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Artigo de periodico
Public debt and corporate debt: is there a crowding out effect in Brazil? (2025)
Hoerlle, Carlos Stahlhoefer; Kayo, Eduardo Kazuo
Source: Finance Research Letters. Unidade: FEA
Subjects: DÍVIDA PÚBLICA, FINANÇAS DAS EMPRESAS
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ABNT
HOERLLE, Carlos Stahlhoefer e KAYO, Eduardo Kazuo. Public debt and corporate debt: is there a crowding out effect in Brazil?. Finance Research Letters, v. 74, 2025Tradução . . Acesso em: 14 fev. 2026.
APA
Hoerlle, C. S., & Kayo, E. K. (2025). Public debt and corporate debt: is there a crowding out effect in Brazil? Finance Research Letters, 74. doi:10.1016/j.frl.2025.106758
NLM
Hoerlle CS, Kayo EK. Public debt and corporate debt: is there a crowding out effect in Brazil? Finance Research Letters. 2025 ; 74[citado 2026 fev. 14 ]
Vancouver
Hoerlle CS, Kayo EK. Public debt and corporate debt: is there a crowding out effect in Brazil? Finance Research Letters. 2025 ; 74[citado 2026 fev. 14 ]
Artigo de periodico
When climate extremes shake equity markets: evidence from multifractal analysis (2025)
Maciel, Leandro dos Santos ; Kayo, Eduardo Kazuo
Source: Finance Research Letters. Unidade: FEA
Subjects: MERCADO FINANCEIRO, MUDANÇA CLIMÁTICA, DESASTRES NATURAIS, ECONOMETRIA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MACIEL, Leandro dos Santos e KAYO, Eduardo Kazuo. When climate extremes shake equity markets: evidence from multifractal analysis. Finance Research Letters, v. no 2025, 2025Tradução . . Disponível em: https://www.sciencedirect.com/science/article/pii/S1544612325023542/pdfft?md5=8424d13a07774577b89264ece5c740dc&pid=1-s2.0-S1544612325023542-main.pdf. Acesso em: 14 fev. 2026.
APA
Maciel, L. dos S., & Kayo, E. K. (2025). When climate extremes shake equity markets: evidence from multifractal analysis. Finance Research Letters, no 2025. doi:10.1016/j.frl.2025.109105
NLM
Maciel L dos S, Kayo EK. When climate extremes shake equity markets: evidence from multifractal analysis [Internet]. Finance Research Letters. 2025 ; no 2025[citado 2026 fev. 14 ] Available from: https://www.sciencedirect.com/science/article/pii/S1544612325023542/pdfft?md5=8424d13a07774577b89264ece5c740dc&pid=1-s2.0-S1544612325023542-main.pdf
Vancouver
Maciel L dos S, Kayo EK. When climate extremes shake equity markets: evidence from multifractal analysis [Internet]. Finance Research Letters. 2025 ; no 2025[citado 2026 fev. 14 ] Available from: https://www.sciencedirect.com/science/article/pii/S1544612325023542/pdfft?md5=8424d13a07774577b89264ece5c740dc&pid=1-s2.0-S1544612325023542-main.pdf
Artigo de periodico
Financial constraints and firm efficiency: further empirical evidence (2025)
Kalatzis, Aquiles Elie Guimarães ; Martins-Filho, Carlos; Ribeiro, Antônio C.H.
Source: Finance Research Letters. Unidade: EESC
Assunto: FINANÇAS DAS EMPRESAS
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ABNT
KALATZIS, Aquiles Elie Guimarães e MARTINS-FILHO, Carlos e RIBEIRO, Antônio C.H. Financial constraints and firm efficiency: further empirical evidence. Finance Research Letters, v. 72, 2025Tradução . . Disponível em: http://dx.doi.org/10.1016/j.frl.2024.106524. Acesso em: 14 fev. 2026.
APA
Kalatzis, A. E. G., Martins-Filho, C., & Ribeiro, A. C. H. (2025). Financial constraints and firm efficiency: further empirical evidence. Finance Research Letters, 72. doi:10.1016/j.frl.2024.106524
NLM
Kalatzis AEG, Martins-Filho C, Ribeiro ACH. Financial constraints and firm efficiency: further empirical evidence [Internet]. Finance Research Letters. 2025 ; 72[citado 2026 fev. 14 ] Available from: http://dx.doi.org/10.1016/j.frl.2024.106524
Vancouver
Kalatzis AEG, Martins-Filho C, Ribeiro ACH. Financial constraints and firm efficiency: further empirical evidence [Internet]. Finance Research Letters. 2025 ; 72[citado 2026 fev. 14 ] Available from: http://dx.doi.org/10.1016/j.frl.2024.106524
Artigo de periodico
When timing matters: regime-dependent delays in exchange rate fundamentals (2025)
Oliveira, Lucas M. ; Alencar, Airlane Pereira
Source: Finance Research Letters. Unidade: IME
Subjects: CÂMBIO (ECONOMIA), MODELOS EM SÉRIES TEMPORAIS, ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
OLIVEIRA, Lucas M. e ALENCAR, Airlane Pereira. When timing matters: regime-dependent delays in exchange rate fundamentals. Finance Research Letters, v. 86, n. artigo 108941, p. 1-9, 2025Tradução . . Disponível em: https://doi.org/10.1016/j.frl.2025.108941. Acesso em: 14 fev. 2026.
