José Renato Haas Ornelas - Publications, H-index & Citations

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José Renato Haas Ornelas

central bank of brazil

11H-index

76Paper Count

430Citation Count

Published Papers 6

Publication Date

Commodity return predictability: Evidence from implied variance, skewness, and their risk premia

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY

IF6.1

2022-07-01

OAAI

Finta, Marinela Adriana; Ornelas, Jose Renato Haas

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Informational switching costs, bank competition, and the cost of finance

JOURNAL OF BANKING & FINANCE

IF3.8

2022-05-01

OAAI

Haas Ornelas, Jose Renato; da Silva, Marcos Soares; Nazar Van Doornik, Bernardus Ferdinandus

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Implied volatility term structure and exchange rate predictability

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2019-10-01

PREAI

Haas Ornelas, Jose Renato; Mauad, Roberto Baltieri

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Expected currency returns and volatility risk premia

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2019-07-01

PREAI

Haas Ornelas, Jose Renato

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Testing the liquidity preference hypothesis using survey forecasts

EMERGING MARKETS REVIEW

IF4.6

2015-06-01

OAAI

Haas Ornelas, Jose Renato; de Almeida Silva, Antonio Francisco, Jr.

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Combining equilibrium, resampling, and analyst's views in portfolio optimization

JOURNAL OF BANKING & FINANCE

IF3.8

2012-05-01

OAAI

Barros Fernandes, Jose Luiz; Haas Ornelas, Jose Renato; Martinez Cusicanqui, Oscar Augusto

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Research Directions