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 1 1 2 39 1 4 21 118
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 0 37 1 1 15 93
Total Working Papers 1 1 2 76 2 5 36 211


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 1 2 0 2 11 22
Analyzing herding behavior in commodities markets – an empirical approach 0 0 0 19 0 0 20 80
Autocall structured products: a case study of Vale S.A 0 0 0 41 1 2 9 206
Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets 1 2 9 134 1 7 42 300
Can we still blame index funds for the price movements in the agricultural commodities market? 0 0 0 14 1 1 9 53
Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries 1 1 1 28 1 2 16 107
Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk 0 0 0 11 0 0 8 45
Development of a Behavioral Performance Measure 0 0 0 8 0 0 11 35
Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market 0 0 2 31 0 1 10 79
Does the cryptocurrency market exhibits feedback trading? 0 0 1 41 1 2 21 255
Electricity prices forecast analysis using the extreme value theory 0 0 2 15 0 0 16 71
Emotional balance and probability weighting 0 0 0 6 0 0 13 61
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 1 1 1 16 1 1 20 86
Evidence of risk premiums in emerging market carry trade currencies 0 0 1 38 0 0 12 129
Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models 0 0 1 8 0 0 10 59
Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach 1 1 3 33 1 2 17 100
Hedge Effectiveness in the Brazilian US Dollar Futures Market 0 0 1 8 0 0 10 35
Herding behavior and contagion in the cryptocurrency market 1 2 10 101 2 4 47 312
Innovative intensity and its impact on the performance of firms in Brazil 0 0 0 25 0 0 9 82
Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market 0 0 1 1 0 0 10 24
On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework 0 0 0 7 0 1 6 31
Political risk, fear, and herding on the Brazilian stock exchange 0 0 0 6 0 1 13 40
Prospect theory and narrow framing bias: Evidence from emerging markets 0 0 1 23 0 0 22 91
Prospect theory: A parametric analysis of functional forms in Brazil 0 0 0 0 0 0 11 28
R&D investment and risk in Brazil 0 0 0 13 0 1 15 77
Size, value, profitability, and investment: Evidence from emerging markets 2 4 8 57 4 10 42 207
Smoothing the volatility smile using the Corrado-Su model 1 1 2 45 1 1 20 190
Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case 3 3 9 36 4 6 33 100
The Disposition Effect in the Brazilian Equity Fund Industry 0 0 0 5 0 0 12 41
The Fama-French’s five-factor model relation with interest rates and macro variables 0 1 10 41 0 3 44 138
The impact of political risk on the currencies of emerging markets 0 0 3 20 1 3 30 98
Total Journal Articles 11 16 67 833 19 50 569 3,182


Statistics updated 2026-10-11