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 1 2 2 44
Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil 1 2 9 109 2 9 48 339
Bank competition, cost of credit and economic activity: evidence from Brazil 0 1 2 17 2 6 19 42
Banks’ Physical Footprint and Financial Technology Adoption 0 0 4 19 1 6 21 68
Behavior and Effects of Equity Foreign Investors on Emerging Markets 0 0 1 75 0 1 2 252
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 0 0 0 44 4 13 17 196
Credit Allocation When Private Banks Distribute Government Loans 0 0 0 12 3 8 16 62
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans 1 2 4 7 3 7 28 43
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market 0 1 2 21 4 10 30 112
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 0 56 2 2 4 348
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 1 34 4 4 7 192
Expected Currency Returns and Volatility Risk Premia 0 0 0 29 4 6 9 95
Government Banks and Interventions in Credit Markets 0 0 2 10 0 3 8 16
Herding Behavior by Equity Foreign Investors on Emerging Markets 0 0 1 334 4 9 23 934
Implied Volatility Term Structure and Exchange Rate Predictability 0 2 7 59 3 13 34 173
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 23 2 5 10 87
Informational Switching Costs, Bank Competition and the Cost of Finance 0 0 0 5 1 3 4 39
Informational switching costs, bank competition, and the cost of finance 0 1 2 13 1 3 5 21
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix 2 4 11 32 17 29 72 102
Risco, Dívida e Alavancagem Soberana 0 0 0 4 1 2 7 59
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 0 23 1 5 8 111
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 1 1 2 2 5 8 78
The Value of Clean Water: evidence from an environmental disaster 0 0 1 6 2 8 13 31
Volatility Risk Premia and Future Commodity Returns 0 1 2 52 0 1 4 75
Volatility risk premia and future commodities returns 0 0 0 44 0 2 3 75
Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil 0 1 1 29 1 4 10 117
Total Working Papers 4 16 51 1,081 65 166 412 3,711
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 2 5 6 31
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 0 23 8 9 9 115
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ 0 0 0 7 1 6 10 28
Expected currency returns and volatility risk premia 0 0 0 3 3 4 6 30
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 1 8 0 2 3 37
Implied volatility term structure and exchange rate predictability 0 0 3 13 2 5 14 53
Informational switching costs, bank competition, and the cost of finance 0 1 3 12 5 10 18 47
Market Power and the Transmission of Loan Subsidies 0 2 2 2 0 2 3 6
Minimising operational risk in portfolio allocation decisions 0 0 0 0 1 2 4 4
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 1 3 4 80
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting 0 0 0 4 1 1 3 14
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 6 1 1 3 80
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 2 2 2 3 29
Volatility risk premia and future commodity returns 0 0 0 15 0 1 5 85
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 0 0 2 112
Total Journal Articles 0 3 9 102 27 53 93 751


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 7 8 12 127
Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal 0 0 0 0 1 1 2 3
Total Chapters 0 0 0 27 8 9 14 130


Statistics updated 2026-01-09