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 1 1 1 1
Adoption of Short Selling in Stock Portfolios: Performance of Brazilian Investment Funds Long Only Vs. Long/Short 0 0 0 0 1 1 1 1
Analyzing the Performance of Diversified Commodity Derivatives Portfolios in Brazil 1 1 2 9 3 6 12 27
Are corruption and economic growth associated? Empirical evidence for Brazilian States 0 0 0 0 9 14 17 17
Are machine learning models more effective than logistic regressions in predicting bank credit risk? An assessment of the Brazilian financial markets 0 0 1 13 4 6 17 34
Are women more risk averse in investments? Brazilian evidence 0 0 4 5 3 10 25 35
Connectivity among the returns of sectoral indices of the Brazilian capital market 0 1 1 2 1 2 10 11
DSGE Models: Practical Methodological Note and Recent Trends 0 6 30 30 11 35 113 113
Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach 0 0 4 10 1 3 26 66
Do State-Controlled Banks Pay More or Less Taxes? Evidence For Brazil 0 0 0 0 3 3 3 3
Does Deep Learning with Multilayer Perceptron Perform Well in Predicting Credit Risk? 1 2 4 4 3 12 27 27
Dynamic Connectivity and Contagion Risk Among Bank Stocks in Brazil 0 0 5 5 1 4 19 19
Dynamic Connectivity and Contagion Risk among Energy Sector Stocks in Brazil 0 0 0 0 0 1 1 1
EFFECTS OF VOLATILITY AMONG COMMODITIES IN THE LONG TERM: ANALYSIS OF A COMPLEX NETWORK 0 0 1 15 0 2 11 47
Economic Analysis of Judicial Conciliation in Brazilian Financial Institutions 0 0 0 0 3 7 14 16
Estimating the Importance of Civil Construction for the Brazilian Economy Through Hypothetical Extraction of the Input-Output Matrix 1 2 8 16 3 5 24 52
Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market 0 0 0 2 2 2 9 21
Fraud and anomaly detection models in banks: a systematic analysis and literature connection 0 0 1 3 2 3 11 15
Identifying the Frequency and Connectivity Dynamics of the US Economy 0 0 0 0 2 3 7 9
Identifying the Temporal Dynamics and Macroeconomic Interactions of the US Economy 1 1 2 3 6 9 20 23
Interrelationship and Volatility Dynamics Among the Seven Main NYSE Mineral ETFs 0 0 0 1 1 2 8 11
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 1 1 1 1
Rural credit and agricultural production: Empirical evidence from Brazil 0 1 13 22 2 8 33 53
The Impacts of the Interest Rate, the Exchange Rate, and the Market Index on the Stock Returns of the Brazilian Banks 1 2 12 19 2 5 37 69
The effects of interest rates on the BRICS exchange rate: a 2SLS approach 1 4 13 13 11 19 51 51
The greatest co-authorships of finance theory literature (1896–2006): scientometrics based on complex networks 0 0 1 7 4 5 15 33
Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index 0 0 0 2 3 4 13 18
Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis 0 0 2 3 4 10 23 33
Volatility transmissions between commodity futures contracts in short, medium and long term 0 0 0 8 0 1 8 22
Total Journal Articles 6 20 104 192 87 184 557 829
1 registered items for which data could not be found
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