Publications in Brazilian Journals

Almeida, Fernandes and Valente (2021) Tail risk exposures of hedge funds: Evidence from unique Brazilian data, Brazilian Review of Econometrics 41(1), 151-175.

Fernandes, Munhoz and Nunes (2021) Os determinantes macroeconômicos da estrutura a termo das taxas de juros em dólar no Brasil, Pesquisa e Planejamento Econômico 51(3).

Fernandes, Nunes and Reis (2020) What drives the nominal yield curve in Brazil?, Brazilian Review of Econometrics 40(2), 267-284.

Fernandes and Vieira (2019) The efficiency of risk sharing between UK and US: Robust estimation and calibration under market incompleteness, Brazilian Review of Econometrics 39(2), 303-326.

Meirelles and Fernandes (2018) Estratégias de imunização de carteiras de renda fixa no Brasil, Brazilian Review of Finance 16(2), 179-219.

da Silva and Fernandes (2018) Estratégias de momento no mercado cambial, Brazilian Review of Finance 16(1), 39-80.

Doi, Fernandes and Nunes (2017) Disagreement in inflation forecasts and inflation risk premia in Brazil, Brazilian Review of Econometrics 37(1), 45-59.

Thiele and Fernandes (2015) The macroeconomic determinants of the term structure of inflation expectations in Brazil, Brazilian Review of Econometrics 35(1), 3-22.

Nunes and Fernandes (2014) Corporate debt securities from Brazilian firms: Shall one invest in the local or in the international market?, Brazilian Review of Econometrics 34(2), 125-154.

de Souza and Fernandes (2014) Voting premium in the Brazilian equity market, Brazilian Review of Econometrics 34(1), 79-96.

Barros and Fernandes (2014) Market depth at the BM&FBovespa, Brazilian Review of Econometrics 34(1), 25-44.

Fernandes and Preumont (2012) The finite-sample size of the BDS test for GARCH residuals, Brazilian Review of Econometrics 32(2), 241-260.

Fernandes and Toro (2005) O mecanismo de transmissão monetária na economia brasileira pós-Plano Real, Revista Brasileira de Economia 59(1), 5-32.

Fernandes and Ramos (2004) Resolução ótima de preços na Bolsa de Valores de São Paulo, Pesquisa e Planejamento Econômico 34(3), 437-464.

Mota and Fernandes (2004) Desempenho de estimadores de volatilidade na Bolsa de Valores de São Paulo, Revista Brasileira de Economia 58(3), 429-448.

Fernandes and Monteiro (1997) Um procedimento para análise de persistência na volatilidade, Brazilian Review of Econometrics 17(1), 15-43.

Fernandes and Gleiser (1994) A questão da dinâmica de preços de ativos financeiros, Revista Brasileira de Economia 48(2), 235-243.