| Selection of a portfolio of pairs based on cointegration: A statistical arbitrage strategy J Caldeira, GV Moura Available at SSRN 2196391, 2013 | 171 | 2013 |
| Capital structure, cash holdings and firm value: a study of Brazilian listed firms TR Loncan, JF Caldeira Revista Contabilidade & Finanças 25, 46-59, 2014 | 161* | 2014 |
| 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 | 88 | 2017 |
| Bond portfolio optimization using dynamic factor models JF Caldeira, GV Moura, AAP Santos Journal of Empirical Finance 37, 128-158, 2016 | 48* | 2016 |
| Seleção de carteiras utilizando o modelo Fama-French-Carhart JF Caldeira, GV Moura, AAP Santos Revista Brasileira de Economia 67, 45-65, 2013 | 40 | 2013 |
| 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 | 37 | 2017 |
| Predicting the yield curve using forecast combinations JF Caldeira, GV Moura, AAP Santos Computational Statistics & Data Analysis 100, 79-98, 2016 | 37 | 2016 |
| 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 | 36* | 2017 |
| Efficient Yield Curve Estimation and Forecasting in Brazil JF Caldeira, GV Moura, MS Portugal Revista EconomiA 8 (1), 2010 | 36 | 2010 |
| 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 | 33 | 2018 |
| 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 | 30* | 2010 |
| Lasso-based index tracking and statistical arbitrage long-short strategies LR Sant’Anna, JF Caldeira, TP Filomena The North American Journal of Economics and Finance 51, 101055, 2020 | 28 | 2020 |
| Foreign portfolio capital flows and stock returns: a study of Brazilian listed firms TR Loncan, JF Caldeira Estudos Econômicos (São Paulo) 45, 859-895, 2015 | 28 | 2015 |
| Portfolio selection based on factorial heteroskedastic models: application to fund of funds/Selecao de carteiras com modelos fatoriais heterocedasticos: aplicacao para fundos … JF Caldeira, GV Moura, AAP Santos, C Tessari Revista de Administracao Mackenzie 15 (2), 127-162, 2014 | 24* | 2014 |
| 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 | 24* | 2010 |
| 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 | 22 | 2017 |
| Análise de estilo dinâmica de fundos multimercados: aplicação para o mercado brasileiro IG Schutt, JF Caldeira Análise Econômica. Porto Alegre. Vol. 34, n. 65 (mar. 2016), p. 101-129, 2016 | 19 | 2016 |
| 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 | 18 | 2011 |
| Forecasting the term structure of interest rates of the BRICS: Evidence from a nonparametric functional data analysis J Frois Caldeira, R Gupta, MT Suleman, HS Torrent Emerging Markets Finance and Trade 57 (15), 4312-4329, 2021 | 17 | 2021 |
| Do foreign portfolio capital flows affect domestic investment? Evidence from Brazil JA Colombo, TR Loncan, JF Caldeira International Journal of Finance & Economics 24 (2), 855-883, 2019 | 17 | 2019 |
Guilherme MouraProfessor at Federal University of Santa Catarina - BrazilVerified email at ufsc.br
