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 9 11 53
Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil 1 1 9 110 5 14 52 353
Bank competition, cost of credit and economic activity: evidence from Brazil 0 0 1 17 1 8 22 50
Banks’ Physical Footprint and Financial Technology Adoption 0 0 3 19 1 11 29 79
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 1 9 25 205
Credit Allocation When Private Banks Distribute Government Loans 0 0 0 12 0 9 23 71
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 0 2 4 9 2 10 28 53
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 0 0 2 21 5 14 37 126
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 0 56 3 18 21 366
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 0 34 1 7 12 199
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 0 8 15 103
Government Banks and Interventions in Credit Markets 1 1 2 11 2 9 15 25
Herding Behavior by Equity Foreign Investors on Emerging Markets 0 1 1 335 3 11 32 945
Implied Volatility Term Structure and Exchange Rate Predictability 0 0 6 59 5 13 40 186
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 23 1 5 14 92
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 5 0 2 6 41
Informational switching costs, bank competition, and the cost of finance 0 0 2 13 2 6 11 27
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 1 6 15 38 9 37 95 139
Risco, Dívida e Alavancagem Soberana 0 0 0 4 0 5 10 64
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 0 23 0 8 14 119
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 0 1 2 1 5 13 83
The Value of Clean Water: evidence from an environmental disaster 0 0 1 6 1 4 17 35
Volatility Risk Premia and Future Commodity Returns 0 0 2 52 2 10 14 85
Volatility risk premia and future commodities returns 0 0 0 44 1 8 10 83
Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil 0 0 1 29 1 6 13 123
Total Working Papers 3 11 50 1,092 47 251 585 3,962
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 2 6 11 37
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 0 23 0 5 14 120
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 1 2 2 9 5 16 24 44
Expected currency returns and volatility risk premia 0 0 0 3 0 9 13 39
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 0 8 0 2 4 39
Implied volatility term structure and exchange rate predictability 1 1 3 14 2 11 21 64
Informational switching costs, bank competition, and the cost of finance 0 0 2 12 0 3 18 50
Market Power and the Transmission of Loan Subsidies 0 1 3 3 1 6 9 12
Minimising operational risk in portfolio allocation decisions 0 0 0 0 0 2 5 6
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 1 4 7 84
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting 0 0 0 4 2 10 12 24
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 6 0 4 5 84
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 2 0 2 5 31
Volatility risk premia and future commodity returns 0 0 0 15 1 3 6 88
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 3 13 15 125
Total Journal Articles 2 4 10 106 17 96 169 847


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 9 21 136
Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal 0 0 0 0 0 0 1 3
Total Chapters 0 0 0 27 2 9 22 139


Statistics updated 2026-04-09