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 2 269
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 0 14 1 1 4 64
A Panel-based Proxy for Gun Prevalence in the US 0 0 0 23 0 0 0 83
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 4 39 1 3 9 131
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 2 83 1 3 9 178
A family of autoregressive conditional duration models 0 0 0 233 0 1 2 555
A family of autoregressive conditional duration models 0 0 0 50 0 1 2 441
A family of autoregressive conditional duration models 0 0 0 119 0 0 1 376
A stochastic discount factor approach to asset pricing using panel data 0 0 1 191 0 0 2 560
Anticipatory Effects in the FTSE 100 Index Revisions 0 0 0 7 0 0 1 36
Anticipatory effects in the FTSE 100 index revisions 0 0 1 11 2 2 3 56
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 1 1 0 0 1 18
Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 40 0 0 0 169
Armas de Fogo e Suicídios 0 0 0 5 0 3 9 48
Bounds for the probability distribution function of the linear ACD process 0 0 0 44 0 0 1 274
Capital Estrangeiro e Diferenciais de Gênero nas Promoções: Evidências da Indústria de Transformação Brasileira 0 0 0 18 0 0 1 123
Central Limit Theorem for Asymmetric Kernel Functionals 0 0 0 1 0 0 1 332
Central limit theorem for asymmetric kernel functionals 0 0 0 109 0 0 0 326
Component shares in continuous time 0 0 0 17 0 0 0 65
Conditional alphas and realized betas 0 0 0 25 0 1 1 81
Desempenho de estimadores de volatilidade na Bolsa de Valores de São Paulo 0 0 0 36 0 0 1 232
Disagreement in inflation forecasts and inflation risk premia in Brazil 0 0 1 40 0 4 5 42
Disentangling the Effect of Private and Public Cash Flows on Firm Value 0 0 0 0 0 0 1 15
Disentangling the effect of private and public cash flows on firm value 0 0 0 15 0 1 2 14
Estimating the stochastic discount factor without a utility function 0 0 1 295 2 10 17 783
FOREIGN CAPITAL AND GENDER DIFFERENCES IN PROMOTIONS: EVIDENCE FROM THE BRAZILIAN TRANSFORMATION INDUSTRY 0 0 0 25 0 0 0 185
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 1 1 9 1 2 4 54
Foreign capital and gender differences in promotions: evidence from large Brazilian manufacturing firms 0 0 0 0 0 0 2 2
Improving on daily measures of price discovery 0 1 1 16 0 2 3 73
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 11 0 0 1 62
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 0 0 0 0 38
Market Microstructure Models and Markov Property 0 0 0 192 0 0 2 441
Market Microstructure Models and the Markov Property 0 0 0 0 0 0 1 458
Modeling and predicting the CBOE market volatility index 0 0 0 90 0 0 2 274
Modeling and predicting the CBOE market volatility index 0 1 3 549 2 8 13 1,619
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 0 0 0 458
Negociação com informação diferenciada em ADRs da América Latina 0 0 0 5 0 0 1 27
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 1 191 0 0 3 461
Nonparametric specification tests for conditional duration models 0 0 0 171 0 1 1 487
O mecanismo monetário de transmissão na economia brasileira pós-Plano Real 0 1 1 46 2 3 3 232
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil 0 0 0 8 0 0 0 38
Price discovery in a continuous-time setting 0 0 0 30 0 2 3 93
Price discovery in dual-class shares across multiple markets 0 0 0 30 0 0 0 94
Price discovery in dual-class shares across multiple markets 0 0 0 29 0 0 2 83
Profundidade de mercado na BM&FBovespa 0 0 1 4 0 0 1 37
Prêmio por controle no mercado brasileiro 0 0 0 8 0 0 0 70
Smoothing quantile regressions 0 0 0 93 0 2 3 70
Smoothing quantile regressions 0 0 2 16 0 0 6 66
Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels 0 0 0 11 0 0 2 58
Testing the Markov property with ultra high frequency financial data 0 0 0 60 0 1 4 338
