Details about Igor Ferreira Batista Martins

E-mail:
Homepage:	https://igorfbmartins.github.io/
Workplace:	Handelshögskolan (Business School), Örebro Universitet (Örebro University), (more information at EDIRC)

Access statistics for papers by Igor Ferreira Batista Martins.

Last updated 2026-01-14. Update your information in the RePEc Author Service.

Short-id: pfe643

Jump to Journal Articles

Working Papers

2025

Fast and Slow Level Shifts in Intraday Stochastic Volatility
Working Papers, Örebro University, School of Business
Long-Run Interest Rate Differentials and the Profitability of Currency Carry
Working Papers, Örebro University, School of Business
Volume-driven time-of-day effects in intraday volatility models
Working Papers, Örebro University, School of Business

2024

What events matter for exchange rate volatility ?
Papers, arXiv.org
See also Journal Article What events matter for exchange rate volatility?, The Quarterly Review of Economics and Finance, Elsevier (2025) (2025)

2023

Stochastic volatility models with skewness selection
Papers, arXiv.org

Journal Articles

2025

Good volatility, bad volatility and the cross section of commodity returns
Finance Research Letters, 2025, 86, (PD)
What events matter for exchange rate volatility?
The Quarterly Review of Economics and Finance, 2025, 104, (C)
See also Working Paper What events matter for exchange rate volatility ?, Papers (2024) (2024)

The links between different versions of a paper are constructed automatically by matching on the titles.

Please contact if a link is incorrect.

Use this form to add links between versions where the titles do not match.

Page updated 2026-01-15