Details about Osvaldo Candido

Access statistics for papers by Osvaldo Candido.

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pca1430

Working Papers

2021

1. Private or Public Enterprises? Cost Inefficiency Limits - An Application to Water Supply Companies in Brazil
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)

2016

2. Dynamic D-Vine copula model with applications to Value-at-Risk (VaR)
   Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil)
   See also Journal Article Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR), Journal of Time Series Econometrics, De Gruyter (2019) View citations (1) (2019)

2005

3. TRANSMISSÃO DE PREÇOS NO MERCADO INTERNACIONAL DA SOJA: UMA ABORDAGEM PELOS MODELOS ARMAX E VAR
   Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]

Journal Articles

2022

1. Forecasting risk measures using intraday and overnight information
   The North American Journal of Economics and Finance, 2022, 60, (C) View citations (3)
2. What does Google say about credit developments in Brazil?
   Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (4), 499-527

2021

3. Assessing the Effects of a Tobacco Tax Reform on the Industry Price-Setting Strategy
   IJERPH, 2021, 18, (19), 1-12
4. REGULARIZATION METHODS FOR ESTIMATING A MULTI-FACTOR CORPORATE BOND PRICING MODEL: AN APPLICATION FOR BRAZIL
   Annals of Financial Economics (AFE), 2021, 16, (01), 1-20 View citations (1)

2020

5. Assessing Brazilian electric power transmission auctions
   Journal of Economic Studies, 2020, 47, (1), 182-199 View citations (1)
6. Measuring the neutral real interest rate in Brazil: a semi-structural open economy framework
   Empirical Economics, 2020, 58, (2), 651-667 View citations (2)
7. School Effect and Student Performance: a Latin American Assessment from PISA
   Revista Economía, 2020, 43, (86), 79-99

2019

8. Accuracy of policy function approximations for strongly concave recursive problems
   International Journal of Economic Theory, 2019, 15, (3), 249-267
9. Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)
   Journal of Time Series Econometrics, 2019, 11, (2), 34 View citations (1)
   See also Working Paper Dynamic D-Vine copula model with applications to Value-at-Risk (VaR), Textos para discussão (2016) (2016)
10. Marginal Effect of Direct Tax on Profits: A Study on the Taxation of the Finance Industry in Brazil
    International Journal of Economics and Finance, 2019, 11, (3), 1-11

2017

11. A Comparison Study of Copula Models for Europea Financial Index Returns
    International Journal of Economics and Finance, 2017, 9, (10), 155-178
12. Assessing the Human Capital Emergence, Performance and Effectiveness in a Brazilian Retail Bank
    International Journal of Economics and Finance, 2017, 9, (12), 134-152
13. Goodness-of-Fit versus Significance: A CAPM Selection with Dynamic Betas Applied to the Brazilian Stock Market
    IJFS, 2017, 5, (4), 1-21 View citations (2)
14. Inflation, interest rate and output gap in the US economy: a vine copula modeling
    Journal of Economic Studies, 2017, 44, (3), 412-430
15. Modeling stochastic frontier based on vine copulas
    Physica A: Statistical Mechanics and its Applications, 2017, 486, (C), 595-609 View citations (1)

2015

16. Evaluating interest rate term-structure using extensions of the Diebold and Li three factors model
    Brazilian Review of Finance, 2015, 13, (2), 251-287

2014

17. Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)
    Quantitative Finance, 2014, 14, (12), 2155-2170 View citations (18)
18. Assessing some stylized facts about financial market indexes: a Markov copula approach
    Journal of Economic Studies, 2014, 41, (2), 253-271 View citations (3)

2012

19. A dynamic model of education level choice: Application to brazilian states
    Revista Brasileira de Economia - RBE, 2012, 66, (2)
20. Modeling dependence dynamics through copulas with regime switching
    Insurance: Mathematics and Economics, 2012, 50, (3), 346-356 View citations (49)

2009

21. Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks
    Brazilian Review of Finance, 2009, 7, (1), 73-106

Undated

22. Dependence dynamics among exchange rates, commodities and the Brazilian stock market using the R-vine SCAR model
    Journal of Risk