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 2 2
Adoption of Short Selling in Stock Portfolios: Performance of Brazilian Investment Funds Long Only Vs. Long/Short 0 0 0 0 1 2 3 3
Analyzing the Performance of Diversified Commodity Derivatives Portfolios in Brazil 0 0 1 9 0 2 12 29
Are corruption and economic growth associated? Empirical evidence for Brazilian States 0 0 0 0 2 2 19 19
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 1 18 35
Are women more risk averse in investments? Brazilian evidence 0 0 2 5 1 5 28 40
Connectivity among the returns of sectoral indices of the Brazilian capital market 0 0 1 2 0 1 10 12
DSGE Models: Practical Methodological Note and Recent Trends 0 1 21 31 2 10 102 123
Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach 0 0 2 10 1 2 25 68
Do State-Controlled Banks Pay More or Less Taxes? Evidence For Brazil 0 0 0 0 0 0 3 3
Does Deep Learning with Multilayer Perceptron Perform Well in Predicting Credit Risk? 0 1 5 5 0 5 32 32
Dynamic Connectivity and Contagion Risk Among Bank Stocks in Brazil 0 0 5 5 1 1 20 20
Dynamic Connectivity and Contagion Risk among Energy Sector Stocks in Brazil 0 1 1 1 2 12 13 13
EFFECTS OF VOLATILITY AMONG COMMODITIES IN THE LONG TERM: ANALYSIS OF A COMPLEX NETWORK 0 0 1 15 1 1 11 48
Economic Analysis of Judicial Conciliation in Brazilian Financial Institutions 0 0 0 0 0 1 14 17
Estimating the Importance of Civil Construction for the Brazilian Economy Through Hypothetical Extraction of the Input-Output Matrix 0 0 7 16 1 1 22 53
Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market 0 0 0 2 1 1 10 22
Fraud and anomaly detection models in banks: a systematic analysis and literature connection 0 1 2 4 0 4 14 19
Identifying the Frequency and Connectivity Dynamics of the US Economy 0 0 0 0 1 1 8 10
Identifying the Temporal Dynamics and Macroeconomic Interactions of the US Economy 0 0 2 3 0 1 19 24
Interrelationship and Volatility Dynamics Among the Seven Main NYSE Mineral ETFs 0 2 2 3 0 3 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 0 0 11 22 3 8 39 61
The Impacts of the Interest Rate, the Exchange Rate, and the Market Index on the Stock Returns of the Brazilian Banks 0 0 9 19 1 5 35 74
The effects of interest rates on the BRICS exchange rate: a 2SLS approach 0 2 11 15 0 2 39 53
The greatest co-authorships of finance theory literature (1896–2006): scientometrics based on complex networks 0 0 1 7 1 1 15 34
Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index 0 0 0 2 1 2 15 20
Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis 1 1 3 4 1 2 23 35
Volatility transmissions between commodity futures contracts in short, medium and long term 0 0 0 8 0 1 7 23
Total Journal Articles 1 9 88 201 22 78 568 907
1 registered items for which data could not be found
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Statistics updated 2026-08-07