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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 2025-11-26. Update your information in the RePEc Author Service.

Short-id: pfe643

Working Papers

2025

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

2024

  1. What events matter for exchange rate volatility ?
    Papers, arXiv.org Downloads

2023

  1. Stochastic volatility models with skewness selection
    Papers, arXiv.org Downloads
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