My main research focus on the intersection between financial markets and public policies or regulatory interventions. This means that I use applied statistics and econometrics to measure the effects of interventions on financial and credit markets. The areas that I interested include finance, banking, time series, forecasting and machine learning.

Below you can see a list of selected recent publications and working papers of the last 5 years. Feel free to contact me if you are interested in some of these projects. My CV contains more information about my research.

Selected Recent Publications

Ayub, Marcelo, Felipe G. Ribeiro, Regis A. Ely and Guilherme Stein. 2025. “O impacto econômico do fim de um monopólio estatal: o caso do mercado de resseguros no Brasil”. Revista Brasileira de Economia 79: 1-24.

Lima, Gustavo L. R., Regis A. Ely and Daniel O. Cajueiro. 2024. “Interactions between monetary and macroprudential policies”. Quantitative Finance 24: 481-498.

Moscareli, Lúcio G., Mathias S. Tessmann, Lucas S. Beppler and Regis A. Ely. 2024. “The effects of macroprudential policies in the Brazilian banking sector”. Journal of Financial Economic Policy 17: 1.

Carvalho, Athos V. C., Douglas Silveira, Regis A. Ely and Daniel O. Cajueiro. 2023. “A logarithmic market scoring rule agent-based model to evaluate prediction markets”. Journal of Evolutionary Economics 33: 1303-1343.

Adão, Luiz F. S., Douglas Silveira, Regis A. Ely and Daniel O. Cajueiro. 2022. “The impacts of interest rates on banks’ loan porfolio risk-taking”. Journal of Economics Dynamics and Control, 144: 104521.

Ely, Regis A., Benjamin M. Tabak and Anderson M. Teixeira. 2021. “The transmission mechanisms of macroprudential policies on bank risk”. Economic Modelling 94: 598-630.

Ely, Regis A., Rafael Parfitt, André Carraro and Felipe G. Ribeiro. 2019. “Rural credit and the time allocation of agricultural households: the case of Pronaf in Brazil”. Review of Development Economics 23(4): 1863-1890.