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 38 1 3 20 117
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 0 37 0 2 14 92
Total Working Papers 0 0 1 75 1 5 34 209


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 1 2 11 22
Analyzing herding behavior in commodities markets – an empirical approach 0 0 0 19 0 1 22 80
Autocall structured products: a case study of Vale S.A 0 0 0 41 1 1 8 205
Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets 0 1 9 133 3 8 44 299
Can we still blame index funds for the price movements in the agricultural commodities market? 0 0 0 14 0 0 8 52
Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries 0 0 0 27 0 1 16 106
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 0 2 21 254
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 1 13 61
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 0 1 19 85
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 0 0 2 32 1 1 16 99
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 1 9 100 2 5 47 310
Innovative intensity and its impact on the performance of firms in Brazil 0 0 0 25 0 2 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 1 1 6 31
Political risk, fear, and herding on the Brazilian stock exchange 0 0 0 6 1 1 13 40
Prospect theory and narrow framing bias: Evidence from emerging markets 0 0 1 23 0 0 23 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 1 3 8 55 2 9 44 203
Smoothing the volatility smile using the Corrado-Su model 0 1 2 44 0 1 21 189
Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case 0 0 7 33 0 6 32 96
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 3 10 41 1 7 45 138
The impact of political risk on the currencies of emerging markets 0 0 3 20 1 2 29 97
Total Journal Articles 2 9 61 822 14 54 572 3,163


Statistics updated 2026-09-10