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 0 15 57
Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil 0 0 3 110 1 3 29 359
Bank competition, cost of credit and economic activity: evidence from Brazil 0 0 1 17 0 3 23 59
Banks’ Physical Footprint and Financial Technology Adoption 0 0 0 19 1 2 25 87
Behavior and Effects of Equity Foreign Investors on Emerging Markets 0 0 0 75 1 2 13 264
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 0 0 0 44 2 6 50 233
Credit Allocation When Private Banks Distribute Government Loans 0 0 0 12 0 4 29 83
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 0 0 5 10 0 0 24 60
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 1 2 4 24 2 5 38 140
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 0 56 0 1 26 372
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 0 34 0 0 14 202
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 0 1 24 113
Government Banks and Interventions in Credit Markets 0 0 1 11 0 0 12 25
Herding Behavior by Equity Foreign Investors on Emerging Markets 0 0 2 336 3 3 30 955
Implied Volatility Term Structure and Exchange Rate Predictability 0 0 5 62 3 7 49 209
Informational Switching Costs, Bank Competition and the Cost of Finance 1 1 1 24 2 3 19 101
Informational Switching Costs, Bank Competition and the Cost of Finance 1 1 1 6 1 2 7 43
Informational switching costs, bank competition, and the cost of finance 0 0 1 13 2 4 18 36
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 2 4 22 50 8 23 117 190
Risco, Dívida e Alavancagem Soberana 0 0 0 4 0 0 12 69
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 0 23 0 0 18 124
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 0 1 2 1 1 13 86
The Value of Clean Water: evidence from an environmental disaster 0 0 0 6 1 2 19 42
Volatility Risk Premia and Future Commodity Returns 0 0 1 52 1 1 21 95
Volatility risk premia and future commodities returns 0 0 0 44 2 4 20 93
Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil 0 0 1 29 0 0 12 125
Total Working Papers 5 8 49 1,114 31 77 677 4,222
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 1 15 41
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 0 23 0 0 17 123
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 1 4 9 16 4 13 53 75
Expected currency returns and volatility risk premia 0 0 0 3 0 0 14 40
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 0 8 0 1 10 45
Implied volatility term structure and exchange rate predictability 0 0 1 14 1 3 29 77
Informational switching costs, bank competition, and the cost of finance 0 0 1 12 2 6 23 60
Market Power and the Transmission of Loan Subsidies 0 1 5 5 1 2 15 19
Minimising operational risk in portfolio allocation decisions 0 0 0 0 0 0 6 8
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 0 1 10 87
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting 0 0 0 4 1 2 17 30
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 6 0 0 9 88
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 2 0 1 7 34
Volatility risk premia and future commodity returns 0 0 0 15 1 3 10 94
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 0 1 15 127
Total Journal Articles 1 5 16 115 10 34 250 948


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 20 139
Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal 0 0 0 0 0 1 3 5
Total Chapters 0 0 0 27 0 1 23 144


Statistics updated 2026-10-11