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 12 40 40
Long-Run Interest Rate Differentials and the Profitability of Currency Carry 2 4 76 76 4 12 164 164
Stochastic volatility models with skewness selection 0 0 1 7 0 1 15 30
Volume-driven time-of-day effects in intraday volatility models 1 4 46 46 11 58 217 217
What events matter for exchange rate volatility ? 0 1 2 10 0 2 18 24
Total Working Papers 3 9 139 153 15 85 454 475


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 2 2 2 0 12 19 19
What events matter for exchange rate volatility? 0 0 0 0 1 6 9 9
Total Journal Articles 0 2 2 2 1 18 28 28


Statistics updated 2026-06-04