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
Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations 0 1 1 208 0 1 1 371
Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies 0 0 1 22 0 0 1 42
Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil 1 2 13 101 3 9 32 298
Bank competition, cost of credit and economic activity: evidence from Brazil 1 1 3 16 2 3 14 26
Banks’ Physical Footprint and Financial Technology Adoption 0 1 5 16 1 4 13 50
Behavior and Effects of Equity Foreign Investors on Emerging Markets 1 2 2 75 1 2 3 251
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 0 0 2 44 0 1 56 180
Credit Allocation When Private Banks Distribute Government Loans 0 0 1 12 1 3 12 47
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 0 2 4 4 7 12 24 24
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 0 1 2 19 1 8 33 86
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 2 56 1 1 3 345
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 1 1 34 1 2 2 187
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 1 2 2 88
Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates 0 0 1 75 0 0 1 226
Goodness-of-fit Tests focus on VaR Estimation 0 0 1 150 1 2 3 303
Government Banks and Interventions in Credit Markets 0 1 2 9 0 1 3 9
Herding Behavior by Equity Foreign Investors on Emerging Markets 0 1 1 333 0 2 4 912
Implied Volatility Term Structure and Exchange Rate Predictability 0 0 1 52 2 5 14 144
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 23 0 0 1 77
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 5 0 0 0 35
Informational switching costs, bank competition, and the cost of finance 0 0 1 11 0 0 3 16
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 0 1 21 21 5 7 36 36
Risco, Dívida e Alavancagem Soberana 0 0 0 4 1 2 2 54
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 0 23 0 2 2 105
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 0 0 1 0 0 0 70
The Value of Clean Water: evidence from an environmental disaster 0 0 1 5 0 0 9 18
Volatility Risk Premia and Future Commodity Returns 0 0 0 50 0 1 3 71
Volatility risk premia and future commodities returns 0 0 0 44 0 0 4 72
Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil 0 0 2 28 1 2 11 109
Total Working Papers 3 14 68 1,470 29 72 292 4,252


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 1 1 1 26
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 1 23 0 0 3 106
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 0 0 3 7 1 2 7 20
Expected currency returns and volatility risk premia 0 0 0 3 2 2 4 26
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 1 2 7 0 2 4 34
Implied volatility term structure and exchange rate predictability 0 1 2 11 2 4 7 42
Informational switching costs, bank competition, and the cost of finance 0 1 2 9 1 2 11 30
Market Power and the Transmission of Loan Subsidies 0 0 0 0 0 2 3 3
Minimising operational risk in portfolio allocation decisions 0 0 0 0 1 1 1 1
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 0 1 1 76
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting 0 0 1 4 1 1 2 12
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 6 0 2 5 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 4 80
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 0 1 3 110
Total Journal Articles 0 3 11 94 9 22 56 671


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 0 0 3 115
Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal 0 0 0 0 1 1 1 2
Total Chapters 0 0 0 27 1 1 4 117


Statistics updated 2025-03-03