Grade de Apresentação de Artigos - EBFin 2026

Expectativas de inflação e sensibilidade do mercado acionário brasileiro

Leonardo Reis Jatai, Ricardo Buscariolli

Enforcement regulatório e reações de mercado em companhias abertas brasileiras

Rinaldo de Sousa Guimarães, Adriano Rodrigues

Fiscalização ambiental e retornos acionários anormais: Evidência causal do Brasil

Victor Rangel

Medindo risco de manipulação em ações via web app Shiny

Wilton Bernardino, Elian Lima

Product life cycle heterogeneity in the transmission of uncertainty

Sebastiao Oliveira

Credit supply shocks and their moderating effects on employment and wages in Brazil

José Marcelo Cardoso de Lima Filho, Michel Alexandre da Silva, João Frois Caldeira

Private credit gaps: A driver of banking instability in Brazil?

Lyanna da Silva Araújo, Paulo Rogério Faustino Matos

Measuring financial restrictions of Brazilian private firms with microdata: A contract-theory approach

Fernando Nascimento de Oliveira

The predictive power of credit spreads in return and risk

Bruno Ferreira Rodrigues, Afonso de Campos Pinto, Clemens Vinicius de Azevedo Nunes

Which bonds characteristics matter? Evidence from retail investors

Matheus Carrijo de Brito

Smart money em fundos de renda fixa no Brasil

F. Henrique Castro, Igor Guedes

Overpriced treasury auctions

José Afonso Faias, Jose-Miguel Cardoso-Costa, Mark Wu, Patrick Herb

ESG and financial resilience: Evidence from BRICS stock markets

Cristian Rogério Foguesatto, Aliki Karagrigoriou Galanos, Fernanda Maria Müller, Mikaéli da Silva Giordani, Anderson Betti Frare

Investor ESG sentiment and stock returns: Media coverage's mediating role

Gustavo Guerra Dantas, Bin Fumitake Dong

ESG practices and North American firm value: Shared value and innovation culture as moderators (2016–2024)

Carolina de Magalhães Kalaf Simões, Adriana Bruscato Bortoluzzo, Andrea Minardi

Beyond tokenism: How female presence redefines governance and ESG disclosure

Igor Bernardi Sonza, Fábio Souza Medeiros Júnior

Asymmetric information, search frictions and intermediation in car loans

Davi Mittelstadt, Bernardus Van Doornik

Maturity risk for variational hedge with composed risk measure

João Ramos Jungblut, Marcelo Brutti Righi

Atributos do relatório de auditoria independente e risco: Evidências no Brasil

Matheus Lima Silva, Paulo Henrique Parente, José Glauber dos Santos, Orleans Silva Martins

Assessing the influence of the internet on portfolio risk in microfinance institutions

Rodrigo de Oliveira Leite, Layla Mendes, Thayná Prendin Mitrof

Covariance implied risk factors

Mohammed Mehdi Kaebi

Which factors drive downside risk in the US Economy?

Andre B.M. Souza, Christian Brownlees, Carlo Pavanello

Spectral risk factors and the limits of spanability

Daniel Batista

Value factor and idiosyncratic labor income risk

Ruy Ribeiro, Tomás Martinez, Guilherme Souza

Beyond “greenflation”: Heterogeneous price dynamics in critical mineral markets

Lorenzo Marcelino, Karine Teixeira Borri

Real options in agricultural commodities via Bayesian MCMC

Rodrigo Hermont Ozon, José Donizetti de Lima

Testing and modeling speculative oil price bubbles: US and global markets

Wilfredo Fernando Leiva Maldonado, Luiz Eduardo Medeiros da Rocha

Barter financing in agriculture: A Nash bargaining framework

Joanna Georgios Alexopoulos, Marcelo Da Silva Bego, Gilberto Joaquim Fraga

Vine copula and EVT jittering for operational risk capital

Christiano Lopes, Andre Maranhão, Benjamim Tabak

Nonparametric autoregressive copula forecasting via boundary-reflected kernel estimation

Guilherme Colombo Soares

Alocação prospectiva de capital de solvência usando combinações preditivas cópulas-ondaletas

Thiago Dutra de Araújo, João Vinícius de França Carvalho

Modelagem conjunta de risco de taxas de juros de cartões de crédito: Rotativo vs. parcelado via marginais, cópulas e simulação de Monte Carlo

João Victor Monteiros de Andrade, Leonardo Santos da Cruz

Pricing liquidity risk in stablecoins

João Pedro Malim Franco

Upside risk and return timing in Bitcoin

Daniel Batista, Marcelo Fernandes

Disentangling investor behavior in Bitcoin bubbles: Sentiment, price expectations, and nonlinear dynamics

Enrico C. Mira, Leandro S. Maciel, Jéfferson A. Colombo

Precificando criptomoedas: Uma aplicação de modelos GAMLSS

Bruno César Martins Oliveira, José Lamartine Távora Junior

Why trade an unpredictable FX market?

