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 1 1 1 15 1 6 10 71
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 0 87 0 2 3 272
A Panel-based Proxy for Gun Prevalence in the US 0 0 0 23 2 4 4 87
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 84 1 3 12 187
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 40 2 3 13 141
A family of autoregressive conditional duration models 0 0 0 233 2 4 6 560
A family of autoregressive conditional duration models 0 0 0 119 2 3 4 380
A family of autoregressive conditional duration models 0 0 0 50 1 2 4 443
A stochastic discount factor approach to asset pricing using panel data 0 1 1 192 1 14 16 576
Anticipatory Effects in the FTSE 100 Index Revisions 0 0 0 7 11 15 17 53
Anticipatory effects in the FTSE 100 index revisions 0 0 0 11 9 11 14 68
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 1 1 1 3 4 21
Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange 0 1 1 41 2 5 5 174
Armas de Fogo e Suicídios 0 0 0 5 3 6 11 56
Bounds for the probability distribution function of the linear ACD process 0 0 0 44 2 5 6 279
Capital Estrangeiro e Diferenciais de Gênero nas Promoções: Evidências da Indústria de Transformação Brasileira 0 0 0 18 1 2 2 125
Central Limit Theorem for Asymmetric Kernel Functionals 0 0 0 1 0 2 4 336
Central limit theorem for asymmetric kernel functionals 0 1 2 111 3 7 11 337
Component shares in continuous time 0 0 0 17 3 7 7 72
Conditional alphas and realized betas 0 1 1 26 0 2 4 84
Desempenho de estimadores de volatilidade na Bolsa de Valores de São Paulo 0 1 1 37 2 3 4 236
Disagreement in inflation forecasts and inflation risk premia in Brazil 0 1 1 41 4 9 14 52
Disentangling the Effect of Private and Public Cash Flows on Firm Value 0 0 0 0 2 5 6 21
Disentangling the effect of private and public cash flows on firm value 0 0 0 15 2 6 9 22
Estimating the stochastic discount factor without a utility function 0 0 0 295 3 6 19 791
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 0 6 58
Foreign capital and gender differences in promotions: evidence from large Brazilian manufacturing firms 0 0 0 0 3 4 5 6
Improving on daily measures of price discovery 0 0 1 16 1 2 4 75
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 11 1 1 1 63
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? 0 0 0 0 1 3 3 41
Market Microstructure Models and the Markov Property 0 0 0 0 0 0 1 458
Modeling and predicting the CBOE market volatility index 1 2 3 551 4 11 21 1,632
Modeling and predicting the CBOE market volatility index 0 0 0 90 4 10 12 286
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 1 3 4 462
Negociação com informação diferenciada em ADRs da América Latina 0 0 0 5 2 2 2 29
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 0 1 1 192 3 6 8 467
Nonparametric specification tests for conditional duration models 0 0 1 172 0 4 6 492
O mecanismo monetário de transmissão na economia brasileira pós-Plano Real 0 2 5 50 0 3 8 237
Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil 0 1 1 9 3 4 4 42
Price discovery in a continuous-time setting 0 0 0 30 0 1 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 1 2 4 74
Smoothing quantile regressions 0 0 1 94 4 13 18 86
Smoothing quantile regressions 0 1 1 17 1 3 4 70
Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels 0 0 0 11 4 5 5 63
Testing the Markov property with ultra high frequency financial data 0 1 1 61 0 3 6 341
Testing the Markov property with ultra-high frequency financial data 0 0 0 310 1 1 3 1,106
The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance 0 0 0 3 1 1 2 22
The finite-sample size of the BDS test for GARCH standardized residuals 0 0 1 61 1 2 4 93
The government as a large shareholder: impact on corporate governance 0 0 0 46 1 3 5 140
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 4 6 305
Total Working Papers 2 15 30 3,591 99 228 365 12,952
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 1 2 20
A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US 1 1 7 52 5 9 30 188
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 3 11 17 305
A panel-based proxy for gun prevalence in US and Mexico 0 0 0 2 2 2 3 15
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 2 3 8 107
Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 0 0 1 3 3 3 30
Bounds for the probability distribution function of the linear ACD process 0 0 0 7 1 1 3 79
Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds? 0 0 0 1 0 3 4 27
Central limit theorem for asymmetric kernel functionals 0 1 1 22 0 6 6 101
Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo 0 0 0 2 1 1 2 29
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 2 3 4 31
Economics and literature: an examination of Gulliver’s Travels 0 0 0 4 1 3 6 18
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models 0 0 0 5 2 3 4 32
Financial crashes as endogenous jumps: estimation, testing and forecasting 0 0 0 54 2 3 4 154
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 0 4 8 163
Foreign Capital and Gender Differences in Promotions: Evidence From Large Brazilian Manufacturing Firms 0 0 0 13 2 4 6 71
Guns and Suicides 0 0 0 5 3 4 4 46
International market links and volatility transmission 0 0 0 13 1 3 4 103
March madness in Wall Street: (What) does the market learn from stress tests? 0 0 0 31 0 1 4 103
Market Depth at the BM&FBovespa 0 0 0 0 2 3 5 37
Modeling and predicting the CBOE market volatility index 1 1 3 88 2 6 16 311
Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes 0 0 0 51 3 4 6 155
Nonparametric specification tests for conditional duration models 0 0 0 108 0 4 10 326
O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real 0 0 0 3 2 4 5 24
Price Discovery in a Continuous-Time Setting* 0 1 1 1 2 4 8 10
Price discovery in dual‐class shares across multiple markets 0 0 0 4 1 3 4 23
Semiparametric methods in econometrics 0 0 0 109 1 1 3 235
Smoothing Quantile Regressions 0 2 5 25 1 9 23 113
Tail risk exposures of hedge funds: Evidence from unique Brazilian data 1 1 2 5 5 5 8 16
Testing for Jump Spillovers Without Testing for Jumps 0 0 0 3 0 0 3 9
Testing for a flexible non-linear link between short-term Eurorates and spreads 0 0 0 0 1 3 3 6
Testing for symmetry and conditional symmetry using asymmetric kernels 0 0 0 4 0 8 8 42
Testing the Markov property with high frequency data 0 0 1 49 1 3 7 227
The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals 0 0 1 3 2 3 5 32
The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil 0 0 0 4 2 5 10 31
The effect of voting rights on firm value 0 0 1 1 2 2 5 9
The efficiency of risk sharing between UK and US: Robust estimation and calibration under market incompleteness 0 0 0 0 1 1 4 10
Um Procedimento Para Análise De Persistência Na Volatilidade 0 0 0 0 0 0 1 6
Voting Premium in the Brazilian Equity Market 0 0 0 1 1 1 1 23
What Drives the Nominal Yield Curve in Brazil? 1 3 3 27 10 14 17 86
Total Journal Articles 4 10 28 1,118 70 151 278 3,944

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Statistics updated 2026-01-09