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 4 15 57
Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil 0 1 5 110 1 8 47 356
Bank competition, cost of credit and economic activity: evidence from Brazil 0 0 1 17 2 6 24 55
Banks’ Physical Footprint and Financial Technology Adoption 0 0 1 19 1 7 29 85
Behavior and Effects of Equity Foreign Investors on Emerging Markets 0 0 0 75 1 5 11 262
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 0 0 0 44 18 21 43 225
Credit Allocation When Private Banks Distribute Government Loans 0 0 0 12 2 8 27 79
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 1 1 5 10 3 8 31 59
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 1 1 2 22 4 13 40 134
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 0 56 1 6 24 369
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 0 34 1 4 14 202
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 2 9 24 112
Government Banks and Interventions in Credit Markets 0 1 2 11 0 2 14 25
Herding Behavior by Equity Foreign Investors on Emerging Markets 0 1 2 336 1 10 33 952
Implied Volatility Term Structure and Exchange Rate Predictability 1 2 7 61 4 14 45 195
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 23 1 6 18 97
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 5 0 0 5 41
Informational switching costs, bank competition, and the cost of finance 0 0 1 13 1 7 14 32
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 3 7 21 44 6 23 106 153
Risco, Dívida e Alavancagem Soberana 0 0 0 4 0 3 12 67
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 0 23 1 5 19 124
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 0 1 2 1 3 15 85
The Value of Clean Water: evidence from an environmental disaster 0 0 0 6 0 5 19 39
Volatility Risk Premia and Future Commodity Returns 0 0 1 52 3 10 21 93
Volatility risk premia and future commodities returns 0 0 0 44 0 5 14 87
Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil 0 0 1 29 0 3 13 125
Total Working Papers 6 14 50 1,103 54 195 677 4,110
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 1 5 14 40
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 0 23 1 2 16 122
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 0 4 5 12 8 18 37 57
Expected currency returns and volatility risk premia 0 0 0 3 1 1 14 40
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 0 8 0 5 9 44
Implied volatility term structure and exchange rate predictability 0 1 2 14 5 12 30 74
Informational switching costs, bank competition, and the cost of finance 0 0 2 12 1 3 20 53
Market Power and the Transmission of Loan Subsidies 0 1 4 4 0 5 12 16
Minimising operational risk in portfolio allocation decisions 0 0 0 0 1 2 7 8
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 0 3 9 86
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting 0 0 0 4 2 6 16 28
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 6 2 4 9 88
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 2 0 2 7 33
Volatility risk premia and future commodity returns 0 0 0 15 0 4 8 91
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 0 4 15 126
Total Journal Articles 0 6 13 110 22 76 223 906


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 1 5 24 139
Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal 0 0 0 0 1 1 2 4
Total Chapters 0 0 0 27 2 6 26 143


Statistics updated 2026-06-04