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Expected currency returns and volatility risk premia
Ornelas, José Renato Haas - In: The North American journal of economics and finance : a … 49 (2019), pp. 206-234
Persistent link: https://www.econbiz.de/10012269179
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Short‐selling costs and asymmetric price response to economic shocks : A transaction cost explanation to price overshooting
Ornelas, José Renato Haas; Carvalho, Pablo José Campos - In: International Journal of Finance & Economics 26 (2020) 2, pp. 1745-1772
Persistent link: https://www.econbiz.de/10012273195
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Implied volatility term structure and exchange rate predictability
Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: International journal of forecasting 35 (2019) 4, pp. 1800-1813
Persistent link: https://www.econbiz.de/10012305531
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Volatility risk premia and future commodity returns
Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: Journal of international money and finance 96 (2019), pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
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Market power and the transmission of loan subsidies
Ornelas, José Renato Haas; Pedraza, Alvaro; … - 2024
Persistent link: https://www.econbiz.de/10015359081
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Informational switching costs, bank competition, and the cost of finance
Ornelas, José Renato Haas; Silva, Marcos Soares da; … - In: Journal of banking & finance 138 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013461869
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Commodity return predictability : evidence from implied variance, skewness, and their risk premia
Finta, Marinela Adriana; Ornelas, José Renato Haas - In: Journal of international financial markets, … 79 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013358775