José Renato Haas Ornelas - 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

The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks

Central Bank of Brazil Working Papers [View] (Paper: 383, 15.03.2015)

JEL: G11, G12, G14

Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies

Central Bank of Brazil Working Papers [View] (Paper: 370, 13.12.2014)

JEL: C13, C53, E47, F31, G17

Testing the Liquidity Preference Hypothesis using Survey Forecasts

Central Bank of Brazil Working Papers [View] (Paper: 353, 13.04.2014)

JEL: C58, E43, E58

Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options

Central Bank of Brazil Working Papers [View] (Paper: 269, 22.03.2012)

JEL: C13, C53, F31, G17

Behavior and Effects of Equity Foreign Investors on Emerging Markets

Central Bank of Brazil Working Papers [View] (Paper: 159, 16.10.2009)

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