João Caldeira
João Caldeira
Professor of Economics, UFRGS
Verified email at ufrgs.br
Title
Cited by
Cited by
Year
Selection of a portfolio of pairs based on cointegration: A statistical arbitrage strategy
J Caldeira, GV Moura
Available at SSRN 2196391, 2013
852013
Capital structure, cash holdings and firm value: a study of Brazilian listed firms
TR Loncan, JF Caldeira
Revista Contabilidade & Finanças 25 (64), 46-59, 2014
63*2014
Knowledge-intensive innovative entrepreneurship integrating Schumpeter, evolutionary economics, and innovation systems
F Malerba, M McKelvey
Small Business Economics, 1-20, 2018
37*2018
Efficient Yield Curve Estimation and Forecasting in Brazil
JF Caldeira, GV Moura, MS Portugal
Revista EconomiA 8 (1), 2010
302010
Seleção de carteiras utilizando o modelo Fama-French-Carhart
JF Caldeira, GV Moura, AAP Santos
Revista Brasileira de Economia 67 (1), 45-65, 2013
282013
Estratégia Long-Short, Neutra ao Mercado, e Index Tracking Baseadas em Portfólios Cointegrados
JF Caldeira, MS Portugal
Revista Brasileira de Finanças 8 (4), 469-504, 2010
26*2010
Can we predict the financial markets based on Google's search queries?
MS Perlin, JF Caldeira, AAP Santos, M Pontuschka
Journal of Forecasting 36 (4), 454-467, 2017
222017
Bond portfolio optimization using dynamic factor models
JF Caldeira, GV Moura, AAP Santos
Journal of Empirical Finance 37, 128-158, 2016
22*2016
Predicting the yield curve using forecast combinations
JF Caldeira, GV Moura, AAP Santos
Computational Statistics & Data Analysis 100, 79-98, 2016
182016
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility
JF Caldeira, MP Laurini, MS Portugal
Brazilian Review of Econometrics 30 (1), 123-161, 2010
17*2010
Forecasting the US Term Structure of Interest Rates Using Nonparametric Functional Data Analysis
JÃ Caldeira, H Torrent
Journal of Forecasting 36 (1), 56-73, 2017
16*2017
Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection
LR Sant’Anna, TP Filomena, JF Caldeira
The Quarterly Review of Economics and Finance 65, 146-157, 2017
142017
Portfolio selection based on factorial heteroskedastic models: application to fund of funds
JF Caldeira, GV Moura, AAP Santos, C Tessari
RAM. Revista de Administração Mackenzie 15 (2), 127-161, 2014
14*2014
Foreign portfolio capital flows and stock returns: a study of Brazilian listed firms
TR Loncan, JF Caldeira
Estudos Econômicos (São Paulo) 45 (4), 859-895, 2015
132015
Combining multivariate volatility forecasts: an economic-based approach
JF Caldeira, GV Moura, FJ Nogales, AAP Santos
Journal of Financial Econometrics 15 (2), 247-285, 2017
122017
The role of taxes and the interdependence among corporate financial policies: Evidence from a natural experiment
JA Colombo, JF Caldeira
Journal of Corporate Finance 50, 402-423, 2018
112018
Análise de estilo dinâmica de fundos multimercados: aplicação para o mercado brasileiro
IG Schutt, JF Caldeira
Análise Econômica 34 (65), 2016
112016
Measuring risk in fixed income portfolios using yield curve models
JF Caldeira, GV Moura, AAP Santos
Computational Economics 46 (1), 65-82, 2015
102015
Selection of a portfolio of pairs based on cointegration: The brazilian case
JF Caldeira, GV Moura
Federal University of Rio Grande do Sul, Federal University of Santa …, 2012
102012
ESTIMAÇÃO DA ESTRUTURA A TERMO DA CURVA DE JUROS NO BRASIL ATRAVÉS DE MODELOS PARAMÉTRICOS E NÃO PARAMÉTRICOS
JF Caldeira
Análise Econômica 29 (55), 95-122, 2011
92011
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Articles 1–20