Journal articles
Economic gains of realized volatility in the Brazilian stock market
Revista Brasileira de Finanças, v. 12, TD n. 3, p. 319-349, 2015
Márcio Garcia, Marcelo Medeiros, Francisco Eduardo de Luna e Almeida Santos.
Selection and Monetary Non-Neutrality in Time-Dependent Pricing Models
Journal of Monetary Economics, v. 76, p. 141-156, 2015
Felipe Schwartzman, Carlos Viana de Carvalho.
Price discovery in Brazilian FX markets
Brazilian Review of Econometrics, v. 35, TD n. 1, p. 65-94, 2015
Marcelo Medeiros, Márcio Garcia, Francisco Eduardo de Luna e Almeida Santos.
What if Brazil Hadn't Floated the Real in 1999?
Brazilian Review of Econometrics, v. 35, TD n. 2, 2015
Carlos Viana de Carvalho, André Dornfeld Vilela.
Unobserved Heterogeneity In Regression Models: A Semiparametric Approach
Brazilian Review of Econometrics, v. 35, TD n. 1, p. 47-63, 2015
Priscilla Burity, Juliano Assunção, Marcelo Medeiros.
Wage Differentials: Trade Openness and Wage Bargaining
Brazilian Review of Econometrics, v. 34, TD n. 1, p. 3-23, 2015
Gustavo Gonzaga, Cristina Terra, Beatriz Cristina Muriel Hernández.
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors
EconomiA, v. 16, TD n. 1, p. 1-21, 2015
Marcelo Medeiros.
Financial constraints, endogenous educational choices and self-selection of migrants
Brazilian Review of Econometrics, v. 33, TD n. 1, 2014
Juliano Assunção, Leandro Siqueira Carvalho.
Nonlinear error correction models with an application to commodity prices
Brazilian Review of Econometrics, v. 33, TD n. 2, p. 145-170, 2014
Marcelo Medeiros, Rafael Ribeiro Magri.
Parametric Portfolio Selection: Evaluating and Comparing to Optimistic Markowitz Portfolios
Revista Brasileira de Finanças, v. 12, TD n. 2, p. 257-284, 2014
Marcelo Medeiros, Artur Manoel Passos.