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
Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations 0 0 1 208 0 0 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 4 16 105 2 11 40 309
Bank competition, cost of credit and economic activity: evidence from Brazil 0 0 2 16 2 5 15 31
Banks’ Physical Footprint and Financial Technology Adoption 2 2 5 18 5 6 14 56
Behavior and Effects of Equity Foreign Investors on Emerging Markets 0 0 2 75 0 0 2 251
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 0 0 1 44 1 2 55 182
Credit Allocation When Private Banks Distribute Government Loans 0 0 0 12 1 5 16 52
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 0 1 5 5 2 4 28 28
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 1 1 2 20 3 8 17 94
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 2 56 0 0 3 345
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 1 34 1 1 3 188
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 0 0 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 0 0 3 303
Government Banks and Interventions in Credit Markets 0 0 2 9 0 2 5 11
Herding Behavior by Equity Foreign Investors on Emerging Markets 0 1 2 334 5 7 10 919
Implied Volatility Term Structure and Exchange Rate Predictability 1 2 3 54 2 6 15 150
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 23 1 2 3 79
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 5 1 1 1 36
Informational switching costs, bank competition, and the cost of finance 0 1 2 12 1 2 4 18
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 0 2 23 23 1 11 47 47
Risco, Dívida e Alavancagem Soberana 0 0 0 4 1 1 3 55
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 0 23 0 0 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 1 1 1 6 2 2 10 20
Volatility Risk Premia and Future Commodity Returns 1 1 1 51 1 1 4 72
Volatility risk premia and future commodities returns 0 0 0 44 0 1 4 73
Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil 0 0 1 28 0 3 8 112
Total Working Papers 7 16 75 1,486 32 81 317 4,333


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 0 1 26
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 1 23 0 0 2 106
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 0 0 1 7 0 0 5 20
Expected currency returns and volatility risk premia 0 0 0 3 0 0 3 26
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 1 3 8 0 1 5 35
Implied volatility term structure and exchange rate predictability 0 1 2 12 0 2 7 44
Informational switching costs, bank competition, and the cost of finance 0 1 3 10 1 3 13 33
Market Power and the Transmission of Loan Subsidies 0 0 0 0 0 1 4 4
Minimising operational risk in portfolio allocation decisions 0 0 0 0 0 0 1 1
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 0 1 2 77
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting 0 0 1 4 0 0 2 12
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 6 0 0 3 79
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 2 0 0 0 26
Volatility risk premia and future commodity returns 0 0 0 15 1 3 5 83
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 0 1 3 111
Total Journal Articles 0 3 11 97 2 12 56 683


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 2 115
Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal 0 0 0 0 0 0 1 2
Total Chapters 0 0 0 27 0 0 3 117


Statistics updated 2025-06-06