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 2 2 35 358
Bank competition, cost of credit and economic activity: evidence from Brazil 0 0 1 17 2 4 24 59
Banks’ Physical Footprint and Financial Technology Adoption 0 0 0 19 0 1 25 86
Behavior and Effects of Equity Foreign Investors on Emerging Markets 0 0 0 75 0 1 12 263
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 0 0 0 44 1 6 49 231
Credit Allocation When Private Banks Distribute Government Loans 0 0 0 12 3 4 30 83
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 0 0 5 10 0 1 24 60
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 1 1 3 23 2 4 39 138
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 0 56 1 3 26 372
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 0 34 0 0 14 202
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 0 1 24 113
Government Banks and Interventions in Credit Markets 0 0 1 11 0 0 12 25
Herding Behavior by Equity Foreign Investors on Emerging Markets 0 0 2 336 0 0 29 952
Implied Volatility Term Structure and Exchange Rate Predictability 0 1 6 62 4 11 50 206
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 5 0 1 6 42
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 23 1 2 18 99
Informational switching costs, bank competition, and the cost of finance 0 0 1 13 2 2 16 34
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 0 4 23 48 9 29 119 182
Risco, Dívida e Alavancagem Soberana 0 0 0 4 0 2 12 69
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 0 23 0 0 19 124
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 0 1 2 0 0 13 85
The Value of Clean Water: evidence from an environmental disaster 0 0 0 6 1 2 19 41
Volatility Risk Premia and Future Commodity Returns 0 0 1 52 0 1 20 94
Volatility risk premia and future commodities returns 0 0 0 44 1 4 18 91
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 1 6 48 1,109 29 81 680 4,191
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 1 1 15 41
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 0 23 0 1 17 123
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 1 3 8 15 2 14 49 71
Expected currency returns and volatility risk premia 0 0 0 3 0 0 14 40
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 0 8 0 1 10 45
Implied volatility term structure and exchange rate predictability 0 0 1 14 0 2 28 76
Informational switching costs, bank competition, and the cost of finance 0 0 2 12 1 5 22 58
Market Power and the Transmission of Loan Subsidies 1 1 5 5 1 2 14 18
Minimising operational risk in portfolio allocation decisions 0 0 0 0 0 0 6 8
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 0 1 10 87
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting 0 0 0 4 1 1 17 29
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 6 0 0 9 88
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 2 0 1 8 34
Volatility risk premia and future commodity returns 0 0 0 15 1 2 10 93
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 1 1 15 127
Total Journal Articles 2 4 16 114 8 32 244 938


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 20 139
Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal 0 0 0 0 1 1 3 5
Total Chapters 0 0 0 27 1 1 23 144


Statistics updated 2026-09-10