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 1 2 38 1 3 10 100
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 2 37 0 0 4 78
Total Working Papers 0 1 4 75 1 3 14 178


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 5 19 0 3 15 61
Autocall structured products: a case study of Vale S.A 0 0 0 41 0 2 4 199
Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets 0 3 11 127 3 9 31 264
Can we still blame index funds for the price movements in the agricultural commodities market? 0 0 0 14 1 2 4 46
Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries 0 0 3 27 1 2 7 92
Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk 0 0 1 11 1 2 3 39
Development of a Behavioral Performance Measure 0 0 0 8 0 1 1 25
Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market 1 1 2 30 1 1 4 70
Does the cryptocurrency market exhibits feedback trading? 1 1 2 41 4 5 14 238
Electricity prices forecast analysis using the extreme value theory 0 1 1 14 1 2 4 57
Emotional balance and probability weighting 0 0 0 6 3 3 4 51
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 1 1 2 67
Evidence of risk premiums in emerging market carry trade currencies 0 0 2 37 2 3 7 120
Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models 0 0 0 7 0 0 6 49
Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach 0 0 4 30 2 3 9 86
Hedge Effectiveness in the Brazilian US Dollar Futures Market 1 1 1 8 3 4 4 29
Herding behavior and contagion in the cryptocurrency market 5 5 7 96 11 16 35 279
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 1 1 1 0 1 1 15
On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework 0 0 2 7 1 2 10 27
Political risk, fear, and herding on the Brazilian stock exchange 0 0 0 6 1 1 1 28
Prospect theory and narrow framing bias: Evidence from emerging markets 0 0 1 22 1 3 10 71
R&D investment and risk in Brazil 0 0 3 13 1 4 9 66
Size, value, profitability, and investment: Evidence from emerging markets 0 2 6 49 1 9 25 168
Smoothing the volatility smile using the Corrado-Su model 0 1 3 43 2 5 10 173
Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case 1 3 15 29 1 8 27 72
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 4 30
The Fama-French’s five-factor model relation with interest rates and macro variables 0 0 3 31 0 2 13 95
The impact of political risk on the currencies of emerging markets 0 1 4 18 1 4 25 72
Total Journal Articles 9 20 77 781 43 99 293 2,690


Statistics updated 2025-12-06