Concepedia

Fernando Chague

FC

8

Publications

148

Citations

8

H-Index

2014

Active since

Affiliations

Universidade de São Paulo(Current)

Escola de Economia de São Paulo

Fundação Getulio Vargas

Fernando Chague is an author at Universidade de São Paulo specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsManagementMacroeconomicsMonetary PolicyFinancial EconomicsLiquidityMarketingStatistics

Publications per year

2014–2023

8

Publications

8

Well-connected short-sellers pay lower loan fees: A market-wide analysis

Fernando Chague, Rodrigo De-Losso, Alan Genaro et al. · Journal of Financial Economics · 2017 · 41 citations

Finance, Credit Market, Lower Loan Fees

The short-selling skill of institutions and individuals

Fernando Chague, Rodrigo De-Losso, Bruno Giovannetti · Journal of Banking & Finance · 2019 · 25 citations

Short-selling Skill, Management, Business +3

Forecasting the Brazilian yield curve using forward-looking variables

Fausto José Araújo Vieira, Marcelo Fernandes, Fernando Chague · International Journal of Forecasting · 2016 · 20 citations

Monetary Policy, Economics, Economic Forecasting +9

Variance Premium and Implied Volatility in a Low-Liquidity Option Market

Eduardo Sanchez Astorino, Fernando Chague, Bruno Giovannetti et al. · Revista Brasileira de Economia · 2017 · 16 citations · Full text

Empirical Finance, Volatility Modeling, Multivariate Stochastic Volatility +14

Short-sellers: Informed but restricted

Fernando Chague, Rodrigo De-Losso, Alan Genaro et al. · Journal of International Money and Finance · 2014 · 15 citations

Market Manipulation, Information Economics, Management +3

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