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Details about Marcelo Bianconi

Homepage:https://as.tufts.edu/economics/people/faculty/marcelo-bianconi
Workplace:Department of Economics, Tufts University, (more information at EDIRC)

Access statistics for papers by Marcelo Bianconi.

Last updated 2023-11-11. Update your information in the RePEc Author Service.

Short-id: pbi3


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Working Papers

2020

  1. Trade Policy Uncertainty and Stock Returns
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University Downloads View citations (1)
    Also in Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University (2019) Downloads View citations (12)
    MPRA Paper, University Library of Munich, Germany (2020) Downloads View citations (1)

    See also Journal Article Trade policy uncertainty and stock returns, Journal of International Money and Finance, Elsevier (2021) Downloads View citations (7) (2021)

2015

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

2014

  1. 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 Downloads 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) Downloads View citations (5) (2015)

2013

  1. Determinants of Systemic Risk and Information Dissemination
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University (2013) Downloads

    See also Journal Article Determinants of systemic risk and information dissemination, International Review of Economics & Finance, Elsevier (2015) Downloads View citations (9) (2015)
  2. 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 Downloads
    See also Journal Article Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector, Energy Economics, Elsevier (2014) Downloads View citations (18) (2014)

2012

  1. 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 Downloads
    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) Downloads (2015)
  2. Worldwide Commodities Sector Market-To-Book and Return on Equity Valuation
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University Downloads

2011

  1. 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 Downloads View citations (32)
  2. Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies
    Economics Series, Institute for Advanced Studies Downloads
    See also Journal Article Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies, Review of International Economics, Wiley Blackwell (2014) Downloads View citations (1) (2014)

2010

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

2009

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

2004

  1. 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 Downloads
  2. Heterogeneity, Adverse Selection and Valuation with Endogenous Labor Supply
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University Downloads
    See also Journal Article Heterogeneity, adverse selection and valuation with endogenous labor supply, International Review of Economics & Finance, Elsevier (2008) Downloads (2008)
  3. 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 Downloads
    Also in Working Papers, University of Washington, Department of Economics Downloads View citations (9)
    Computing in Economics and Finance 2003, Society for Computational Economics (2003) Downloads

    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) Downloads View citations (9) (2005)
  4. Transfer Programs and Consumption under Alternative Insurance Schemes and Liquidity Constraints
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University Downloads

2003

  1. 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 Downloads 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) Downloads View citations (6) (2003)
  2. Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University Downloads View citations (1)
    Also in Economics Series, Institute for Advanced Studies (2001) Downloads

    See also Journal Article Intertemporal budget policies and macroeconomic adjustment in a small open economy, Journal of International Money and Finance, Elsevier (2005) Downloads View citations (3) (2005)
  3. Private Information, Growth and Asset Prices with Stochastic Disturbances
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University Downloads View citations (2)
    See also Journal Article Private information, growth, and asset prices with stochastic disturbances, International Review of Economics & Finance, Elsevier (2003) Downloads View citations (2) (2003)

2001

  1. 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

  1. A Dynamic Monetary Model with Costly Foreign Currency
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University Downloads
    See also Journal Article A dynamic monetary model with costly foreign currency, The Journal of International Trade & Economic Development, Taylor & Francis Journals (1999) Downloads (1999)
  2. 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) Downloads View citations (4) (2001)
  3. 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 Downloads 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) Downloads View citations (6) (2000)

1998

  1. 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) Downloads View citations (4) (1999)

1992

  1. The International Transmission of Tax Policies in a Dynamic World Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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

  1. 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

  1. 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) Downloads View citations (7)
    See also Working Paper Trade Policy Uncertainty and Stock Returns, Discussion Papers Series, Department of Economics, Tufts University (2020) Downloads View citations (1) (2020)

2019

  1. Evaluating the instantaneous and medium-run impact of mergers and acquisitions on firm values
    International Review of Economics & Finance, 2019, 59, (C), 71-87 Downloads View citations (5)