Testing the Markov property with ultra-high frequency financial data 0 0 0 310 0 1 4 1,105
The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance 0 0 0 3 0 1 1 21
The finite-sample size of the BDS test for GARCH standardized residuals 0 1 2 61 0 2 5 91
The government as a large shareholder: impact on corporate governance 0 0 0 46 0 0 4 135
Títulos de dívida corporativa de empresas brasileiras: investir em emissões do mercado interno ou externo? 0 0 0 11 1 1 2 44
Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor 0 0 0 46 0 1 1 300
Total Working Papers 0 5 23 3,760 13 57 149 13,100
7 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 0 0 0 18
A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US 0 2 8 49 2 10 24 173
A family of autoregressive conditional duration models 0 0 0 256 0 1 2 572
A multivariate conditional autoregressive range model 0 1 1 105 0 1 2 290
A panel-based proxy for gun prevalence in US and Mexico 0 0 1 2 0 1 5 13
A questão da dinâmica de preços de ativos financeiros 0 0 0 0 0 0 1 15
Anticipatory effects in the FTSE 100 index revisions 0 0 1 22 0 0 3 100
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 1 1 77
Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds? 0 0 0 1 0 1 1 24
Central limit theorem for asymmetric kernel functionals 0 0 0 21 0 0 1 95
Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo 0 0 0 2 1 1 2 28
Diffuse Kalman filtering with linear constraints on the state parameters 0 0 1 1 0 0 2 3
Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil 0 0 0 2 0 0 1 27
Economics and literature: an examination of Gulliver’s Travels 0 0 2 4 0 1 8 13
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models 0 0 0 5 0 0 4 28
Financial crashes as endogenous jumps: estimation, testing and forecasting 0 0 1 54 0 1 2 151
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 0 1 5 156
Foreign Capital and Gender Differences in Promotions: Evidence From Large Brazilian Manufacturing Firms 0 0 0 13 0 2 3 67
Guns and Suicides 0 0 0 5 0 0 3 42
International market links and volatility transmission 0 0 0 13 0 1 2 100
March madness in Wall Street: (What) does the market learn from stress tests? 0 0 2 31 0 1 11 101
Market Depth at the BM&FBovespa 0 0 0 0 0 0 1 33
Modeling and predicting the CBOE market volatility index 0 0 1 85 2 3 17 299
Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes 0 0 0 51 0 0 2 149
Nonparametric specification tests for conditional duration models 0 0 1 108 0 1 5 319
O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real 0 0 1 3 0 1 3 20
Price Discovery in a Continuous-Time Setting* 0 0 0 0 0 0 0 2
Price discovery in dual‐class shares across multiple markets 0 0 1 4 0 1 2 20
Semiparametric methods in econometrics 0 0 0 109 0 1 3 234
Smoothing Quantile Regressions 0 0 7 21 0 2 18 95
Tail risk exposures of hedge funds: Evidence from unique Brazilian data 0 0 0 3 1 1 4 9
Testing for Jump Spillovers Without Testing for Jumps 0 0 0 3 0 0 0 6
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 0 0 4 0 0 0 34
Testing the Markov property with high frequency data 0 1 1 49 0 2 5 224
The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals 0 1 2 3 0 1 2 28
The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil 0 0 0 4 0 3 4 25
The effect of voting rights on firm value 0 0 1 1 0 2 5 7
The efficiency of risk sharing between UK and US: Robust estimation and calibration under market incompleteness 0 0 0 0 1 3 3 9
Um Procedimento Para Análise De Persistência Na Volatilidade 0 0 0 0 0 1 2 6
Voting Premium in the Brazilian Equity Market 0 0 0 1 0 0 0 22
What Drives the Nominal Yield Curve in Brazil? 0 0 3 24 1 2 9 71
Total Journal Articles 0 5 35 1,099 8 47 168 3,735

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Statistics updated 2025-05-12