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 14 14 14 4 19 19 19
Long-Run Interest Rate Differentials and the Profitability of Currency Carry 1 6 71 71 2 17 147 147
Stochastic volatility models with skewness selection 0 0 1 7 2 3 13 25
Volume-driven time-of-day effects in intraday volatility models 1 40 40 40 17 140 140 140
What events matter for exchange rate volatility ? 0 0 9 9 4 8 20 21
Total Working Papers 2 60 135 141 29 187 339 352


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 0 0 2 2 2 2
What events matter for exchange rate volatility? 0 0 0 0 1 1 1 1
Total Journal Articles 0 0 0 0 3 3 3 3


Statistics updated 2026-02-12