Research
My 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. Some of the areas that I am also interested on are finance, banking, intervention analysis, public policy analysis, time series and forecasting.
Below you can see a list of selected recent publications and working papers. 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
Adão, Luiz F. S., Douglas Silveira, Regis A. Ely and Daniel O. Cajueiro. Forthcoming. “The impacts of interest rates on banks’ loan porfolio risk-taking”. Journal of Economics Dynamics and Control, 2022.
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.
Niquito, Thais W., Regis A. Ely and Felipe G. Ribeiro. 2018. “Avaliação de Impacto das Técnicas do Sistema S no Mercado de Trabalho”. Revista Brasileira de Economia 72(2): 196-216.
Pereira, Camila C., Regis A. Ely and Cláudio D. Shikida. 2018. “Evidências do prêmio do mês do dividendo no mercado acionário brasileiro”. Revista Brasileira de Finanças 16(4): 611-634.
Barbosa, Klenio, André Carraro, Regis A. Ely and Felipe G. Ribeiro. 2017. “O Impacto da Nova Lei de Falências no Mercado de Crédito Brasileiro”. Economia Aplicada 21(3): 469-501.
Tabak, Benjamin M., Dimas M. Fazio, Regis A. Ely, Joao M. T. Amaral and Daniel O. Cajueiro. 2017. “The effects of capital buffers on profitability: An empirical study”. Economics Bulletin 37(3): 1468-1473.
Salton, A. and Regis A. Ely. 2017. “Uncertainty and growth: evidence of emerging and developed countries”. Economics Bulletin 37(2): 1274-1280.
Ely, Regis A. 2016. “Volatility Spillovers and the Risk-Return Relation Between Stock and Foreign Exchange Markets in Brazil”. Latin American Business Review 16(4): 305-325.