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Marcelo Fernandes

Personal Details

First Name:Marcelo
Middle Name:
Last Name:Fernandes
Suffix:
RePEc Short-ID:pfe19
[This author has chosen not to make the email address public]
https://sites.google.com/site/mfernand72/home
Terminal Degree:1999 European Centre for Advanced Research in Economics and Statistics (ECARES); Solvay Brussels School of Economics and Management; Université Libre de Bruxelles (from RePEc Genealogy)

Affiliation

Escola de Economia de São Paulo (EESP)
Fundação Getúlio Vargas (FGV)

São Paulo, Brazil
http://economics-sp.fgv.br/
RePEc:edi:eegvfbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Daniel Cerqueira & Danilo Santa Cruz Coelho & John J. Donohue & Marcelo Fernandes & Jony Arrais Pinto Jr., 2019. "A Panel-based Proxy for Gun Prevalence in the US," NBER Working Papers 25530, National Bureau of Economic Research, Inc.
  2. Gustavo Fruet Dias & Marcelo Fernandes & Cristina Mabel Scherrer, 2019. "Price discovery in a continuous-time setting," University of East Anglia School of Economics Working Paper Series 2019-02, School of Economics, University of East Anglia, Norwich, UK..
  3. Marcelo Fernandes & Emmanuel Guerre & Eduardo Horta, 2019. "Smoothing quantile regressions," Papers 1905.08535, arXiv.org, revised Aug 2019.
  4. Fernandes, Marcelo & Novaes, Walter, 2017. "The government as a large shareholder: impact on corporate governance," Textos para discussão 458, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  5. Vieira, Fausto José Araújo & Chague, Fernando Daniel & Fernandes, Marcelo, 2017. "A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US," Textos para discussão 445, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  6. Dias, Gustavo Fruet & Fernandes, Marcelo & Scherrer, Cristina Mabel, 2017. "Improving on daily measures of price discovery," Textos para discussão 444, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  7. Scherrer, Cristina Mabel & Fernandes, Marcelo, 2017. "Disentangling the effect of private and public cash flows on firm value," Textos para discussão 443, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  8. Doi, Jonas Takayuki & Fernandes, Marcelo & Nunes, Clemens V. de Azevedo, 2017. "Disagreement in inflation forecasts and inflation risk premia in Brazil," Textos para discussão 453, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  9. Fausto Vieira & Fernando Chague & Marcelo Fernandes, 2016. "Forecasting the Brazilian Yield Curve Using Forward-Looking Variables," Working Papers 799, Queen Mary University of London, School of Economics and Finance.
  10. Daniel Cerqueira & Danilo Santa Cruz Coelho & Marcelo Fernandes & Jony Pinto Junior, 2016. "Armas de Fogo e Suicídios," Discussion Papers 2254, Instituto de Pesquisa Econômica Aplicada - IPEA.
  11. Gustavo Fruet Dias & Marcelo Fernandes & Cristina M. Scherrer, 2016. "Component shares in continuous time," CREATES Research Papers 2016-25, Department of Economics and Business Economics, Aarhus University.
  12. Marcelo Fernandes & Walter Novaes, 2015. "The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance," Working Papers 772, Queen Mary University of London, School of Economics and Finance.
  13. Marcelo Fernandes & Ms. Deniz O Igan & Marcelo Pinheiro, 2015. "March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?," IMF Working Papers 2015/271, International Monetary Fund.
  14. Barros, Carlos Felipe & Fernandes, Marcelo, 2014. "Profundidade de mercado na BM&FBovespa," Textos para discussão 359, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  15. Nunes, Ricardo Machado & Fernandes, Marcelo, 2014. "Títulos de dívida corporativa de empresas brasileiras: investir em emissões do mercado interno ou externo?," Textos para discussão 363, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  16. Thiele, Eduardo & Fernandes, Marcelo, 2014. "Os determinantes macroeconômicos da estrutura a termo das expectativas de inflação no Brasil," Textos para discussão 364, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  17. Bopp, Eduardo & Fernandes, Marcelo, 2014. "Negociação com informação diferenciada em ADRs da América Latina," Textos para discussão 360, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  18. Marcelo Fernandes & Cristina M. Scherrer, 2014. "Price discovery in dual-class shares across multiple markets," CREATES Research Papers 2014-10, Department of Economics and Business Economics, Aarhus University.
