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 1 2 270
A (semi-)parametric functional coefficient autoregressive conditional duration model 0 0 0 14 0 1 5 65
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 1 84 1 5 11 184
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 2 40 0 0 11 138
A family of autoregressive conditional duration models 0 0 0 50 0 0 2 441
A family of autoregressive conditional duration models 0 0 0 119 0 1 2 377
A family of autoregressive conditional duration models 0 0 0 233 1 1 3 556
A stochastic discount factor approach to asset pricing using panel data 0 0 0 191 0 2 2 562
Anticipatory Effects in the FTSE 100 Index Revisions 0 0 0 7 0 2 2 38
Anticipatory effects in the FTSE 100 index revisions 0 0 0 11 0 1 3 57
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 2 2 7 50
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 0 123
Central Limit Theorem for Asymmetric Kernel Functionals 0 0 0 1 0 1 2 334
Central limit theorem for asymmetric kernel functionals 0 0 1 110 1 3 4 330
Component shares in continuous time 0 0 0 17 0 0 0 65
Conditional alphas and realized betas 0 0 0 25 0 1 2 82
Desempenho de estimadores de volatilidade na Bolsa de Valores de São Paulo 0 0 0 36 0 0 2 233
Disagreement in inflation forecasts and inflation risk premia in Brazil 0 0 1 40 0 0 6 43
Disentangling the Effect of Private and Public Cash Flows on Firm Value 0 0 0 0 0 0 1 16
Disentangling the effect of private and public cash flows on firm value 0 0 0 15 0 0 4 16
Estimating the stochastic discount factor without a utility function 0 0 1 295 0 2 16 785
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 0 2 10 1 3 6 58
Foreign capital and gender differences in promotions: evidence from large Brazilian manufacturing firms 0 0 0 0 0 0 1 2
Improving on daily measures of price discovery 0 0 1 16 0 0 2 73
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 0 0 0 38
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 3 276
Modeling and predicting the CBOE market volatility index 0 0 3 549 1 2 12 1,621
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 0 1 1 459
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 1 316
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 1 172 0 0 2 488
O mecanismo monetário de transmissão na economia brasileira pós-Plano Real 0 0 3 48 0 0 5 234
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 1 2 6 96
Price discovery in dual-class shares across multiple markets 0 0 0 29 0 0 1 83
Price discovery in dual-class shares across multiple markets 0 0 0 30 0 1 1 95
Profundidade de mercado na BM&FBovespa 0 0 1 4 0 1 2 38
Prêmio por controle no mercado brasileiro 0 0 0 8 0 1 2 72
Smoothing quantile regressions 0 0 1 16 1 1 4 67
Smoothing quantile regressions 0 0 1 94 0 1 5 73
Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels 0 0 0 11 0 0 0 58
Testing the Markov property with ultra high frequency financial data 0 0 0 60 0 0 4 338
Testing the Markov property with ultra-high frequency financial data 0 0 0 310 0 0 3 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 2 61 0 0 3 91
The government as a large shareholder: impact on corporate governance 0 0 0 46 0 1 4 137
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 0 1 2 301
Total Working Papers 0 0 23 3,576 9 39 165 12,724
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 1 19
A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US 1 1 7 51 1 3 24 179
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 0 0 6 294
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 1 1 23 1 3 5 104
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 1 1 2 78
Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds? 0 0 0 1 0 0 1 24
Central limit theorem for asymmetric kernel functionals 0 0 0 21 0 0 0 95
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 1 1 0 0 3 4
Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil 0 0 0 2 0 1 1 28
Economics and literature: an examination of Gulliver’s Travels 0 0 2 4 2 2 8 15
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models 0 0 0 5 1 1 2 29
Financial crashes as endogenous jumps: estimation, testing and forecasting 0 0 0 54 0 0 1 151
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 1 2 5 159
Foreign Capital and Gender Differences in Promotions: Evidence From Large Brazilian Manufacturing Firms 0 0 0 13 0 0 3 67
Guns and Suicides 0 0 0 5 0 0 1 42
International market links and volatility transmission 0 0 0 13 0 0 2 100
March madness in Wall Street: (What) does the market learn from stress tests? 0 0 0 31 0 0 5 102
Market Depth at the BM&FBovespa 0 0 0 0 0 0 2 34
Modeling and predicting the CBOE market volatility index 1 1 3 87 1 2 13 305
Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes 0 0 0 51 0 1 3 151
Nonparametric specification tests for conditional duration models 0 0 0 108 0 2 6 322
O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real 0 0 0 3 0 0 1 20
Price Discovery in a Continuous-Time Setting* 0 0 0 0 0 2 4 6
Price discovery in dual‐class shares across multiple markets 0 0 1 4 0 0 2 20
Semiparametric methods in econometrics 0 0 0 109 0 0 3 234
Smoothing Quantile Regressions 1 2 6 23 1 5 22 104
Tail risk exposures of hedge funds: Evidence from unique Brazilian data 0 0 1 4 0 1 4 11
Testing for Jump Spillovers Without Testing for Jumps 0 0 0 3 2 3 3 9
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 0 1 49 0 0 5 224
The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals 0 0 2 3 0 0 3 29
The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil 0 0 0 4 0 1 5 26
The effect of voting rights on firm value 0 0 1 1 0 0 4 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? 0 0 2 24 0 1 6 72
Total Journal Articles 3 5 31 1,108 11 32 167 3,793

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Statistics updated 2025-10-06