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Publications

by members of

Fundação Getúlio Vargas (FGV) → Escola Brasileira de Admistração Pública e de Empresas (EBAPE)

Getulio Vargas Foundation → Brazilian School of Public and Business Administration

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2025

  1. Lars Norden & Bernardus Van Doornik & Weichao Wang, 2025, "Labor Turnover, Information Production, and Bank Risk," Working Papers Series, Central Bank of Brazil, Research Department, number 626, Aug.
  2. Claudio Ferraz & Luiz C. Moura & Lars Norden & Ricardo Schechtman, 2025, "The Real Costs of Washing Away Corruption: Evidence from Brazil’s Lava Jato Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 33991, Jul.

2024

  1. Andre Guettler & Mahvish Naeem & Lars Norden & Bernardus Van Doornik, 2024, "Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?," Working Papers Series, Central Bank of Brazil, Research Department, number 590, Mar.

2021

  1. Behrens, Alfredo & Beltrão, Kaizô & d'Almeida, Agostinho Leite, 2021, "Decades of Solar-driven geomagnetic disturbances impact homicide rates in Europe and the USA," SocArXiv, Center for Open Science, number g2cxr, Dec, DOI: 10.31235/osf.io/g2cxr.
  2. Kiesel, F. & Kolaric, S. & Norden, L. & Schiereck, D., 2021, "To change or not to change? The CDS market response of firms on credit watch," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 125502, Apr.
  3. Allen N. Berger & Christa H. S. Bouwman & Lars Norden & Raluca Roman & Gregory F. Udell, 2021, "Is a Friend in Need a Friend Indeed? How Relationship Borrowers Fare during the COVID-19 Crisis," Working Papers, Federal Reserve Bank of Philadelphia, number 21-13, Mar, DOI: 10.21799/frbp.wp.2021.13.
  4. Allen N. Berger & Christa H. S. Bouwman & Lars Norden & Raluca A. Roman & Gregory F. Udell & Teng Wang, 2021, "Piercing Through Opacity: Relationships and Credit Card Lending to Consumers and Small Businesses During Normal Times and the COVID-19 Crisis," Working Papers, Federal Reserve Bank of Philadelphia, number 21-19, May, DOI: 10.21799/frbp.wp.2021.19.

2020

  1. Patrick Behr & Lars Norden & Raquel Oliveira, 2020, "Labor and Finance: the effect of bank relationships," Working Papers Series, Central Bank of Brazil, Research Department, number 534, Sep.

2019

  1. Fajardo, José, 2019, "Bitcoin's return behaviour: What do We know so far?," MPRA Paper, University Library of Munich, Germany, number 93353, Apr, revised 16 Apr 2019.

2016

  1. Fajardo, José, 2016, "Power Style Contracts Under Asymmetric Lévy Processes," MPRA Paper, University Library of Munich, Germany, number 71813, May.
  2. fajardo, José, 2016, "A New Factor to Explain Implied Volatility Smirk," MPRA Paper, University Library of Munich, Germany, number 71809, May.
  3. Fajardo, José & Corcuera, José Manuel & Menouken Pamen, Olivier, 2016, "On the optimal investment," MPRA Paper, University Library of Munich, Germany, number 71901, Jun.

2015

  1. William McGreevey & Francisco Eduardo Barreto de Oliveira & Kaizô Iwakami Beltrão, 2015, "State-level Pension Reform: the Case of Rio Grande do Sul," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0073, Jan.
  2. Francisco Eduardo Barreto de Oliveira & Kaizô Iwakami Beltrão, 2015, "Brazilian Agriculture in the 1990s: Impact of the Policy Reforms," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0097, Jan.
  3. Kaizô Iwakami Beltrão & Sonoe Sugahara Pinheiro & Francisco Eduardo Barreto de Oliveira, 2015, "Population and Social Security in Brazil: an Analysis with Emphasis on Constitutional Changes," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0112, Jan.
  4. Kaizô Iwakami Beltrão & Sonoe Sugahara Pinheiro, 2015, "Brazilian Population and the Social Security System: Reform Alternatives," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0141, Jan.
  5. Norden, L., 2015, "The Role of Banks in SME Finance," ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam., number EIA-2015-062-F&A, Feb.
  6. Behr, Patrick & Foos, Daniel & Norden, Lars, 2015, "Cyclicality of SME lending and government involvement in banks," Discussion Papers, Deutsche Bundesbank, number 39/2015.

