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 1 15 1 1 16 81
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 0 87 0 1 10 280
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 2 4 26 209
A family of autoregressive conditional duration models 0 0 0 119 1 2 9 386
A family of autoregressive conditional duration models 0 0 0 233 1 3 14 569
A family of autoregressive conditional duration models 0 0 0 50 0 0 8 449
A stochastic discount factor approach to asset pricing using panel data 1 1 2 193 1 4 31 593
Anticipatory Effects in the FTSE 100 Index Revisions 0 1 1 8 0 3 24 62
Anticipatory effects in the FTSE 100 index revisions 0 0 0 11 1 2 21 78
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 1 0 0 7 25
Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange 0 1 2 42 0 1 13 182
Armas de Fogo e Suicídios 0 0 0 5 0 0 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 1 8 131
Central Limit Theorem for Asymmetric Kernel Functionals 0 0 0 1 0 2 10 344
Central limit theorem for asymmetric kernel functionals 0 0 1 111 0 0 22 351
Component shares in continuous time 0 0 0 17 1 2 20 85
Conditional alphas and realized betas 0 1 2 27 0 3 22 104
Desempenho de estimadores de volatilidade na Bolsa de Valores de São Paulo 0 0 1 37 1 1 9 242
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 1 2 9 25
Disentangling the effect of private and public cash flows on firm value 0 0 0 15 0 0 11 27
Estimating the stochastic discount factor without a utility function 1 1 1 296 1 2 17 802
FOREIGN CAPITAL AND GENDER DIFFERENCES IN PROMOTIONS: EVIDENCE FROM THE BRAZILIAN TRANSFORMATION INDUSTRY 0 0 0 25 1 1 4 189
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 1 1 11 0 1 11 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 1 1 13 86
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 0 1 1 11 49
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 11 0 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 3 552 1 6 33 1,653
Modeling and predicting the CBOE market volatility index 0 0 1 91 1 3 22 298
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 0 0 12 471
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 0 1 8 324
Nonparametric entropy-based tests of independence between stochastic processes 0 0 1 192 1 1 18 479
Nonparametric specification tests for conditional duration models 0 0 0 172 1 1 17 505
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 1 1 5 100
Price discovery in dual-class shares across multiple markets 0 0 0 30 2 2 8 103
Price discovery in dual-class shares across multiple markets 0 0 1 30 0 0 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 1 1 15 87
Smoothing quantile regressions 0 0 2 18 1 2 12 78
Smoothing quantile regressions 0 0 2 96 2 5 30 103
Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels 0 0 0 11 1 1 6 64
Testing the Markov property with ultra high frequency financial data 0 0 1 61 1 2 17 355
Testing the Markov property with ultra-high frequency financial data 0 0 0 310 0 1 17 1,122
The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance 0 0 0 3 0 0 9 30
The finite-sample size of the BDS test for GARCH standardized residuals 0 0 0 61 0 1 15 106
The government as a large shareholder: impact on corporate governance 0 0 0 46 1 1 11 148
Treatment-effect heterogeneity and interactive fixed effects: Can we control for too much? 0 1 5 5 1 6 9 9
Títulos de dívida corporativa de empresas brasileiras: investir em emissões do mercado interno ou externo? 0 0 0 11 0 1 7 51
Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor 0 0 0 46 0 2 15 316
Total Working Papers 2 7 36 3,612 29 79 782 13,497
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 1 5 24
A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US 1 1 7 57 1 2 35 213
A family of autoregressive conditional duration models 0 0 0 256 0 2 12 584
A multivariate conditional autoregressive range model 0 1 1 107 1 2 18 312
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 0 1 2 25 4 6 21 124
Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 1 2 3 14 41
Bounds for the probability distribution function of the linear ACD process 0 0 1 8 0 0 8 85
Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds? 0 0 0 1 0 0 11 35
Central limit theorem for asymmetric kernel functionals 0 0 1 22 1 2 16 111
Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo 0 0 0 2 0 1 4 32
Diffuse Kalman filtering with linear constraints on the state parameters 0 0 0 1 0 1 3 7
Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil 0 0 0 2 2 2 13 41
Economics and literature: an examination of Gulliver’s Travels 0 0 0 4 0 1 14 27
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models 0 0 0 5 0 1 9 37
Financial crashes as endogenous jumps: estimation, testing and forecasting 0 0 0 54 0 1 17 168
Forecasting realized volatility using news flow 0 2 6 6 5 10 18 18
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 1 2 9 167
Foreign Capital and Gender Differences in Promotions: Evidence From Large Brazilian Manufacturing Firms 0 0 0 13 0 1 9 76
Guns and Suicides 0 0 0 5 1 1 13 55
International market links and volatility transmission 0 0 0 13 1 2 12 112
March madness in Wall Street: (What) does the market learn from stress tests? 0 1 1 32 1 3 8 110
Market Depth at the BM&FBovespa 0 0 0 0 0 2 11 45
Modeling and predicting the CBOE market volatility index 0 1 6 92 1 8 32 336
Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes 0 0 0 51 0 0 14 165
Nonparametric specification tests for conditional duration models 1 1 1 109 1 1 22 344
O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real 0 0 0 3 0 2 10 30
Price Discovery in a Continuous-Time Setting* 0 0 1 1 0 0 15 21
Price discovery in dual‐class shares across multiple markets 0 0 0 4 0 1 11 31
Semiparametric methods in econometrics 0 0 0 109 0 1 4 238
Smoothing Quantile Regressions 0 0 5 27 1 4 25 128
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 1 2 15 49
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 0 18 47
The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil 0 0 0 4 0 0 11 37
The effect of voting rights on firm value 0 0 0 1 0 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 0 1 15 15
Um Procedimento Para Análise De Persistência Na Volatilidade 0 0 0 0 0 0 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 0 3 29 101
Total Journal Articles 2 8 38 1,143 24 71 570 4,352

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Statistics updated 2026-09-10