  19. Fernandes, Marcelo & Preumont, Pierre-Yves, 2014. "The finite-sample size of the BDS test for GARCH standardized residuals," Textos para discussão 361, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  20. Souza, Vitor Frango de & Fernandes, Marcelo, 2014. "Prêmio por controle no mercado brasileiro," Textos para discussão 362, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  21. Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013. "Modeling and predicting the CBOE market volatility index," Textos para discussão 342, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  22. Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo, 2013. "Conditional alphas and realized betas," Textos para discussão 341, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  23. Fernandes, Marcelo & Mergulhão, João de Mendonça, 2013. "Anticipatory effects in the FTSE 100 index revisions," Textos para discussão 345, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  24. Fernandes, Marcelo & Medeiros, Marcelo C. & Veiga, Alvaro, 2013. "A (semi-)parametric functional coefficient autoregressive conditional duration model," Textos para discussão 343, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  25. Marcelo FERNANDES & Eduardo F. MENDES & Olivier SCAILLET, 2011. "Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels," Swiss Finance Institute Research Paper Series 11-32, Swiss Finance Institute.
  26. Danilo Coelho & Marcelo Fernandes e Miguel N. Foguel, 2009. "Capital Estrangeiro e Diferenciais de Gênero nas Promoções: Evidências da Indústria de Transformação Brasileira," Discussion Papers 1447, Instituto de Pesquisa Econômica Aplicada - IPEA.
  27. Danilo Coelho & Marcelo Fernandes & Miguel Nathan Foguel, 2007. "Foreign Capital And Gender Differences In Promotions: Evidence From The Brazilian Transformation Industry," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 167, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  28. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2006. "A stochastic discount factor approach to asset pricing using panel data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 628, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  29. Fernandes, Marcelo & Rocha, Marco Aurélio dos Santos, 2006. "Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 630, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  30. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005. "Estimating the stochastic discount factor without a utility function," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 583, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  31. Fabio Araujo & Marcelo Fernandes e João Victor Issler, 2004. "Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor," Econometric Society 2004 Latin American Meetings 134, Econometric Society.
  32. Fernandes, Marcelo, 2003. "Bounds for the probability distribution function of the linear ACD process," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 488, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  33. Fernandes, Marcelo & Mota, Bernardo de Sá, 2002. "Desempenho de estimadores de volatilidade na Bolsa de Valores de São Paulo," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 458, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  34. Fernandes, Marcelo & Toro, Juan, 2002. "O mecanismo monetário de transmissão na economia brasileira pós-Plano Real," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 443, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  35. Matos, João Manuel Gonçalves Amaro de & Fernandes, Marcelo, 2001. "Testing the Markov property with ultra high frequency financial data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 414, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  36. Fernandes, Marcelo, 2001. "Nonparametric entropy-based tests of independence between stochastic processes," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 413, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  37. FERNANDES, Marcelo & GRAMMIG, Joachim, 2001. "A family of autoregressive conditional duration models," LIDAM Discussion Papers CORE 2001036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  38. Fernandes, M., 2000. "Central Limit Theorem for Asymmetric Kernel Functionals," Economics Working Papers eco2000/1, European University Institute.
  39. Fernandes, M. & Grammig, J., 2000. "Non-Parametric Specification Tests for Conditional Duration Models," Economics Working Papers eco2000/4, European University Institute.
  40. Amaro de Matos, J. & Fernandes, M., 2000. "Market Microstructure Models and the Markov Property," Economics Working Papers eco2000/19, European University Institute.

