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 4 5 15 57
Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil 0 1 6 110 2 10 48 355
Bank competition, cost of credit and economic activity: evidence from Brazil 0 0 1 17 3 6 24 53
Banks’ Physical Footprint and Financial Technology Adoption 0 0 3 19 5 8 33 84
Behavior and Effects of Equity Foreign Investors on Emerging Markets 0 0 0 75 4 4 10 261
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 0 0 0 44 2 6 26 207
Credit Allocation When Private Banks Distribute Government Loans 0 0 0 12 6 10 26 77
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 0 2 4 9 3 11 30 56
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 0 0 2 21 4 13 39 130
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 0 56 2 7 23 368
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 0 34 2 5 14 201
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 7 8 22 110
Government Banks and Interventions in Credit Markets 0 1 2 11 0 4 14 25
Herding Behavior by Equity Foreign Investors on Emerging Markets 1 2 2 336 6 14 37 951
Implied Volatility Term Structure and Exchange Rate Predictability 1 1 7 60 5 13 43 191
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 23 4 5 18 96
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 5 0 1 6 41
Informational switching costs, bank competition, and the cost of finance 0 0 1 13 4 7 14 31
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 3 7 18 41 8 28 101 147
Risco, Dívida e Alavancagem Soberana 0 0 0 4 3 3 13 67
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 0 23 4 8 18 123
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 0 1 2 1 3 14 84
The Value of Clean Water: evidence from an environmental disaster 0 0 1 6 4 6 21 39
Volatility Risk Premia and Future Commodity Returns 0 0 2 52 5 9 19 90
Volatility risk premia and future commodities returns 0 0 0 44 4 5 14 87
Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil 0 0 1 29 2 4 13 125
Total Working Papers 5 14 51 1,097 94 203 655 4,056
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 4 13 39
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 0 23 1 2 15 121
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 3 4 5 12 5 14 29 49
Expected currency returns and volatility risk premia 0 0 0 3 0 2 13 39
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 0 8 5 6 9 44
Implied volatility term structure and exchange rate predictability 0 1 2 14 5 10 25 69
Informational switching costs, bank competition, and the cost of finance 0 0 2 12 2 3 20 52
Market Power and the Transmission of Loan Subsidies 1 2 4 4 4 9 12 16
Minimising operational risk in portfolio allocation decisions 0 0 0 0 1 2 6 7
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 2 4 9 86
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting 0 0 0 4 2 5 14 26
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 6 2 2 7 86
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 2 2 2 7 33
Volatility risk premia and future commodity returns 0 0 0 15 3 4 9 91
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 1 9 15 126
Total Journal Articles 4 7 13 110 37 78 203 884

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 6 23 138
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 6 24 141

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06