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 1 10 11 53
Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil 0 1 8 109 3 11 50 348
Bank competition, cost of credit and economic activity: evidence from Brazil 0 0 1 17 2 9 23 49
Banks’ Physical Footprint and Financial Technology Adoption 0 0 3 19 2 11 28 78
Behavior and Effects of Equity Foreign Investors on Emerging Markets 0 0 0 75 0 5 6 257
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 0 0 0 44 3 12 24 204
Credit Allocation When Private Banks Distribute Government Loans 0 0 0 12 4 12 24 71
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 2 3 5 9 6 11 27 51
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 0 0 2 21 4 13 35 121
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 0 56 2 17 18 363
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 0 34 2 10 11 198
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 1 12 15 103
Government Banks and Interventions in Credit Markets 0 0 1 10 2 7 14 23
Herding Behavior by Equity Foreign Investors on Emerging Markets 1 1 2 335 5 12 30 942
Implied Volatility Term Structure and Exchange Rate Predictability 0 0 7 59 3 11 37 181
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 23 0 6 14 91
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 5 1 3 6 41
Informational switching costs, bank competition, and the cost of finance 0 0 2 13 1 5 9 25
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 3 7 16 37 11 45 94 130
Risco, Dívida e Alavancagem Soberana 0 0 0 4 0 6 10 64
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 0 23 4 9 14 119
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 0 1 2 1 6 12 82
The Value of Clean Water: evidence from an environmental disaster 0 0 1 6 1 5 16 34
Volatility Risk Premia and Future Commodity Returns 0 0 2 52 2 8 12 83
Volatility risk premia and future commodities returns 0 0 0 44 0 7 10 82
Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil 0 0 1 29 1 6 13 122
Total Working Papers 6 12 52 1,089 62 269 563 3,915
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 6 9 35
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 0 23 1 13 14 120
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 0 1 1 8 4 12 19 39
Expected currency returns and volatility risk premia 0 0 0 3 2 12 13 39
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 1 8 1 2 5 39
Implied volatility term structure and exchange rate predictability 0 0 2 13 3 11 20 62
Informational switching costs, bank competition, and the cost of finance 0 0 3 12 1 8 20 50
Market Power and the Transmission of Loan Subsidies 1 1 3 3 4 5 8 11
Minimising operational risk in portfolio allocation decisions 0 0 0 0 1 3 5 6
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 1 4 7 83
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting 0 0 0 4 1 9 10 22
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 6 0 5 5 84
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 2 0 4 5 31
Volatility risk premia and future commodity returns 0 0 0 15 0 2 7 87
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 5 10 12 122
Total Journal Articles 1 2 10 104 24 106 159 830


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 14 19 134
Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal 0 0 0 0 0 1 1 3
Total Chapters 0 0 0 27 2 15 20 137


Statistics updated 2026-03-04