive conditional duration models 0 0 0 50 0 0 1 439
A family of autoregressive conditional duration models 0 0 0 233 0 0 2 552
A stochastic discount factor approach to asset pricing using panel data 0 0 1 188 0 0 4 550
Anticipatory Effects in the FTSE 100 Index Revisions 0 0 0 7 0 2 6 34
Anticipatory Effects in the FTSE 100 Index Revisions 0 0 0 21 0 0 3 74
Anticipatory effects in the FTSE 100 index revisions 0 1 1 9 0 1 3 50
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 0 0 0 1 17
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 79 0 1 2 359
Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 40 0 0 1 169
Armas de Fogo e Suicídios 0 0 0 4 0 1 1 28
Bounds for the probability distribution function of the linear ACD process 0 0 0 43 0 0 1 269
Capital Estrangeiro e Diferenciais de Gênero nas Promoções: Evidências da Indústria de Transformação Brasileira 0 0 0 17 0 0 2 121
Central Limit Theorem for Asymmetric Kernel Functionals 0 0 0 1 0 1 2 328
Central limit theorem for asymmetric kernel functionals 0 0 0 109 0 0 2 326
Component shares in continuous time 0 0 0 17 0 1 5 65
Conditional alphas and realized betas 0 0 1 22 0 2 3 75
Desempenho de estimadores de volatilidade na Bolsa de Valores de São Paulo 0 0 0 36 1 1 5 231
Disagreement in inflation forecasts and inflation risk premia in Brazil 0 0 1 39 1 1 6 34
Disentangling the Effect of Private and Public Cash Flows on Firm Value 0 0 0 29 0 0 1 63
Disentangling the Effect of Private and Public Cash Flows on Firm Value 0 0 0 0 0 0 1 13
Disentangling the effect of private and public cash flows on firm value 0 0 0 15 0 0 1 12
Estimating the stochastic discount factor without a utility function 0 0 0 294 1 1 7 758
FOREIGN CAPITAL AND GENDER DIFFERENCES IN PROMOTIONS: EVIDENCE FROM THE BRAZILIAN TRANSFORMATION INDUSTRY 0 0 0 25 1 1 3 184
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 1 4 1 2 5 37
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 0 60 0 1 6 88
Improving on daily measures of price discovery 0 0 1 15 0 0 12 68
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 1 36 1 1 5 99
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 0 0 0 1 37
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 10 0 1 4 60
Market Microstructure Models and Markov Property 0 0 0 192 0 0 0 438
Market Microstructure Models and the Markov Property 0 0 0 0 0 0 0 456
Modeling and predicting the CBOE market volatility index 1 1 1 544 4 4 23 1,588
Modeling and predicting the CBOE market volatility index 0 0 0 87 2 3 14 253
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 0 0 2 457
Negociação com informação diferenciada em ADRs da América Latina 0 0 1 5 0 0 1 25
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 0 0 0 315
Nonparametric entropy-based tests of independence between stochastic processes 0 0 0 190 0 0 2 457
Nonparametric specification tests for conditional duration models 0 0 0 170 0 1 5 483
O mecanismo monetário de transmissão na economia brasileira pós-Plano Real 0 0 2 45 0 0 4 229
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil 0 0 1 7 0 1 4 35
Price discovery in a continuous-time setting 0 1 1 27 0 2 4 83
Price discovery in dual-class shares across multiple markets 0 0 0 30 0 0 3 92
Price discovery in dual-class shares across multiple markets 0 0 2 28 0 0 12 78
Profundidade de mercado na BM&FBovespa 0 0 1 3 0 0 1 36
Prêmio por controle no mercado brasileiro 0 0 0 8 0 0 2 64
Smoothing quantile regressions 0 1 2 8 0 3 15 45
Smoothing quantile regressions 0 0 0 92 0 2 7 61
Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels 0 0 0 11 0 0 2 55
Testing the Markov property with ultra high frequency financial data 0 0 0 59 0 1 2 330
Testing the Markov property with ultra-high frequency financial data 0 0 0 309 0 0 3 1,095
The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance 0 0 0 3 0 0 0 18
The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance 0 0 1 29 0 0 2 68
The finite-sample size of the BDS test for GARCH standardized residuals 0 0 0 59 1 3 6 84
The government as a large shareholder: impact on corporate governance 0 0 2 46 0 1 14 118
Títulos de dívida corporativa de empresas brasileiras: investir em emissões do mercado interno ou externo? 0 0 4 11 0 0 6 41
Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor 0 1 1 46 0 1 2 299
Total Working Papers 1 6 33 3,939 14 43 259 13,457


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 0 0 3 17
A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US 0 1 6 28 1 5 26 114
A family of autoregressive conditional duration models 0 0 2 256 0 1 8 563
A multivariate conditional autoregressive range model 0 0 0 103 0 0 4 284
A questão da dinâmica de preços de ativos financeiros 0 0 0 0 0 0 0 13
Anticipatory effects in the FTSE 100 index revisions 0 1 3 19 0 1 14 91
Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 1 0 0 0 27
Bounds for the probability distribution function of the linear ACD process 0 0 0 7 0 0 2 74
Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds? 0 0 0 1 0 0 2 21
Central limit theorem for asymmetric kernel functionals 0 0 0 21 0 0 1 93
Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo 0 0 0 2 0 0 4 26
Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil 0 0 0 2 0 0 2 26
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models 0 0 1 2 1 3 13 17
Financial crashes as endogenous jumps: estimation, testing and forecasting 0 1 2 53 0 1 7 145
Forecasting the Brazilian yield curve using forward-looking variables 0 0 4 25 0 1 12 132
Foreign Capital and Gender Differences in Promotions: Evidence From Large Brazilian Manufacturing Firms 0 0 0 13 1 2 4 63
Guns and Suicides 0 0 0 4 1 2 6 32
International market links and volatility transmission 0 0 1 13 0 0 8 94
March madness in Wall Street: (What) does the market learn from stress tests? 1 2 8 22 4 7 28 65
Market Depth at the BM&FBovespa 0 0 0 0 0 0 1 30
Modeling and predicting the CBOE market volatility index 2 3 11 76 3 5 34 245
Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes 0 0 0 49 0 0 4 144
Nonparametric specification tests for conditional duration models 1 1 2 106 1 1 8 311
O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real 0 1 1 2 0 1 2 17
Price discovery in dual‐class shares across multiple markets 0 1 1 3 0 1 4 17
Semiparametric methods in econometrics 0 0 1 109 0 0 3 230
Smoothing Quantile Regressions 0 2 5 8 0 3 23 33
Testing for Jump Spillovers Without Testing for Jumps 0 0 1 1 0 1 3 3
Testing for a flexible non-linear link between short-term Eurorates and spreads 0 0 0 0 0 0 0 3
Testing for symmetry and conditional symmetry using asymmetric kernels 0 1 1 4 0 1 2 34
Testing the Markov property with high frequency data 0 0 1 43 0 0 4 212
The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals 0 0 0 0 0 0 3 25
The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil 0 0 0 3 0 0 1 19
The effect of voting rights on firm value 0 0 0 0 0 0 0 0
The efficiency of risk sharing between UK and US: Robust estimation and calibration under market incompleteness 0 0 0 0 0 0 1 4
Um Procedimento Para Análise De Persistência Na Volatilidade 0 0 0 0 0 0 1 4
Voting Premium in the Brazilian Equity Market 0 0 0 1 0 0 2 22
What Drives the Nominal Yield Curve in Brazil? 0 1 6 6 1 3 22 27
Total Journal Articles 4 15 57 983 13 39 262 3,277


Statistics updated 2022-08-04