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Political risk, fear, and herding on the Brazilian stock exchange (2020)

09.05.2020


Gerson De Souza Raimundo Júnior, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, & André Luis Leite. Applied Economics Letters, 27(9), 759-763. doi: https://doi.org/10.1080/13504851.2019.1645271

On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework (2020).

09.05.2020


Erick Meira de Oliveira, Felipe Arias Fogliano de Souza Cunha, Rafael Baptista Palazzi, Marcelo Cabus Klotzle, & Paula Medina Maçaira. International Review of Financial Analysis, 70, 101505. doi: https://doi.org/10.1016/j.irfa.2020.101505

A Tutorial for Modeling Real Options Lattices from Project Cash Flows (2020).

09.05.2020


Naielly Lopes Marques, Carlos de Lamare Bastian-Pinto, & Luiz E. T. Brandão. Journal of Contemporary Administration, 25(1). doi: https://doi.org/10.1590/1982-7849rac2021200093

Analyzing herding behavior in commodities markets – an empirical approach (2020)

09.05.2020


Gerson de Souza Raimundo Júnior, Rafael Baptista Palazzi, Marcelo Cabus Klotzle, & Antonio Carlos Figueiredo Pinto. Finance Research Letters, 35, 101285. doi: https://doi.org/10.1016/j.frl.2019.08.033

Global Economic Factors and the Latin American Stock Markets (2020).

09.05.2020


Graziela Fortunato, Nathalia Martins, & Carlos de Lamare Bastian-Pinto. Latin American Business Review, 21(1), 61-91. doi: https://doi.org/10.1080/10978526.2019.1665467

Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets (2020).

09.05.2020


Felipe Arias Fogliano de Souza Cunha, Erick Meira de Oliveira, Renato J. Orsato, Marcelo Cabus Klotzle, Fernando Luiz Cyrino Oliveira, & Rodrigo Goyannes Gusmão Caiado. Business Strategy and the Environment, 29(2), 682-697. https://doi.org/doi: 10.1002/bse.2397

Crypto-assets portfolio optimization under the omega measure (2020

09.05.2020


Javier Gutiérrez Castro, Edison Américo Huarsaya Tito, Luiz Eduardo Teixeira Brandão, & Leonardo Lima Gomes. The Engineering Economist, 65(2), 114-134. doi: https://doi.org/10.1080/0013791X.2019.1668098

Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach (2019).

09.05.2020


Alessandra Pasqualina Viola, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, & Claudio Henrique da Silveira Barbedo. Research in International Business and Finance, 47, 251-263. doi: https://doi.org/10.1016/j.ribaf.2018.08.002

Does the cryptocurrency market exhibits feedback trading? (2019).

09.05.2020


Paulo Vitor Jordão da Gama Silva, Augusto F.C. Neto, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo pinto, & Leonardo Lima Gomes. Economics Bulletin, 39(4), 2830-2838. doi: https://ideas.repec.org/a/ebl/ecbull/eb-19-00772.html

Volatility estimation for cryptocurrencies using Markov-switching GARCH models (2019).

09.05.2020


Paulo Vitor Jordão Da Gama Silva, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, & Leonardo Lima Gomes. International Journal of Financial Markets and Derivatives, 7(1), 1-14. doi: https://doi.org/10.1504/ijfmd.2019.101234

Wind farm generation forecast and optimal maintenance schedule model (2019).

09.05.2020


Jonas C. Pelajo, Luiz E.T. Brandão, Leonardo L. Gomes, & Marcelo C. Klotzle. Wind Energy, 22(12), 1872-1890. doi: 10.1002/we.2405

Dynamic Associations between GDP and Crude Oil Prices in Brazil: Structural Shifts and Nonlinear Causality (2019)

09.04.2020


Erick Meira de Oliveira, Fernando Luiz Cyrino Oliveira, Marcelo Cabus Klötzle, & Antonio Carlos Figueiredo Pinto. Emerging Markets Finance and Trade, 1-25. doi: 10.1080/1540496x.2019.1658072

Investor behavior in ETF markets: a comparative study between the US and emerging markets (2019)

09.04.2020


Augusto Ferreira da Costa Neto, Marcelo Cabus Klotzle, & Antonio Carlos Figueiredo Pinto. International Journal of Emerging Markets, 14(5), 944-966. doi: 10.1108/ijoem-04-2018-0195

The Rio De Janeiro international airport privatization: a problem of overbidding? (2019)

09.04.2020


Naielly Lopes Marques, Luiz Eduardo Teixeira Brandão, & Leonardo Lima Gomes. Latin American Business Review, 20(3), 1-20. doi: https://doi.org/10.1080/10978526.2019.1624562

Herding behavior and contagion in the cryptocurrency market (2019)

09.04.2020


Paulo Vitor Jordão Gama Silva, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, & Leonardo Lima Gomes. Journal of Behavioral and Experimental Finance, 22, 41-50. doi: https://doi.org/10.1016/j.jbef.2019.01.006

Mitigating Hydrological Risk with Energy Derivatives (2019)

09.04.2020


Gláucia Fernandes, Leonardo Lima Gomes, & LUiz Eduardo Teixeira Brandão. Energy Economics, 81, 528-535. doi: https://doi.org/10.1016/j.eneco.2019.05.001

Um modelo de opções reais com jogos aplicado ao mercado imobiliário residencial do Rio de Janeiro (2019)

09.04.2020


Glaudiane Almeida, Marco Antonio Guimaraes Dias, Luiz Eduardo Brandao, & Carlos Patricio Samanez. Review of Business Management, 21(1), 118-135. doi: http://dx.doi.org/10.7819/rbgn.v21i1.3966

A relação entre índices do mercado acionário e taxas de câmbio: evidências empíricas na América Latina (2018).

09.04.2020


Bruno Pontes Renault, Filipe Pollis de Carvalho, Vinicius Mothé Maia, Antonio Carlos Figueiredo, & Marcelo Cabús Klotzle. Revista da Faculdade de Administração e Economia – ReFAE, 9(2), 132-149. doi: https://doi.org/10.15603/2176-9583/refae.v9n2p132-149

Flexibility in human resources management: a real options analysis (2018).

09.04.2020


João Vítor Perufo, Luiz De Magalhães Ozório, Carlos De Lamare Bastian-Pinto, & Samuel De Jesus Monteiro De Barros. RAUSP Management Journal, 53(2), 253-267. doi: https://doi.org/10.1016/j.rausp.2017.07.001

Scenario analysis in the BNDES experience: integrating operational risk management with the measurement of capital (2018).

09.04.2020


Macelly Oliveira Morais, Antonio Carlos Figueiredo Pinto, & Marcelo Cabus Klotzle. Revista Contabilidade & Financas, 29(77), 283-296. doi: https://doi.org/10.1590/1808-057×201804730

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