Access Statistics for Jose Renato Haas Ornelas

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
Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies 0 0 0 22 0 0 0 42
Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil 1 3 15 107 6 10 42 317
Bank competition, cost of credit and economic activity: evidence from Brazil 0 0 2 16 3 5 18 34
Banks’ Physical Footprint and Financial Technology Adoption 0 2 5 18 0 5 13 56
Behavior and Effects of Equity Foreign Investors on Emerging Markets 0 0 2 75 0 0 2 251
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 0 0 0 44 0 1 6 182
Credit Allocation When Private Banks Distribute Government Loans 0 0 0 12 0 1 14 52
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 0 0 5 5 2 6 32 32
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 0 1 2 20 2 6 20 97
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 1 56 1 1 3 346
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 1 34 0 1 3 188
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 0 0 2 88
Government Banks and Interventions in Credit Markets 0 1 2 10 0 1 4 12
Herding Behavior by Equity Foreign Investors on Emerging Markets 0 0 2 334 2 8 12 922
Implied Volatility Term Structure and Exchange Rate Predictability 0 2 4 55 2 6 19 154
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 23 0 1 3 79
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 5 0 1 1 36
Informational switching costs, bank competition, and the cost of finance 0 0 2 12 0 1 4 18
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 0 1 24 24 2 6 52 52
Risco, Dívida e Alavancagem Soberana 0 0 0 4 0 1 3 55
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 0 23 0 0 2 105
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 0 0 1 1 1 1 71
The Value of Clean Water: evidence from an environmental disaster 0 1 1 6 0 2 6 20
Volatility Risk Premia and Future Commodity Returns 0 1 1 51 0 2 4 73
Volatility risk premia and future commodities returns 0 0 0 44 0 0 4 73
Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil 0 0 1 28 1 1 8 113
Total Working Papers 1 12 70 1,058 22 67 278 3,468
3 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Goodness-of-Fit Test with Focus on Conditional Value at Risk 0 0 0 5 0 0 1 26
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 0 23 0 0 1 106
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 0 0 0 7 0 1 3 21
Expected currency returns and volatility risk premia 0 0 0 3 0 0 2 26
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 3 8 0 0 5 35
Implied volatility term structure and exchange rate predictability 0 1 3 13 1 4 11 48
Informational switching costs, bank competition, and the cost of finance 0 0 3 10 1 4 13 36
Market Power and the Transmission of Loan Subsidies 0 0 0 0 0 0 4 4
Minimising operational risk in portfolio allocation decisions 0 0 0 0 0 1 2 2
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 0 0 2 77
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting 0 0 1 4 0 0 2 12
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 6 0 0 3 79
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 2 0 0 0 26
Volatility risk premia and future commodity returns 0 0 0 15 0 1 5 83
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 0 0 2 111
Total Journal Articles 0 1 10 98 2 11 56 692


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Combining equilibrium, resampling, and analysts' views in portfolio optimization 0 0 0 27 2 4 6 119
Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal 0 0 0 0 0 0 1 2
Total Chapters 0 0 0 27 2 4 7 121


Statistics updated 2025-08-05