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XXVI Encontro Brasileiro de Finanças • SBFin
Artigos Aceitos
Artigos Aceitos
EBFin 2026
Artigos aceitos para apresentação no EBFin 2026
Tipo de apresentação
Áreas temáticas — Apresentação Oral
Áreas temáticas — E-Poster
Inscrição obrigatória para autores apresentadores
Todos os autores com artigos aprovados para apresentação deverão realizar a inscrição até 25 de maio de 2026.
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As bolsas serão concedidas conforme disponibilidade orçamentária.
Apresentação Oral
Organizados por área temática
1. Apreçamento de Ativos
ID 512362
VIX Futures Term-Structure and Currency Returns
ID 512363
Covariance Implied Risk Factors
ID 512719
Factor Zoo Revisited: Multiple Testing, Hierarchical Modeling, and Out-of-Sample Evidence
ID 512922
Sustainability and Climate Risk Exposure in Brazil
ID 513736
Overpriced Treasury Auctions
ID 513754
Portfolio Allocation under Sovereign Risk: Evidence from Brazil
ID 514119
Conditional Expected Option Returns
ID 514262
Greenium in the Primary Market for Brazilian Debentures
ID 514321
The Predictive Power of Credit Spreads in Return and Risk
ID 514828
Hedging Against Uncertainty: Economic Policy Uncertainty and Household Asset Financing
ID 514834
Which Bonds Characteristics Matter? Evidence from Retail Investors
ID 515187
Liquidity Premium Around FOMC Announcements
ID 515322
Expectativas de Inflação e Sensibilidade do Mercado Acionário Brasileiro
ID 516113
Accidental Market Makers
ID 516121
Smart Money em Fundos de Renda Fixa no Brasil
ID 516131
Spatial risk premia in residential real estate
ID 516197
Upside risk and return timing in Bitcoin
ID 516200
Semivolatility-managed portfolios
ID 516210
Forecasting BRL/USD with a Quanto Risk Premium
ID 516250
Precificando Criptomoedas: uma Aplicação de Modelos GAMLSS
ID 516310
Atributos do relatório de auditoria independente e risco: evidências no Brasil
2. Econometria Financeira
ID 512897
Regularized Wishart Stochastic Volatility for High-Dimensional Covariance Forecasting
ID 513382
Symmetry Breaking and Chimera States: A New Taxonomy of Amalgams in Complex Financial Networks
ID 514057
Risk-Budgeted Mean-Variance Portfolios
ID 514612
Pix, Formalização e Emprego: Evidências Causais para os Municípios Brasileiros
ID 514631
Vine Copula and EVT Jittering for Operational Risk Capital
ID 514678
Investor ESG Sentiment and Stock Returns: Media Coverage's Mediating Role
ID 514764
A Forest Full of Risk Forecasts for Managing Volatility
ID 514787
Machine Learning no risco de crédito: Capital de Giro e PRONAMPE
ID 515117
Medindo risco de manipulação em ações via web app Shiny
ID 515145
Term Structure Modelling and Forecasting with Neural Structured State-Space Models
ID 515207
Fast Bayesian Estimation of Rough Stochastic Volatility Models
ID 515361
Time-varying bias-corrected average forecast
ID 515709
Implied Impermanent Loss for Concentrated Liquidity
ID 515840
Nonparametric Autoregressive Copula Forecasting via Boundary-Reflected Kernel Estimation
ID 515926
Pricing Liquidity Risk in Stablecoins
ID 516057
Alocação prospectiva de capital de solvência usando combinações preditivas cópulas-ondaletas
ID 516061
Analisando dinâmica do risco de contágio via modelos cópulas-ondaletas assimétricos
ID 516109
Which factors drive downside risk in the US Economy?
ID 516114
Fast and Slow Level Shifts in Intraday Stochastic Volatility
ID 516146
Gaussian Process Mixture Model: A Covariate-Dependent Bayesian Nonparametric Approach
ID 516172
The Impact of Information and Communication Technologies on Banks, Credit, and Savings: An Examination of Brazil
ID 516198
Spectral Risk Factors and the Limits of Spanability
ID 516201
Modelagem conjunta de risco de taxas de juros de cartões de crédito: Rotativo vs. Parcelado via Marginais, Cópulas e Simulação de Monte Carlo
ID 516251
Common Volatility in Emerging Markets: Sources and Spillovers
ID 516271
Incerteza e Retornos Setoriais: Evidências para o Brasil.
ID 516276
Wavelet-based Multiscale Approach in High-Dimensional Forecasting Models
ID 516312
Disentangling Investor Behavior in Bitcoin Bubbles: Sentiment, Price Expectations, and Nonlinear Dynamics
ID 516316
Previsibilidade de Preços Futuros de Soja com Machine Learning
3. Engenharia Financeira
ID 511141
Maturity Risk for Variational Hedge with Composed Risk Measure
ID 511144
Robust Replicating Portfolio via Risk-Averse Stochastic Optimization
ID 515697
Real Options in Agricultural Commodities via Bayesian MCMC
ID 516132
Why Trade an Unpredictable FX Market?
