Details about Pablo Jose Campos de Carvalho
Access statistics for papers by Pablo Jose Campos de Carvalho.
Last updated 2019-08-09. Update your information in the RePEc Author Service.
Short-id: pde1112
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Journal Articles
Working Papers
2018
- Multivariate Jump Diffusion Model with Markovian Contagion
Working Papers Series, Central Bank of Brazil, Research Department
View citations (1)
2015
- The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks
Working Papers Series, Central Bank of Brazil, Research Department
Journal Articles
2018
- A network approach to unravel asset price comovement using minimal dependence structure
Journal of Banking & Finance, 2018, 91, (C), 119-132
View citations (13)