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 1 11 280
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 1 15 0 0 16 80
A Panel-based Proxy for Gun Prevalence in the US 0 0 0 23 0 0 11 94
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 0 40 0 0 16 154
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 0 84 0 3 27 207
A family of autoregressive conditional duration models 0 0 0 119 0 1 8 385
A family of autoregressive conditional duration models 0 0 0 233 0 2 13 568
A family of autoregressive conditional duration models 0 0 0 50 0 1 8 449
A stochastic discount factor approach to asset pricing using panel data 0 0 1 192 1 4 30 592
Anticipatory Effects in the FTSE 100 Index Revisions 0 1 1 8 1 3 24 62
Anticipatory effects in the FTSE 100 index revisions 0 0 0 11 0 1 21 77
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 1 0 2 7 25
Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange 1 1 2 42 1 1 13 182
Armas de Fogo e Suicídios 0 0 0 5 0 2 31 79
Bounds for the probability distribution function of the linear ACD process 0 0 0 44 0 0 11 285
Capital Estrangeiro e Diferenciais de Gênero nas Promoções: Evidências da Indústria de Transformação Brasileira 0 0 0 18 0 2 8 131
Central Limit Theorem for Asymmetric Kernel Functionals 0 0 0 1 2 2 10 344
Central limit theorem for asymmetric kernel functionals 0 0 1 111 0 2 23 351
Component shares in continuous time 0 0 0 17 0 3 19 84
Conditional alphas and realized betas 0 1 2 27 1 3 23 104
Desempenho de estimadores de volatilidade na Bolsa de Valores de São Paulo 0 0 1 37 0 0 8 241
Disagreement in inflation forecasts and inflation risk premia in Brazil 0 0 1 41 0 2 21 64
Disentangling the Effect of Private and Public Cash Flows on Firm Value 0 0 0 0 0 1 8 24
Disentangling the effect of private and public cash flows on firm value 0 0 0 15 0 1 11 27
Estimating the stochastic discount factor without a utility function 0 0 0 295 0 1 17 801
FOREIGN CAPITAL AND GENDER DIFFERENCES IN PROMOTIONS: EVIDENCE FROM THE BRAZILIAN TRANSFORMATION INDUSTRY 0 0 0 25 0 0 3 188
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 1 1 11 0 3 13 68
Foreign capital and gender differences in promotions: evidence from large Brazilian manufacturing firms 0 0 0 0 0 0 9 11
Improving on daily measures of price discovery 0 0 0 16 0 0 12 85
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 0 0 0 10 48
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 11 1 1 13 75
Market Microstructure Models and the Markov Property 0 0 0 0 0 0 1 459
Modeling and predicting the CBOE market volatility index 0 0 1 91 1 3 21 297
Modeling and predicting the CBOE market volatility index 0 0 3 552 4 7 32 1,652
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 0 1 13 471
Negociação com informação diferenciada em ADRs da América Latina 0 0 0 5 0 0 7 34
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 1 1 9 324
Nonparametric entropy-based tests of independence between stochastic processes 0 0 1 192 0 0 17 478
Nonparametric specification tests for conditional duration models 0 0 0 172 0 1 16 504
O mecanismo monetário de transmissão na economia brasileira pós-Plano Real 0 0 2 50 0 0 7 241
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil 0 0 2 10 0 0 9 47
Price discovery in a continuous-time setting 0 0 1 31 0 1 5 99
Price discovery in dual-class shares across multiple markets 0 0 0 30 0 2 7 101
Price discovery in dual-class shares across multiple markets 0 0 1 30 0 1 9 92
Profundidade de mercado na BM&FBovespa 0 0 0 4 0 0 5 43
Prêmio por controle no mercado brasileiro 0 0 2 10 0 2 14 86
Smoothing quantile regressions 0 0 2 96 1 4 29 101
Smoothing quantile regressions 0 1 2 18 0 2 11 77
Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels 0 0 0 11 0 0 5 63
Testing the Markov property with ultra high frequency financial data 0 0 1 61 0 3 16 354
Testing the Markov property with ultra-high frequency financial data 0 0 0 310 1 4 17 1,122
The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance 0 0 0 3 0 3 9 30
The finite-sample size of the BDS test for GARCH standardized residuals 0 0 0 61 1 3 15 106