    repec:qmw:qmwecw:wp773 is not listed on IDEAS
    repec:qmw:qmwecw:wp800 is not listed on IDEAS
    repec:qmw:qmwecw:wp772 is not listed on IDEAS
    repec:qmw:qmwecw:wp579 is not listed on IDEAS
    repec:qmw:qmwecw:wp771 is not listed on IDEAS
    repec:qmw:qmwecw:wp799 is not listed on IDEAS

Articles

  1. Adrian Pizzinga & Marcelo Fernandes, 2023. "Diffuse Kalman filtering with linear constraints on the state parameters," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(24), pages 8884-8893, December.
  2. Almeida, Caio & Fernandes, Marcelo & Valente, Joao Paulo, 2022. "Tail risk exposures of hedge funds: Evidence from unique Brazilian data," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 41(1), June.
  3. Cerqueira, Daniel & Coelho, Danilo & Donohue, John J. & Fernandes, Marcelo & Junior, Jony Pinto, 2022. "A panel-based proxy for gun prevalence in US and Mexico," International Review of Law and Economics, Elsevier, vol. 71(C).
  4. Marcelo Fernandes & Emmanuel Guerre & Eduardo Horta, 2021. "Smoothing Quantile Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 338-357, January.
  5. Cristina Mabel Scherrer & Marcelo Fernandes, 2021. "The effect of voting rights on firm value," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 1106-1111, September.
  6. Fernandes, Marcelo & Nunes, Clemens & Reis, Yuri, 2021. "What Drives the Nominal Yield Curve in Brazil?," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 40(2), April.
  7. Adrian Pizzinga & Marcelo Fernandes, 2021. "Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(3), pages 355-371, May.
  8. Gustavo F. Dias & Marcelo Fernandes & Cristina M. Scherrer, 2021. "Price Discovery in a Continuous-Time Setting [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 985-1008.
  9. Fernandes, Marcelo & Vieira Filho, Jose Gil, 2020. "The efficiency of risk sharing between UK and US: Robust estimation and calibration under market incompleteness," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 39(2), March.
  10. Fernandes, Marcelo & Igan, Deniz & Pinheiro, Marcelo, 2020. "March madness in Wall Street: (What) does the market learn from stress tests?," Journal of Banking & Finance, Elsevier, vol. 112(C).
  11. Valentina Corradi & Walter Distaso & Marcelo Fernandes, 2020. "Testing for Jump Spillovers Without Testing for Jumps," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1214-1226, July.
  12. Fernandes, Marcelo & Vieira, Fausto, 2019. "A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
  13. Daniel Cerqueira & Danilo Coelho & Marcelo Fernandes & Jony Pinto Junior, 2018. "Guns and Suicides," The American Statistician, Taylor & Francis Journals, vol. 72(3), pages 289-294, July.
  14. Marcelo Fernandes & Cristina M. Scherrer, 2018. "Price discovery in dual‐class shares across multiple markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(1), pages 129-155, January.
  15. Nunes, Clemens Vinicius & Doi, Jonas & Fernandes, Marcelo, 2017. "Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 37(1), May.
  16. Vieira, Fausto & Fernandes, Marcelo & Chague, Fernando, 2017. "Forecasting the Brazilian yield curve using forward-looking variables," International Journal of Forecasting, Elsevier, vol. 33(1), pages 121-131.
  17. Marcelo Fernandes & Marcelo C. Medeiros & Alvaro Veiga, 2016. "A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model," Econometric Reviews, Taylor & Francis Journals, vol. 35(7), pages 1221-1250, August.
  18. Fernandes, Marcelo & Mergulhão, João, 2016. "Anticipatory effects in the FTSE 100 index revisions," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 79-90.
  19. Marcelo Fernandes & Eduardo Mendes & Olivier Scaillet, 2015. "Testing for symmetry and conditional symmetry using asymmetric kernels," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(4), pages 649-671, August.
  20. Fernandes, Marcelo & Thiele, Eduardo, 2015. "The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(1), October.
  21. Fernandes, Marcelo & Barros, Carlos Felipe, 2014. "Market Depth at the BM&FBovespa," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 34(1), March.
  22. Danilo Coelho & Miguel N. Foguel & Marcelo Fernandes, 2014. "Foreign Capital and Gender Differences in Promotions: Evidence From Large Brazilian Manufacturing Firms," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 55-89, January.
  23. Fernandes, Marcelo & Frango de Souza, Vitor, 2014. "Voting Premium in the Brazilian Equity Market," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 34(1), March.
  24. Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2014. "Modeling and predicting the CBOE market volatility index," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 1-10.
