Details about Mathias Schneid Tessmann
Access statistics for papers by Mathias Schneid Tessmann.
Last updated 2024-08-23. Update your information in the RePEc Author Service.
Short-id: pte419
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Journal Articles
2024
- Analyzing the Performance of Diversified Commodity Derivatives Portfolios in Brazil
Applied Economics and Finance, 2024, 11, (1), 21-31
- Are machine learning models more effective than logistic regressions in predicting bank credit risk? An assessment of the Brazilian financial markets
International Journal of Monetary Economics and Finance, 2024, 17, (1), 29-48
- Are women more risk averse in investments? Brazilian evidence
Review of Behavioral Finance, 2024, 16, (5), 958-969
- Economic Analysis of Judicial Conciliation in Brazilian Financial Institutions
Journal of Applied Finance & Banking, 2024, 14, (4), 6
- Fraud and anomaly detection models in banks: a systematic analysis and literature connection
International Journal of Bibliometrics in Business and Management, 2024, 3, (2), 182-205
- Identifying the Frequency and Connectivity Dynamics of the US Economy
Economies, 2024, 12, (6), 1-20
- The Impacts of the Interest Rate, the Exchange Rate, and the Market Index on the Stock Returns of the Brazilian Banks
Journal of Applied Finance & Banking, 2024, 14, (2), 3
- Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis
Journal of Economics and Finance, 2024, 48, (1), 51-77
2023
- Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach
International Journal of Economics and Finance, 2023, 15, (1), 65
- Estimating the Importance of Civil Construction for the Brazilian Economy Through Hypothetical Extraction of the Input-Output Matrix
Applied Economics and Finance, 2023, 10, (3), 1-10
- Rural credit and agricultural production: Empirical evidence from Brazil
International Journal of Finance & Economics, 2023, 28, (4), 4236-4245
2022
- Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market
International Journal of Economics and Finance, 2022, 14, (4), 51
- The greatest co-authorships of finance theory literature (1896–2006): scientometrics based on complex networks
Scientometrics, 2022, 127, (10), 5841-5862
2021
- Volatility transmissions between commodity futures contracts in short, medium and long term
International Journal of Financial Markets and Derivatives, 2021, 8, (1), 79-99
2020
- EFFECTS OF VOLATILITY AMONG COMMODITIES IN THE LONG TERM: ANALYSIS OF A COMPLEX NETWORK
Annals of Financial Economics (AFE), 2020, 15, (03), 1-16
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