Augusto César de Freitas Gurgel, Alex Luiz Ferreira

Beyond carry trades: Tax-induced FX overhedging and macroprudential responses in Brazil

Haislan W. G. Santos, Márcio G. P. Garcia

Market positioning and exchange rates

Carlos Carvalho, Gustavo Araujo, Sergio Leao, Jose Valentim

Constructing a forward-looking core inflation measure for Brazil

João Ricardo R. Moreira

Choques de oferta e repasse de custos na indústria brasileira

João Pedro Pandolfi Tedesco, Silvia Maria de Matos

Wavelet-based multiscale approach in high-dimensional forecasting models

Aldryn Quispe

Time-varying bias-corrected average forecast

Gilberto Boaretto, Marcelo C. Medeiros

Robust replicating portfolio via risk-averse stochastic optimization

Fernanda Maria Müller, Marcelo Brutti Righi, João Ramos Jungblut

Portfolio allocation under sovereign risk: Evidence from Brazil

Maria Ferreira, Marcelo Fernandes

Do issuance discounts hurt in Brazilian real estate funds?

Fernando Cosenza Araujo, Roy Martelanc

Risk-budgeted mean-variance portfolios

Rodrigo Targino, Bernardo da Costa, Raul Riva

Factor zoo revisited: Multiple testing, hierarchical modeling, and out-of-sample evidence

Paulo Roberto Fonteles Guimarães, Herbert Kimura

Machine learning no risco de crédito: Capital de giro e PRONAMPE

Alessandro Moreira dos Santos, João Leonor Silva, Roberto Fully, Octavio Locatelli, Gabriel Sanfins

Previsibilidade de preços futuros de soja com machine learning

João Carlos Farias da Costa, Cássio da Nóbrega Besarria

Financial conditions and economic activity in Brazil: Supervised machine learning

Francisco Alves de Oliveira Filho, Rogério Sobreira, Allisson de Oliveira Martins, Marcos Falcão Gonçalves, Sávio Medeiro Viana

Incerteza e retornos setoriais: Evidências para o Brasil.

Gabriel Bandeira Pereira, Thiberio Mota da Silva

Gases de efeito estufa, incerteza da política climática e desempenho

Isadora Konowaluka, Renan Nunes de Barros, Carolina Magda Roma, Luiz Claúdio Louzada

Geopolitical risk and sectoral heterogeneity in the Brazilian stock exchange

Daniel de Sá Rocha

Hedging against uncertainty: Economic policy uncertainty and household asset financing

Flavio Moraes, Rodrigo Leite, Matheus Moura

Liquidity premium around FOMC announcements

Tommaso Baglioni, Ruy Ribeiro, Oliviero Roggi, Alessandro Giannozzi

Implied impermanent loss for concentrated liquidity

Andrew Papanicolaou, Lorenzo Schoenleber, Luca-Luigi Alberici

Semi-analytical latency-aware distributional inference for limit order books

Bernardo Teixeira, Renan Avila, Oswaldo Costa, Leandro Maciel

Accidental market makers

Matheus Britto, Fernando Chague

O impacto da securitização na liquidez dos bancos no Brasil

Anderson Quevedo do Nascimento, João Zani, Carlos Eduardo Schonerwald da Silva

Justiça atrasada não é justiça: Produtividade judicial e crédito bancário

Alexandre Schwinden Garcia, João Vitor de Fáveri Brito, Ana Paula Menezes Pereira

Crédito direcionado e efeitos reais sobre as firmas: Evidências do FNE com DID de múltiplos períodos

Celina Santos de Oliveira, José Maria da Cunha Júnior, Mateus Freitas de Vasconcelos, Airton Saboya Valente Júnior

ESG changes and credit rating revisions during the COVID-19 pandemic

Cíntia Meireles Urbina, Lucas Ayres Barros, Laura Spierdijk, Tatiana Albanez, Xiaohong Huang

Greenium in the primary market for Brazilian debentures

Murilo Lima Carvalho da Fonseca, Raphael Moses Roquete

It’s only words? ESG disclosure and corporate sustainability in Brazil

Antônio Luís Lima Filgueira, Lars Norden

The price of sustainability: Green bond premium in Brazil

Danilo Mattes Navarro Filho, Johnny Silva Mendes, Arthur Goulart de Mendonça Alves, Wilson Toshiro Nakamura

Corporate Sustainable Bonds in Brazil: Market Reactions and Spillover Effects

Camila Guedes de Farias, Vinicio de Souza e Almeida, Israel José dos Santos Felipe

Moderação governamental regional no desempenho de empresas exportadoras brasileiras

João Paulo Barbosa, Alessia Cordeiro Martins, Talita Flauzina Ferreira, Vinícius Silva Pereira, Antônio Sérgio Torres Penedo

The role of fiscal sentiment in Brazil's yield curve

Tatiana Pinheiro, Marcelo Fernandes, Marcelo Kfoury Muinhos

Fiscal rules and the neutral interest rate in Brazil

Davi Jorge Souza Pontes, Marcelo Eduardo Alves Da Silva

Curva de juros como indicador de recessão econômica no Brasil

Daniela Brust de Oliveira, José Luiz Rossi Jr.

