Access Statistics for Mathias Schneid Tessmann

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Measure the Transmission Mechanism of Monetary Policy in the Intrinsic Value of Banks 0 0 0 0 0 1 2 2
Adoption of Short Selling in Stock Portfolios: Performance of Brazilian Investment Funds Long Only Vs. Long/Short 0 0 0 0 0 2 4 4
Analyzing the Performance of Diversified Commodity Derivatives Portfolios in Brazil 0 0 1 9 1 2 11 31
Are corruption and economic growth associated? Empirical evidence for Brazilian States 0 0 0 0 1 3 20 20
Are machine learning models more effective than logistic regressions in predicting bank credit risk? An assessment of the Brazilian financial markets 3 5 6 18 6 8 24 43
Are women more risk averse in investments? Brazilian evidence 0 0 1 5 0 2 26 41
Connectivity among the returns of sectoral indices of the Brazilian capital market 0 0 1 2 0 0 10 12
DSGE Models: Practical Methodological Note and Recent Trends 2 4 21 35 3 16 106 137
Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach 0 0 1 10 0 2 24 69
Do State-Controlled Banks Pay More or Less Taxes? Evidence For Brazil 0 0 0 0 0 1 4 4
Does Deep Learning with Multilayer Perceptron Perform Well in Predicting Credit Risk? 0 0 5 5 0 1 30 33
Dynamic Connectivity and Contagion Risk Among Bank Stocks in Brazil 0 1 6 6 1 5 24 24
Dynamic Connectivity and Contagion Risk among Energy Sector Stocks in Brazil 0 0 1 1 1 4 15 15
EFFECTS OF VOLATILITY AMONG COMMODITIES IN THE LONG TERM: ANALYSIS OF A COMPLEX NETWORK 0 0 1 15 0 1 11 48
Economic Analysis of Judicial Conciliation in Brazilian Financial Institutions 0 0 0 0 0 1 13 18
Estimating the Importance of Civil Construction for the Brazilian Economy Through Hypothetical Extraction of the Input-Output Matrix 1 1 6 17 1 2 20 54
Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market 0 0 0 2 0 1 10 22
Fraud and anomaly detection models in banks: a systematic analysis and literature connection 0 0 2 4 0 0 13 19
Identifying the Frequency and Connectivity Dynamics of the US Economy 0 0 0 0 0 2 8 11
Identifying the Temporal Dynamics and Macroeconomic Interactions of the US Economy 0 0 1 3 0 0 15 24
Interrelationship and Volatility Dynamics Among the Seven Main NYSE Mineral ETFs 0 0 2 3 0 0 9 14
Is there a conflict of interest between Brazilian investment advisors and their clients? An econometric analysis from the perspective of the principal-agent problem 0 0 0 0 0 0 1 1
Rural credit and agricultural production: Empirical evidence from Brazil 1 1 6 23 1 4 29 62
The Impacts of the Interest Rate, the Exchange Rate, and the Market Index on the Stock Returns of the Brazilian Banks 1 1 8 20 1 4 32 77
The effects of interest rates on the BRICS exchange rate: a 2SLS approach 0 0 10 15 0 1 37 54
The greatest co-authorships of finance theory literature (1896–2006): scientometrics based on complex networks 0 0 1 7 0 2 15 35
Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index 1 1 1 3 1 4 17 23
Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis 0 1 2 4 1 2 22 36
Volatility transmissions between commodity futures contracts in short, medium and long term 0 0 0 8 0 0 7 23
Total Journal Articles 9 15 83 215 18 71 559 956
1 registered items for which data could not be found
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