2014

  1. Gabriel Correa & Ricardo A. Madeira, 2014, "The Size of Local Legislatures and Women's Political Representation: Evidence from Brazil," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2014_04, Apr.

2013

  1. David M. Vetter & Kaizô I. Beltrão & Rosa M. R. Massena, 2013, "The Impact of the Sense of Security from Crime on Residential Property Values in Brazilian Metropolitan Areas," Research Department Publications, Inter-American Development Bank, Research Department, number IDB-WP-415, Jun.
  2. Jos'e Fajardo, 2013, "Barrier Options under L\'evy Processes: a Simple Short-Cut," Papers, arXiv.org, number 1303.6340, Mar, revised May 2013.
  3. Figueiredo P.N., 2013, "Beyond technological catch‐up : An empirical investigation of further innovative capability accumulation outcomes in latecomer firms with evidence from Brazil," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2013-048.
  4. Figueiredo, Paulo N. & Cohen, Marcela & Gomes, Saulo, 2013, "Firms' innovation capability-building paths and the nature of changes in learning mechanisms: Multiple case-study evidence from an emerging economy," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2013-007.
  5. Peerally J.A. & Figueiredo P.N., 2013, "Technological capability building in MNE-Related social businesses of less developed countries : the experience of Grameen-Danone foods in Bangladesh," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2013-036.

2012

  1. José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012, "Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options," Working Papers Series, Central Bank of Brazil, Research Department, number 269, Mar.

2009

  1. Manuel Illueca & Lars Norden & Gregory F. Udell, 2009, "Liberalization, Corporate Governance, and Savings Banks," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 17, Feb.

2008

  1. José Fajardo & Ernesto Mordecki, 2008, "Symmetry and Time Changed Brownian Motions," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2008-02, Sep.
  2. José Fajardo & Aquiles Farias, 2008, "Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2008-01, Mar.
  3. José Fajardo, 2008, "Statistical Arbitrage with Default and Collateral," Working Papers, Banco de Portugal, Economics and Research Department, number w200808.
  4. Rogério Sobreira Bezerra & José Luis Oreiro & Breno Pascualote Lemos, 2008, "Real Exchange Rate, Capital Mobility and Structural Change in a Modified Kaldorian Model of Cumulative Causation," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 200807211142220.

2007

  1. Norden, L. & Wagner, W.B., 2007, "Credit Derivatives and Loan Pricing," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2007-015.
  2. Guilherme Jonas Costa da Silva & José Luís Oreiro & Luiz Fernando de Paula & Rogério Sobreira, 2007, "Macroeconomic Determinants Of Banking Spread In Brazil: An Empirical Evaluation," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 098.

2006

  1. Guilherme Carmona & Fajardo, Jose, 2006, "Existence of equilibrium in common agency games with adverse selection," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp490.
  2. José Fajardo & Ernesto Mordecki, 2006, "Skewness Premium with Lévy Processes," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2006-04, Oct.

2005

  1. Kaizô Iwakami Beltrão & Ana Amélia Camarano & Juliana Leitão e Mello, 2005, "Mudanças nas Condições de vida dos Idosos Rurais Brasileiros : Resultados não-esperados dos Avanços da Seguridade Rural," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1066, Jan.
  2. Kaizô Iwakami Beltrão & Sonoe Sugahara, 2005, "Infra-Estrutura dos Domicílios Brasileiros: Uma análise para o Período 1981-2002," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1077, Mar.
  3. Kaizô Iwakami Beltrão & Sonoe Sugahara & Flávio Rabelo, 2005, "Uma Análise da Composição da Renda da População Urbana Segundo Diferentes Fontes com ênfase na Renda Previdenciária no Período 1992-2002," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1078, Mar.
  4. Kaizô Iwakami Beltrão & Sonoe Sugahara & Fernanda Paes Leme Peyneau & João Luis de Oliveira Mendonça, 2005, "Mobilidade dos Funcionários públicos Federais: Diferenças Entre os Poderes," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1088, May.
  5. José Fajardo & Ernesto Mordecki, 2005, "Duality and Derivative Pricing with Lévy Processes," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2005-01, Nov.
  6. José Fajardo, 2005, "Equivalent Martingale Measures and Lévy Processes," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2005-07, Nov.
  7. José Fajardo & Ernesto Mordecki, 2005, "Duality and Derivative Pricing with Time-Changed Lévy Processes," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2005-12, Nov.
  8. Figueiredo, Paulo N. & Vedovello, Conceição, 2005, "Firms’ Creative Capabilities, the Supporting Innovation System and Globalization in Southern Latin America: A Bleak Technological Outlook or a Myopic Standpoint? Evidence from a Developing Region in Brazil," UNU-INTECH Discussion Paper Series, United Nations University - INTECH, number 2005-04.
  9. Weber, Martin & Norden, Lars, 2005, "Funding Modes of German Banks: Structural Changes and its Implications," CEPR Discussion Papers, Centre for Economic Policy Research, number 5027, Apr.
  10. Rogério Sobreira & Bruno Cesar Campos, 2005, "Investimento Público em Educação Fundamental e a Qualidade do Ensino: Uma Avaliação dos Resultados do FUNDEF," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0030.

