Mathias Schneid Tessmann
Personal Details
First Name: | Mathias |
Middle Name: | Schneid |
Last Name: | Tessmann |
Suffix: | |
RePEc Short-ID: | pte419 |
[This author has chosen not to make the email address public] | |
Affiliation
Instituto Brasileiro de Ensino, Desenvolvimento e Pesquisa (IDP)
Brasília, Brazilhttps://www.idp.edu.br/
RePEc:edi:idpbrbr (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- VinÃcius Da Silva Braga & Mathias Schneid Tessmann & Marcelo de Oliveira Passos & Glauco Fonteles de Oliveira e Silva & Marco Antônio Kerbeg, 2024. "Analyzing the Performance of Diversified Commodity Derivatives Portfolios in Brazil," Applied Economics and Finance, Redfame publishing, vol. 11(1), pages 21-31, December.
- Paulo Henrique Ângelo Souza & Mathias Schneid Tessmann & José Luiz Rossi Júnior & Marcelo de Oliveira Passos, 2024. "The Impacts of the Interest Rate, the Exchange Rate, and the Market Index on the Stock Returns of the Brazilian Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(2), pages 1-3.
- Anna Cláudia De Vasconcelos & Mathias Schneid Tessmann & Humberto Nunes Alencar, 2024. "Economic Analysis of Judicial Conciliation in Brazilian Financial Institutions," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(4), pages 1-6.
- Mathias Schneid Tessmann & Marcelo De Oliveira Passos & Omar Barroso Khodr & Alexandre Vasconcelos Lima & Pedro Henrique Pontes Fontana, 2024. "Identifying the Frequency and Connectivity Dynamics of the US Economy," Economies, MDPI, vol. 12(6), pages 1-20, June.
- Alex Cerqueira Pinto & Mathias Schneid Tessmann & Alexandre Vasconcelos Lima, 2024. "Fraud and anomaly detection models in banks: a systematic analysis and literature connection," International Journal of Bibliometrics in Business and Management, Inderscience Enterprises Ltd, vol. 3(2), pages 182-205.
- Alex Cerqueira Pinto & Alexandre Xavier Ywata de Carvalho & Mathias Schneid Tessmann & Alexandre Vasconcelos Lima, 2024. "Are machine learning models more effective than logistic regressions in predicting bank credit risk? An assessment of the Brazilian financial markets," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 17(1), pages 29-48.
- Mathias Schneid Tessmann & Carlos Enrique Carrasco-Gutierrez & Marcelo Oliveira Passos & Luiz Augusto Magalhães & Régis Augusto Ely, 2024. "Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(1), pages 51-77, March.
- Rachel Borges Cyrino De Sá & Mathias Schneid Tessmann & Alex Cerqueira Pinto, 2024. "Are women more risk averse in investments? Brazilian evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(5), pages 958-969, June.
- Daniel Henrique Nascimento & Carlos Enrique Carrasco‐Gutierrez & Mathias Schneid Tessmann, 2023. "Rural credit and agricultural production: Empirical evidence from Brazil," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4236-4245, October.
- Guilherme Antônio Correa Cunha & Gustavo José de Guimaraes e Souza & Mathias Schneid Tessmann & Joilson De Assis Cabral & Luiz Augusto Ferreira Magalhaes, 2023. "Estimating the Importance of Civil Construction for the Brazilian Economy Through Hypothetical Extraction of the Input-Output Matrix," Applied Economics and Finance, Redfame publishing, vol. 10(3), pages 1-10, August.
- Mathias Schneid Tessmann & Carlos Enrique Carrasco-Gutierrez & Alexandre Vasconcelos Lima, 2023. "Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 15(1), pages 1-65, January.
- Marcelo Oliveira Passos & Priscila Lujan Gonzalez & Mathias Schneid Tessmann & Daniel Abreu Pereira Uhr, 2022. "The greatest co-authorships of finance theory literature (1896–2006): scientometrics based on complex networks," Scientometrics, Springer;Akadémiai Kiadó, vol. 127(10), pages 5841-5862, October.
- Alexandre Vasconcelos Lima & Rogério Boueri Miranda & Mathias Schneid Tessmann, 2022. "Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(4), pages 1-51, April.
- Mathias Schneid Tessmann & Régis Augusto Ely & Mário Duarte Canever, 2021. "Volatility transmissions between commodity futures contracts in short, medium and long term," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 8(1), pages 79-99.
- Marcelo De Oliveira Passos & Mathias Schneid Tessmann & Régis Augusto Ely & Daniel Uhr & Márcio Taceli Taveira, 2020. "Effects Of Volatility Among Commodities In The Long Term: Analysis Of A Complex Network," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 15(03), pages 1-16, September.
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