Semivolatility-managed portfolios

Daniel Batista, Marcelo Fernandes

Earnings call sentiment and stock returns in Brazil

Derek Poustka, Rodrigo De Losso da Silveira Bueno

Where does alpha live? Volatility-conditioned timing in European equities

Carlos Cerqueira, Julio Lobão

ESG, capital structure, and financial performance of Brazilian listed companies

João Guilherme Brandão, Joséte Florêncio dos Santos, Camila Neves, Clarissa Leite, Móisés Almeida

Ownership Structure and Debt Maturity in the Brazilian Market

Bruno Goes Pinheiro, Vicente Lima Crisóstomo, Paolo Saona

The capital structure determinants of REITs

João Libanori, Oliviero Roggi, Cristiane Benetti

Does distance still matter in banking? Evidence from local credit markets in Brazil

Thiago Pastorelli Rodrigues

On-lending and interest rate risk in Brazilian banks

Eduardo Tondo Pian, Guilherme Kirch, Alexandre Schwinden Garcia

Loan growth and forward-looking loss recognition: How banks react from an increase in credit risk

Alan Pereira Sousa, Renê Coppe Pimentel, José Américo Pereira Antunes

Macroeconomics and the stock market in Brazil: New evidence from dynamic Bayesian networks

Leandro Coghi Bernardelli, Carlos Enrique Carrasco-Gutierrez, Thiago Christiano Silva

Common volatility in emerging markets: Sources and spillovers

Amanda Seixas Diniz, João Victor Issler

Analisando dinâmica do risco de contágio via modelos cópulas-ondaletas assimétricos

Thiago Dutra de Araújo, João Vinícius de França Carvalho

Regime-dependent dynamics of the Brazilian yield curve

Milene Maiser Moraes, João Frois Caldeira

Macro takes time: Term structure of risk premia in bonds and currencies

Gustavo Amarante, Gustavo Soares

Macroeconomic drivers of Brazil's yield curve

Gustavo Silva Araujo, Jose Valentim Machado Vicente, Wagner Piazza Gaglianone

Market expectations and the credibility of monetary policy

Sebastiao Oliveira, Pedro Simon

When does central bank communication matter? Textual information, dynamics, regularization

Igor Barbosa de Andrade Duarte, Márcio Poletti Laurini

Transmissão da política monetária no Brasil baseada nas transformadas wavelet

Anderson Antonio Denardin

Attention to macroeconomic announcements: The impact of surprises on Brazilian financial markets

Ariana Stephanie Zerbinatti, Leandro dos Santos Maciel, Julia O. Melhorim, Renan Avila

Forecasting BRL/USD with a quanto risk premium

David Gun, Alex Luiz Ferreira

Determinants of the risk premium in Brazilian nominal interest rates

Gustavo Silva Araujo, Jose Valentim Machado Vicente, Wagner Piazza Gaglianone

Disciplined managers, rewarded firms: Agency costs and dividend taxation

Eduardo Kazuo Kayo, Roy Martelanc

Busy directors and compensation effects on firm performance and resilience

Aliki Karagrigoriou Galanos, Marcelo Scherer Perlin, Cristian Rogério Foguesatto

When can elected politicians reward their connected firms? The contingent role of access to unelected government staff

Klenio Barbosa, Paulo Arvate, Thomaz Teodorovicz

Framing effects in investor risk profiling: Experimental evidence from Brazil

Thiago Sakamoto de Souza, Lilian Marques Severino

Investidores a fundo

Filipe Silva Ferreira, Marcelo Ermel

The take-up of digital programs: Evidence from Brazil

Diego Cossio, Jose Renato H. Ornelas, Lucas Mariani, Jéssica Miranda, Daniel Grimaldi

Sustainability and climate risk exposure in Brazil

Clara Casartelli, Marcelo Cabús Klötzle

Seca e risco de crédito: evidência em hidrelétricas na Amazônia

Cláudio da Silva Câmara

When prices slow down: Renewable energy, climate deviations, and mean reversion

Pedro Gavronski, Alan De Genaro

Pix, formalização e emprego: Evidências causais para os municípios brasileiros

André Brandão Santos, Hilton Ramalho, Aléssio Cavalcanti de Almeida

Fast payment systems and deposit dynamics: Evidence from Brazil’s Pix

Philipe Balan, Marcelo Cabús Klötzle, Lars Norden

Digital transformation and financial inclusion: The case of instant payments in Brazil

Rodrigo De Losso da Silveira Bueno, Carlos Nathaniel Cavalcante

Fast Bayesian estimation of rough stochastic volatility models

João Pedro Coli de Souza Monteneri Nacinben, Márcio Poletti Laurini

Gaussian process mixture model: A covariate-dependent Bayesian nonparametric approach

Guilherme Piantino, Hedibert Lopes

Fast and slow level shifts in intraday stochastic volatility

Hedibert F Lopes, Igor Martins, Audrone Virbickaite, Hoang Nguyen