2004

  1. Kaizô Iwakami Beltrão & Ana Amélia Camarano & Solange Kanso, 2004, "Dinâmica Populacional Brasileira na Virada do Século XX," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1034, Aug.
  2. Kaizô Iwakami Beltrão & Fernanda Paes Leme & João Luís Mendonça & Sonoe Sugahara, 2004, "Análise da Estrutura da Previdência Privada Brasileira : Evolução do Aparato Legal," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1043, Sep.
  3. Kaizô Iwakami Beltrão & Sonoe Sugahara & Danilo Cláudio Da Silva & Elder Vieira Salles, 2004, "Tábuas de Mortalidade no Mercado Brasileiro de Seguros - Uma Comparação," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1047, Oct.
  4. Fábio Giambiagi & João Luis de Oliveira Mendonça & Kaizô Iwakami Beltrão & Vagner Laerte Ardeo, 2004, "Diagnóstico da Previdência Social no Brasil : O que foi Feito e o que Falta Reformar ?," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1050, Oct.
  5. Kaizô Iwakami Beltrão & Moema De Poli Teixeira, 2004, "O Vermelho e o Negro: Raça e Gênero na Universidade Brasileira - Uma Análise da Seletividade das Carreiras a Partir dos Censos Demográficos de 1960 a 2000," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1052, Oct.
  6. Kaizô Iwakami Beltrão & Sonoe Sugahara & Fernanda Paes Leme & João Luís Mendonça, 2004, "Distribuição dos Salários dos Funcionários Públicos : Uma Análise dos Impactos da Definição de Tetos," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1060, Dec.
  7. Mário Páscoa & Aloisio Araujo & José Fajardo, 2004, "Endogenous Collateral," Econometric Society 2004 Latin American Meetings, Econometric Society, number 161, Aug.
  8. Fajardo, J. & Fonseca, M., 2004, "Concentração Bancária Brasileira: Uma Análise Microeconômica," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_60, Oct.
  9. Araújo, E. & Fajardo, J. & Tavani, L., 2004, "CAPM Usando uma Carteira Sintética do PIB Brasileiro," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_63, Oct.
  10. Fajardo, J., 2004, "Equivalent Martingale Measures and Lévy Processes," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_61, Oct.
  11. Ernesto Mordecki & José Fajardo, 2004, "Pricing Derivatives on Two Lé}vy-driven Stocks," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 139, Aug.
  12. Fajardo, J., 2004, "A Note On Arbitrage and Exogenus Collateral," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_62, Oct.
  13. Azevedo H. & Fajardo, J., 2004, "Apreçamento de Derivativos Bidimensionais," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_64, Oct.
  14. Fajardo, J. & Mordeckiz, E., 2004, "Duality and Derivative Pricing with Lévy Processes," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_71, Oct.
  15. Araujo, Aloisio. & Fajardo, J. & Páscoa. M. R., 2004, "Endogenous Collateral," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_68, Oct.
  16. Fajardo, J., 2004, "Arbitrage, Collateral and Utility Penalties," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_69, Oct.
  17. Farias, A. R. & Ornelas, J. R. H & Fajardo, J., 2004, "Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_70, Oct.
  18. Weber, Martin & Norden, Lars, 2004, "Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements," CEPR Discussion Papers, Centre for Economic Policy Research, number 4250, Feb.
  19. Weber, Martin & Norden, Lars, 2004, "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 4674, Oct.

