Details about Paulo Rogério Faustino Matos

Access statistics for papers by Paulo Rogério Faustino Matos.

Last updated 2025-09-18. Update your information in the RePEc Author Service.

Short-id: pma3546

Working Papers

2016

1. HETEROGENEIDADE E DEPENDÊNCIA DAS RESERVAS INTERNACIONAIS: CASO DOS BRIC
   Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]

2013

2. A note on the forward and the equity-premium puzzles: two symptoms of the same illness?
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
3. The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

2012

4. The forward- and the equity-premium puzzles: two symptoms of the same illness?
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
   Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2009)
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2010)
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2007) View citations (1)

Journal Articles

2025

1. On the time-frequency effects of macroeconomic policy on growth cycles in Brazil
   Research in International Business and Finance, 2025, 73, (PB)

2024

2. Analyzing U.S. GDP-Debt-Inflation Linkages in the Time-Frequency Domain
   International Journal of Economics and Finance, 2024, 16, (11), 27 View citations (1)
3. O papel dos gastos correntes e de capital dos governos estaduais e municipais no crescimento cross-state no Brasil entre 2003 e 2019
   Revista Brasileira de Economia - RBE, 2024, 78, (3)
4. On the Risk-based Contagion of G7 Banking System and the COVID-19 Pandemic
   Global Business Review, 2024, 25, (6), 1634-1654

2023

5. A Note on the Brazilian cross-state debt connectedness
   Revista Brasileira de Economia - RBE, 2023, 76, (3)
6. A Note on the public investment-debt-cash linkages: a Brazilian cross-state analysis
   Economics Bulletin, 2023, 43, (2), 1027 - 1035
7. On the cross-city growth drivers of the most vulnerable region of Brazil
   Journal of Financial Economic Policy, 2023, 15, (2), 77-103
8. The Role of Contagion and Integration in Risk Management Measures
   Global Business Review, 2023, 24, (5), 1111-1128

2022

9. Modeling Brazilian federal government fiscal reaction in the time-frequency domain
   Economics Bulletin, 2022, 42, (4), 1836 - 1847
10. On the relationship between COVID-19 and G7 banking co-movements
    Economics Bulletin, 2022, 42, (2), 793 - 801
11. Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics
    Finance Research Letters, 2022, 45, (C) View citations (22)
12. The Brazilian financial market reaction to COVID-19: A wavelet analysis
    International Review of Economics & Finance, 2022, 82, (C), 13-29 View citations (6)

2021

13. COVID-19, stock market and sectoral contagion in US: a time-frequency analysis
    Research in International Business and Finance, 2021, 57, (C) View citations (20)
14. Credit, default, financial system and development
    The Quarterly Review of Economics and Finance, 2021, 79, (C), 281-289 View citations (2)

2020

15. A Note on the Effect of Decomposing Credit for Explaining Brazilian Cross-State GDP Growth
    Revista Brasileira de Economia - RBE, 2020, 74, (2)
16. Precautionary risks for an open economy
    International Review of Economics & Finance, 2020, 70, (C), 154-167 View citations (1)

2019

17. On the drivers of BNDES credit to Brazilian state governments
    Journal of Financial Economic Policy, 2019, 11, (2), 283-302
18. The role of household debt and delinquency decisions in consumption-based asset pricing
    Annals of Finance, 2019, 15, (2), 179-203

2018

19. Uma Nota sobre o Impacto da Corrupção no Endividamento dos Estados Brasileiros
    Revista Brasileira de Economia - RBE, 2018, 72, (2)

2017

20. On the Latin American Credit Drivers
    Emerging Markets Finance and Trade, 2017, 53, (2), 306-320
21. What drives the inequality of Brazilian cross-states household credit?
    Revista Brasileira de Economia - RBE, 2017, 71, (3)

2016

22. Forward-premium puzzle: is it time to abandon the usual regression?
    Applied Economics, 2016, 48, (30), 2852-2867 View citations (1)
23. On the management efficiency of Brazilian stock mutual funds
    Operational Research, 2016, 16, (3), 365-399

2015

24. Analyzing COPOM’s Decisions
    Brazilian Business Review, 2015, 12, (6), 24-47
25. Do Brazilian mutual stock fund managers have sufficient skill?
    Brazilian Review of Finance, 2015, 13, (2), 325-366
26. Mutual Investments Funds in Shares in Brazil: Incentives, Management and Convergence
    Brazilian Business Review, 2015, 12, (2), 110-144

2014

27. Análise de Integração Financeira na América do Sul
    Revista Brasileira de Economia - RBE, 2014, 68, (2) View citations (1)

2013

28. Política Creditícia No Brasil: O Sertão Vai Virar Mar?
    Economia, 2013, 14, (1c), 703_731 View citations (3)

2012

29. Analysis of the non-linear effect of net equity in the pricing of stock investment funds
    Brazilian Business Review, 2012, 9, (4), 1-26
30. Previsão do câmbio real-dólar sob um arcabouço de apreçamento de ativos
    Revista Brasileira de Economia - RBE, 2012, 66, (3)
31. Stock investment funds in Brazil: performance and management expertise
    Brazilian Business Review, 2012, 9, (Special Issue), 1-37

2011

32. Performance Convergence Analysis of Stock Exchanges: the Situation of the Ibovespa in the World Scenario
    Brazilian Review of Finance, 2011, 9, (3), 437-459

2009

33. Stocks and Mutual Funds: Common Risk Factors?
    Brazilian Business Review, 2009, 6, (1), 21-41 View citations (1)