Expected currency returns and volatility risk premia von Haas Ornelas, José Renato

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Informational switching costs, bank competition, and the cost of finance von Ornelas, José Renato Haas, da Silva, Marcos Soares, Van Doornik, Bernardus Ferdinandus Nazar

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Volatility risk premia and future commodity returns von Ornelas, José Renato Haas, Mauad, Roberto Baltieri

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Implied volatility term structure and exchange rate predictability von Ornelas, José Renato Haas, Mauad, Roberto Baltieri

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Combining equilibrium, resampling, and analyst’s views in portfolio optimization von Barros Fernandes, José Luiz, Haas Ornelas, José Renato, Martínez Cusicanqui, Oscar Augusto

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Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting von Ornelas, José Renato Haas, Carvalho, Pablo José Campos

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Estimating risk aversion, Risk-Neutral and Real-World Densities using Brazilian Real currency options von Fajardo, José, Haas Ornelas, José Renato, Aquiles Rocha de Farias

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Yes, the choice of performance measure does matter for ranking of us mutual funds von Ornelas, José Renato Haas, Silva Júnior, Antônio Francisco, Fernandes, José Luiz Barros

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Commodity return predictability: Evidence from implied variance, skewness, and their risk premia von Finta, Marinela Adriana, Ornelas, José Renato Haas

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Testing the liquidity preference hypothesis using survey forecasts von Ornelas, Jose Renato Haas, Silva Jr, Antonio Francisco de Almeida

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The Value of Clean Water: Evidence from an Environmental Disaster von Gonzalez, Rodrigo Barbone, Haas Ornelas, José Renato, Silva, Thiago Christiano

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Banks’ Physical Footprint and Financial Technology Adoption von Mariani, Lucas A, Haas Ornelas, José Renato, Ricca, Bernardo

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Market Power and the Transmission of Loan Subsidies von Ornelas, Jose Renato Haas, Pedraza, Alvaro, Ruiz-Ortega, Claudia, Silva, Thiago Christiano

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Informational Switching Costs, Bank Competition and the Cost of Finance von Haas Ornelas, José Renato, Soares da Silva, Marcos, Nazar Van Doornik, Bernardus Ferdinandus

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Apreçamento de opções de IDI usando o modelo CIR von Barbachan, José Santiago Fajardo, Ornelas, José Renato Haas

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Recovering Risk-Neutral Densities from Brazilian Interest Rate Options von José Renato Haas Ornelas, Marcelo Yoshio Takami

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Analyzing the use of generalized hyperbolic distributions to value at risk calculations von Barbadian, José Santiago Fajardo, Farias, Aquiles Rocha de, Ornelas, José Renato Haas

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Eatimating risk aversion, Risk-Neutral and Real-World Densities using Brasilian Real currency options von Fajardo, José, Ornelas, José Renato Haas, Farias, Aquiles Rocha de

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A Goodness-of-Fit Test with Focus on Conditional Value at Risk von José Renato Haas Ornelas, Aquiles Rocha de Farias, José Santiago Fajardo Barbachan

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Minimising operational risk in portfolio allocation decisions von Fernandes, José Luiz Barros, Ornelas, José Renato Haas

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