JOSE RENATO HAAS ORNELAS
Names
| first: |
JOSE |
| middle: |
RENATO HAAS |
| last: |
ORNELAS |
Identifer
Contact
Affiliations
Research profile
author of:
- Minimising operational risk in portfolio allocation decisions (RePEc:aza:rmfi00:y:2009:v:2:i:4:p:438-450)
by Fernandes, José Luiz Barros & Ornelas, José Renato Haas - Herding Behavior by Equity Foreign Investors on Emerging Markets (RePEc:bcb:wpaper:125)
by Barbara Alemanni & José Renato Haas Ornelas - Behavior and Effects of Equity Foreign Investors on Emerging Markets (RePEc:bcb:wpaper:159)
by Barbara Alemanni & José Renato Haas Ornelas - Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options (RePEc:bcb:wpaper:269)
by José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias - Testing the Liquidity Preference Hypothesis using Survey Forecasts (RePEc:bcb:wpaper:353)
by Jose Renato Haas Ornelas & Antonio Francisco de Almeida Silva Jr - Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies (RePEc:bcb:wpaper:370)
by José Renato Haas Ornelas - The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks (RePEc:bcb:wpaper:383)
by José Renato Haas Ornelas & Pablo José Campos de Carvalho - Expected Currency Returns and Volatility Risk Premia (RePEc:bcb:wpaper:454)
by José Renato Haas Ornelas - Volatility Risk Premia and Future Commodity Returns (RePEc:bcb:wpaper:455)
by José Renato Haas Ornelas & Roberto Baltieri Mauad - Risco, Dívida e Alavancagem Soberana (RePEc:bcb:wpaper:457)
by José Renato Haas Ornelas - Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia (RePEc:bcb:wpaper:479)
by Marinela Adriana Finta & José Renato Haas Ornelas - Implied Volatility Term Structure and Exchange Rate Predictability (RePEc:bcb:wpaper:492)
by José Renato Haas Ornelas & Roberto Baltieri Mauad - Bank Competition, Cost of Credit and Economic Activity: evidence from Brazil (RePEc:bcb:wpaper:508)
by Gustavo Joaquim & Bernardus Van Doornik & José Renato Ornelas - Informational Switching Costs, Bank Competition and the Cost of Finance (RePEc:bcb:wpaper:512)
by José Renato Haas Ornelas & Marcos Soares da Silva & Bernardus Ferdinandus Nazar Van Doornik - Credit Allocation When Private Banks Distribute Government Loans (RePEc:bcb:wpaper:548)
by José Renato Haas Ornelas & Alvaro Pedraza & Claudia Ruiz-Ortega & Thiago Christiano Silva - Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market (RePEc:bcb:wpaper:571)
by Jose Renato Haas Ornelas & Alexandre Reggi Pecora - Banks’ Physical Footprint and Financial Technology Adoption (RePEc:bcb:wpaper:576)
by Lucas A. Mariani & Jose Renato Haas Ornelas & Bernardo Ricca - The Value of Clean Water: evidence from an environmental disaster (RePEc:bcb:wpaper:583)
by Rodrigo Barbone Gonzalez & José Renato Haas Ornelas & Thiago Christiano Silva - Do Firms Need Cheaper Credit to Grow? investigating the effectiveness of subsidized earmarked loans (RePEc:bcb:wpaper:599)
by Daniel Grimaldi & Jose Renato Haas Ornelas - Payment Technology Complementarities and their Consequences in the Banking Sector: evidence from Brazil’s Pix (RePEc:bcb:wpaper:600)
by Matheus C. Sampaio & Jose Renato Haas Ornelas - Combining equilibrium, resampling, and analysts' views in portfolio optimization (RePEc:bis:bisbpc:58-05)
by José Luis Barros Fernandes & José Renato Haas Ornelas & Oscar Augusto Martínez Cusicanqui - Bank competition, cost of credit and economic activity: evidence from Brazil (RePEc:bis:biswps:1134)
by Gustavo Joaquim & Bernardus Doornik & José Renato Haas Ornelas - Volatility risk premia and future commodities returns (RePEc:bis:biswps:619)
by José Renato Haas Ornelas & Roberto Baltieri Mauad - Informational switching costs, bank competition, and the cost of finance (RePEc:bis:biswps:990)
by José Renato Haas Ornelas & Marcos Soares da Silva & Bernardus F Nazar Van Doornik - A Goodness-of-Fit Test with Focus on Conditional Value at Risk (RePEc:brf:journl:v:6:y:2008:i:2:p:139-155)
