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 2 5 274
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 1 15 1 6 14 77
A Panel-based Proxy for Gun Prevalence in the US 0 0 0 23 1 4 8 91
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 84 0 12 22 199
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 40 1 12 23 153
A family of autoregressive conditional duration models 0 0 0 233 0 5 10 565
A family of autoregressive conditional duration models 0 0 0 119 0 0 4 380
A family of autoregressive conditional duration models 0 0 0 50 0 4 6 447
A stochastic discount factor approach to asset pricing using panel data 0 0 1 192 0 9 25 585
Anticipatory Effects in the FTSE 100 Index Revisions 0 0 0 7 2 5 22 58
Anticipatory effects in the FTSE 100 index revisions 0 0 0 11 2 7 21 75
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 1 0 2 5 23
Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange 0 0 1 41 2 5 10 179
Armas de Fogo e Suicídios 0 0 0 5 10 15 23 71
Bounds for the probability distribution function of the linear ACD process 0 0 0 44 0 4 9 283
Capital Estrangeiro e Diferenciais de Gênero nas Promoções: Evidências da Indústria de Transformação Brasileira 0 0 0 18 0 3 5 128
Central Limit Theorem for Asymmetric Kernel Functionals 0 0 0 1 1 3 7 339
Central limit theorem for asymmetric kernel functionals 0 0 2 111 1 9 20 346
Component shares in continuous time 0 0 0 17 0 4 11 76
Conditional alphas and realized betas 0 0 1 26 0 14 17 98
Desempenho de estimadores de volatilidade na Bolsa de Valores de São Paulo 0 0 1 37 0 1 5 237
Disagreement in inflation forecasts and inflation risk premia in Brazil 0 0 1 41 1 9 19 61
Disentangling the Effect of Private and Public Cash Flows on Firm Value 0 0 0 0 0 0 6 21
Disentangling the effect of private and public cash flows on firm value 0 0 0 15 1 4 12 26
Estimating the stochastic discount factor without a utility function 0 0 0 295 2 9 19 800
FOREIGN CAPITAL AND GENDER DIFFERENCES IN PROMOTIONS: EVIDENCE FROM THE BRAZILIAN TRANSFORMATION INDUSTRY 0 0 0 25 0 1 2 187
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 1 10 1 7 12 65
Foreign capital and gender differences in promotions: evidence from large Brazilian manufacturing firms 0 0 0 0 1 4 8 10
Improving on daily measures of price discovery 0 0 0 16 1 8 10 83
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 11 0 8 9 71
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 0 1 7 10 48
Market Microstructure Models and the Markov Property 0 0 0 0 0 0 0 458
Modeling and predicting the CBOE market volatility index 0 1 3 552 2 10 25 1,642
Modeling and predicting the CBOE market volatility index 0 1 1 91 1 5 17 291
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 0 6 10 468
Negociação com informação diferenciada em ADRs da América Latina 0 0 0 5 1 4 6 33
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 0 5 7 322
Nonparametric entropy-based tests of independence between stochastic processes 0 0 1 192 0 7 13 474
Nonparametric specification tests for conditional duration models 0 0 1 172 2 9 14 501
O mecanismo monetário de transmissão na economia brasileira pós-Plano Real 0 0 4 50 0 4 11 241
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil 0 1 2 10 0 4 8 46
Price discovery in a continuous-time setting 0 1 1 31 0 1 5 98
Price discovery in dual-class shares across multiple markets 0 1 1 30 0 5 5 88
Price discovery in dual-class shares across multiple markets 0 0 0 30 0 3 4 98
Profundidade de mercado na BM&FBovespa 0 0 0 4 0 2 3 40
Prêmio por controle no mercado brasileiro 0 2 2 10 1 6 10 80
Smoothing quantile regressions 0 0 1 17 2 5 9 75
Smoothing quantile regressions 1 1 2 95 3 7 23 93
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 1 7 10 348
Testing the Markov property with ultra-high frequency financial data 0 0 0 310 2 11 12 1,117
The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance 0 0 0 3 0 3 4 25
The finite-sample size of the BDS test for GARCH standardized residuals 0 0 0 61 3 8 10 101
