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 0 1 1 1
Analyzing the Performance of Diversified Commodity Derivatives Portfolios in Brazil 0 1 1 9 2 7 13 29
Are corruption and economic growth associated? Empirical evidence for Brazilian States 0 0 0 0 0 12 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 0 6 17 34
Are women more risk averse in investments? Brazilian evidence 0 0 3 5 4 10 28 39
Connectivity among the returns of sectoral indices of the Brazilian capital market 0 1 1 2 1 3 10 12
DSGE Models: Practical Methodological Note and Recent Trends 1 4 31 31 6 32 119 119
Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach 0 0 3 10 1 3 26 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? 1 3 5 5 1 8 28 28
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 0 0 0 0 2 3 3 3
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 1 5 14 17
Estimating the Importance of Civil Construction for the Brazilian Economy Through Hypothetical Extraction of the Input-Output Matrix 0 2 7 16 0 5 23 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 1 1 2 4 4 7 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 1 9 21 24
Interrelationship and Volatility Dynamics Among the Seven Main NYSE Mineral ETFs 1 1 1 2 2 4 10 13
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 2 5 33 55
The Impacts of the Interest Rate, the Exchange Rate, and the Market Index on the Stock Returns of the Brazilian Banks 0 2 11 19 1 6 37 70
The effects of interest rates on the BRICS exchange rate: a 2SLS approach 1 4 13 14 1 16 47 52
The greatest co-authorships of finance theory literature (1896–2006): scientometrics based on complex networks 0 0 1 7 0 5 15 33
Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index 0 0 0 2 0 3 13 18
Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis 0 0 2 3 1 9 23 34
Volatility transmissions between commodity futures contracts in short, medium and long term 0 0 0 8 1 1 8 23
Total Journal Articles 5 20 101 197 31 172 572 860
1 registered items for which data could not be found
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