Details about Marcelo Cabus Klotzle

Access statistics for papers by Marcelo Cabus Klotzle.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pkl209

Working Papers

2017

1. Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model
   Working Papers Series, Central Bank of Brazil, Research Department View citations (6)
2. Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression
   Working Papers Series, Central Bank of Brazil, Research Department View citations (1)

Journal Articles

2021

1. Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market
   International Review of Financial Analysis, 2021, 74, (C) View citations (12)
2. Prospect theory and narrow framing bias: Evidence from emerging markets
   The Quarterly Review of Economics and Finance, 2021, 80, (C), 90-101 View citations (3)
3. The impact of political risk on the currencies of emerging markets
   Research in International Business and Finance, 2021, 56, (C) View citations (3)

2020

4. Analyzing herding behavior in commodities markets – an empirical approach
   Finance Research Letters, 2020, 35, (C) View citations (12)
5. Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets
   Business Strategy and the Environment, 2020, 29, (2), 682-697 View citations (47)
6. Can we still blame index funds for the price movements in the agricultural commodities market?
   International Review of Economics & Finance, 2020, 65, (C), 84-93 View citations (7)
7. On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework
   International Review of Financial Analysis, 2020, 70, (C) View citations (12)
8. Political risk, fear, and herding on the Brazilian stock exchange
   Applied Economics Letters, 2020, 27, (9), 759-763 View citations (1)
9. The Fama-French’s five-factor model relation with interest rates and macro variables
   The North American Journal of Economics and Finance, 2020, 53, (C) View citations (3)

2019

10. Does the cryptocurrency market exhibits feedback trading?
    Economics Bulletin, 2019, 39, (4), 2830-2838 View citations (4)
11. Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach
    Research in International Business and Finance, 2019, 47, (C), 251-263 View citations (9)
12. Herding behavior and contagion in the cryptocurrency market
    Journal of Behavioral and Experimental Finance, 2019, 22, (C), 41-50 View citations (67)

2018

13. Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries
    Economics Bulletin, 2018, 38, (3), 1476-1484 View citations (1)
14. R&D investment and risk in Brazil
    Global Finance Journal, 2018, 35, (C), 106-114 View citations (2)
15. Size, value, profitability, and investment: Evidence from emerging markets
    Emerging Markets Review, 2018, 36, (C), 45-59 View citations (14)
16. Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case
    Emerging Markets Finance and Trade, 2018, 54, (11), 2577-2595 View citations (7)

2017

17. Estimating the credibility of Brazilian monetary policy using a Kalman filter approach
    Research in International Business and Finance, 2017, 41, (C), 37-53 View citations (2)
18. Teoria do prospecto: Uma análise paramétrica de formas funcionais no Brasil
    RAE - Revista de Administração de Empresas, 2017, 57, (5)

2016

19. Electricity prices forecast analysis using the extreme value theory
    International Journal of Financial Markets and Derivatives, 2016, 5, (1), 1-22
20. Evidence of risk premiums in emerging market carry trade currencies
    Journal of International Financial Markets, Institutions and Money, 2016, 44, (C), 103-115 View citations (7)

2015

21. Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models
    Brazilian Review of Finance, 2015, 13, (3), 394-437
22. Innovative intensity and its impact on the performance of firms in Brazil
    Research in International Business and Finance, 2015, 34, (C), 1-16 View citations (3)
23. Smoothing the volatility smile using the Corrado-Su model
    International Journal of Financial Markets and Derivatives, 2015, 4, (2), 180-194

2013

24. Emotional balance and probability weighting
    Theory and Decision, 2013, 75, (1), 17-41 View citations (5)
25. Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market
    Brazilian Review of Finance, 2013, 11, (4), 455-479

2012

26. Autocall structured products: a case study of Vale S.A
    International Journal of Financial Markets and Derivatives, 2012, 3, (1), 71-90
27. Development of a Behavioral Performance Measure
    Brazilian Review of Finance, 2012, 10, (3), 395-416

2011

28. Hedge Effectiveness in the Brazilian US Dollar Futures Market
    Brazilian Review of Finance, 2011, 9, (3), 365-382

2010

29. The Disposition Effect in the Brazilian Equity Fund Industry
    Brazilian Review of Finance, 2010, 8, (4), 383-416

2008

30. Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk
    Brazilian Review of Finance, 2008, 6, (1), 49-67 View citations (1)

2002

31. Alianças estratégicas: conceito e teoria
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2002, 6, (1), 85-104