Details about Marcelo Bianconi

Access statistics for papers by Marcelo Bianconi.

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Short-id: pbi3

Working Papers

2020

1. Trade Policy Uncertainty and Stock Returns
   Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2020) View citations (1)
   Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University (2019) View citations (12)
   See also Journal Article Trade policy uncertainty and stock returns, Journal of International Money and Finance, Elsevier (2021) View citations (8) (2021)

2015

2. Equity Prices and Cartel Activity
   Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University

2014

3. Implied Volatility and the Risk-Free Rate of Return in Options Markets
   Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations (1)
   See also Journal Article Implied volatility and the risk-free rate of return in options markets, The North American Journal of Economics and Finance, Elsevier (2015) View citations (5) (2015)

2013

4. Determinants of Systemic Risk and Information Dissemination
   Working Paper series, Rimini Centre for Economic Analysis
   Also in Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University (2013)
   See also Journal Article Determinants of systemic risk and information dissemination, International Review of Economics & Finance, Elsevier (2015) View citations (10) (2015)
5. Risk Factors and Value at Risk in Publicly Trades Companies of the Nonrenewable Energy Sector
   Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University
   See also Journal Article Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector, Energy Economics, Elsevier (2014) View citations (21) (2014)

2012

6. Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies
   Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University
   See also Journal Article Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies, Review of Economics & Finance, Better Advances Press, Canada (2015) (2015)
7. Worldwide Commodities Sector Market-To-Book and Return on Equity Valuation
   Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University

2011

8. BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets
   Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations (32)
9. Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies
   Economics Series, Institute for Advanced Studies
   See also Journal Article Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies, Review of International Economics, Wiley Blackwell (2014) View citations (1) (2014)

2010

10. Firm Value, Investment and Monetary Policy
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations (2)
    See also Journal Article Firm value, investment and monetary policy, International Journal of Accounting and Finance, Inderscience Enterprises Ltd (2015) (2015)

2009

11. Cross-listing Premium in the US and the UK Destination
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University
    See also Journal Article Cross-listing premium in the US and the UK destination, International Review of Economics & Finance, Elsevier (2010) View citations (15) (2010)
12. Firm Value, Cross-Listing Premium and the Sarbanes-Oxley Act
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations (2)

2004

13. Aggregate and Idiosyncratic Risk and the Behavior of Individual Preferences under Moral Hazard
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University
14. Heterogeneity, Adverse Selection and Valuation with Endogenous Labor Supply
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University
    See also Journal Article Heterogeneity, adverse selection and valuation with endogenous labor supply, International Review of Economics & Finance, Elsevier (2008) (2008)
15. The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University
    Also in Working Papers, University of Washington, Department of Economics View citations (9)
    Computing in Economics and Finance 2003, Society for Computational Economics (2003)
    See also Journal Article WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY, Macroeconomic Dynamics, Cambridge University Press (2005) View citations (10) (2005)
16. Transfer Programs and Consumption under Alternative Insurance Schemes and Liquidity Constraints
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University

2003

17. Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations (6)
    See also Journal Article Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model, International Tax and Public Finance, Springer (2003) View citations (6) (2003)
18. Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations (1)
    Also in Economics Series, Institute for Advanced Studies (2001) View citations (1)
    See also Journal Article Intertemporal budget policies and macroeconomic adjustment in a small open economy, Journal of International Money and Finance, Elsevier (2005) View citations (3) (2005)
19. Private Information, Growth and Asset Prices with Stochastic Disturbances
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations (2)
    See also Journal Article Private information, growth, and asset prices with stochastic disturbances, International Review of Economics & Finance, Elsevier (2003) View citations (2) (2003)

2001

20. The Impact of Idiosyncratic Shocks on Welfare and Asset Returns in a Stochastically Growing Economy
    Computing in Economics and Finance 2001, Society for Computational Economics

1999

21. A Dynamic Monetary Model with Costly Foreign Currency
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University
    See also Journal Article A dynamic monetary model with costly foreign currency, The Journal of International Trade & Economic Development, Taylor & Francis Journals (1999) (1999)
22. Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (3)
    See also Journal Article Heterogeneity, Efficiency and Asset Allocation with Endogenous Labor Supply: The Static Case, Manchester School, University of Manchester (2001) View citations (4) (2001)
23. The Effects of Alternative Fiscal Policies on the Intertemporal Government Budget Constraint
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations (1)
    See also Journal Article The effects of alternative fiscal policies on the intertemporal government budget constraint, International Review of Economics & Finance, Elsevier (2000) View citations (6) (2000)

1998

24. Intertemporal Budget Policies in an Endogenous Growth Model with Nominal Assets
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University
    See also Journal Article Intertemporal budget policies in an endogenous growth model with nominal assets, International Review of Economics & Finance, Elsevier (1999) View citations (4) (1999)

