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 0 1 207 0 0 5 363
Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies 0 0 0 20 0 0 2 31
Behavior and Effects of Equity Foreign Investors on Emerging Markets 0 0 1 69 1 1 4 235
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 1 6 18 26 3 14 39 51
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 0 49 1 1 4 316
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 0 26 1 6 11 147
Expected Currency Returns and Volatility Risk Premia 0 0 0 18 1 4 13 34
Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates 0 0 0 72 0 0 4 214
Goodness-of-fit Tests focus on VaR Estimation 1 1 3 146 1 1 4 284
Herding Behavior by Equity Foreign Investors on Emerging Markets 0 2 8 301 0 4 29 782
Implied Volatility Term Structure and Exchange Rate Predictability 0 1 19 19 1 7 20 20
Risco, Dívida e Alavancagem Soberana 0 0 0 3 0 1 6 20
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 1 22 2 4 19 86
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 0 0 1 0 0 6 29
Volatility Risk Premia and Future Commodity Returns 0 0 0 49 2 3 11 32
Volatility risk premia and future commodities returns 0 0 2 39 1 3 8 44
Total Working Papers 2 10 53 1,067 14 49 185 2,688

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 0 0 0 1 10
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 2 19 0 0 6 89
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 0 4 1 1 1 15
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 1 4 5 19
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 3 0 1 3 45
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 1 0 0 1 20
Volatility risk premia and future commodity returns 2 3 3 3 3 8 8 8
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 0 1 2 85
Total Journal Articles 2 3 5 32 5 15 27 291

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 3 16 0 0 4 83
Total Chapters 0 0 3 16 0 0 4 83

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Statistics updated 2019-10-05