Details about Carlos Enrique Carrasco-Gutierrez

Access statistics for papers by Carlos Enrique Carrasco-Gutierrez.

Last updated 2024-06-09. Update your information in the RePEc Author Service.

Short-id: pca550

Working Papers

2022

1. Macroeconomic factors and value and growth strategies: evidence from Brazil
   MPRA Paper, University Library of Munich, Germany

2015

2. Evaluating the effectiveness of Common-Factor Portfolios
   MPRA Paper, University Library of Munich, Germany
3. Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2015) View citations (3) (2015)
4. The Dynamics of the Brazilian Current Account with Rule of Thumb Consumers
   MPRA Paper, University Library of Munich, Germany

2012

5. Evaluating Asset Pricing Models in a Simulated Multifactor Approach
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Evaluating Asset Pricing Models in a Simulated Multifactor Approach, Brazilian Review of Finance, Brazilian Society of Finance (2012) View citations (1) (2012)

2009

6. Evidence on Common Feature and Business Cycle Synchronization in Mercosur
   MPRA Paper, University Library of Munich, Germany View citations (1)
   Also in Fucape Working Papers, Fucape Business School (2009) View citations (4)
   See also Journal Article Evidence on Common Features and Business Cycle Synchronization in Mercosur, Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE (2009) View citations (4) (2009)
7. Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features
   MPRA Paper, University Library of Munich, Germany View citations (8)
   Also in Fucape Working Papers, Fucape Business School (2009) View citations (10)
   See also Journal Article Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features, Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE (2009) View citations (10) (2009)

Journal Articles

2024

1. Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis
   Journal of Economics and Finance, 2024, 48, (1), 51-77

2023

2. DETERMINANTS OF INCOME INEQUALITY IN BRAZIL: AN APPROACH BASED ON SHAPLEY VALUE DECOMPOSITION
   Revista de Economia Mackenzie (REM), 2023, 20, (2), 13-37
3. Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach
   International Journal of Economics and Finance, 2023, 15, (1), 65
4. Regional Estimates of Residential Electricity Demand in Brazil
   International Journal of Energy Economics and Policy, 2023, 13, (1), 465-476
5. Trade-led growth hypothesis: evidence from Latin America countries
   Empirical Economics, 2023, 64, (2), 727-745

2022

6. Financial innovation and moral hazard: the case of time deposits with special guarantee
   Applied Economics, 2022, 54, (17), 1934-1944

2018

7. Elasticidade preço e renda da demanda dos jornais impressos
   Revista Brasileira de Estudos Regionais e Urbanos, 2018, 12, (2), 155-172

2015

8. Firm Performance and Business Cycles:Implications for Managerial Accountability
   Applied Finance and Accounting, 2015, 1, (1), 47-59 View citations (1)
9. Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil
   Revista Brasileira de Economia - RBE, 2015, 69, (3) View citations (3)
   See also Working Paper Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil, MPRA Paper (2015) View citations (2) (2015)

2012

10. Evaluating Asset Pricing Models in a Simulated Multifactor Approach
    Brazilian Review of Finance, 2012, 10, (4), 425-460 View citations (1)
    See also Working Paper Evaluating Asset Pricing Models in a Simulated Multifactor Approach, MPRA Paper (2012) View citations (1) (2012)

2009

11. Evidence on Common Features and Business Cycle Synchronization in Mercosur
    Brazilian Review of Econometrics, 2009, 29, (1) View citations (4)
    See also Working Paper Evidence on Common Feature and Business Cycle Synchronization in Mercosur, MPRA Paper (2009) View citations (1) (2009)
12. Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features
    Brazilian Review of Econometrics, 2009, 29, (1) View citations (10)
    See also Working Paper Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features, MPRA Paper (2009) View citations (8) (2009)