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 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


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 2 2 0 1 7 18
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 0 0 19 0 1 7 96
Expected currency returns and volatility risk premia 0 1 1 1 0 1 7 8
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 0 4 0 0 6 21
Implied volatility term structure and exchange rate predictability 0 0 1 1 0 3 11 11
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 0 2 0 1 15 35
Testing the liquidity preference hypothesis using survey forecasts 0 0 1 4 0 2 8 54
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 1 2 0 1 4 24
Volatility risk premia and future commodity returns 0 0 3 6 3 7 30 41
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 0 1 6 92
Total Journal Articles 0 1 9 41 3 18 101 400


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 2 18 1 3 9 93
Total Chapters 0 0 2 18 1 3 9 93


Statistics updated 2020-11-03