The government as a large shareholder: impact on corporate governance 0 0 0 46 0 3 8 143
Títulos de dívida corporativa de empresas brasileiras: investir em emissões do mercado interno ou externo? 0 0 0 11 1 3 4 47
Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor 0 0 0 46 0 4 9 309
Total Working Papers 1 8 31 3,599 48 305 611 13,257
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 4 22
A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US 1 3 6 55 3 12 29 200
A family of autoregressive conditional duration models 0 0 0 256 1 3 3 575
A multivariate conditional autoregressive range model 0 0 1 106 2 4 19 309
A panel-based proxy for gun prevalence in US and Mexico 0 0 0 2 0 6 8 21
A questão da dinâmica de preços de ativos financeiros 0 0 0 0 0 2 2 17
Anticipatory effects in the FTSE 100 index revisions 0 0 1 23 0 7 14 114
Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 1 0 4 7 34
Bounds for the probability distribution function of the linear ACD process 0 0 0 7 1 2 4 81
Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds? 0 0 0 1 1 6 9 33
Central limit theorem for asymmetric kernel functionals 0 0 1 22 0 6 12 107
Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo 0 0 0 2 0 1 3 30
Diffuse Kalman filtering with linear constraints on the state parameters 0 0 0 1 1 1 2 5
Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil 0 0 0 2 1 3 7 34
Economics and literature: an examination of Gulliver’s Travels 0 0 0 4 0 2 7 20
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models 0 0 0 5 0 3 7 35
Financial crashes as endogenous jumps: estimation, testing and forecasting 0 0 0 54 1 8 11 162
Forecasting realized volatility using news flow 0 3 3 3 1 5 5 5
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 0 0 7 163
Foreign Capital and Gender Differences in Promotions: Evidence From Large Brazilian Manufacturing Firms 0 0 0 13 1 3 7 74
Guns and Suicides 0 0 0 5 0 4 8 50
International market links and volatility transmission 0 0 0 13 2 5 8 108
March madness in Wall Street: (What) does the market learn from stress tests? 0 0 0 31 0 1 3 104
Market Depth at the BM&FBovespa 0 0 0 0 0 3 7 40
Modeling and predicting the CBOE market volatility index 1 1 4 89 2 9 23 320
Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes 0 0 0 51 1 5 11 160
Nonparametric specification tests for conditional duration models 0 0 0 108 3 11 18 337
O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real 0 0 0 3 1 2 6 26
Price Discovery in a Continuous-Time Setting* 0 0 1 1 1 8 16 18
Price discovery in dual‐class shares across multiple markets 0 0 0 4 0 5 8 28
Semiparametric methods in econometrics 0 0 0 109 0 0 1 235
Smoothing Quantile Regressions 1 1 5 26 3 5 23 118
Tail risk exposures of hedge funds: Evidence from unique Brazilian data 0 0 2 5 0 4 12 20
Testing for Jump Spillovers Without Testing for Jumps 0 0 0 3 0 2 5 11
Testing for a flexible non-linear link between short-term Eurorates and spreads 0 0 0 0 0 2 5 8
Testing for symmetry and conditional symmetry using asymmetric kernels 0 0 0 4 0 3 11 45
Testing the Markov property with high frequency data 0 0 0 49 0 1 4 228
The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals 0 1 1 4 1 10 14 42
The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil 0 0 0 4 3 4 10 35
The effect of voting rights on firm value 0 0 0 1 0 2 4 11
The efficiency of risk sharing between UK and US: Robust estimation and calibration under market incompleteness 0 0 0 0 0 3 5 13
The equity premium and the disconnect between uncertainty and volatility: A global perspective 1 1 1 1 3 4 11 11
Um Procedimento Para Análise De Persistência Na Volatilidade 0 0 0 0 0 1 1 7
Voting Premium in the Brazilian Equity Market 0 0 0 1 0 3 4 26
What Drives the Nominal Yield Curve in Brazil? 0 0 3 27 0 6 22 92
Total Journal Articles 4 10 29 1,128 34 183 407 4,134

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Statistics updated 2026-04-09