2017

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

2015

  1. Determinants of systemic risk and information dissemination
    International Review of Economics & Finance, 2015, 38, (C), 352-368 Downloads View citations (9)
    See also Working Paper Determinants of Systemic Risk and Information Dissemination, Working Paper series (2013) Downloads (2013)
  2. Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies
    Review of Economics & Finance, 2015, 5, 1-21 Downloads
    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) Downloads (2012)
  3. Firm value, investment and monetary policy
    International Journal of Accounting and Finance, 2015, 5, (3), 262-289 Downloads
    See also Working Paper Firm Value, Investment and Monetary Policy, Discussion Papers Series, Department of Economics, Tufts University (2010) Downloads View citations (2) (2010)
  4. 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 Downloads 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) Downloads View citations (1) (2014)

2014

  1. Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies
    Review of International Economics, 2014, 22, (1), 116-130 Downloads View citations (1)
    See also Working Paper Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies, Economics Series (2011) Downloads (2011)
  2. Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector
    Energy Economics, 2014, 45, (C), 19-32 Downloads View citations (18)
    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) Downloads (2013)

2013

  1. 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 Downloads View citations (6)
  2. House price indexes and cyclical behavior
    International Journal of Housing Markets and Analysis, 2013, 6, (1), 26-44 Downloads

2012

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

2011

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

2010

  1. Cross-listing premium in the US and the UK destination
    International Review of Economics & Finance, 2010, 19, (2), 244-259 Downloads 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) Downloads (2009)

2008

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

2005

  1. Intertemporal budget policies and macroeconomic adjustment in a small open economy
    Journal of International Money and Finance, 2005, 24, (1), 1-17 Downloads 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) Downloads View citations (1) (2003)
  2. WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY
    Macroeconomic Dynamics, 2005, 9, (3), 321-357 Downloads View citations (9)
    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) Downloads (2004)

2003

  1. Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model
    International Tax and Public Finance, 2003, 10, (1), 25-41 Downloads 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) Downloads View citations (6) (2003)
  2. Private information, growth, and asset prices with stochastic disturbances
    International Review of Economics & Finance, 2003, 12, (1), 1-24 Downloads 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) Downloads View citations (2) (2003)

2001

  1. Heterogeneity, Efficiency and Asset Allocation with Endogenous Labor Supply: The Static Case
    Manchester School, 2001, 69, (3), 253-268 Downloads 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

  1. The effects of alternative fiscal policies on the intertemporal government budget constraint
    International Review of Economics & Finance, 2000, 9, (1), 31-52 Downloads 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) Downloads View citations (1) (1999)

1999

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

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

1995

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

1994

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

1993

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

1992

  1. Monetary growth innovations in a simple cash-in-advance asset-pricing model
    European Economic Review, 1992, 36, (8), 1501-1521 Downloads View citations (2)
  2. 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) Downloads View citations (21) (1992)

1991

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

1989

  1. 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 Downloads

Books

2003

  1. Financial Economics, Risk and Information:An Introduction to Methods and Models
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads 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 Downloads

2003

  1. Basic Mathematical Tools
    Chapter 1 in Financial Economics, Risk And Information An Introduction to Methods and Models, 2003, pp 6-66 Downloads
  2. 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 Downloads
  3. Dynamics I: Discrete Time
    Chapter 7 in Financial Economics, Risk And Information An Introduction to Methods and Models, 2003, pp 332-451 Downloads
  4. Dynamics II: Continuous Time
    Chapter 8 in Financial Economics, Risk And Information An Introduction to Methods and Models, 2003, pp 452-513 Downloads
  5. 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 Downloads
  6. Introduction to Systems of Financial Markets
    Chapter 4 in Financial Economics, Risk And Information An Introduction to Methods and Models, 2003, pp 169-211 Downloads
  7. 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 Downloads
  8. 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 Downloads
 
Page updated 2024-06-11