Details about Mathias Schneid Tessmann

Access statistics for papers by Mathias Schneid Tessmann.

Last updated 2026-04-30. Update your information in the RePEc Author Service.

Short-id: pte419

Journal Articles

2026

1. Adoption of Short Selling in Stock Portfolios: Performance of Brazilian Investment Funds Long Only Vs. Long/Short
   International Journal of Applied Economics, Finance and Accounting, 2026, 23, (1), 9-21
2. Dynamic Connectivity and Contagion Risk among Energy Sector Stocks in Brazil
   International Journal of Economics and Finance, 2026, 18, (2), 35

2025

3. A New Approach to Measure the Transmission Mechanism of Monetary Policy in the Intrinsic Value of Banks
   International Journal of Business Administration, 2025, 16, (2), 18-34
4. DSGE Models: Practical Methodological Note and Recent Trends
   Applied Economics and Finance, 2025, 12, (2), 29-50
5. Do State-Controlled Banks Pay More or Less Taxes? Evidence For Brazil
   Accounting and Management Information Systems, 2025, 24, (2), 233-253
6. Does Deep Learning with Multilayer Perceptron Perform Well in Predicting Credit Risk?
   Journal of Applied Finance & Banking, 2025, 15, (4), 1
7. Dynamic Connectivity and Contagion Risk Among Bank Stocks in Brazil
   Computational Economics, 2025, 66, (2), 1513-1543
8. The effects of interest rates on the BRICS exchange rate: a 2SLS approach
   Economics Bulletin, 2025, 45, (1), 237 - 242

2024

9. Analyzing the Performance of Diversified Commodity Derivatives Portfolios in Brazil
   Applied Economics and Finance, 2024, 11, (1), 21-31
10. Are corruption and economic growth associated? Empirical evidence for Brazilian States
    Journal of Economics and Political Economy, 2024, 11, (1-2), 56-67
11. 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
12. Are women more risk averse in investments? Brazilian evidence
    Review of Behavioral Finance, 2024, 16, (5), 958-969
13. Connectivity among the returns of sectoral indices of the Brazilian capital market
    Journal of Economic Studies, 2024, 52, (4), 655-672
14. Economic Analysis of Judicial Conciliation in Brazilian Financial Institutions
    Journal of Applied Finance & Banking, 2024, 14, (4), 6
15. 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
16. Identifying the Frequency and Connectivity Dynamics of the US Economy
    Economies, 2024, 12, (6), 1-20
17. Identifying the Temporal Dynamics and Macroeconomic Interactions of the US Economy
    International Journal of Economics and Finance, 2024, 16, (8), 1
18. Interrelationship and Volatility Dynamics Among the Seven Main NYSE Mineral ETFs
    Economies, 2024, 12, (12), 1-14
19. Is there a conflict of interest between Brazilian investment advisors and their clients? An econometric analysis from the perspective of the principal-agent problem
    Journal of Economics and Political Economy, 2024, 11, (3), 87-103
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
21. Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index
    International Journal of Energy Economics and Policy, 2024, 14, (3), 609-618 View citations (5)
22. Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis
    Journal of Economics and Finance, 2024, 48, (1), 51-77

2023

23. 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
24. 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
25. Rural credit and agricultural production: Empirical evidence from Brazil
    International Journal of Finance & Economics, 2023, 28, (4), 4236-4245 View citations (3)

2022

26. 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
27. The greatest co-authorships of finance theory literature (1896–2006): scientometrics based on complex networks
    Scientometrics, 2022, 127, (10), 5841-5862

2021

28. 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

29. EFFECTS OF VOLATILITY AMONG COMMODITIES IN THE LONG TERM: ANALYSIS OF A COMPLEX NETWORK
    Annals of Financial Economics (AFE), 2020, 15, (03), 1-16