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 0 42
Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil 0 2 14 107 6 14 46 323
Bank competition, cost of credit and economic activity: evidence from Brazil 0 0 2 16 1 4 19 35
Banks’ Physical Footprint and Financial Technology Adoption 1 1 6 19 5 5 17 61
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 0 44 0 0 5 182
Credit Allocation When Private Banks Distribute Government Loans 0 0 0 12 1 1 14 53
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 0 0 5 5 4 8 36 36
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 0 0 2 20 2 5 21 99
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 0 56 0 1 2 346
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 1 34 0 0 3 188
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 1 1 3 89
Government Banks and Interventions in Credit Markets 0 1 2 10 1 2 5 13
Herding Behavior by Equity Foreign Investors on Emerging Markets 0 0 2 334 1 4 13 923
Implied Volatility Term Structure and Exchange Rate Predictability 1 2 5 56 2 6 20 156
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 5 0 0 1 36
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 23 2 2 4 81
Informational switching costs, bank competition, and the cost of finance 0 0 1 12 0 0 3 18
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 1 2 25 25 11 16 63 63
Risco, Dívida e Alavancagem Soberana 0 0 0 4 2 2 5 57
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 1 2 2 72
The Value of Clean Water: evidence from an environmental disaster 0 0 1 6 2 2 7 22
Volatility Risk Premia and Future Commodity Returns 0 0 1 51 1 2 4 74
Volatility risk premia and future commodities returns 0 0 0 44 0 0 4 73
Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil 0 0 1 28 0 1 8 113
Total Working Papers 3 8 70 1,061 43 78 309 3,511
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 0 1 26
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 0 23 0 0 1 106
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 0 0 0 7 1 2 4 22
Expected currency returns and volatility risk premia 0 0 0 3 0 0 2 26
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 3 8 0 0 5 35
Implied volatility term structure and exchange rate predictability 0 1 3 13 0 4 11 48
Informational switching costs, bank competition, and the cost of finance 0 0 3 10 0 3 13 36
Market Power and the Transmission of Loan Subsidies 0 0 0 0 0 0 4 4
Minimising operational risk in portfolio allocation decisions 0 0 0 0 0 1 2 2
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 0 0 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 0 0 5 83
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 1 1 3 112
Total Journal Articles 0 1 10 98 2 11 58 694


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 4 6 119
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 4 7 121


Statistics updated 2025-09-05