Publications in Brazilian Journals

Ferreira and Fernandes (2026) Porfolio allocation under sovereign risk: Evidence from Brazil, Brazilian Review of Finance 24, e202606.

Amorim, Buscariolli and Fernandes (2026) Identifying sparse signals for the Ibovespa, Brazilian Review of Finance 24, e202601.

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.