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 2 2 3 272
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 0 14 3 5 10 70
A Panel-based Proxy for Gun Prevalence in the US 0 0 0 23 1 2 2 85
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 84 1 3 12 186
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 40 0 1 11 139
A family of autoregressive conditional duration models 0 0 0 233 1 3 4 558
A family of autoregressive conditional duration models 0 0 0 119 0 1 3 378
A family of autoregressive conditional duration models 0 0 0 50 1 1 3 442
A stochastic discount factor approach to asset pricing using panel data 1 1 1 192 2 13 15 575
Anticipatory Effects in the FTSE 100 Index Revisions 0 0 0 7 2 4 6 42
Anticipatory effects in the FTSE 100 index revisions 0 0 0 11 2 2 5 59
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 1 1 2 2 3 20
Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange 1 1 1 41 2 3 3 172
Armas de Fogo e Suicídios 0 0 0 5 2 5 9 53
Bounds for the probability distribution function of the linear ACD process 0 0 0 44 2 3 4 277
Capital Estrangeiro e Diferenciais de Gênero nas Promoções: Evidências da Indústria de Transformação Brasileira 0 0 0 18 1 1 1 124
Central Limit Theorem for Asymmetric Kernel Functionals 0 0 0 1 1 2 4 336
Central limit theorem for asymmetric kernel functionals 1 1 2 111 1 5 8 334
Component shares in continuous time 0 0 0 17 2 4 4 69
Conditional alphas and realized betas 1 1 1 26 2 2 4 84
Desempenho de estimadores de volatilidade na Bolsa de Valores de São Paulo 1 1 1 37 1 1 3 234
Disagreement in inflation forecasts and inflation risk premia in Brazil 0 1 1 41 3 5 10 48
Disentangling the Effect of Private and Public Cash Flows on Firm Value 0 0 0 0 0 3 4 19
Disentangling the effect of private and public cash flows on firm value 0 0 0 15 4 4 7 20
Estimating the stochastic discount factor without a utility function 0 0 0 295 3 3 16 788
FOREIGN CAPITAL AND GENDER DIFFERENCES IN PROMOTIONS: EVIDENCE FROM THE BRAZILIAN TRANSFORMATION INDUSTRY 0 0 0 25 0 1 1 186
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 2 10 0 1 6 58
Foreign capital and gender differences in promotions: evidence from large Brazilian manufacturing firms 0 0 0 0 1 1 2 3
Improving on daily measures of price discovery 0 0 1 16 1 1 3 74
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 11 0 0 0 62
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 0 2 2 2 40
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 6 6 8 282
Modeling and predicting the CBOE market volatility index 1 1 3 550 3 8 18 1,628
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 2 2 3 461
Negociação com informação diferenciada em ADRs da América Latina 0 0 0 5 0 0 0 27
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 0 1 2 317
Nonparametric entropy-based tests of independence between stochastic processes 1 1 1 192 2 3 5 464
Nonparametric specification tests for conditional duration models 0 0 1 172 2 4 6 492
O mecanismo monetário de transmissão na economia brasileira pós-Plano Real 1 2 5 50 1 3 8 237
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil 0 1 1 9 0 1 1 39
Price discovery in a continuous-time setting 0 0 0 30 1 2 7 97
Price discovery in dual-class shares across multiple markets 0 0 0 29 0 0 0 83
Price discovery in dual-class shares across multiple markets 0 0 0 30 0 0 1 95
Profundidade de mercado na BM&FBovespa 0 0 1 4 0 0 2 38
Prêmio por controle no mercado brasileiro 0 0 0 8 0 1 3 73
Smoothing quantile regressions 0 1 2 17 1 3 5 69
Smoothing quantile regressions 0 0 1 94 5 9 14 82
Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels 0 0 0 11 0 1 1 59
Testing the Markov property with ultra high frequency financial data 1 1 1 61 3 3 6 341
Testing the Markov property with ultra-high frequency financial data 0 0 0 310 0 0 2 1,105
The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance 0 0 0 3 0 0 1 21
The finite-sample size of the BDS test for GARCH standardized residuals 0 0 1 61 0 1 3 92
The government as a large shareholder: impact on corporate governance 0 0 0 46 1 2 4 139
Títulos de dívida corporativa de empresas brasileiras: investir em emissões do mercado interno ou externo? 0 0 0 11 0 0 1 44
Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor 0 0 0 46 2 2 4 303
Total Working Papers 9 13 30 3,589 74 138 274 12,853
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 0 0 1 19
A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US 0 1 7 51 2 5 27 183
A family of autoregressive conditional duration models 0 0 0 256 0 0 1 572
A multivariate conditional autoregressive range model 0 0 2 106 2 8 14 302
A panel-based proxy for gun prevalence in US and Mexico 0 0 1 2 0 0 3 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 23 1 2 6 105
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 2 78
Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds? 0 0 0 1 1 3 4 27
Central limit theorem for asymmetric kernel functionals 1 1 1 22 3 6 6 101
Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo 0 0 0 2 0 0 1 28
Diffuse Kalman filtering with linear constraints on the state parameters 0 0 0 1 0 0 2 4
Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil 0 0 0 2 1 1 2 29
Economics and literature: an examination of Gulliver’s Travels 0 0 1 4 2 4 8 17
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models 0 0 0 5 0 2 2 30
Financial crashes as endogenous jumps: estimation, testing and forecasting 0 0 0 54 0 1 2 152
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 1 5 8 163
Foreign Capital and Gender Differences in Promotions: Evidence From Large Brazilian Manufacturing Firms 0 0 0 13 1 2 5 69
Guns and Suicides 0 0 0 5 1 1 1 43
International market links and volatility transmission 0 0 0 13 0 2 3 102
March madness in Wall Street: (What) does the market learn from stress tests? 0 0 0 31 1 1 6 103
Market Depth at the BM&FBovespa 0 0 0 0 0 1 3 35
Modeling and predicting the CBOE market volatility index 0 1 2 87 2 5 16 309
Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes 0 0 0 51 0 1 4 152
Nonparametric specification tests for conditional duration models 0 0 0 108 3 4 10 326
O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real 0 0 0 3 1 2 3 22
Price Discovery in a Continuous-Time Setting* 0 1 1 1 0 2 6 8
Price discovery in dual‐class shares across multiple markets 0 0 1 4 1 2 4 22
Semiparametric methods in econometrics 0 0 0 109 0 0 3 234
Smoothing Quantile Regressions 2 3 5 25 4 9 24 112
Tail risk exposures of hedge funds: Evidence from unique Brazilian data 0 0 1 4 0 0 4 11
Testing for Jump Spillovers Without Testing for Jumps 0 0 0 3 0 2 3 9
Testing for a flexible non-linear link between short-term Eurorates and spreads 0 0 0 0 2 2 2 5
Testing for symmetry and conditional symmetry using asymmetric kernels 0 0 0 4 7 8 8 42
Testing the Markov property with high frequency data 0 0 1 49 0 2 6 226
The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals 0 0 1 3 1 1 3 30
The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil 0 0 0 4 3 3 8 29
The effect of voting rights on firm value 0 0 1 1 0 0 3 7
The efficiency of risk sharing between UK and US: Robust estimation and calibration under market incompleteness 0 0 0 0 0 0 3 9
Um Procedimento Para Análise De Persistência Na Volatilidade 0 0 0 0 0 0 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? 1 2 2 26 2 4 8 76
Total Journal Articles 4 9 28 1,114 42 92 228 3,874

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Statistics updated 2025-12-06