José Renato Haas Ornelas 2017 - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2014 | 2012 | 2009

Title Other author(s)

Volatility Risk Premia and Future Commodity Returns

Central Bank of Brazil Working Papers [View] (Paper: 455, 18.04.2017)

JEL: F37, G15, G17, Q02

Volatility risk premia and future commodities returns

Bank for International Settlements Working papers [View] (Paper: 619, 23.03.2017)

JEL: F37, G15, G17, Q02

Expected Currency Returns and Volatility Risk Premia

Central Bank of Brazil Working Papers [View] (Paper: 454, 24.01.2017)

JEL: F31, F37, G12, G15, G17

Papers by year: All | 2017 | 2015 | 2014 | 2012 | 2009