Skip to content
NEFIN — home
  • People ▾
    Faculty Researchers Students Alumni
  • Data ▾
    Risk Factors Volatility Index Cost of Equity Dividend Yield Illiquidity Index Loan Fees Portfolios Short Interest Spot Rate Curve
    All datasets Methodology (PDF)
  • Research ▾
    Published Papers Working Papers Books
  • Insights ▾
    All posts Browse by topic
    RSS feed
  • Contact

Working Papers

Work in progress by NEFIN researchers

Published Papers Working Papers Books
  • A maximal inequality for local empirical processes under weakly dependent data
    Luis Alvarez and Cristine Pinto
  • Advantage for Sale: Endogenous Asymmetry in Sequential Auctions
    Maurício Bugarin, Odilon Câmara and Wilfredo L. Maldonado
  • Approximate Bayesian Computation for structural models
    Luis Alvarez
  • Comparative Advantages and Technology Levels
    Ricardo D. Brito and Eduardo Correia de Souza
  • Corporate Effects of Monetary Policy: Evidence from the Central Bank facility lines
    Luis Alvarez, Victor Orestes and Thiago Silva
  • Court Congestion and Bankruptcy Resolutions: Evidence from Brazil
    Aloisio Araujo, Rafael Ferreira and Flavio Moraes
  • Custo e Acesso ao Crédito no Brasil
    Ricardo D. Brito
  • Digital Transformation and Financial Inclusion: The Case of Instant Payments in Brazil
    Rodrigo De-Losso and Carlos Nathaniel Rocha Cavalcante
  • Estimating the Employment and Educational Effects of Vocational Training: the Role of School Quality
    Cristiano Costa Carvalho, Raphael Corbi and Rodrigo De-Losso
  • Extensions for Inference in Difference-in-Differences with Few Treated Clusters
    Luis Alvarez and Bruno Ferman
  • Homophily in preferences or meetings? Identifying and estimating an iterative network formation model
    Luis Alvarez, Cristine Pinto and Vladimir Ponczek
  • Incorporating mortgage rates and spread in the tests for multiple bubbles in housing: four US cities 1987 – 2024
    Octávio A. F. Tourinho and Wilfredo L. Maldonado
  • Inference in Difference-in-Differences with Few Treated Units and Spatial Correlation
    Luis Alvarez and Bruno Ferman
  • Inflation Targeting Mattered: a multivariate synthetic control approach
    Ricardo D. Brito, Robison Kudamatsu and Vladimir Teles
  • Labor Courts, Job Search and Employment: Evidence from a Labor Reform in Brazil
    Raphael Corbi, Rafael Ferreira, Renata Narita and Danilo Souza
  • On the relationship between prediction intervals, tests of sharp nulls and inference on realized treatment effects in settings with few treated units
    Luis Alvarez and Bruno Ferman
  • Optimal Deposit Insurance Fund Size: A Social Welfare Approach
    Wilfredo L. Maldonado, Wesley Borges and Rodrigo De-Losso
  • Quantile mixture models: Theory and Applications
    Luis Alvarez and Victor Orestes
  • Randomization Inference Tests for Shift-Share Designs
    Luis Alvarez, Bruno Ferman and Raoni Oliveira
  • Rational inattention, information cost and polarization
    Wilfredo L. Maldonado
  • Risk factor centrality and the cross-section of expected returns
    Fernando Moraes and Rodrigo De-Losso
  • Risk factors' CPDAG roots and the cross-section of expected returns
    Fernando Moraes and Rodrigo De-Losso
  • Social Connectedness and Judicial Bias
    Rafael Ferreira and Diogo Souza
  • Testing and Modeling Speculative Oil Price Bubbles: US and Global Markets
    Luiz Eduardo Medeiros da Rocha and Wilfredo L. Maldonado
  • The 2020 Bankruptcy Law Reform in Brazil: An Analysis of the First Years of Implementation
    Pedro Peixoto, Flavio Moraes, Aloisio Araujo and Rafael Ferreira
  • The effects of uncertainty and non-linearity on the feasible set of initial capital stocks in the vintage capital problem
    Wilfredo L. Maldonado
  • The learning effects of subsidies to bundled goods: a semiparametric approach
    Luis Alvarez and Ciro Biderman
  • The Substitute Model of Dividends at Work: a change in minority shareholder protection
    Ricardo D. Brito, Paulo Sergio Ribeiro and Antonio Sanvicente
NEFIN

Center for Research in Financial Economics of the University of São Paulo. We make our data freely available to academics and practitioners.

Contact
Department of Economics – FEA Prof. Luciano Gualberto Ave., Cidade Universitária, FEA I São Paulo, SP – Brazil · 05508-900 nefin@usp.br +55 11 3093 0957
© 2026 NEFIN — All rights reserved. Universidade de São Paulo