Concepedia

Roberto Baltieri Mauad

RB

3

Publications

44

Citations

3

H-Index

2017

Active since

Affiliations

Central Bank of Brazil(Current)

Roberto Baltieri Mauad is an author at Central Bank of Brazil specializing in business, asset pricing, and volatility modeling.

Top concepts

Publications per year

2017–2020

3

Publications

3

Volatility risk premia and future commodity returns

José Renato Haas Ornelas, Roberto Baltieri Mauad · Journal of International Money and Finance · 2017 · 18 citations

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Implied volatility term structure and exchange rate predictability

José Renato Haas Ornelas, Roberto Baltieri Mauad · International Journal of Forecasting · 2019 · 14 citations

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The impact of co-jumps in the oil sector

Márcio Poletti Laurini, Roberto Baltieri Mauad, Fernando Antônio Lucena Aiube · Research in International Business and Finance · 2020 · 12 citations

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