1992

25. The International Transmission of Tax Policies in a Dynamic World Economy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
    See also Journal Article The International Transmission of Tax Policies in a Dynamic World Economy, Review of International Economics, Wiley Blackwell (1992) View citations (19) (1992)

1989

26. STOCHASTIC GOVERNMENT PREFERENCES, FISCAL CREDIBILITY, AND THE VALUE INFORMATION
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington
    Also in Working Papers, University of Washington, Department of Economics (1989)

1988

27. STRATEGIC WAGES POLICY AND THE GAINS FROM COOPERATION
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington
    Also in Working Papers, University of Washington, Department of Economics (1988)

Journal Articles

2021

1. Trade policy uncertainty and stock returns
   Journal of International Money and Finance, 2021, 119, (C) View citations (8)
   See also Working Paper Trade Policy Uncertainty and Stock Returns, Discussion Papers Series, Department of Economics, Tufts University (2020) View citations (1) (2020)

2019

2. Evaluating the instantaneous and medium-run impact of mergers and acquisitions on firm values
   International Review of Economics & Finance, 2019, 59, (C), 71-87 View citations (6)

2017

3. Higher moment exchange rate exposure of S&P500 firms
   The North American Journal of Economics and Finance, 2017, 42, (C), 513-530 View citations (1)
4. Valuation of the worldwide commodities sector
   Studies in Economics and Finance, 2017, 34, (4), 555-579

2015

5. Determinants of systemic risk and information dissemination
   International Review of Economics & Finance, 2015, 38, (C), 352-368 View citations (10)
   See also Working Paper Determinants of Systemic Risk and Information Dissemination, Working Paper series (2013) (2013)
6. Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies
   Review of Economics & Finance, 2015, 5, 1-21
   See also Working Paper Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies, Discussion Papers Series, Department of Economics, Tufts University (2012) (2012)
7. Firm value, investment and monetary policy
   International Journal of Accounting and Finance, 2015, 5, (3), 262-289
   See also Working Paper Firm Value, Investment and Monetary Policy, Discussion Papers Series, Department of Economics, Tufts University (2010) View citations (2) (2010)
8. Implied volatility and the risk-free rate of return in options markets
   The North American Journal of Economics and Finance, 2015, 31, (C), 1-26 View citations (5)
   See also Working Paper Implied Volatility and the Risk-Free Rate of Return in Options Markets, Discussion Papers Series, Department of Economics, Tufts University (2014) View citations (1) (2014)

2014

9. Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies
   Review of International Economics, 2014, 22, (1), 116-130 View citations (1)
   See also Working Paper Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies, Economics Series (2011) (2011)
10. Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector
    Energy Economics, 2014, 45, (C), 19-32 View citations (21)
    See also Working Paper Risk Factors and Value at Risk in Publicly Trades Companies of the Nonrenewable Energy Sector, Discussion Papers Series, Department of Economics, Tufts University (2013) (2013)

2013

11. Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations
    The North American Journal of Economics and Finance, 2013, 24, (C), 25-44 View citations (6)
12. House price indexes and cyclical behavior
    International Journal of Housing Markets and Analysis, 2013, 6, (1), 26-44

2012

13. Firm Market Performance and Volatility in a National Real Estate Sector
    International Review of Economics & Finance, 2012, 22, (1), 230-253 View citations (5)

2011

14. Transfer programs under alternative insurance schemes and liquidity constraints
    The Journal of International Trade & Economic Development, 2011, 20, (2), 175-197

2010

15. Cross-listing premium in the US and the UK destination
    International Review of Economics & Finance, 2010, 19, (2), 244-259 View citations (15)
    See also Working Paper Cross-listing Premium in the US and the UK Destination, Discussion Papers Series, Department of Economics, Tufts University (2009) (2009)

2008

16. Heterogeneity, adverse selection and valuation with endogenous labor supply
    International Review of Economics & Finance, 2008, 17, (1), 113-126
    See also Working Paper Heterogeneity, Adverse Selection and Valuation with Endogenous Labor Supply, Discussion Papers Series, Department of Economics, Tufts University (2004) (2004)

2005

17. Intertemporal budget policies and macroeconomic adjustment in a small open economy
    Journal of International Money and Finance, 2005, 24, (1), 1-17 View citations (3)
    See also Working Paper Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy, Discussion Papers Series, Department of Economics, Tufts University (2003) View citations (1) (2003)
18. WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY
    Macroeconomic Dynamics, 2005, 9, (3), 321-357 View citations (10)
    See also Working Paper The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply, Discussion Papers Series, Department of Economics, Tufts University (2004) (2004)

2003

19. Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model
    International Tax and Public Finance, 2003, 10, (1), 25-41 View citations (6)
    See also Working Paper Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model, Discussion Papers Series, Department of Economics, Tufts University (2003) View citations (6) (2003)
20. Private information, growth, and asset prices with stochastic disturbances
    International Review of Economics & Finance, 2003, 12, (1), 1-24 View citations (2)
    See also Working Paper Private Information, Growth and Asset Prices with Stochastic Disturbances, Discussion Papers Series, Department of Economics, Tufts University (2003) View citations (2) (2003)

