# A melhor ferramenta para a sua pesquisa, trabalho e TCC!

## A relação entre índice de sentimento de mercado e as taxas de retorno das ações: uma análise com dados em painel; The relationship between market sentiment index and stock returns: a panel data analysis

## Ensaios em finanças quantitativas: apreçamento de derivativos multidimensionais via processos de Lévy, e topologia e propagação do risco sistêmico; Essays in quantitative finance: multidimensional derivative pricing via Lévy processes, and systemic risk topology na risk propagation

## A Stochastic discount factor approach to asset pricing using panel data asymptotics

## Can output explain the predictability and volatility of stock returns?

## Analysis of multi-scale systemic risk in Brazil's financial market

## Expected Returns on Real Investments: Evidence from the Film Industry

## On option pricing in illiquid markets with jumps

## Modelling Information Flows in Financial Markets

## Pricing European Options in Realistic Markets

## Time Consistent Bid-Ask Dynamic Pricing Mechanisms for Contingent Claims and Its Numerical Simulations Under Uncertainty

## Addressing the bias in Monte Carlo pricing of multi-asset options with multiple barriers through discrete sampling

## Financial Models with Defaultable Num\'eraires

## Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model

## Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery and Long-Term Pricing

## An Empirical Model for Volatility of Returns and Option Pricing

## Multi-Asset Option Pricing with Exponential L\'evy Processes and the Mellin Transform

## Pricing and Valuation under the Real-World Measure

## Pricing Using a Homogeneously Saturated Equation

## Levy Random Bridges and the Modelling of Financial Information

## Essays in Financial Economics

The central puzzles in financial economics commonly include

violations of the expectations hypotheses, predictability of excess returns, and the levels and volatilities of nominal bond yields, in addition to well-known equity premium and the risk-free rate puzzles.

Equally surprising is the recent evidence on large moves in asset prices, and the over-pricing of the out-of-the-money index put options relative to standard models. In this work, I argue that the long-run risks type model can successfully explain these features of financial markets. I present robust empirical evidence which supports the main economic channels in the model. Finally, I develop econometric methods to estimate and test the model, and find that it delivers plausible preference and model parameters and provides a good fit to the asset-price and macroeconomic data.

In the first chapter, which is co-authored with Ravi Bansal, we present a long-run risks based equilibrium model that can quantitatively explain the violations of expectations hypotheses and predictability of returns in bond and currency markets. The key ingredients of the model include a low-frequency predictable component in consumption, time-varying consumption volatility and investor's preferences for early resolution of uncertainty. In this model...