2003

  1. Fajardo, J. & Cajueiro, D. O., 2003, "Volatility Estimation and Option Pricing with Fractional Brownian Motion," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_53, Oct.
  2. Fajardo, J. & Farias, A. R & Ornelas, J. R. H, 2003, "Goodness-of-fit Tests focus on VaR Estimation," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_55, Oct.
  3. Fajardo, J. & Farias, A. R. & Ornelas, J. R. H., 2003, "Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_58, Oct.
  4. Araujo, A. & Fajardo, J & Páscoa, M. R., 2003, "Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short Sales," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_52, Oct.
  5. Fajardo, J. & Mordecki, E., 2003, "Put-Call Duality and Symmetry," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_54, Oct.
  6. Fajardo, J. & Farias, A., 2003, "Generalized Hyperbolic Distributions and Brazilian Data," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_57, Oct.
  7. Fajardo, J. & Mordeckiy, E., 2003, "Pricing Derivatives on Two Lévy-driven Stocks," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_56, Oct.
  8. Fernando Ferrari Filho & Rogério Sobreira, 2003, "Uma Proposição de Regime Cambial para a Economia Brasileira," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number c53.

2002

  1. José Fajardo & Aquiles Farias, 2002, "Generalized Hyperbolic Distributions and Brazilian Data," Working Papers Series, Central Bank of Brazil, Research Department, number 52, Sep.
  2. Weber, Martin & Grunert, Jens & Norden, Lars, 2002, "The Role of Non-financial Factors in Internal Credit Ratings," CEPR Discussion Papers, Centre for Economic Policy Research, number 3415, Jun.

2001

  1. Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Santiago Fajardo, 2001, "Endogenous collateral: arbitrage and equilibrium without bounded short sales," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 418, May.

2000

  1. Jose Fajardo Barbachan, 2000, "Optimal Consumption and Investment with Levy Processes," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1146, Aug.

Journal articles

2025

  1. Norden, Lars & Yin, Chao & Zhao, Lei, 2025, "Credit Default Swaps and Firm Cyclicality," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 2, pages 1014-1041, March.
  2. Norden, Lars & Ribeiro, Thiago, 2025, "Local credit in Brazil: The role of digital connectivity and education," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2025.101265.
  3. Goedde-Menke, Michael & Norden, Lars & Rose, Christian, 2025, "The benefits of downside risk reduction through coinsurance," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104265.
  4. Filgueira, Antônio & Norden, Lars, 2025, "It's only words? ESG disclosure and corporate sustainability in Brazil," International Review of Financial Analysis, Elsevier, volume 108, issue PA, DOI: 10.1016/j.irfa.2025.104633.
  5. Berger, Allen N. & Bouwman, Christa H.S. & Norden, Lars & Roman, Raluca A. & Udell, Gregory F. & Wang, Teng, 2025, "Is a friend in need a friend indeed? How relationship borrowers fare during the COVID-19 crisis," Journal of Financial Intermediation, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfi.2025.101150.

2024

  1. Behr, Patrick & Norden, Lars & de Freitas Oliveira, Raquel, 2024, "Labor and Finance: The Effect of Bank Relationships," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 1, pages 283-306, February.
  2. Barthman, Gabriel & Moura, Matheus & Norden, Lars, 2024, "Lending technologies and consumer defaults in times of crisis: Evidence from Brazil," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105236.
  3. Balan, Philipe & Norden, Lars, 2024, "Are measures of corporate financial constraints universal? Evidence from Brazil," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106353.
  4. Guettler, Andre & Naeem, Mahvish & Norden, Lars & Van Doornik, Bernardus, 2024, "Pre-publication revisions of bank financial statements: A novel way to monitor banks?," Journal of Financial Intermediation, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfi.2024.101073.
  5. Allen N. Berger & Christa H. S. Bouwman & Lars Norden & Raluca A. Roman & Gregory F. Udell & Teng Wang, 2024, "Piercing through Opacity: Relationships and Credit Card Lending to Consumers and Small Businesses during Normal Times and the COVID-19 Crisis," Journal of Political Economy, University of Chicago Press, volume 132, issue 2, pages 484-551, DOI: 10.1086/726236.

2022

  1. Illueca, Manuel & Norden, Lars & Pacelli, Joseph & Udell, Gregory F., 2022, "Countercyclical prudential buffers and bank risk-taking," Journal of Financial Intermediation, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfi.2022.100961.

2021

  1. Kiesel, Florian & Kolaric, Sascha & Norden, Lars & Schiereck, Dirk, 2021, "To change or not to change? The CDS market response of firms on credit watch," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106067.
  2. Löffler, Gunter & Norden, Lars & Rieber, Alexander, 2021, "Negative news and the stock market impact of tone in rating reports," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106256.
  3. Norden, Lars & Mesquita, Daniel & Wang, Weichao, 2021, "COVID-19, policy interventions and credit: The Brazilian experience," Journal of Financial Intermediation, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfi.2021.100933.
  4. Lars Norden & Stefan Van Kampen & Manuel Illueca, 2021, "Credit Quality And Substitution In Sme Finance," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 1-26, June, DOI: 10.1142/S2282717X21500055.

