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 4 13 22 113
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 1 37 1 9 11 87
Total Working Papers 0 0 3 75 5 22 33 200


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 0 0 1 0 5 6 16
Analyzing herding behavior in commodities markets – an empirical approach 0 0 4 19 1 9 22 70
Autocall structured products: a case study of Vale S.A 0 0 0 41 1 4 8 203
Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets 0 3 11 130 4 13 36 277
Can we still blame index funds for the price movements in the agricultural commodities market? 0 0 0 14 2 6 8 52
Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries 0 0 1 27 3 8 13 100
Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk 0 0 0 11 0 5 7 44
Development of a Behavioral Performance Measure 0 0 0 8 0 9 10 34
Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market 0 0 2 30 3 6 10 76
Does the cryptocurrency market exhibits feedback trading? 0 0 2 41 2 12 25 250
Electricity prices forecast analysis using the extreme value theory 0 0 1 14 5 12 16 69
Emotional balance and probability weighting 0 0 0 6 2 5 9 56
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 3 12 14 79
Evidence of risk premiums in emerging market carry trade currencies 0 1 3 38 1 5 11 125
Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models 0 1 1 8 1 5 9 54
Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach 0 1 4 31 1 5 11 91
Hedge Effectiveness in the Brazilian US Dollar Futures Market 0 0 1 8 1 4 8 33
Herding behavior and contagion in the cryptocurrency market 1 2 8 98 5 19 47 298
Innovative intensity and its impact on the performance of firms in Brazil 0 0 0 25 2 4 5 77
Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market 0 0 1 1 2 7 8 22
On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework 0 0 1 7 1 2 8 29
Political risk, fear, and herding on the Brazilian stock exchange 0 0 0 6 2 8 9 36
Prospect theory and narrow framing bias: Evidence from emerging markets 0 1 2 23 3 15 23 86
R&D investment and risk in Brazil 0 0 2 13 2 7 15 73
Size, value, profitability, and investment: Evidence from emerging markets 0 0 6 49 1 8 31 176
Smoothing the volatility smile using the Corrado-Su model 0 0 2 43 6 12 21 185
Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case 0 1 14 30 4 7 30 79
Teoria do prospecto: Uma análise paramétrica de formas funcionais no Brasil 0 0 0 0 1 10 10 27
The Disposition Effect in the Brazilian Equity Fund Industry 0 0 0 5 3 10 13 40
The Fama-French’s five-factor model relation with interest rates and macro variables 3 3 6 34 10 16 29 111
The impact of political risk on the currencies of emerging markets 1 1 5 19 2 13 33 85
Total Journal Articles 5 14 77 795 74 263 505 2,953


Statistics updated 2026-03-04