Access Statistics for Igor Ferreira Batista Martins

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
Fast and Slow Level Shifts in Intraday Stochastic Volatility 0 0 14 14 6 19 34 34
Long-Run Interest Rate Differentials and the Profitability of Currency Carry 1 3 73 73 5 12 157 157
Stochastic volatility models with skewness selection 0 0 1 7 0 6 15 29
Volume-driven time-of-day effects in intraday volatility models 2 5 44 44 27 63 186 186
What events matter for exchange rate volatility ? 1 1 2 10 1 6 18 23
Total Working Papers 4 9 134 148 39 106 410 429


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Good volatility, bad volatility and the cross section of commodity returns 1 1 1 1 8 15 15 15
What events matter for exchange rate volatility? 0 0 0 0 3 6 6 6
Total Journal Articles 1 1 1 1 11 21 21 21


Statistics updated 2026-04-09