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 0 1 39 356
Bank competition, cost of credit and economic activity: evidence from Brazil 0 0 1 17 1 4 23 57
Banks’ Physical Footprint and Financial Technology Adoption 0 0 1 19 1 2 30 86
Behavior and Effects of Equity Foreign Investors on Emerging Markets 0 0 0 75 1 2 12 263
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 0 0 0 44 3 23 48 230
Credit Allocation When Private Banks Distribute Government Loans 0 0 0 12 1 3 28 80
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 0 1 5 10 0 4 28 60
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 0 1 2 22 1 6 39 136
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 0 56 0 3 25 371
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 0 34 0 1 14 202
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 1 3 25 113
Government Banks and Interventions in Credit Markets 0 0 1 11 0 0 13 25
Herding Behavior by Equity Foreign Investors on Emerging Markets 0 0 2 336 0 1 30 952
Implied Volatility Term Structure and Exchange Rate Predictability 0 2 7 62 0 11 48 202
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 23 0 2 19 98
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 5 1 1 6 42
Informational switching costs, bank competition, and the cost of finance 0 0 1 13 0 1 14 32
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 2 7 24 48 6 26 121 173
Risco, Dívida e Alavancagem Soberana 0 0 0 4 0 2 14 69
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 0 23 0 1 19 124
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 0 1 2 0 1 14 85
The Value of Clean Water: evidence from an environmental disaster 0 0 0 6 0 1 20 40
Volatility Risk Premia and Future Commodity Returns 0 0 1 52 0 4 21 94
Volatility risk premia and future commodities returns 0 0 0 44 1 3 17 90
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 2 11 50 1,108 17 106 694 4,162
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 14 40
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 0 23 0 2 17 123
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 2 2 7 14 7 20 48 69
Expected currency returns and volatility risk premia 0 0 0 3 0 1 14 40
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 0 8 1 1 10 45
Implied volatility term structure and exchange rate predictability 0 0 1 14 2 7 28 76
Informational switching costs, bank competition, and the cost of finance 0 0 2 12 3 5 21 57
Market Power and the Transmission of Loan Subsidies 0 0 4 4 0 1 13 17
Minimising operational risk in portfolio allocation decisions 0 0 0 0 0 1 6 8
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 1 1 10 87
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting 0 0 0 4 0 2 16 28
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 6 0 2 9 88
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 2 1 1 8 34
Volatility risk premia and future commodity returns 0 0 0 15 1 1 9 92
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 0 0 15 126
Total Journal Articles 2 2 14 112 16 46 238 930


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 1 20 139
Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal 0 0 0 0 0 1 2 4
Total Chapters 0 0 0 27 0 2 22 143


Statistics updated 2026-08-07