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 1 37 0 2 7 97
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 2 37 0 0 5 78
Total Working Papers 0 0 3 74 0 2 12 175


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 0 2 11
Analyzing herding behavior in commodities markets – an empirical approach 0 0 6 19 2 4 15 60
Autocall structured products: a case study of Vale S.A 0 0 0 41 0 2 3 197
Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets 1 3 12 125 3 6 32 258
Can we still blame index funds for the price movements in the agricultural commodities market? 0 0 0 14 0 0 2 44
Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries 0 0 3 27 1 1 6 91
Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk 0 0 1 11 0 0 1 37
Development of a Behavioral Performance Measure 0 0 0 8 0 0 0 24
Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market 0 0 2 29 0 1 7 69
Does the cryptocurrency market exhibits feedback trading? 0 0 3 40 1 3 12 234
Electricity prices forecast analysis using the extreme value theory 0 0 0 13 0 1 2 55
Emotional balance and probability weighting 0 0 0 6 0 1 1 48
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 0 0 1 66
Evidence of risk premiums in emerging market carry trade currencies 0 1 2 37 0 1 4 117
Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models 0 0 2 7 0 1 8 49
Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach 0 2 4 30 0 2 7 83
Hedge Effectiveness in the Brazilian US Dollar Futures Market 0 0 0 7 0 0 0 25
Herding behavior and contagion in the cryptocurrency market 0 0 6 91 2 4 27 265
Innovative intensity and its impact on the performance of firms in Brazil 0 0 0 25 0 0 1 73
Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market 0 0 0 0 0 0 0 14
On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework 0 1 4 7 0 1 10 25
Political risk, fear, and herding on the Brazilian stock exchange 0 0 0 6 0 0 0 27
Prospect theory and narrow framing bias: Evidence from emerging markets 0 0 2 22 1 2 9 69
R&D investment and risk in Brazil 0 1 3 13 0 2 5 62
Size, value, profitability, and investment: Evidence from emerging markets 2 5 10 49 6 12 28 165
Smoothing the volatility smile using the Corrado-Su model 1 2 5 43 2 5 9 170
Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case 1 2 14 27 3 4 24 67
Teoria do prospecto: Uma análise paramétrica de formas funcionais no Brasil 0 0 0 0 0 0 1 17
The Disposition Effect in the Brazilian Equity Fund Industry 0 0 0 5 0 1 3 29
The Fama-French’s five-factor model relation with interest rates and macro variables 0 0 6 31 1 5 16 94
The impact of political risk on the currencies of emerging markets 0 0 3 17 0 2 22 68
Total Journal Articles 5 17 88 766 22 61 258 2,613


Statistics updated 2025-10-06