APA
Oliveira, L. M., & Alencar, A. P. (2025). When timing matters: regime-dependent delays in exchange rate fundamentals. Finance Research Letters, 86( artigo 108941), 1-9. doi:10.1016/j.frl.2025.108941
NLM
Oliveira LM, Alencar AP. When timing matters: regime-dependent delays in exchange rate fundamentals [Internet]. Finance Research Letters. 2025 ; 86( artigo 108941): 1-9.[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2025.108941
Vancouver
Oliveira LM, Alencar AP. When timing matters: regime-dependent delays in exchange rate fundamentals [Internet]. Finance Research Letters. 2025 ; 86( artigo 108941): 1-9.[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2025.108941
Artigo de periodico
The two faces of subsidized loans (2023)
Kayo, Eduardo Kazuo ; Silva, Walter Eclache da; Martelanc, Roy
Source: Finance Research Letters. Unidade: FEA
Subjects: BANCO DE DESENVOLVIMENTO, POLÍTICA DE CRÉDITO, CAPITAL (ECONOMIA)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KAYO, Eduardo Kazuo e SILVA, Walter Eclache da e MARTELANC, Roy. The two faces of subsidized loans. Finance Research Letters, 2023Tradução . . Disponível em: https://doi.org/10.1016/j.frl.2023.104149. Acesso em: 14 fev. 2026.
APA
Kayo, E. K., Silva, W. E. da, & Martelanc, R. (2023). The two faces of subsidized loans. Finance Research Letters. doi:10.1016/j.frl.2023.104149
NLM
Kayo EK, Silva WE da, Martelanc R. The two faces of subsidized loans [Internet]. Finance Research Letters. 2023 ;[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2023.104149
Vancouver
Kayo EK, Silva WE da, Martelanc R. The two faces of subsidized loans [Internet]. Finance Research Letters. 2023 ;[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2023.104149
Artigo de periodico
The impact of the Russia-Ukraine conflict on market efficiency: evidence for the developed stock market (2022)
Gaio, Luiz Eduardo ; Stefanelli, Nelson Oliveira ; Pimenta Júnior, Tabajara ; Bonacim, Carlos Alberto Grespan ; Gatsios, Rafael Confetti
Source: Finance Research Letters. Unidade: FEARP
Subjects: MERCADO FINANCEIRO, CONFLITOS INTERNACIONAIS, CRISE FINANCEIRA, ECONOMIA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GAIO, Luiz Eduardo et al. The impact of the Russia-Ukraine conflict on market efficiency: evidence for the developed stock market. Finance Research Letters, v. 50, p. 1-7, 2022Tradução . . Disponível em: https://doi.org/10.1016/j.frl.2022.103302. Acesso em: 14 fev. 2026.
APA
Gaio, L. E., Stefanelli, N. O., Pimenta Júnior, T., Bonacim, C. A. G., & Gatsios, R. C. (2022). The impact of the Russia-Ukraine conflict on market efficiency: evidence for the developed stock market. Finance Research Letters, 50, 1-7. doi:10.1016/j.frl.2022.103302
NLM
Gaio LE, Stefanelli NO, Pimenta Júnior T, Bonacim CAG, Gatsios RC. The impact of the Russia-Ukraine conflict on market efficiency: evidence for the developed stock market [Internet]. Finance Research Letters. 2022 ; 50 1-7.[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2022.103302
Vancouver
Gaio LE, Stefanelli NO, Pimenta Júnior T, Bonacim CAG, Gatsios RC. The impact of the Russia-Ukraine conflict on market efficiency: evidence for the developed stock market [Internet]. Finance Research Letters. 2022 ; 50 1-7.[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2022.103302
Artigo de periodico
The relationship between economic policy uncertainty and corporate leverage: evidence from Brazil (2021)
Schwarz, Lucas Allan Diniz; Dalmacio, Flávia Zóboli
Source: Finance Research Letters. Unidade: FEARP
Subjects: CAPITAL (ECONOMIA), POLÍTICA ECONÔMICA, FINANÇAS DAS EMPRESAS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SCHWARZ, Lucas Allan Diniz e DALMACIO, Flávia Zóboli. The relationship between economic policy uncertainty and corporate leverage: evidence from Brazil. Finance Research Letters, v. 40, 2021Tradução . . Disponível em: https://doi.org/10.1016/j.frl.2020.101676. Acesso em: 14 fev. 2026.
