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 0 0 40 40
Long-Run Interest Rate Differentials and the Profitability of Currency Carry 0 2 76 76 1 6 166 166
Stochastic volatility models with skewness selection 0 0 0 7 0 0 11 30
Volume-driven time-of-day effects in intraday volatility models 0 3 48 48 3 20 226 226
What events matter for exchange rate volatility ? 0 1 2 11 1 2 15 26
Total Working Papers 0 6 140 156 5 28 458 488


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 0 0 2 2 0 2 21 21
What events matter for exchange rate volatility? 0 0 0 0 0 2 10 10
Total Journal Articles 0 0 2 2 0 4 31 31


Statistics updated 2026-08-07