2001

21. Heterogeneity, Efficiency and Asset Allocation with Endogenous Labor Supply: The Static Case
    Manchester School, 2001, 69, (3), 253-268 View citations (4)
    See also Working Paper Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case, Computing in Economics and Finance 1999 (1999) View citations (3) (1999)

2000

22. The effects of alternative fiscal policies on the intertemporal government budget constraint
    International Review of Economics & Finance, 2000, 9, (1), 31-52 View citations (6)
    See also Working Paper The Effects of Alternative Fiscal Policies on the Intertemporal Government Budget Constraint, Discussion Papers Series, Department of Economics, Tufts University (1999) View citations (1) (1999)

1999

23. A dynamic monetary model with costly foreign currency
    The Journal of International Trade & Economic Development, 1999, 8, (4), 321-342
    See also Working Paper A Dynamic Monetary Model with Costly Foreign Currency, Discussion Papers Series, Department of Economics, Tufts University (1999) (1999)
24. Intertemporal budget policies in an endogenous growth model with nominal assets
    International Review of Economics & Finance, 1999, 8, (1), 25-43 View citations (4)
    See also Working Paper Intertemporal Budget Policies in an Endogenous Growth Model with Nominal Assets, Discussion Papers Series, Department of Economics, Tufts University (1998) (1998)

1997

25. International Effects of Government Expenditure in Interdependent Economies
    Canadian Journal of Economics, 1997, 30, (1), 57-84 View citations (16)

1995

26. Fiscal policy in a simple two-country dynamic model
    Journal of Economic Dynamics and Control, 1995, 19, (1-2), 395-419 View citations (13)
27. Inflation and the real price of equities: Theory with some empirical evidence
    Journal of Macroeconomics, 1995, 17, (3), 495-514
28. On dynamic real trade models
    Economics Letters, 1995, 47, (1), 47-52 View citations (9)

1994

29. A note on uncertainty, liquidity, and stock prices
    International Review of Economics & Finance, 1994, 3, (4), 457-468

1993

30. On perfect foresight and uncertainty in economic models: Two monetary examples
    Journal of Macroeconomics, 1993, 15, (1), 153-163

1992

31. Monetary growth innovations in a simple cash-in-advance asset-pricing model
    European Economic Review, 1992, 36, (8), 1501-1521 View citations (2)
32. The International Transmission of Tax Policies in a Dynamic World Economy
    Review of International Economics, 1992, 1, (1), 49-72 View citations (19)
    See also Working Paper The International Transmission of Tax Policies in a Dynamic World Economy, NBER Working Papers (1992) View citations (21) (1992)

1991

33. Temporary monetary and fiscal policy in an optimizing model of exchange rate determination
    Journal of Macroeconomics, 1991, 13, (1), 97-115
34. Una nota expositiva sobre la condición de transversalidad en modelos económicos dinámicos en tiempo continuo
    Estudios Económicos, 1991, 6, (2), 287-297

1989

35. Política monetaria y márgen de ganancia variable en una economía pequeña y abierta con inflación: Consideraciones dinámicas y estratégicas
    Estudios Económicos, 1989, 4, (2), 201-235

Books

2003

1. Financial Economics, Risk and Information:An Introduction to Methods and Models
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (2)

Chapters

2020

1. Environmental Concerns and the Cost of Equity in the US Energy Sector
   Chapter 22 in HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations, 2020, pp 509-550

2003

2. Basic Mathematical Tools
   Chapter 1 in Financial Economics, Risk And Information An Introduction to Methods and Models, 2003, pp 6-66
3. Contracts, Contract Design, and Static Agency Relationships
   Chapter 5 in Financial Economics, Risk And Information An Introduction to Methods and Models, 2003, pp 212-283
4. Dynamics I: Discrete Time
   Chapter 7 in Financial Economics, Risk And Information An Introduction to Methods and Models, 2003, pp 332-451
5. Dynamics II: Continuous Time
   Chapter 8 in Financial Economics, Risk And Information An Introduction to Methods and Models, 2003, pp 452-513
6. Expected Utility Approach to Financial Decision-Making
   Chapter 3 in Financial Economics, Risk And Information An Introduction to Methods and Models, 2003, pp 107-168
7. Introduction to Systems of Financial Markets
   Chapter 4 in Financial Economics, Risk And Information An Introduction to Methods and Models, 2003, pp 169-211
8. Mean-Variance Approach to Financial Decision-Making
   Chapter 2 in Financial Economics, Risk And Information An Introduction to Methods and Models, 2003, pp 67-106
9. Non-convexities and Lotteries in General Equilibrium
   Chapter 6 in Financial Economics, Risk And Information An Introduction to Methods and Models, 2003, pp 284-331