The government as a large shareholder: impact on corporate governance 0 0 0 46 0 1 11 147
Treatment-effect heterogeneity and interactive fixed effects: Can we control for too much? 1 5 5 5 3 8 8 8
Títulos de dívida corporativa de empresas brasileiras: investir em emissões do mercado interno ou externo? 0 0 0 11 0 2 7 51
Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor 0 0 0 46 1 2 16 316
Total Working Papers 2 10 34 3,610 20 93 771 13,468
8 registered items for which data could not be found

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 2 5 24
A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US 0 1 6 56 0 6 34 212
A family of autoregressive conditional duration models 0 0 0 256 0 3 12 584
A multivariate conditional autoregressive range model 1 1 1 107 1 1 17 311
A panel-based proxy for gun prevalence in US and Mexico 0 0 0 2 0 0 10 23
A questão da dinâmica de preços de ativos financeiros 0 0 0 0 0 0 2 17
Anticipatory effects in the FTSE 100 index revisions 1 2 3 25 1 5 18 120
Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 1 1 2 12 39
Bounds for the probability distribution function of the linear ACD process 0 0 1 8 0 1 8 85
Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds? 0 0 0 1 0 1 11 35
Central limit theorem for asymmetric kernel functionals 0 0 1 22 0 1 15 110
Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo 0 0 0 2 1 2 4 32
Diffuse Kalman filtering with linear constraints on the state parameters 0 0 0 1 1 2 3 7
Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil 0 0 0 2 0 0 11 39
Economics and literature: an examination of Gulliver’s Travels 0 0 0 4 1 1 14 27
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models 0 0 0 5 1 1 9 37
Financial crashes as endogenous jumps: estimation, testing and forecasting 0 0 0 54 1 1 17 168
Forecasting realized volatility using news flow 2 3 6 6 3 8 13 13
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 0 3 9 166
Foreign Capital and Gender Differences in Promotions: Evidence From Large Brazilian Manufacturing Firms 0 0 0 13 1 1 9 76
Guns and Suicides 0 0 0 5 0 0 12 54
International market links and volatility transmission 0 0 0 13 0 1 11 111
March madness in Wall Street: (What) does the market learn from stress tests? 0 1 1 32 1 2 7 109
Market Depth at the BM&FBovespa 0 0 0 0 1 2 11 45
Modeling and predicting the CBOE market volatility index 1 2 6 92 3 12 32 335
Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes 0 0 0 51 0 0 14 165
Nonparametric specification tests for conditional duration models 0 0 0 108 0 1 23 343
O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real 0 0 0 3 1 2 10 30
Price Discovery in a Continuous-Time Setting* 0 0 1 1 0 2 15 21
Price discovery in dual‐class shares across multiple markets 0 0 0 4 1 1 11 31
Semiparametric methods in econometrics 0 0 0 109 0 1 4 238
Smoothing Quantile Regressions 0 1 5 27 2 4 26 127
Tail risk exposures of hedge funds: Evidence from unique Brazilian data 0 0 1 5 0 0 11 22
Testing for Jump Spillovers Without Testing for Jumps 0 0 0 3 0 0 8 15
Testing for a flexible non-linear link between short-term Eurorates and spreads 0 0 0 0 0 0 7 10
Testing for symmetry and conditional symmetry using asymmetric kernels 0 0 0 4 0 1 14 48
Testing the Markov property with high frequency data 0 0 0 49 0 0 8 232
The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals 0 0 1 4 0 3 18 47
The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil 0 0 0 4 0 1 11 37
The effect of voting rights on firm value 0 0 0 1 2 2 9 16
The efficiency of risk sharing between UK and US: Robust estimation and calibration under market incompleteness 0 0 0 0 0 0 6 15
The equity premium and the disconnect between uncertainty and volatility: A global perspective 0 0 1 1 1 1 15 15
Um Procedimento Para Análise De Persistência Na Volatilidade 0 0 0 0 0 1 3 9
Voting Premium in the Brazilian Equity Market 0 0 0 1 0 0 5 27
What Drives the Nominal Yield Curve in Brazil? 0 0 3 27 3 4 29 101
Total Journal Articles 5 11 37 1,141 28 82 553 4,328

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 2026-08-07