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 |
1 |
1 |
208 |
0 |
1 |
1 |
371 |
Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies |
0 |
0 |
1 |
22 |
0 |
0 |
1 |
42 |
Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil |
1 |
2 |
13 |
101 |
3 |
9 |
32 |
298 |
Bank competition, cost of credit and economic activity: evidence from Brazil |
1 |
1 |
3 |
16 |
2 |
3 |
14 |
26 |
Banks’ Physical Footprint and Financial Technology Adoption |
0 |
1 |
5 |
16 |
1 |
4 |
13 |
50 |
Behavior and Effects of Equity Foreign Investors on Emerging Markets |
1 |
2 |
2 |
75 |
1 |
2 |
3 |
251 |
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia |
0 |
0 |
2 |
44 |
0 |
1 |
56 |
180 |
Credit Allocation When Private Banks Distribute Government Loans |
0 |
0 |
1 |
12 |
1 |
3 |
12 |
47 |
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans |
0 |
2 |
4 |
4 |
7 |
12 |
24 |
24 |
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market |
0 |
1 |
2 |
19 |
1 |
8 |
33 |
86 |
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options |
0 |
0 |
2 |
56 |
1 |
1 |
3 |
345 |
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options |
0 |
1 |
1 |
34 |
1 |
2 |
2 |
187 |
Expected Currency Returns and Volatility Risk Premia |
0 |
0 |
0 |
29 |
1 |
2 |
2 |
88 |
Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates |
0 |
0 |
1 |
75 |
0 |
0 |
1 |
226 |
Goodness-of-fit Tests focus on VaR Estimation |
0 |
0 |
1 |
150 |
1 |
2 |
3 |
303 |
Government Banks and Interventions in Credit Markets |
0 |
1 |
2 |
9 |
0 |
1 |
3 |
9 |
Herding Behavior by Equity Foreign Investors on Emerging Markets |
0 |
1 |
1 |
333 |
0 |
2 |
4 |
912 |
Implied Volatility Term Structure and Exchange Rate Predictability |
0 |
0 |
1 |
52 |
2 |
5 |
14 |
144 |
Informational Switching Costs, Bank Competition and the Cost of Finance |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
77 |
Informational Switching Costs, Bank Competition and the Cost of Finance |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
35 |
Informational switching costs, bank competition, and the cost of finance |
0 |
0 |
1 |
11 |
0 |
0 |
3 |
16 |
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix |
0 |
1 |
21 |
21 |
5 |
7 |
36 |
36 |
Risco, Dívida e Alavancagem Soberana |
0 |
0 |
0 |
4 |
1 |
2 |
2 |
54 |
Testing the Liquidity Preference Hypothesis using Survey Forecasts |
0 |
0 |
0 |
23 |
0 |
2 |
2 |
105 |
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
70 |
The Value of Clean Water: evidence from an environmental disaster |
0 |
0 |
1 |
5 |
0 |
0 |
9 |
18 |
Volatility Risk Premia and Future Commodity Returns |
0 |
0 |
0 |
50 |
0 |
1 |
3 |
71 |
Volatility risk premia and future commodities returns |
0 |
0 |
0 |
44 |
0 |
0 |
4 |
72 |
Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil |
0 |
0 |
2 |
28 |
1 |
2 |
11 |
109 |
Total Working Papers |
3 |
14 |
68 |
1,470 |
29 |
72 |
292 |
4,252 |