Yes, the choice of performance measure does matter for ranking of US mutual funds JRH Ornelas, AF Silva Júnior, JLB Fernandes International Journal of Finance & Economics 17 (1), 61-72, 2012 | 88 | 2012 |
Bank competition, cost of credit and economic activity: evidence from Brazil G Joaquim, BFN van Doornik, JRH Ornelas Banco Central do Brasil Working Paper Series, 2019 | 56 | 2019 |
Behavior and Effects of Foreign Investors on Istanbul Stock Exchange M Adabag, JR Ornelas 4th Annual Conference of the European Economics and Finance Society, Coimbra …, 2005 | 42 | 2005 |
Informational Switching Costs, Bank Competition, and the Cost of Finance JRH Ornelas, MS Da Silva, BFN Van Doornik Journal of Banking & Finance, 106408, 2022 | 36 | 2022 |
Combining equilibrium, resampling, and analyst’s views in portfolio optimization JLB Fernandes, JRH Ornelas, OAM Cusicanqui Journal of Banking & Finance 36 (5), 1354-1361, 2012 | 36 | 2012 |
Estimating risk aversion, Risk-Neutral and Real-World Densities using Brazilian Real currency options J Fajardo, JRH Ornelas, AR Farias Economia Aplicada 16 (4), 567-577, 2012 | 31* | 2012 |
Herding Behavior by Equity Foreign Investors on Emerging Markets B Alemanni, JRH Ornelas Central Bank of Brazil Working Papers Series, 2006 | 30* | 2006 |
Apreçamento de opçoes de IDI usando o modelo CIR JSF Barbachan, JRH Ornelas Estudos Econômicos (São Paulo) 33, 287-323, 2003 | 29 | 2003 |
Momentum and Reversal Puzzle in Emerging Markets JL Fernandes, JR Ornelas ICFAI Journal of Behavioral Finance, 3, 2008 | 27* | 2008 |
Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations JRH Ornelas, JSF Barbachan, AR de Farias Brazilian Journal of Applied Economics 9 (No. 1), p. 25-38, 2005 | 21 | 2005 |
Volatility risk premia and future commodity returns JRH Ornelas, RB Mauad Journal of International Money and Finance 96 (September 2019), 341-360, 2019 | 19* | 2019 |
Expected Currency Returns and Volatility Risk Premia JRH Ornelas The North American Journal of Economics and Finance 49, 206-234, 2019 | 18 | 2019 |
Market Power and the Transmission of Loan Subsidies JR Haas Ornelas, A Pedraza, C Ruiz-Ortega, T Christiano Silva Review of Corporate Finance Studies, cfae015, 2024 | 15* | 2024 |
Finanças e Sistema Financeiro Nacional para Concurso: Questões Resolvidas de Concursos do Banco Central, Tesouro Nacional, BNDES, CVM, CEF e BB, dentre outros A FARIAS, JRH ORNELAS São Paulo: Atlas, 2015 | 14 | 2015 |
Manipulation-proof performance evaluation of Brazilian fixed income and multimarket funds JRH Ornelas, A Farias, AFA Silva Jr Available at SSRN 1162735, 2008 | 14 | 2008 |
Implied volatility term structure and exchange rate predictability JRH Ornelas, RB Mauad International Journal of Forecasting 35 (4), 1800-1813, 2019 | 11 | 2019 |
Goodness-of-fit tests focus on Value-at-Risk estimation J Fajardo, A Farias, JR Ornelas Brazilian Review of Econometrics 26 (2), 309-326, 2006 | 11* | 2006 |
Behavior and effects of equity foreign investors on emerging markets JRH Ornelas, barbara Alemanni Central Bank of Brazil Working Papers Series, 2008 | 10* | 2008 |
Testing the liquidity preference hypothesis using survey forecasts JRH Ornelas, AF de Almeida Silva Jr Emerging Markets Review 23, 173-185, 2015 | 8 | 2015 |
Government banks and interventions in credit markets G Joaquim, F Netto, JRH Ornelas FRB of Boston Working Paper, 2022 | 7 | 2022 |