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 2 3 43 43
Long-Run Interest Rate Differentials and the Profitability of Currency Carry 0 1 63 77 4 10 148 175
Stochastic volatility models with skewness selection 0 0 0 7 0 1 10 31
Volume-driven time-of-day effects in intraday volatility models 1 1 49 49 11 17 240 240
What events matter for exchange rate volatility ? 0 0 2 11 0 1 13 26
Total Working Papers 1 2 128 158 17 32 454 515


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 2 4 4 2 4 25 25
What events matter for exchange rate volatility? 0 0 0 0 1 2 12 12
Total Journal Articles 1 2 4 4 3 6 37 37


Statistics updated 2026-10-11