| 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 |
0 |
207 |
0 |
0 |
1 |
365 |
| Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
33 |
| Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil |
1 |
4 |
39 |
40 |
4 |
11 |
104 |
107 |
| Behavior and Effects of Equity Foreign Investors on Emerging Markets |
0 |
0 |
1 |
70 |
0 |
0 |
7 |
242 |
| Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia |
0 |
2 |
8 |
34 |
1 |
7 |
23 |
75 |
| Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options |
0 |
0 |
0 |
49 |
1 |
4 |
12 |
329 |
| Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options |
0 |
1 |
6 |
32 |
2 |
4 |
17 |
165 |
| Expected Currency Returns and Volatility Risk Premia |
0 |
1 |
6 |
24 |
1 |
4 |
19 |
54 |
| Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates |
0 |
0 |
1 |
73 |
0 |
0 |
2 |
218 |
| Goodness-of-fit Tests focus on VaR Estimation |
0 |
0 |
1 |
148 |
0 |
0 |
7 |
292 |
| Herding Behavior by Equity Foreign Investors on Emerging Markets |
1 |
3 |
13 |
315 |
5 |
12 |
45 |
830 |
| Implied Volatility Term Structure and Exchange Rate Predictability |
2 |
2 |
11 |
31 |
2 |
9 |
37 |
59 |
| Informational Switching Costs, Bank Competition and the Cost of Finance |
0 |
0 |
1 |
1 |
1 |
6 |
9 |
9 |
| Informational Switching Costs, Bank Competition and the Cost of Finance |
0 |
0 |
14 |
14 |
2 |
5 |
35 |
35 |
| Risco, Dívida e Alavancagem Soberana |
0 |
0 |
1 |
4 |
0 |
1 |
14 |
34 |
| Testing the Liquidity Preference Hypothesis using Survey Forecasts |
0 |
0 |
0 |
22 |
0 |
0 |
10 |
96 |
| The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks |
0 |
0 |
0 |
1 |
2 |
6 |
15 |
44 |
| Volatility Risk Premia and Future Commodity Returns |
0 |
0 |
0 |
49 |
1 |
2 |
14 |
48 |
| Volatility risk premia and future commodities returns |
0 |
0 |
2 |
41 |
0 |
1 |
8 |
52 |
| Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil |
0 |
1 |
9 |
14 |
0 |
2 |
36 |
54 |
| Total Working Papers |
4 |
14 |
113 |
1,189 |
22 |
75 |
417 |
3,141 |
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