by José Santiago Fajardo Barbachan & Aquiles Rocha de Farias & José Renato Haas Ornelas - Recovering Risk-Neutral Densities from Brazilian Interest Rate Options (RePEc:brf:journl:v:9:y:2011:i:1:p:9-26)
by José Renato Haas Ornelas & Marcelo Yoshio Takami - Expected currency returns and volatility risk premia (RePEc:eee:ecofin:v:49:y:2019:i:c:p:206-234)
by Haas Ornelas, José Renato - Testing the liquidity preference hypothesis using survey forecasts (RePEc:eee:ememar:v:23:y:2015:i:c:p:173-185)
by Ornelas, Jose Renato Haas & Silva Jr., Antonio Francisco de Almeida - Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆ (RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000543)
by Finta, Marinela Adriana & Ornelas, José Renato Haas - Implied volatility term structure and exchange rate predictability (RePEc:eee:intfor:v:35:y:2019:i:4:p:1800-1813)
by Ornelas, José Renato Haas & Mauad, Roberto Baltieri - Informational switching costs, bank competition, and the cost of finance (RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000085)
by Ornelas, José Renato Haas & da Silva, Marcos Soares & Van Doornik, Bernardus Ferdinandus Nazar - Combining equilibrium, resampling, and analyst’s views in portfolio optimization (RePEc:eee:jbfina:v:36:y:2012:i:5:p:1354-1361)
by Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto - Volatility risk premia and future commodity returns (RePEc:eee:jimfin:v:96:y:2019:i:c:p:341-360)
by Ornelas, José Renato Haas & Mauad, Roberto Baltieri - Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options (RePEc:fgv:ebapwp:1)
by Ornelas, José Renato Haas & Barbachan, José Santiago Fajardo & Farias, Aquiles Rocha de - Government Banks and Interventions in Credit Markets (RePEc:fip:fedbwp:95343)
by Gustavo Joaquim & Felipe Netto & José Renato Haas Ornelas - Goodness-of-fit Tests focus on VaR Estimation (RePEc:ibm:finlab:flwp_55)
by Fajardo, J. & Farias, A. R & Ornelas, J. R. H - Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations (RePEc:ibm:finlab:flwp_58)
by Fajardo, J. & Farias, A. R. & Ornelas, J. R. H. - Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates (RePEc:ibm:finlab:flwp_70)
by Farias, A. R. & Ornelas, J. R. H & Fajardo, J. - Informational Switching Costs, Bank Competition and the Cost of Finance (RePEc:idb:brikps:10465)
by Haas Ornelas, José Renato & Soares da Silva, Marcos & Nazar Van Doornik, Bernardus Ferdinandus - Market Power and the Transmission of Loan Subsidies (RePEc:oup:rcorpf:v:13:y:2024:i:4:p:931-965.)
by Jose Renato Haas Ornelas & Alvaro Pedraza & Claudia Ruiz-Ortega & Thiago Christiano Silva - Hidden Risks in Mean-Variance Optimization: An Integrated-Risk Asset Allocation Proposal (RePEc:pal:palchp:978-0-230-25129-8_6)
by José Luiz Barros Fernandes & José Renato Haas Ornelas - Goodness-of-fit Tests Focus on Value-at-Risk Estimation (RePEc:sbe:breart:v:26:y:2006:i:2:a:1581)
by Barbachan, José Santiago Fajardo & Ornelas, José Renato Haas & de Farias, Aquiles Rocha - The Forecast Ability of Option-implied Densities from Emerging Markets Currencies (RePEc:sbe:breart:v:36:y:2016:i:1:a:45406)
by Ornelas, José Renato Haas - Winners and Losers When Private Banks Distribute Government Loans : Evidence from Earmarked Credit in Brazil (RePEc:wbk:wbrwps:8952)
by Haas Ornelas,Jose Renato & Pedraza Morales,Alvaro Enrique & Ruiz Ortega,Claudia & Silva,Thiago - Yes, the choice of performance measure does matter for ranking of us mutual funds (RePEc:wly:ijfiec:v:17:y:2012:i:1:p:61-72)
by José Renato Haas Ornelas & Antônio Francisco Silva Júnior & José Luiz Barros Fernandes - Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting (RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1745-1772)
by José Renato Haas Ornelas & Pablo José Campos de Carvalho