2020

  1. Norden, Lars & Udell, Gregory F. & Wang, Teng, 2020, "Do bank bailouts affect the provision of trade credit?11All errors are our own. The views expressed in this paper are solely those of the authors and should not be interpreted as reflecting the views of the Board of Governors or the staff of the Fede," Journal of Corporate Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.jcorpfin.2019.101522.
  2. Liu, Frank Hong & Norden, Lars & Spargoli, Fabrizio, 2020, "Does uniqueness in banking matter?," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105941.
  3. Hibbeln, Martin & Norden, Lars & Usselmann, Piet & Gürtler, Marc, 2020, "Informational synergies in consumer credit," Journal of Financial Intermediation, Elsevier, volume 44, issue C, DOI: 10.1016/j.jfi.2019.100831.

2019

  1. José Manuel Corcuera & Giulia Nunno & José Fajardo, 2019, "Kyle equilibrium under random price pressure," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 77-101, June, DOI: 10.1007/s10203-019-00231-4.

2018

  1. José Fajardo, 2018, "Barrier style contracts under Lévy processes once again," Annals of Finance, Springer, volume 14, issue 1, pages 93-103, February, DOI: 10.1007/s10436-017-0303-2.
  2. Federico De Olivera & José Fajardo & Ernesto Mordecki, 2018, "Skewed Lévy Models And Implied Volatility Skew," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 02, pages 1-16, March, DOI: 10.1142/S0219024918500036.

2017

  1. José Fajardo, 2017, "A new factor to explain implied volatility smirk," Applied Economics, Taylor & Francis Journals, volume 49, issue 40, pages 4026-4034, August, DOI: 10.1080/00036846.2016.1273505.
  2. Norden, Lars, 2017, "Information in CDS spreads," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 118-135, DOI: 10.1016/j.jbankfin.2016.11.007.
  3. Behr, Patrick & Foos, Daniel & Norden, Lars, 2017, "Cyclicality of SME lending and government involvement in banks," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 64-77, DOI: 10.1016/j.jbankfin.2017.01.010.

2016

  1. Fajardo, Jose, 2016, "Optimal Insider Strategy with Law Penalties," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 70, issue 1, March.
  2. Norden, Lars & Roosenboom, Peter & Wang, Teng, 2016, "The effects of corporate bond granularity," Journal of Banking & Finance, Elsevier, volume 63, issue C, pages 25-34, DOI: 10.1016/j.jbankfin.2015.11.001.
  3. Vlado Kysucky & Lars Norden, 2016, "The Benefits of Relationship Lending in a Cross-Country Context: A Meta-Analysis," Management Science, INFORMS, volume 62, issue 1, pages 90-110, January, DOI: 10.1287/mnsc.2014.2088.

2015

  1. Beltrão, Kaizô Iwakami & Teixeira, Moema De Poli, 2015, "El yo y el otro: alteridad próxima en la declaración del color y la raza en preguntas abiertas. El caso de la Encuesta Mensual de Empleo del Instituto Brasileño de Geografía y Estadística," Notas de Población, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
  2. Fajardo, José, 2015, "Barrier style contracts under Lévy processes: An alternative approach," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 179-187, DOI: 10.1016/j.jbankfin.2015.01.002.

2014

  1. Paul D. Collins & Andrew Podger & Keyong Dong & Kaizo Beltrao & Monica Pinhanez, 2014, "Brazil'S Social Security System: Prospective Trajectory And Reform Alternatives," Public Administration & Development, Blackwell Publishing, volume 34, issue 4, pages 305-319, October.
  2. Corcuera, José Manuel & De Spiegeleer, Jan & Fajardo, José & Jönsson, Henrik & Schoutens, Wim & Valdivia, Arturo, 2014, "Close form pricing formulas for Coupon Cancellable CoCos," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 339-351, DOI: 10.1016/j.jbankfin.2014.01.025.
  3. José Fajardo, 2014, "Symmetry and Bates’ rule in Ornstein–Uhlenbeck stochastic volatility models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 319-327, October, DOI: 10.1007/s10203-012-0136-4.
  4. Jos� Fajardo & Ernesto Mordecki, 2014, "Skewness premium with L�vy processes," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 9, pages 1619-1626, September, DOI: 10.1080/14697688.2011.618809.
  5. Paulo Figueiredo & Elisabeth Loiola, 2014, "The Nature and Role of Complexity in Simulation Performance: The Case of Multi-Stage New Product Screening," International Journal of System Dynamics Applications (IJSDA), IGI Global Scientific Publishing, volume 3, issue 1, pages 21-46, January.
  6. Norden, Lars & Silva Buston, Consuelo & Wagner, Wolf, 2014, "Financial innovation and bank behavior: Evidence from credit markets," Journal of Economic Dynamics and Control, Elsevier, volume 43, issue C, pages 130-145, DOI: 10.1016/j.jedc.2014.01.015.
  7. Manuel Illueca & Lars Norden & Gregory F. Udell, 2014, "Liberalization and Risk-Taking: Evidence from Government-Controlled Banks," Review of Finance, European Finance Association, volume 18, issue 4, pages 1217-1257.