ID 516244
Semi-Analytical Latency-Aware Distributional Inference for Limit Order Books
4. Finanças Corporativas e Bancárias
ID 510914
When can Elected Politicians Reward their Connected Firms? The Contingent Role of Access to Unelected Government Staff
ID 511829
ESG and Financial Resilience: Evidence from BRICS Stock Markets
ID 511830
Busy Directors and Compensation Effects on Firm Performance and Resilience
ID 512359
Product Life Cycle Heterogeneity in the Transmission of Uncertainty
ID 514242
Female Skin in the Game: Bridging the Gender Financing Gap
ID 514535
Measuring Financial Restrictions of Brazilian Private Firms with Microdata: A Contract Theory Approach
ID 514597
Does Distance Still Matter in Banking? Evidence from Local Credit Markets in Brazil
ID 514603
Seca e risco de crédito: evidência em hidrelétricas na Amazônia
ID 514616
Fast Payment Systems and Deposit Dynamics: Evidence from Brazil’s Pix
ID 514635
O impacto da securitização na liquidez dos bancos no Brasil
ID 514642
On-Lending and Interest Rate Risk in Brazilian Banks
ID 514695
The Capital Structure Determinants of REITs
ID 514905
Beyond Tokenism: How Female Presence Redefines Governance and ESG Disclosure
ID 515171
ESG, Capital Structure, and Financial Performance of brazilian listed companies
ID 515295
Credit Supply Shocks and Their Moderating Effects on Employment and Wages in Brazil
ID 515349
Assessing the influence of the Internet on Portfolio Risk in Microfinance Institutions
ID 515373
Cutting Switching Costs in Credit Markets: The Impact of Brazil's 2014 Loan Portability Reform
ID 515391
It’s Only Words? ESG Disclosure and Corporate Sustainability in Brazil
ID 515723
Sports Gambling in Brazil: Evidence From Real Bets
ID 515802
Barter Financing in Agriculture: A Nash Bargaining Framework
ID 515841
The Price of Sustainability: Green Bond Premium in Brazil
ID 515852
Ownership Structure and Equity Issuance: An Analysis of the Brazilian Firm
ID 515858
Digital Transformation and Financial Inclusion: The Case of Instant Payments in Brazil
ID 515874
Disciplined Managers, Rewarded Firms: Agency Costs and Dividend Taxation
ID 515938
Corporate Sustainable Bonds in Brazil: Market Reactions and Spillover Effects
ID 516002
Private credit gaps: a driver of banking instability in Brazil?
ID 516119
The Take-up of Digital Programs: Evidence from Brazil
ID 516134
Justiça atrasada não é justiça: produtividade judicial e crédito bancário
ID 516169
ESG Practices and North American Firm Value: Shared Value & Innovation Culture as Moderators (2016–2024)
ID 516170
Asymmetric information, search frictions and intermediation in car loans
ID 516240
Framing Effects in Investor Risk Profiling: Experimental Evidence from Brazil
ID 516281
Do Issuance Discounts Hurt in Brazilian Real Estate Funds?
ID 516289
ESG changes and credit rating revisions during the COVID-19 pandemic
ID 516326
Gases de efeito estufa, incerteza da política climática e desempenho
ID 516332
Earnings Call Sentiment and Stock Returns in Brazil
ID 516338
Investidores a Fundo
ID 516352
Loan Growth and Forward-Looking Loss Recognition: How Banks React to an Increase in Credit Risk
ID 516355
Enforcement Regulatório e Reações de Mercado em Companhias Abertas Brasileiras
ID 516358
Loan Growth and Forward-Looking Loss Recognition: How Banks React from an Increase in Credit Risk
ID 516361
Fiscalização Ambiental e Retornos Acionários Anormais: Evidência Causal do Brasil
5. Macrofinanças
ID 512085
Macroeconomics and the Stock Market in Brazil: New Evidence from Dynamic Bayesian Networks
ID 512360
Market Expectations and the Credibility of Monetary Policy
ID 512714
Determinants of the Risk Premium in Brazilian Nominal Interest Rates
ID 512716
Macroeconomic Drivers of Brazil's Yield Curve
ID 513499
Regime-dependent dynamics of the brazilian yield curve
ID 514041
Fear of Floating: Welfare Costs of Monetary Responses in Brazil
ID 514053
Constructing a Forward-Looking Core Inflation Measure for Brazil
ID 514327
Beyond “Greenflation”: Heterogeneous Price Dynamics in Critical Mineral Markets
ID 514543
Fiscal Spending News, the Cost of Capital, and Corporate Investment
ID 514690
