Marcelo Cabus Klotzle
Names
| first: |
Marcelo |
| middle: |
Cabus |
| last: |
Klotzle |
Identifer
Contact
Affiliations
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Pontifícia Universidade Católica do Rio de Janeiro
/ Escola de Negócios (IAG)
Research profile
author of:
- Alianças estratégicas: conceito e teoria (RePEc:abg:anprac:v:6:y:2002:i:1:160)
by Marcelo Cabus Klotzle - Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model (RePEc:bcb:wpaper:463)
by Flávio de Freitas Val & Wagner Piazza Gaglianone & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto - Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression (RePEc:bcb:wpaper:466)
by Alessandra Pasqualina Viola & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Wagner Piazza Gaglianone - Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets (RePEc:bla:bstrat:v:29:y:2020:i:2:p:682-697)
by Felipe Arias Fogliano de Souza Cunha & Erick Meira de Oliveira & Renato J. Orsato & Marcelo Cabus Klotzle & Fernando Luiz Cyrino Oliveira & Rodrigo Goyannes Gusmão Caiado - Development of a Behavioral Performance Measure (RePEc:brf:journl:v:10:y:2012:i:3:p:395-416)
by Marcelo Cabus Klotzle & Leonardo Lima Gomes & Luiz Eduardo Teixeira Brandão & Antonio Carlos Figueiredo Pinto - Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market (RePEc:brf:journl:v:11:y:2013:i:4:p:455-479)
by Alex Sandro Monteiro de Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle - Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models (RePEc:brf:journl:v:13:y:2015:i:3:p:394-437)
by Alex Sandro Monteiro De Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle - Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk (RePEc:brf:journl:v:6:y:2008:i:1:p:49-67)
by Mariana Felix Teixeira & Marcelo Cabus Klotzle & Walter Lee Ness - The Disposition Effect in the Brazilian Equity Fund Industry (RePEc:brf:journl:v:8:y:2010:i:4:p:383-416)
by Elton Tizziani & Marcelo Cabus Klotzle & Walter Lee Ness Jr. & Luiz Felipe Motta - Hedge Effectiveness in the Brazilian US Dollar Futures Market (RePEc:brf:journl:v:9:y:2011:i:3:p:365-382)
by Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Mario Domingues Simões & Leonardo Lima Gomes - Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries (RePEc:ebl:ecbull:eb-18-00310)
by Michael E Araki & Marcelo Cabus Klotzle & Antonio C. F. Pinto - Does the cryptocurrency market exhibits feedback trading? (RePEc:ebl:ecbull:eb-19-00772)
by Paulo Vitor Jordão da Gama Silva & Augusto F.C. Neto & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo pinto & Leonardo Lima Gomes - Herding behavior and contagion in the cryptocurrency market (RePEc:eee:beexfi:v:22:y:2019:i:c:p:41-50)
by da Gama Silva, Paulo Vitor Jordão & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gomes, Leonardo Lima - The Fama-French’s five-factor model relation with interest rates and macro variables (RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300942)
by Leite, André Luis & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique - Size, value, profitability, and investment: Evidence from emerging markets (RePEc:eee:ememar:v:36:y:2018:i:c:p:45-59)
by Leite, André Luis & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silva, Aldo Ferreira - On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework (RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301496)
by de Oliveira, Erick Meira & Cunha, Felipe Arias Fogliano de Souza & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Maçaira, Paula Medina - Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market (RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000430)
by Cunha, Felipe Arias Fogliano de Souza & Meira, Erick & Orsato, Renato J. & Klotzle, Marcelo Cabus & Lucena, André F.P. - Analyzing herding behavior in commodities markets – an empirical approach (RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305094)
by Júnior, Gerson de Souza Raimundo & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo - R&D investment and risk in Brazil (RePEc:eee:glofin:v:35:y:2018:i:c:p:106-114)
by da Silva, Raphael Braga & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Motta, Luiz Felipe Jacques - Evidence of risk premiums in emerging market carry trade currencies (RePEc:eee:intfin:v:44:y:2016:i:c:p:103-115)
by Coelho dos Santos, Marcelo Bittencourt & Klotzle, Marcelo Cabus & Figueiredo Pinto, Antonio Carlos - Prospect theory and narrow framing bias: Evidence from emerging markets (RePEc:eee:quaeco:v:80:y:2021:i:c:p:90-101)
by do Nascimento Junior, Arnaldo João & Klotzle, Marcelo Cabus & Brandão, Luiz Eduardo T. & Pinto, Antonio Carlos Figueiredo - Can we still blame index funds for the price movements in the agricultural commodities market? (RePEc:eee:reveco:v:65:y:2020:i:c:p:84-93)
by Palazzi, Rafael Baptista & Figueiredo Pinto, Antonio Carlos & Klotzle, Marcelo Cabus & De Oliveira, Erick Meira - Innovative intensity and its impact on the performance of firms in Brazil (RePEc:eee:riibaf:v:34:y:2015:i:c:p:1-16)
by da Silva, Raphael Braga & Klotzle, Marcelo Cabus & Figueiredo, Antonio Carlos & da Motta, Luiz Felipe Jacques - Estimating the credibility of Brazilian monetary policy using a Kalman filter approach (RePEc:eee:riibaf:v:41:y:2017:i:c:p:37-53)
by de Freitas Val, Flávio & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gaglianone, Wagner Piazza - Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach (RePEc:eee:riibaf:v:47:y:2019:i:c:p:251-263)
by Viola, Alessandra Pasqualina & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique - The impact of political risk on the currencies of emerging markets (RePEc:eee:riibaf:v:56:y:2021:i:c:s0275531920309831)
by dos Santos, Marcelo Bittencourt Coelho & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo - Teoria do prospecto: Uma análise paramétrica de formas funcionais no Brasil (RePEc:fgv:eaerae:v:57:y:2017:i:5:a:71818)
by Lobel, Robert Eugene & Klotzle, Marcelo Cabus & Silva, Paulo Vitor Jordão da Gama & Pinto, Antonio Carlos Figueiredo - Autocall structured products: a case study of Vale S.A (RePEc:ids:ijfmkd:v:3:y:2012:i:1:p:71-90)
by Paulo Vitor Jordão Da Gama Silva & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle - Smoothing the volatility smile using the Corrado-Su model (RePEc:ids:ijfmkd:v:4:y:2015:i:2:p:180-194)
by Vinicius Mothé Maia & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle - Electricity prices forecast analysis using the extreme value theory (RePEc:ids:ijfmkd:v:5:y:2016:i:1:p:1-22)
by Mario Domingues de Paula Simões & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Leonardo Lima Gomes - Emotional balance and probability weighting (RePEc:kap:theord:v:75:y:2013:i:1:p:17-41)
by Narat Charupat & Richard Deaves & Travis Derouin & Marcelo Klotzle & Peter Miu - Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case (RePEc:mes:emfitr:v:54:y:2018:i:11:p:2577-2595)
by Flávio de Freitas Val & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Claudio Henrique da Silveira Barbedo - Political risk, fear, and herding on the Brazilian stock exchange (RePEc:taf:apeclt:v:27:y:2020:i:9:p:759-763)
by Gerson De Souza Raimundo Júnior & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & André Luis Leite