2013

  1. J. Cabral & C. Moniz & J. Batlló & P. Figueiredo & J. Carvalho & L. Matias & P. Teves-Costa & R. Dias & N. Simão, 2013, "The 1909 Benavente (Portugal) earthquake: search for the source," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 69, issue 2, pages 1211-1227, November, DOI: 10.1007/s11069-011-0062-8.
  2. Manuel Illueca & Lars Norden & Gregory F. Udell, 2013, "When Good Intentions Go Wrong: Effects of Bank Deregulation and Governance on Risk-taking," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 03, pages 48-54, October.
  3. Norden, Lars & Roosenboom, Peter & Wang, Teng, 2013, "The Impact of Government Intervention in Banks on Corporate Borrowers’ Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 5, pages 1635-1662, October.
  4. Dierkes, Maik & Erner, Carsten & Langer, Thomas & Norden, Lars, 2013, "Business credit information sharing and default risk of private firms," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2867-2878, DOI: 10.1016/j.jbankfin.2013.03.018.
  5. Behr, Patrick & Norden, Lars & Noth, Felix, 2013, "Financial constraints of private firms and bank lending behavior," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3472-3485, DOI: 10.1016/j.jbankfin.2013.05.018.

2012

  1. Karolin Kirschenmann & Lars Norden, 2012, "The Relationship between Borrower Risk and Loan Maturity in Small Business Lending," Journal of Business Finance & Accounting, Wiley Blackwell, volume 39, issue 5-6, pages 730-757, June, DOI: j.1468-5957.2012.02285.x.
  2. Jens Grunert & Lars Norden, 2012, "Bargaining power and information in SME lending," Small Business Economics, Springer, volume 39, issue 2, pages 401-417, September, DOI: 10.1007/s11187-010-9311-6.

2011

  1. Paulo Figueiredo & Klauber Brito, 2011, "The innovation performance of MNE subsidiaries and local embeddedness: evidence from an emerging economy," Journal of Evolutionary Economics, Springer, volume 21, issue 1, pages 141-165, February, DOI: 10.1007/s00191-010-0180-6.
  2. Paulo N. Figueiredo, 2011, "The Role of Dual Embeddedness in the Innovative Performance of MNE Subsidiaries: Evidence from Brazil," Journal of Management Studies, Wiley Blackwell, volume 48, issue 2, pages 417-440, March, DOI: j.1467-6486.2010.00965.x.