Macro Takes Time: Term Structure of Risk Premia in Bonds and Currencies
ID 514881
Moderação governamental regional no desempenho de empresas exportadoras brasileiras
ID 515012
Value Factor and Idiosyncratic Labor Income Risk
ID 515506
What Did the Fed Really Say? Evidence from Global Equities
ID 515564
Attention to Macroeconomic Announcements: The Impact of Surprises on Brazilian Financial Markets
ID 515738
When Does Central Bank Communication Matter? Textual Information, Dynamics, Regularization
ID 515818
Transmissão da política monetária no Brasil baseada nas transformadas wavelet
ID 516045
Who Bears Oil Price Risk? Fuel-Pricing Rules and Sovereign Risk Reallocation in an Emerging Market
ID 516152
Beyond Carry Trades: Tax-Induced FX Overhedging and Macroprudential Responses in Brazil
ID 516158
Testing and Modeling Speculative Oil Price Bubbles: US and Global Markets
ID 516203
Financial Conditions and Economic Activity in Brazil: Supervised Machine Learning
ID 516215
Crédito direcionado e efeitos reais sobre as firmas: evidências do FNE com DID de múltiplos períodos
ID 516234
Curva de Juros como Indicador de Recessão Econômica no Brasil
ID 516262
Choques de oferta e repasse de custos na indústria brasileira
ID 516307
The Role of Fiscal Sentiment in Brazil’s Yield Curve
ID 516321
Fiscal rules and the neutral interest rate in Brazil
ID 516325
Market Positioning and Exchange Rates
ID 516341
Geopolitical Risk and Sectoral Heterogeneity in the Brazilian Stock Exchange
Apresentações em E-Poster
Organizados por área temática
1. Apreçamento de Ativos
ID 514835
Asset Pricing Models and Portfolio Selection: A Pragmatic Approach
ID 516141
Auctions Cycles and Price Dynamics: Evidence of the V-Shape Effect in Brazilian Treasury Bond Auctions
ID 516258
Macroeconomia e B3: aplicação de árvores de decisão na seleção dos setores econômicos
ID 516337
Stacked Generalization na Previsão de Retornos na B3
2. Econometria Financeira
ID 512086
Mapping the Brazilian Stock Market: Insights from Complex Networks Analysis
ID 514545
Dependence Structure Between Crypto-Asset ETFs and Other Financial Assets
ID 515447
Atenção digital e rompimentos de mercado evidências com influenciadores no Brasil
ID 515646
Determinantes dos Preços da Cesta Básica nas Capitais Brasileiras: Modelo Threshold em Painel
ID 516149
Large-dimensional portfolio selection in Brazil: an empirical study
ID 516207
Text-Based Financial Stress and Sovereign Risk in Brazil
ID 516335
Loan Renegotiation and Firm Performance: Evidence from a Brazilian Public Development Fund
3. Engenharia Financeira
ID 516349
Custo Econômico da Instabilidade: Regularização, Fricções e Mercado Brasileiro
4. Finanças Corporativas e Bancárias
ID 512742
The use of AI in 10-K Filings
ID 513393
Inconsistências Fundamentalistas e Mudanças de Regime Financeiro por Visões de Indicadores Dinâmicos
ID 513436
Risco, Retorno e Arrependimento: Uma Comparação entre Abordagens Clássicas e Comportamentais na Seleção de Carteiras
ID 514713
Cooperativas de Crédito como Amortecedores do Ciclo Econômico: Evidências Empíricas de Comportamento Contracíclico e Risco no Sistema Financeiro Brasileiro
ID 515216
Governança Corporativa e Intenção de Investir: Efeito dos Fatores Sociopsicológicos
ID 515329
Economic Policy Uncertainty and Corporate Scandals
ID 515384
Inovação Verde e Desempenho ESG: Efeito Moderador da Dívida no Brasil
ID 516155
Ownership Structure and Debt Maturity in the Brazilian Market
ID 516273
ESG e risco sistemático no Brasil: evidências com machine learning
ID 516275
Influência do IFRS 9 sobre os riscos de insolvência e de mercado dos bancos brasileiros
ID 516314
Quanto Crédito é Suficiente? Evidências Não Lineares do FNE sobre Emprego e Renda
ID 516323
Measuring Firms Investment Plans: A text-based analysis
5. Macrofinanças
ID 514066
Fiscal Triggers and Debt-Aware Macroprudential Policy
ID 515385
Regimes de Markov no Mercado Brasileiro de MVNO
ID 515732
Choques de Incerteza e Flutuações Macroeconômicas no Brasil
ID 515793
O Impacto da Escassez na Tomada de Decisões Econômicas
ID 515964
Impactos das Transferências Governamentais na Oferta de Trabalho
ID 516179