Mathias Schneid Tessmann
Names
| first: | Mathias |
| middle: | Schneid |
| last: | Tessmann |
Identifer
| RePEc Short-ID: | pte419 |
Contact
Affiliations
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Instituto Brasileiro de Ensino, Desenvolvimento e Pesquisa (IDP)
- EDIRC entry
- location:
Research profile
author of:
- Unknown
- Do State-Controlled Banks Pay More or Less Taxes? Evidence For Brazil (repec:ami:journl:v:24:y:2025:i:2:p:233-253)
by Luiz Claudio de Carvalho Mauro & Sergio Jurandyr Machado & Mathias Schneid Tessmann & Luiz Augusto Ferreira Magalhaes - Are corruption and economic growth associated? Empirical evidence for Brazilian States (repec:cvv:journ1:v:11:y:2024:i:1-2:p:56-67)
by Marco A. KERBEG & Gustavo C. HAASE & Mathias S. TESSMANN & Alexandre V. LIMA - Is there a conflict of interest between Brazilian investment advisors and their clients? An econometric analysis from the perspective of the principal-agent problem (repec:cvv:journ1:v:11:y:2024:i:3:p:87-103)
by Alexandre Magno Andrade REIS & Mathias Schneid TESSMANN & Gustavo José De Guimarão ve SOUZA & Marcelo De Oliveira PASSOS - The effects of interest rates on the BRICS exchange rate: a 2SLS approach (repec:ebl:ecbull:eb-24-00248)
by Marco A Kerbeg & Mathias S Tessmann & Gustavo C Haase & Thiago T Lourenço - Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index (repec:eco:journ2:2024-03-62)
by Mathias Tessmann & Carlos Carrasco-Gutierrez & Omar Khodr & Luiz Augusto Magalhães & Marcelo Passos - Connectivity among the returns of sectoral indices of the Brazilian capital market (repec:eme:jespps:jes-08-2023-0442)
by Mathias Schneid Tessmann & Marcelo De Oliveira Passos & Omar Barroso Khodr & Alexandre Vasconcelos Lima & Vinícius Braga - Are women more risk averse in investments? Brazilian evidence (repec:eme:rbfpps:rbf-11-2023-0300)
by Rachel Borges Cyrino De Sá & Mathias Schneid Tessmann & Alex Cerqueira Pinto - Interrelationship and Volatility Dynamics Among the Seven Main NYSE Mineral ETFs (repec:gam:jecomi:v:12:y:2024:i:12:p:322-:d:1530842)
by Pedro Augusto Streck & Marcelo De Oliveira Passos & Mathias Schneid Tessmann & Alfrânio Rodrigo Trescher & Daniel De Abreu Pereira Uhr & Maria Laura Marques - Identifying the Frequency and Connectivity Dynamics of the US Economy (repec:gam:jecomi:v:12:y:2024:i:6:p:149-:d:1413576)
by Mathias Schneid Tessmann & Marcelo De Oliveira Passos & Omar Barroso Khodr & Alexandre Vasconcelos Lima & Pedro Henrique Pontes Fontana - Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market (repec:ibn:ijefaa:v:14:y:2022:i:4:p:51)
by Alexandre Vasconcelos Lima & Rogério Boueri Miranda & Mathias Schneid Tessmann - Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach (repec:ibn:ijefaa:v:15:y:2023:i:1:p:65)
by Mathias Schneid Tessmann & Carlos Enrique Carrasco-Gutierrez & Alexandre Vasconcelos Lima - Identifying the Temporal Dynamics and Macroeconomic Interactions of the US Economy (repec:ibn:ijefaa:v:16:y:2024:i:8:p:1)
by Omar Barroso Khodr & Mathias Schneid Tessmann & Humberto Nunes Alencar & Alex Cerqueira Pinto - Dynamic Connectivity and Contagion Risk among Energy Sector Stocks in Brazil (repec:ibn:ijefaa:v:18:y:2026:i:2:p:35)
by Mairton N. Silva & Marcelo O. Passos & VinÃcius B. Pacheco & Mathias S. Tessmann & Alexandre V. Lima - Fraud and anomaly detection models in banks: a systematic analysis and literature connection (repec:ids:ijbbmi:v:3:y:2024:i:2:p:182-205)
by Alex Cerqueira Pinto & Mathias Schneid Tessmann & Alexandre Vasconcelos Lima - Volatility transmissions between commodity futures contracts in short, medium and long term (repec:ids:ijfmkd:v:8:y:2021:i:1:p:79-99)