2010

  1. José Fajardo, 2010, "Behavioral arbitrage with collateral and uncertain deliveries," Annals of Finance, Springer, volume 6, issue 2, pages 241-254, March, DOI: 10.1007/s10436-009-0135-9.
  2. Fajardo, José & Mordecki, Ernesto, 2010, "Market symmetry in time-changed Brownian models," Finance Research Letters, Elsevier, volume 7, issue 1, pages 53-59, March.
  3. Fajardo, José & Lacerda, Ana, 2010, "Statistical arbitrage with default and collateral," Economics Letters, Elsevier, volume 108, issue 1, pages 81-84, July.
  4. Fajardo, José & Farias, Aquiles, 2010, "Derivative pricing using multivariate affine generalized hyperbolic distributions," Journal of Banking & Finance, Elsevier, volume 34, issue 7, pages 1607-1617, July.
  5. Fajardo, Jose & Blanco, Sandra, 2010, "Interação Social e o Comportamento da Investidora Brasileira," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 64, issue 3, September.
  6. Miranda, Eduardo C. & Figueiredo, Paulo N., 2010, "Dynamics of accumulation of capability for innovation: evidence from software firms in Rio de Janeiro and São Paulo," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), volume 50, issue 1, January.
  7. Foos, Daniel & Norden, Lars & Weber, Martin, 2010, "Loan growth and riskiness of banks," Journal of Banking & Finance, Elsevier, volume 34, issue 12, pages 2929-2940, December.
  8. Lars Norden & Martin Weber, 2010, "Funding Modes of German Banks: Structural Changes and their Implications," Journal of Financial Services Research, Springer;Western Finance Association, volume 38, issue 2, pages 69-93, December, DOI: 10.1007/s10693-010-0084-5.
  9. Lars Norden & Martin Weber, 2010, "Credit Line Usage, Checking Account Activity, and Default Risk of Bank Borrowers," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 10, pages 3665-3699, October.
  10. Francisco Pinto & Rogério Sobreira, 2010, "Financial innovations, crises and regulation: some assessments," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 9-23.
  11. Rogério Sobreira & Luiz Fernando de Paula, 2010, "The 2008 financial crisis and banking behavior in Brazil: the role of the prudential regulation," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 77-93.
  12. Rogério Sobreira, 2010, "General presentation: financial innovation and the 2008 financial crisis," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 3-7.

2009

  1. Carmona, Guilherme & Fajardo, José, 2009, "Existence of equilibrium in common agency games with adverse selection," Games and Economic Behavior, Elsevier, volume 66, issue 2, pages 749-760, July.
  2. Fajardo, José & Farias, Aquiles, 2009, "Multivariate affine generalized hyperbolic distributions: An empirical investigation," International Review of Financial Analysis, Elsevier, volume 18, issue 4, pages 174-184, September.
  3. Fajardo, José, 2009, "Pricing and optimality with default spreads," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 2, pages 686-692, May.
  4. Lars Norden & Martin Weber, 2009, "The Co†movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis," European Financial Management, European Financial Management Association, volume 15, issue 3, pages 529-562, June, DOI: 10.1111/j.1468-036X.2007.00427.x.

2008

  1. José Santiago Fajardo Barbachan & Aquiles Rocha de Farias & José Renato Haas Ornelas, 2008, "A Goodness-of-Fit Test with Focus on Conditional Value at Risk," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 2, pages 139-155.
  2. Fajardo, José & Mordecki, Ernesto, 2008, "Duality and Symmetry with Time-Changed Lévy Processes," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 28, issue 1, May.
  3. Figueiredo, Paulo N., 2008, "Industrial Policy Changes and Firm-Level Technological Capability Development: Evidence from Northern Brazil," World Development, Elsevier, volume 36, issue 1, pages 55-88, January.
  4. Paulo Figueiredo, 2008, "Government Policies and Sources of Latecomer Firms' Capability Building: A Learning Story from Brazil," Oxford Development Studies, Taylor & Francis Journals, volume 36, issue 1, pages 59-88, DOI: 10.1080/13600810701848177.
  5. Norden, Lars & Wagner, Wolf, 2008, "Credit derivatives and loan pricing," Journal of Banking & Finance, Elsevier, volume 32, issue 12, pages 2560-2569, December.

2006

  1. JosE Fajardo & Ernesto Mordecki, 2006, "Symmetry and duality in Levy markets," Quantitative Finance, Taylor & Francis Journals, volume 6, issue 3, pages 219-227, DOI: 10.1080/14697680600680068.
  2. Fajardo, Jose Santiago, 2006, "Equivalent Martingale Measures and Lévy Processes," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 60, issue 4, February.
  3. José Fajardo & Ernesto Mordecki, 2006, "Pricing Derivatives On Two-Dimensional Lévy Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 185-197, DOI: 10.1142/S0219024906003536.
  4. Barbachan, José Santiago Fajardo & Ornelas, José Renato Haas & de Farias, Aquiles Rocha, 2006, "Goodness-of-fit Tests Focus on Value-at-Risk Estimation," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 26, issue 2, November.

2005

  1. Fajardo, Jose, 2005, "A note on arbitrage and exogenous collateral," Mathematical Social Sciences, Elsevier, volume 50, issue 3, pages 336-341, November.
  2. Araujo, Aloisio & Fajardo, Jose & Pascoa, Mario R., 2005, "Endogenous collateral," Journal of Mathematical Economics, Elsevier, volume 41, issue 4-5, pages 439-462, August.
  3. Grunert, Jens & Norden, Lars & Weber, Martin, 2005, "The role of non-financial factors in internal credit ratings," Journal of Banking & Finance, Elsevier, volume 29, issue 2, pages 509-531, February.

