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 4 11 101
Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression 0 0 1 37 5 5 7 83
Total Working Papers 0 1 3 75 6 9 18 184


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 1 11
Analyzing herding behavior in commodities markets – an empirical approach 0 0 4 19 6 7 19 67
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 2 4 13 129 3 9 33 267
Can we still blame index funds for the price movements in the agricultural commodities market? 0 0 0 14 3 5 7 49
Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries 0 0 3 27 0 1 7 92
Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk 0 0 1 11 1 3 4 40
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 0 1 2 30 0 1 4 70
Does the cryptocurrency market exhibits feedback trading? 0 1 2 41 3 7 17 241
Electricity prices forecast analysis using the extreme value theory 0 1 1 14 4 6 8 61
Emotional balance and probability weighting 0 0 0 6 0 3 4 51
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach 0 0 0 15 0 1 2 67
Evidence of risk premiums in emerging market carry trade currencies 1 1 3 38 1 4 8 121
Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models 1 1 1 8 2 2 8 51
Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach 0 0 3 30 0 3 8 86
Hedge Effectiveness in the Brazilian US Dollar Futures Market 0 1 1 8 0 4 4 29
Herding behavior and contagion in the cryptocurrency market 0 5 7 96 8 22 41 287
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 0 2 9 27
Political risk, fear, and herding on the Brazilian stock exchange 0 0 0 6 0 1 1 28
Prospect theory and narrow framing bias: Evidence from emerging markets 1 1 2 23 4 6 14 75
R&D investment and risk in Brazil 0 0 2 13 3 7 11 69
Size, value, profitability, and investment: Evidence from emerging markets 0 0 6 49 2 5 25 170
Smoothing the volatility smile using the Corrado-Su model 0 0 2 43 2 5 11 175
Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case 1 3 15 30 2 7 26 74
Teoria do prospecto: Uma análise paramétrica de formas funcionais no Brasil 0 0 0 0 5 5 6 22
The Disposition Effect in the Brazilian Equity Fund Industry 0 0 0 5 3 4 7 33
The Fama-French’s five-factor model relation with interest rates and macro variables 0 0 3 31 1 2 14 96
The impact of political risk on the currencies of emerging markets 0 1 4 18 4 8 25 76
Total Journal Articles 6 21 78 787 57 134 331 2,747


Statistics updated 2026-01-09