Access Statistics for Marcelo Cabus Klotzle

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
Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model 0 0 2 38 0 4 21 113
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 0 37 2 3 12 89
Total Working Papers 0 0 2 75 2 7 33 202


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alianças estratégicas: conceito e teoria 0 1 1 2 0 4 10 20
Analyzing herding behavior in commodities markets – an empirical approach 0 0 3 19 8 10 28 79
Autocall structured products: a case study of Vale S.A 0 0 0 41 0 1 8 203
Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets 2 2 11 132 10 17 42 290
Can we still blame index funds for the price movements in the agricultural commodities market? 0 0 0 14 0 2 8 52
Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries 0 0 1 27 4 8 17 105
Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk 0 0 0 11 1 1 8 45
Development of a Behavioral Performance Measure 0 0 0 8 1 1 11 35
Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market 1 1 3 31 2 5 11 78
Does the cryptocurrency market exhibits feedback trading? 0 0 1 41 2 4 24 252
Electricity prices forecast analysis using the extreme value theory 0 0 1 14 1 6 16 70
Emotional balance and probability weighting 0 0 0 6 1 6 13 60
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 3 7 17 83
Evidence of risk premiums in emerging market carry trade currencies 0 0 3 38 4 5 15 129
Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models 0 0 1 8 3 6 11 59
Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach 0 1 5 32 3 7 17 97
Hedge Effectiveness in the Brazilian US Dollar Futures Market 0 0 1 8 0 1 8 33
Herding behavior and contagion in the cryptocurrency market 0 2 9 99 2 8 45 301
Innovative intensity and its impact on the performance of firms in Brazil 0 0 0 25 0 5 8 80
Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market 0 0 1 1 2 4 10 24
On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework 0 0 1 7 0 1 7 29
Political risk, fear, and herding on the Brazilian stock exchange 0 0 0 6 1 5 12 39
Prospect theory and narrow framing bias: Evidence from emerging markets 0 0 2 23 3 6 23 89
Prospect theory: A parametric analysis of functional forms in Brazil 0 0 0 0 1 2 11 28
R&D investment and risk in Brazil 0 0 1 13 3 5 17 76
Size, value, profitability, and investment: Evidence from emerging markets 0 1 6 50 2 16 44 191
Smoothing the volatility smile using the Corrado-Su model 0 0 2 43 0 9 24 188
Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case 0 1 8 31 4 12 28 87
The Disposition Effect in the Brazilian Equity Fund Industry 0 0 0 5 1 4 13 41
The Fama-French’s five-factor model relation with interest rates and macro variables 2 5 6 36 12 25 41 126
The impact of political risk on the currencies of emerging markets 0 2 5 20 6 11 37 94
Total Journal Articles 5 16 72 806 80 204 584 3,083


Statistics updated 2026-05-06