by Mathias Schneid Tessmann & Régis Augusto Ely & Mário Duarte Canever - Are machine learning models more effective than logistic regressions in predicting bank credit risk? An assessment of the Brazilian financial markets (repec:ids:ijmefi:v:17:y:2024:i:1:p:29-48)
by Alex Cerqueira Pinto & Alexandre Xavier Ywata de Carvalho & Mathias Schneid Tessmann & Alexandre Vasconcelos Lima - A New Approach to Measure the Transmission Mechanism of Monetary Policy in the Intrinsic Value of Banks (repec:jfr:ijba11:v:16:y:2025:i:2:p:18-34)
by Marcelo de Oliveira Passos & Saga Hesham & Joao Basilio Pereima Neto & Raul Cunha & Mathias Schneid Tessmann & Alexandre Vasconcelos Lima - Dynamic Connectivity and Contagion Risk Among Bank Stocks in Brazil (repec:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10740-z)
by Mairton Nogueira Da Silva & Marcelo De Oliveira Passos & Mathias Schneid Tessmann & Daniel De Abreu Pereira Uhr - Adoption of Short Selling in Stock Portfolios: Performance of Brazilian Investment Funds Long Only Vs. Long/Short (repec:oap:ijaefa:v:23:y:2026:i:1:p:9-21:id:2431)
by Rodrigo Della-Savia Fonseca & Alexandre Xavier Ywata De Carvalho & Mathias Schneid Tessmann - Estimating the Importance of Civil Construction for the Brazilian Economy Through Hypothetical Extraction of the Input-Output Matrix (repec:rfa:aefjnl:v:10:y:2023:i:3:p:1-10)
by Guilherme Antônio Correa Cunha & Gustavo José de Guimaraes e Souza & Mathias Schneid Tessmann & Joilson De Assis Cabral & Luiz Augusto Ferreira Magalhaes - Analyzing the Performance of Diversified Commodity Derivatives Portfolios in Brazil (repec:rfa:aefjnl:v:11:y:2024:i:1:p:21-31)
by VinÃcius Da Silva Braga & Mathias Schneid Tessmann & Marcelo de Oliveira Passos & Glauco Fonteles de Oliveira e Silva & Marco Antônio Kerbeg - DSGE Models: Practical Methodological Note and Recent Trends (repec:rfa:aefjnl:v:12:y:2025:i:2:p:29-50)
by Alfranio Rodrigo Trescher & Mathias Schneid Tessmann - Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis (repec:spr:jecfin:v:48:y:2024:i:1:d:10.1007_s12197-023-09644-9)
by Mathias Schneid Tessmann & Carlos Enrique Carrasco-Gutierrez & Marcelo Oliveira Passos & Luiz Augusto Magalhães & Régis Augusto Ely - The greatest co-authorships of finance theory literature (1896–2006): scientometrics based on complex networks (repec:spr:scient:v:127:y:2022:i:10:d:10.1007_s11192-022-04482-8)
by Marcelo Oliveira Passos & Priscila Lujan Gonzalez & Mathias Schneid Tessmann & Daniel Abreu Pereira Uhr - The Impacts of the Interest Rate, the Exchange Rate, and the Market Index on the Stock Returns of the Brazilian Banks (repec:spt:apfiba:v:14:y:2024:i:2:f:14_2_3)
by Paulo Henrique Ângelo Souza & Mathias Schneid Tessmann & José Luiz Rossi Júnior & Marcelo de Oliveira Passos - Economic Analysis of Judicial Conciliation in Brazilian Financial Institutions (repec:spt:apfiba:v:14:y:2024:i:4:f:14_4_6)
by Anna Cláudia De Vasconcelos & Mathias Schneid Tessmann & Humberto Nunes Alencar - Does Deep Learning with Multilayer Perceptron Perform Well in Predicting Credit Risk? (repec:spt:apfiba:v:15:y:2025:i:4:f:15_4_1)
by Ulysses Araújo Bispo & Mathias Schneid Tessmann - Rural credit and agricultural production: Empirical evidence from Brazil (repec:wly:ijfiec:v:28:y:2023:i:4:p:4236-4245)
by Daniel Henrique Nascimento & Carlos Enrique Carrasco‐Gutierrez & Mathias Schneid Tessmann - Effects Of Volatility Among Commodities In The Long Term: Analysis Of A Complex Network (repec:wsi:afexxx:v:15:y:2020:i:03:n:s2010495220500141)
by Marcelo De Oliveira Passos & Mathias Schneid Tessmann & Régis Augusto Ely & Daniel Uhr & Márcio Taceli Taveira