Building great customer relationships is just a step away
MORE THAN 10,000 USERS USE MRR.
PESQUISAS, PUBLICAÇÕES E LIVROS
PUBLICAÇÕES SELECIONADAS EM PERIÓDICOS
Informational Switching Costs, Bank Competition and the Cost of Finance, com Bernardus Van Doornik e Marcos Soares.
Journal of Banking and Finance, Volume 138, May 2022.
Reportagem de Capa do Valor Econômico
Market Power and the Transmission of Loan Subsidies, com Alvaro Pedraza, Claudia Ruiz Ortega e Thiago C. Silva.
Review of Corporate Finance Studies 2024.
SAIBA MAIS
World Bank blog post about the paper
Combining equilibrium, resampling, and analyst's views in portfolio optimization, com José Luiz Fernandes e Oscar Martinez Cusicanqui.
Journal of Banking and Finance, Volume 36, Issue 5, May 2012, Pages 1354-1361.
Implied volatility term structure and exchange rate predictability, com Roberto Mauad.
International Journal of Forecasting, Volume 35, Issue 4, 2019, Pages 1800-1813.
Volatility risk premia and future commodity returns, com Roberto Mauad.
Journal of International Money and Finance, Volume 96, September 2019, Pages 341-360.
Expected currency returns and volatility risk premia.
The North American Journal of Economics and Finance, Vol. 49, July 2019, pp. 206-234.
Reportagem no Valor Econômico
Yes, the Choice of Performance Measure Does Matter for Ranking of US Mutual Funds, com Antonio Francisco Silva Jr e José Luiz Fernandes.
International Journal of Finance and Economics,vol. 17 (1), 2012, pp. 61-72.
WORKING PAPERS
Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans com Daniel Grimaldi
SAIBA MAIS
https://www.bcb.gov.br/content/publicacoes/WorkingPaperSeries/WP599v2.pdf
Reportagem no Valor: Clique Aqui
Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix com Matheus Carioca Sampaio.
SAIBA MAIS
https://www.bcb.gov.br/content/publicacoes/WorkingPaperSeries/WP600.pdf
Coluna do Tiago Cavalcanti, no Valor:
SAIBA MAIS
https://valor.globo.com/opiniao/coluna/o-pix-alem-da-inclusao-financeira.ghtml
Banks’ Physical Footprint and Financial Technology Adoption, com Lucas Mariani e Bernardo Guerra.
SAIBA MAIS
https://www.bcb.gov.br/pec/wps/ingl/wps576.pdf
Vencedor do Prêmio Anpec-Febraban 2024 de Economia Bancária na Categoria Artigos Acadêmicos.
World Bank blog post: click here
Reportagem da BBC Brasil: https://www.bbc.com/portuguese/articles/c0vxw220n42o
Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market, com Alexandre R. Pecora.
SAIBA MAIS
https://www.bcb.gov.br/pec/wps/ingl/wps571.pdf
Government Banks and Interventions in Credit Markets, com Gustavo Joaquim e Felipe Netto.
SAIBA MAIS
https://www.bostonfed.org/-/media/Documents/Workingpapers/PDF/2022/wp2220.pdf
Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil, com Gustavo Joaquim e Bernardus Van Doornik.
SAIBA MAIS
https://www.bcb.gov.br/pec/wps/ingl/wps508.pdf
OUTRAS PUBLICAÇÕES EM PERIÓDICOS
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia, com Marinela Finta.
Journal of International Financial Markets, Institutions and Money, Volume 79, July 2022
SAIBA MAIS
https://www.sciencedirect.com/science/article/abs/pii/S1042443122000543
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks: A transaction cost explanation to price overshooting, com Pablo Carvalho, International Journal of Finance and Economics, 2021.
SAIBA MAIS
https://onlinelibrary.wiley.com/doi/abs/10.1002/ijfe.1876?af=R
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies, Brazilian Review of Econometrics, 2016.
SAIBA MAIS
http://dx.doi.org/10.12660/bre.v36n12016.45406
Testing the liquidity preference hypothesis using survey forecasts, com Antonio Francisco Silva Jr , Emerging Markets Review, 2015.
SAIBA MAIS
http://dx.doi.org/doi:10.1016/j.ememar.2015.04.006
Estimating Relative Risk Aversion, Risk-Neutral and Real-World densities using Brazilian Real Currency Options, com Aquiles Rocha Farias e Jose Santiago Fajardo Barbachan, Revista Economia Aplicada, 2012.
SAIBA MAIS
http://dx.doi.org/10.1590/S1413-80502012000400002
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options, com Marcelo Takami. Brazilian Finance Review V. 9 (1), pp. 9-26, 2011.
SAIBA MAIS
http://dx.doi.org/10.12660/rbfin.v9n1.2011.2761
The Benefits of International Portfolio Diversification, com José Luiz Fernandes, International Journal of Finance and Economics 2010, V. 10 (4), pp. 72-79.
SAIBA MAIS
Accounting for skewness in performance evaluation of brazilian mutual funds, com Aquies Farias e Antonio Francisco Silva Jr, Banking and Finance Review 2009, Volume 1, pp. 119-132.