APA
Schwarz, L. A. D., & Dalmacio, F. Z. (2021). The relationship between economic policy uncertainty and corporate leverage: evidence from Brazil. Finance Research Letters, 40. doi:10.1016/j.frl.2020.101676
NLM
Schwarz LAD, Dalmacio FZ. The relationship between economic policy uncertainty and corporate leverage: evidence from Brazil [Internet]. Finance Research Letters. 2021 ; 40[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2020.101676
Vancouver
Schwarz LAD, Dalmacio FZ. The relationship between economic policy uncertainty and corporate leverage: evidence from Brazil [Internet]. Finance Research Letters. 2021 ; 40[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2020.101676
Artigo de periodico
Enhanced index tracking optimal portfolio selection (2016)
Paulo, Wanderlei Lima de ; Oliveira, Estela Mara de; Costa, Oswaldo Luiz do Valle
Source: Finance Research Letters. Unidades: FEA, EP
Subjects: RASTREAMENTO, PORTFÓLIOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
PAULO, Wanderlei Lima de e OLIVEIRA, Estela Mara de e COSTA, Oswaldo Luiz do Valle. Enhanced index tracking optimal portfolio selection. Finance Research Letters, v. 16, p. 93-102, 2016Tradução . . Disponível em: https://doi.org/10.1016/j.frl.2015.10.005. Acesso em: 14 fev. 2026.
APA
Paulo, W. L. de, Oliveira, E. M. de, & Costa, O. L. do V. (2016). Enhanced index tracking optimal portfolio selection. Finance Research Letters, 16, 93-102. doi:10.1016/j.frl.2015.10.005
NLM
Paulo WL de, Oliveira EM de, Costa OL do V. Enhanced index tracking optimal portfolio selection [Internet]. Finance Research Letters. 2016 ; 16 93-102.[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2015.10.005
Vancouver
Paulo WL de, Oliveira EM de, Costa OL do V. Enhanced index tracking optimal portfolio selection [Internet]. Finance Research Letters. 2016 ; 16 93-102.[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2015.10.005
Artigo de periodico
Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies (2016)
Santos, Marco Aurélio dos; Fávero, Luiz Paulo Lopes ; Distadio, Luiz Fernando
Source: Finance Research Letters. Unidade: FEA
Subjects: FINANCIAMENTO, ECONOMIA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SANTOS, Marco Aurélio dos e FÁVERO, Luiz Paulo Lopes e DISTADIO, Luiz Fernando. Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies. Finance Research Letters, v. 16, p. 179-189, 2016Tradução . . Disponível em: https://doi.org/10.1016/j.frl.2015.11.002. Acesso em: 14 fev. 2026.
APA
Santos, M. A. dos, Fávero, L. P. L., & Distadio, L. F. (2016). Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies. Finance Research Letters, 16, 179-189. doi:10.1016/j.frl.2015.11.002
NLM
Santos MA dos, Fávero LPL, Distadio LF. Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies [Internet]. Finance Research Letters. 2016 ; 16 179-189.[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2015.11.002
Vancouver
Santos MA dos, Fávero LPL, Distadio LF. Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies [Internet]. Finance Research Letters. 2016 ; 16 179-189.[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2015.11.002
Artigo de periodico
A common jump factor stochastic volatility model (2015)
Laurini, Marcio Poletti ; Mauad, Roberto Baltieri
Source: Finance Research Letters. Unidade: FEARP
Subjects: ANÁLISE ESTOCÁSTICA, CÂMBIO (ECONOMIA), ANÁLISE MULTIVARIADA, MERCADO FINANCEIRO, CRISE FINANCEIRA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LAURINI, Marcio Poletti e MAUAD, Roberto Baltieri. A common jump factor stochastic volatility model. Finance Research Letters, v. 12, p. 2-10, 2015Tradução . . Disponível em: https://doi.org/10.1016/j.frl.2014.12.009. Acesso em: 14 fev. 2026.
APA
Laurini, M. P., & Mauad, R. B. (2015). A common jump factor stochastic volatility model. Finance Research Letters, 12, 2-10. doi:10.1016/j.frl.2014.12.009
NLM
Laurini MP, Mauad RB. A common jump factor stochastic volatility model [Internet]. Finance Research Letters. 2015 ; 12 2-10.[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2014.12.009
Vancouver
Laurini MP, Mauad RB. A common jump factor stochastic volatility model [Internet]. Finance Research Letters. 2015 ; 12 2-10.[citado 2026 fev. 14 ] Available from: https://doi.org/10.1016/j.frl.2014.12.009

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