2004

  1. Kaizô Iwakami Beltrão & Sonoe Sugahara Pinheiro & Francisco Eduardo Barreto De Oliveira, 2004, "Rural population and social security in Brazil: An analysis with emphasis on constitutional changes," International Social Security Review, John Wiley & Sons, volume 57, issue 4, pages 19-49, September, DOI: 10.1111/j.1468-246X.2004.00201.x.
  2. Fajardo, José & Farias, Aquiles, 2004, "Generalized Hyperbolic Distributions and Brazilian Data," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 24, issue 2, November.
  3. Norlela Ariffin & Paulo Figueiredo, 2004, "Internationalization of innovative capabilities: counter-evidence from the electronics industry in Malaysia and Brazil," Oxford Development Studies, Taylor & Francis Journals, volume 32, issue 4, pages 559-583, DOI: 10.1080/1360081042000293344.
  4. Norden, Lars & Weber, Martin, 2004, "Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements," Journal of Banking & Finance, Elsevier, volume 28, issue 11, pages 2813-2843, November.
  5. Rogério Sobreira, 2004, "Innovation financière et investissement.. Le cas de la titrisation," Innovations, De Boeck Université, volume 19, issue 1, pages 115-129.

2003

  1. Barbachan, José Santiago Fajardo, 2003, "Optimal Consumption and Investment with Lévy Processes," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 57, issue 4, October.
  2. Paulo N. Figueiredo, 2003, "Learning, capability accumulation and firms differences: evidence from latecomer steel," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 12, issue 3, pages 607-643, June.

2002

  1. Barbachan, José Fajardo, 2002, "Equilibrium in stochastic economies with incomplete financial markets," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 22, issue 1, May.
  2. Figueiredo, Paulo N., 2002, "Does technological learning pay off? Inter-firm differences in technological capability-accumulation paths and operational performance improvement," Research Policy, Elsevier, volume 31, issue 1, pages 73-94, January.

2001

  1. Francisco Eduardo Barreto De Oliveira & Kaizô Iwakami Beltrão, 2001, "Brazil:The Brazilian Social Security System," International Social Security Review, John Wiley & Sons, volume 54, issue 1, pages 101-112, DOI: 10.1111/1468-246X.00087.
  2. Barbachan, José Fajardo & Schuschny, Andrés Ricardo & Silva, André de Castro, 2001, "Lévy processes and the Brazilian market," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 21, issue 2, November.

2000

  1. Barbachan, José Fajardo, 2000, "Optimal Consumption and Investment with Hyperbolic Lévy Motion," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 20, issue 1, May.

1994

  1. Clifford M. Hurvich & Kaizo I. Beltrao, 1994, "Acknowledgement Of Priority For “Asymptotics For The Low‐Frequency Ordinates Of The Periodogram Of A Long‐Memory Time Series”," Journal of Time Series Analysis, Wiley Blackwell, volume 15, issue 1, pages 64-64, January, DOI: 10.1111/j.1467-9892.1994.tb00177.x.
  2. Clifford M. Hurvich & Kaizo I. Beltrao, 1994, "Automatic Semiparametric Estimation Of The Memory Parameter Of A Long‐Memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 15, issue 3, pages 285-302, May, DOI: 10.1111/j.1467-9892.1994.tb00194.x.

1993

  1. Clifford M. Hurvich & Kaizo I. Beltrao, 1993, "Asymptotics For The Low‐Frequency Ordinates Of The Periodogram Of A Long‐Memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 14, issue 5, pages 455-472, September, DOI: 10.1111/j.1467-9892.1993.tb00157.x.

1987

  1. Francisco Eduardo Barreto de Oliveira & Maria Helena Fernandes da T. Henriques & Kaizô Iwakami Beltrão, 1987, "The Brazilian social security system: Coverage and constraints," International Social Security Review, John Wiley & Sons, volume 40, issue 4, pages 373-385, October, DOI: 10.1111/j.1468-246X.1987.tb00985.x.

Books

2001

  1. Paulo N. Figueiredo, 2001, "Technological Learning and Competitive Performance," Books, Edward Elgar Publishing, number 2373, ISBN: ARRAY(0x95a40be0).

Chapters

2015

  1. Lars Norden & Stefan van Kampen, 2015, "The Dynamics of Trade Credit and Bank Debt in SME Finance: International Evidence," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Angus Moore & John Simon, "Small Business Conditions and Finance".

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