SAIBA MAIS
http://www.bankingandfinancereview.com/bfr/index.php/bfr/article/view/23
Quarta Colocação do Concurso de Trabalhos Técnicos do 20º Congresso da APIMEC 2008, APIMEC.
Professional Portfolio Managers, A Setting for Momentum Strategies, com José Luiz Fernandes, Juan Peña e Benjamin Tabak. Economía Financiera, 2009, N. 17, pp. 54-68.
SAIBA MAIS
https://aefin.es/wp-content/uploads/2019/02/A17-3_472629.pdf
Momentum and Reversal Puzzle in Emerging Markets, com José Luiz Fernandes. The ICFAI Journal of Behavioral Finance, v. 5, p. 54-71, 2008.
SAIBA MAIS
https://iupindia.in/908/IJBF_Reversal_Puzzle_54.html
Integrating Market and Credit Risk in Stochastic Portfolio Optimization, com José Luiz Fernandes e Marcelo Takami. The ICFAI Journal of Financial Risk Management, v. 5, p. 7-28, 2008.
SAIBA MAIS
https://www.iupindia.in/308/IJFRM_Integrating_Market_Portfolio_Optimization_7.html
A Goodness-of-Fit Test with Focus on Conditional Value at Risk, com José Fajardo e Aquiles Farias. Revista Brasileira de Finanças, v. 6, p. 139-155, 2008.
SAIBA MAIS
http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/1300
Minimising Operational Risk in Portfolio Allocation Decisions, com José Luiz Fernandes, Journal of Risk Management in Financial Institutions, V. 2 (4), pp. 438-450, 2009.
SAIBA MAIS
https://hstalks.com/article/2283/minimising-operational-risk-in-portfolio-allocatio/
A Goodness-of-fit Tests Focus on Value-at-Risk Estimation, com José Fajardo e Aquiles Farias. Brazilian Review of Econometrics, v. 26, p. 309-326, 2006.
SAIBA MAIS
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/1581
Analyzing the use of generalized hyperbolic distributions to value at risk calculations, com José Fajardo e Aquiles Farias. Revista de Economia Aplicada, v. 9 (1), p. 25-38, 2005.
Apreçamento de opções de IDI usando o modelo CIR, com José Fajardo. Estudos Econômicos, v. 33, p. 287-323, 2003.
SAIBA MAIS
https://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-41612003000200003
Apreçamento de Opções de IDI usando Distribuições Hiperbólicas Generalizadas, com José Fajardo. Revista de Economia Aplicada, v. 7, p. 767-794, 2003.
LIVROS E CAPÍTULOS FINAIS
FINANÇAS E SISTEMA FINANCEIRO NACIONAL PARA CONCURSOS. 1ª edição. São Paulo: Editora Atlas, 2015.
Behavior of Equity Foreign Investors on Emerging Markets. LAP Academic Publishing, 2011.
Performance Attribution Methodology for Fixed Income Portfolios, com Pablo Carvalho e Antonio Francisco Silva Jr. In: Joachim Coche; Ken Nyholm; Gabriel Petre. (Org.). Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds. Basingstoke, UK: Palgrave Macmillan, 2011.
Hidden Risks in Mean Variance Optimization, com Jose Luiz Fernandes. In: Arjan B. Berkelaar; Joachim Coche; Ken Nyholm. (Org.). Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds. Londres: Palgrave Macmillan, 2010.
OUTROS ESTUDOS
Risco, Dívida e Alavancagem Soberana. Working Papers Series 457. 2017.
https://www.bcb.gov.br/pec/wps/port/TD457.pdf
Reportagem no Valor Econômico: https://valor.globo.com/financas/coluna/estudo-do-bc-questiona-aportes-feitos-em-bancos-publicos.ghtml
Competição bancária e eventos de fusão e aquisição: evidência do crédito para pessoa física, com Thiago Christiano Silva e Sérgio Rubens Stancato de Souza. https://www.bcb.gov.br/content/publicacoes/notastecnicas/NT_54_202108.pdf
Um Modelo de Risco Fiscal para o Tesouro Nacional, com André Ferrari. Textos para discussão do Tesouro Nacional, Nº 11. 2012. https://repositorio.enap.gov.br/handle/1/4404
What Our Clients Says
"I was looking for a perfect payment solution for my freelance business.I'm using Payola as my primary payment method and I will recommend everyone who needs a best payment solution."
Sayed Rahman- Co Founder of Design Ocean
"I was looking for a perfect payment solution for my freelance business.I'm using Payola as my primary payment method and I will recommend everyone who needs a best payment solution."
Sayed Rahman- Co Founder of Design Ocean
"I was looking for a perfect payment solution for my freelance business.I'm using Payola as my primary payment method and I will recommend everyone who needs a best payment solution."
Sayed Rahman- Co Founder of Design Ocean
Product
Features
Integeation
Pricing
Company
About us
Careers
Testimonials
FAQs
Resources
Blogs
Case Studies
Videos
Sitemap