  25. Fernandes, Marcelo & Nunes, Ricardo, 2014. "Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds?," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 34(2), November.
  26. Fernandes, Marcelo & Preumont, Pierre-Yves, 2012. "The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 32(2), April.
  27. Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo, 2012. "International market links and volatility transmission," Journal of Econometrics, Elsevier, vol. 170(1), pages 117-141.
  28. Marcelo Fernandes & Breno Neri, 2010. "Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 276-306.
  29. Amaro de Matos, Joao & Fernandes, Marcelo, 2007. "Testing the Markov property with high frequency data," Journal of Econometrics, Elsevier, vol. 141(1), pages 44-64, November.
  30. Fernandes, Marcelo & Linton, Oliver & Scaillet, Olivier, 2007. "Semiparametric methods in econometrics," Journal of Econometrics, Elsevier, vol. 141(1), pages 1-4, November.
  31. Fernandes, Marcelo, 2006. "Financial crashes as endogenous jumps: estimation, testing and forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 30(1), pages 111-141, January.
  32. Fernandes, Marcelo & Grammig, Joachim, 2006. "A family of autoregressive conditional duration models," Journal of Econometrics, Elsevier, vol. 130(1), pages 1-23, January.
  33. Marcelo Fernandes & Paulo Monteiro, 2005. "Central limit theorem for asymmetric kernel functionals," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 425-442, September.
  34. Fernandes, Marcelo & Toro, Juan, 2005. "O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 59(1), January.
  35. Fernandes, Marcelo & de Sa Mota, Bernardo & Rocha, Guilherme, 2005. "A multivariate conditional autoregressive range model," Economics Letters, Elsevier, vol. 86(3), pages 435-440, March.
  36. Fernandes, Marcelo & Grammig, Joachim, 2005. "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, vol. 127(1), pages 35-68, July.
  37. Mota, Bernardo de Sá & Fernandes, Marcelo, 2004. "Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 58(3), July.
  38. Fernandes, Marcelo, 2004. "Bounds for the probability distribution function of the linear ACD process," Statistics & Probability Letters, Elsevier, vol. 68(2), pages 169-176, June.
  39. Marcelo Fernandes, 2003. "Testing for a flexible non-linear link between short-term Eurorates and spreads," The European Journal of Finance, Taylor & Francis Journals, vol. 9(2), pages 125-145.
  40. Marcelo Fernandes, 2001. "Economics and literature: an examination of Gulliver’s Travels," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 28(2), pages 92-105, April.
  41. Fernandes, Marcelo & Monteiro, Marcos de Bustamante, 1997. "Um Procedimento Para Análise De Persistência Na Volatilidade," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 17(1), May.
  42. Fernandes, Marcelo & Gleiser, Ilan, 1994. "A questão da dinâmica de preços de ativos financeiros," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 48(2), April.
  43. Marcelo Fernandes & Marco Aurélio Dos Santos Rocha, 0. "Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange," Journal of Financial Econometrics, Oxford University Press, vol. 5(2), pages 219-242.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 29 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (10) 2004-06-09 2004-06-09 2004-06-09 2004-06-09 2004-10-30 2005-04-03 2005-12-20 2007-04-09 2014-05-17 2017-07-09. Author is listed
  2. NEP-ETS: Econometric Time Series (8) 2004-06-02 2004-06-02 2004-06-02 2004-06-02 2005-12-20 2007-04-09 2013-12-29 2014-05-17. Author is listed
  3. NEP-CFN: Corporate Finance (5) 2005-12-20 2007-08-27 2015-12-28 2015-12-28 2016-08-28. Author is listed
  4. NEP-FIN: Finance (5) 2004-06-02 2004-06-02 2004-06-02 2005-04-03 2005-12-20. Author is listed
  5. NEP-BEC: Business Economics (4) 2015-12-28 2016-08-28 2017-06-04 2017-07-09
  6. NEP-FMK: Financial Markets (4) 2005-12-20 2013-12-29 2013-12-29 2015-12-28
  7. NEP-FOR: Forecasting (4) 2007-08-27 2013-12-29 2016-08-28 2017-01-08
  8. NEP-CDM: Collective Decision-Making (3) 2016-08-28 2017-06-04 2017-07-09
  9. NEP-DCM: Discrete Choice Models (3) 2017-06-04 2017-06-04 2017-06-04
  10. NEP-MAC: Macroeconomics (3) 2007-08-27 2016-08-28 2017-06-25
  11. NEP-CBA: Central Banking (1) 2017-06-25
  12. NEP-DGE: Dynamic General Equilibrium (1) 2005-04-03
  13. NEP-LAM: Central and South America (1) 2006-12-01
  14. NEP-LAW: Law and Economics (1) 2019-02-18
  15. NEP-MON: Monetary Economics (1) 2017-06-25
  16. NEP-MST: Market Microstructure (1) 2019-08-26
  17. NEP-RMG: Risk Management (1) 2007-08-27
  18. NEP-SOG: Sociology of Economics (1) 2016-09-18

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