I am an Associate Professor of Economics at the University of São Paulo (USP), Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
My research focuses on applied international macroeconomics, particularly the dynamics of exchange rates and their determinants.
I teach Macroeconomics and Finance to both undergraduate and postgraduate students, emphasizing analytical rigor and economic reasoning.
Embedded Files
Working Papers
Working Papers
"Central Bank Reserves and Currency Volatility", with Arie Gozluklu (University of Warwick) and João Pedro Mainente (University of Kent).
"Risk-Corrected Probabilities of a Binary Event" with Arie Gozluklu (University of Warwick), Yujing Gong (University of Liverpool).
"Foreign Exchange Interventions and Intermediary Constraints", with Rory Mullen (University of Warwick), Giovanni Ricco (CREST - École Polytechnique and University of Warwick), Ganesh Viswanath-Natraj (University of Warwick) and Zijie Wang (University of Warwick).
"Who carries" with Giuliano Ferreira (Bradesco), Miguel A. Leon-Ledesma (University of Exeter) and Rory Mullen (University of Warwick).
Selected Publications
Selected Publications
"Exchange Rates and Binary Political Events," Oxford Economic Papers, 2024, with Pedro Venturi (Queen Mary, University of London), Arie Gozluklu (University of Warwick) and Yujing Gong (University of Liverpool),.
"Risk sharing in the Brazilian regional case," Empirical Economics, 2023, with Eduardo Silva (University of Kent).
"Currency Returns and Systematic Risk," Manchester School, 2022, with Fernanda Gonçalves (Nubank), Giuliano Ferreira (USP), and Pedro Scatimburgo (USP).
"Precautionary risks for an open economy", International Review of Economics & Finance, 2020, with Paulo Matos (CAEN/UFC).
"Expectation errors in the foreign exchange market", Journal of International Money and Finance, 2019, with Michael Moore (University of Warwick) and Satrajit Mukherjee (Ghent University).
"Coffee exports and industrialization in Brazil", Applied Economics Letters, 2018, with Fernando Barros (USP), Renato Marcondes (USP), and Ricardo Prioste.
"A quantitative analysis of the academic economic literature regarding the Brazilian Development Bank (BNDES)", EconomiA, 2015, with Maurício Souza (USP), Anne Hanley (Northern Illinois University), Júlio Pires (USP and PUC-SP), Renato Marcondes (USP), Rosane Faria (Uni. Federal de São Carlos), and Sérgio Sakurai (USP).
"The simultaneity bias of uncovered interest parity: evidence from survey data in Brazil," Economics Bulletin, 2015.
"Carry trade e Risco Cambial: um Conto de dois Fatores", Revista Brasileira de Economia, 2015, with Michael Moore (University of Warwick).
"Personal charisma or the economy?," EconomiA, 2013, with Sérgio Sakurai (USP).
"On the differences between the marginal product of capital across countries," Manchester School, 2011.
"Social interactions, product differentiation and discontinuity of demand," Journal of Mathematical Economics, 2011, with Fernando Pigeard de Almeida Prado (USP), and Vladimir Belitsky (USP).
"The determinants of default risk in Brazil," Applied Economics Letters, 2010.
"Flex cars and the alcohol price", Energy Economics, 2009, with Fernando Pigeard (USP) and Jaylson Silveira (UFC).
"Real interest parity decomposition," Estudos Econômicos, with Roseli Basso-Silva (USP).
"Is it Risk? An automated approach to explain ex-ante UIP deviation of Brazil," Cuadernos de Economia, 2009.
"Does the real interest parity hypothesis hold? Evidence for developed and emerging markets, " Journal of International Money and Finance, with Miguel León-Ledesma (University of Kent), 2007.
"On the transmission mechanism of monetary constraints to the real side of the economy," International Review of Applied Economics, 2007.
Page updated
Report abuse