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 1 1
Adoption of Short Selling in Stock Portfolios: Performance of Brazilian Investment Funds Long Only Vs. Long/Short 0 0 0 0 1 2 2 2
Analyzing the Performance of Diversified Commodity Derivatives Portfolios in Brazil 0 1 1 9 0 5 13 29
Are corruption and economic growth associated? Empirical evidence for Brazilian States 0 0 0 0 0 9 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 1 5 18 35
Are women more risk averse in investments? Brazilian evidence 0 0 3 5 0 7 28 39
Connectivity among the returns of sectoral indices of the Brazilian capital market 0 0 1 2 0 2 10 12
DSGE Models: Practical Methodological Note and Recent Trends 0 1 21 31 2 19 106 121
Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach 0 0 2 10 0 2 24 67
Do State-Controlled Banks Pay More or Less Taxes? Evidence For Brazil 0 0 0 0 0 3 3 3
Does Deep Learning with Multilayer Perceptron Perform Well in Predicting Credit Risk? 0 2 5 5 4 8 32 32
Dynamic Connectivity and Contagion Risk Among Bank Stocks in Brazil 0 0 5 5 0 1 19 19
Dynamic Connectivity and Contagion Risk among Energy Sector Stocks in Brazil 1 1 1 1 8 10 11 11
EFFECTS OF VOLATILITY AMONG COMMODITIES IN THE LONG TERM: ANALYSIS OF A COMPLEX NETWORK 0 0 1 15 0 0 10 47
Economic Analysis of Judicial Conciliation in Brazilian Financial Institutions 0 0 0 0 0 4 14 17
Estimating the Importance of Civil Construction for the Brazilian Economy Through Hypothetical Extraction of the Input-Output Matrix 0 1 7 16 0 3 22 52
Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market 0 0 0 2 0 2 9 21
Fraud and anomaly detection models in banks: a systematic analysis and literature connection 0 1 2 4 0 6 15 19
Identifying the Frequency and Connectivity Dynamics of the US Economy 0 0 0 0 0 2 7 9
Identifying the Temporal Dynamics and Macroeconomic Interactions of the US Economy 0 1 2 3 0 7 20 24
Interrelationship and Volatility Dynamics Among the Seven Main NYSE Mineral ETFs 1 2 2 3 1 4 10 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 1 1 1
Rural credit and agricultural production: Empirical evidence from Brazil 0 0 11 22 3 7 36 58
The Impacts of the Interest Rate, the Exchange Rate, and the Market Index on the Stock Returns of the Brazilian Banks 0 1 10 19 3 6 37 73
The effects of interest rates on the BRICS exchange rate: a 2SLS approach 1 3 13 15 1 13 46 53
The greatest co-authorships of finance theory literature (1896–2006): scientometrics based on complex networks 0 0 1 7 0 4 14 33
Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index 0 0 0 2 1 4 14 19
Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis 0 0 2 3 0 5 23 34
Volatility transmissions between commodity futures contracts in short, medium and long term 0 0 0 8 0 1 8 23
Total Journal Articles 3 14 91 200 25 143 570 885
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10