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Publications

by members of

Pontifícia Universidade Católica do Rio de Janeiro → Escola de Negócios (IAG)

Pontifical Catholic University of Rio de Janeiro → Business School

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. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2017

  1. Flávio de Freitas Val & Wagner Piazza Gaglianone & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto, 2017, "Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model," Working Papers Series, Central Bank of Brazil, Research Department, number 463, Sep.
  2. Alessandra Pasqualina Viola & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Wagner Piazza Gaglianone, 2017, "Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression," Working Papers Series, Central Bank of Brazil, Research Department, number 466, Nov.

Journal articles

2021

  1. Cunha, Felipe Arias Fogliano de Souza & Meira, Erick & Orsato, Renato J. & Klotzle, Marcelo Cabus & Lucena, André F.P., 2021, "Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101700.
  2. do Nascimento Junior, Arnaldo João & Klotzle, Marcelo Cabus & Brandão, Luiz Eduardo T. & Pinto, Antonio Carlos Figueiredo, 2021, "Prospect theory and narrow framing bias: Evidence from emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 90-101, DOI: 10.1016/j.qref.2021.01.016.
  3. dos Santos, Marcelo Bittencourt Coelho & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo, 2021, "The impact of political risk on the currencies of emerging markets," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101375.

2020

  1. Felipe Arias Fogliano de Souza Cunha & Erick Meira de Oliveira & Renato J. Orsato & Marcelo Cabus Klotzle & Fernando Luiz Cyrino Oliveira & Rodrigo Goyannes Gusmão Caiado, 2020, "Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets," Business Strategy and the Environment, Wiley Blackwell, volume 29, issue 2, pages 682-697, February, DOI: 10.1002/bse.2397.
  2. Leite, André Luis & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique, 2020, "The Fama-French’s five-factor model relation with interest rates and macro variables," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101197.
  3. de Oliveira, Erick Meira & Cunha, Felipe Arias Fogliano de Souza & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Maçaira, Paula Medina, 2020, "On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101505.
  4. Júnior, Gerson de Souza Raimundo & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo, 2020, "Analyzing herding behavior in commodities markets – an empirical approach," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.08.033.
  5. Palazzi, Rafael Baptista & Figueiredo Pinto, Antonio Carlos & Klotzle, Marcelo Cabus & De Oliveira, Erick Meira, 2020, "Can we still blame index funds for the price movements in the agricultural commodities market?," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 84-93, DOI: 10.1016/j.iref.2019.10.001.
  6. Gerson De Souza Raimundo Júnior & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & André Luis Leite, 2020, "Political risk, fear, and herding on the Brazilian stock exchange," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 9, pages 759-763, May, DOI: 10.1080/13504851.2019.1645271.

2019

  1. Paulo Vitor Jordão da Gama Silva & Augusto F.C. Neto & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo pinto & Leonardo Lima Gomes, 2019, "Does the cryptocurrency market exhibits feedback trading?," Economics Bulletin, AccessEcon, volume 39, issue 4, pages 2830-2838.
  2. da Gama Silva, Paulo Vitor Jordão & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gomes, Leonardo Lima, 2019, "Herding behavior and contagion in the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 41-50, DOI: 10.1016/j.jbef.2019.01.006.
  3. Viola, Alessandra Pasqualina & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique, 2019, "Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 251-263, DOI: 10.1016/j.ribaf.2018.08.002.

2018

  1. Michael E Araki & Marcelo Cabus Klotzle & Antonio C. F. Pinto, 2018, "Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries," Economics Bulletin, AccessEcon, volume 38, issue 3, pages 1476-1484.
  2. Leite, André Luis & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silva, Aldo Ferreira, 2018, "Size, value, profitability, and investment: Evidence from emerging markets," Emerging Markets Review, Elsevier, volume 36, issue C, pages 45-59, DOI: 10.1016/j.ememar.2018.04.006.
  3. da Silva, Raphael Braga & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Motta, Luiz Felipe Jacques, 2018, "R&D investment and risk in Brazil," Global Finance Journal, Elsevier, volume 35, issue C, pages 106-114, DOI: 10.1016/j.gfj.2017.08.003.
  4. Flávio de Freitas Val & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Claudio Henrique da Silveira Barbedo, 2018, "Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 11, pages 2577-2595, September, DOI: 10.1080/1540496X.2017.1364622.

2017

  1. de Freitas Val, Flávio & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gaglianone, Wagner Piazza, 2017, "Estimating the credibility of Brazilian monetary policy using a Kalman filter approach," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 37-53, DOI: 10.1016/j.ribaf.2017.04.014.
  2. Lobel, Robert Eugene & Klotzle, Marcelo Cabus & Silva, Paulo Vitor Jordão da Gama & Pinto, Antonio Carlos Figueiredo, 2017, "Prospect theory: A parametric analysis of functional forms in Brazil," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), volume 57, issue 5, October.

2016

  1. Coelho dos Santos, Marcelo Bittencourt & Klotzle, Marcelo Cabus & Figueiredo Pinto, Antonio Carlos, 2016, "Evidence of risk premiums in emerging market carry trade currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 103-115, DOI: 10.1016/j.intfin.2016.04.012.
  2. Mario Domingues de Paula Simões & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Leonardo Lima Gomes, 2016, "Electricity prices forecast analysis using the extreme value theory," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 5, issue 1, pages 1-22.

2015

  1. Alex Sandro Monteiro De Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2015, "Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 3, pages 394-437.
  2. da Silva, Raphael Braga & Klotzle, Marcelo Cabus & Figueiredo, Antonio Carlos & da Motta, Luiz Felipe Jacques, 2015, "Innovative intensity and its impact on the performance of firms in Brazil," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 1-16, DOI: 10.1016/j.ribaf.2014.11.001.
  3. Vinicius Mothé Maia & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2015, "Smoothing the volatility smile using the Corrado-Su model," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 4, issue 2, pages 180-194.

2013

  1. Alex Sandro Monteiro de Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2013, "Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 4, pages 455-479.
  2. Narat Charupat & Richard Deaves & Travis Derouin & Marcelo Klotzle & Peter Miu, 2013, "Emotional balance and probability weighting," Theory and Decision, Springer, volume 75, issue 1, pages 17-41, July, DOI: 10.1007/s11238-012-9348-x.

2012

  1. Marcelo Cabus Klotzle & Leonardo Lima Gomes & Luiz Eduardo Teixeira Brandão & Antonio Carlos Figueiredo Pinto, 2012, "Development of a Behavioral Performance Measure," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 3, pages 395-416.
  2. Paulo Vitor Jordão Da Gama Silva & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2012, "Autocall structured products: a case study of Vale S.A," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 3, issue 1, pages 71-90.

2011

  1. Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Mario Domingues Simões & Leonardo Lima Gomes, 2011, "Hedge Effectiveness in the Brazilian US Dollar Futures Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 3, pages 365-382.

2010

  1. Elton Tizziani & Marcelo Cabus Klotzle & Walter Lee Ness Jr. & Luiz Felipe Motta, 2010, "The Disposition Effect in the Brazilian Equity Fund Industry," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 383-416.

2008

  1. Mariana Felix Teixeira & Marcelo Cabus Klotzle & Walter Lee Ness, 2008, "Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 1, pages 49-67.

2002

  1. Marcelo Cabus Klotzle, 2002, "Alianças estratégicas: conceito e teoria," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, volume 6, issue 1, pages 85-104.

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