Diniz Maganini, Natalia; Rasheed, Abdula and Hua Sheng, Hsia. Exchange Rate Regimes and Price Efficiency: Empirical Examination of the Impact of Financial Crisis. Journal of International Financial Markets Institutions & Money, v. 2, p. 101361, 2021. (doi)

Bampi, R; Colombo, J. A. Heterogeneous effects of foreign exchange appreciation on industrial output: Evidence from disaggregated manufacturing data. The Quarterly Review of Economics and Finance, v. 80, p. 431-451, 2021. (doi)

Souza Neto, A. C. N; Sampaio, J. O & Flores, E. S. Alterações de CEOs e o gerenciamento de resultados contábeis no Brasil. Revista Brasileira de Finanças (IMPRESSO), v. 19, p. 98, 2021. (doi)

Flores, Eduardo; Carvalho, J; Sampaio, J. O. Impact of interest rates on the life insurance market development: Cross-country evidence. Research in International Business and Finance, v. 58, p. 101444, 2021. (doi)

Pizzinga, Adrian & Fernandes, Marcelo. Extension to the invariance property of maximum likelihood estimation for affine-transformed state space models. Journal of Time Series Analysis (Online), v. 42, p. 355-371, 2021. (doi)

Gala, Paulo Sérgio de Oliveira Simões; Zagato, L; Pinheiro, F; Hartman, D. Why did some countries catch-up, while others got stuck in the middle? Stages of productive sophistication and smart industrial policies. Structural Change and Economic Dynamics, v. 58, p. 1, 2021. (doi)

Pereira, Gustavo M. L; Colombo, Jéfferson & Figueiredo, Otavio H. S. Market Reaction to Political Risk: Evidence From the 2018 Brazilian Presidential Election. Latin American Business Review, 2021. (doi)

Fernandes, Marcelo; Guerre, Emmanuel and Horta, Eduardo. Suavizando regressões de Quantis. Journal of Business Economics and Statistics, 39 (1), 338-357, 2021. (doi)

Fernandes, Marcelo & Scherrer, Mabel Cristina. The effect of voting rigths on firm value. International Review of Finance 21, 1106-1111, 2021. (doi)

Trucios, C; Mazzeu, J. H. G; Hallin, M; Hotta, Luiz; Valls Pereira, Pedro L and Herencia, M. E. Z. Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach. Journal of Business & Economic Statistics, p. 1-35, 2021. (doi)

Colombo, Jéfferson Augusto & Neto, Oswaldo Donatelli. O impacto de criptomoedas na performance de carteiras multiativos: Evidências para o Brasil. Brazilian Review of Finance, 19(4), 86-129, 2021. (pdf)

Costa, M. G.; Marçal, E. F. Deviations from Covered Interest Parity: The Role Played by Fundamentals, Financial and Political Turmoils and Market Frictions. Revista Brasileira de Finanças (Impresso), v. 19, p. 91-121, 2021. (doi)

Godinho, Renato Martins; Marçal, Emerson Fernandes & Mendonça, Diogo de Prince. Sustentabilidade da conta corrente dos EUA e do Brasil e o papel da diferença entre as taxas de retorno de ativos e passivos externos. Revista de Economia Aplicada, v. 25, p. 165-190, 2021. (doi)

Bitu, Otavio; Chague, Fernando; Giovannetti, Bruno and Hamdan, Tomaz. Retorno esperado dos COEs. Revista Brasileira de Finanças (Impresso), v. 19, p. 1-26, 2021. (doi)

Hordones, Cristiano & Sanvicente, Antonio Zoratto . Structure, market power, and profitability: evidence from the banking sector in Latin America. Revista Contabilidade & Finanças (online), v. 32, p. 126-142, 2021. (doi)

Castro, F. Henrique & Guzella, M. S. Individual investor attention and the predictability of stock market volatility and returns. ECONOMICS BULLETIN, v. 41, p. 1418-1424, 2021. (doi)