Selected Publications

2015

Financial Economics

Assessing Competition in the Banking Industry: A Multi-Product Approach.

Klenio Barbosa (with B. Rocha and F. Salazar)

Journal of Banking & Finance

2013

Financial Economics

Analysis of the Volatility´s Dependency Structure during the Subprime Crisis

Pedro Valls Pereira (with B. Arruda)

Applied Economics

2009

Financial Economics

Conditional stochastic kernel estimation by nonparametric methods

Pedro Valls Pereira (with M. Laurini)

Economics Letters

2007

Financial Economics

Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange

Marcelo Fernandes (with M. Rocha)

Journal of Financial Econometrics

2006

Financial Economics

Financial crashes as endogenous jumps: Estimation,testing and forecasting

Marcelo Fernandes

Journal of Economic Dynamics and Control

Any opinions expressed by Fundação Getulio Vargas’s staff members, duly identified as such, in articles and interviews published in any media, merely represent the opinions of these individuals and do not necessarily represent the institutional viewpoints or opinions of FGV. FGV Directive No. 19 / 2018.