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Details about Pablo Jose Campos de Carvalho

Workplace:Banco Central do Brasil (Central Bank of Brazil), (more information at EDIRC)

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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Working Papers

2018

  1. Multivariate Jump Diffusion Model with Markovian Contagion
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)

2015

  1. The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

Journal Articles

2018

  1. A network approach to unravel asset price comovement using minimal dependence structure
    Journal of Banking & Finance, 2018, 91, (C), 119-132 Downloads View citations (13)
 
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