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Details about Marcelo Bianconi

E-mail:
Homepage:http://www.tufts.edu/~mbiancon/
Workplace:Department of Economics, Tufts University, (more information at EDIRC)

Access statistics for papers by Marcelo Bianconi.

Last updated 2019-03-17. Update your information in the RePEc Author Service.

Short-id: pbi3


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Working Papers

2019

  1. Trade Policy Uncertainty and Stock Returns
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University Downloads

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
    See also Journal Article in The North American Journal of Economics and Finance (2015)

2013

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

    See also Journal Article in International Review of Economics & Finance (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 in Energy Economics (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 in Review of Economics & Finance (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 (20)
  2. Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies
    Economics Series, Institute for Advanced Studies Downloads
    See also Journal Article in Review of International Economics (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 in International Journal of Accounting and Finance (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 in International Review of Economics & Finance (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 (1)

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 in International Review of Economics & Finance (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 Computing in Economics and Finance 2003, Society for Computational Economics (2003) Downloads
    Working Papers, University of Washington, Department of Economics Downloads
  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 in International Tax and Public Finance (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 in Journal of International Money and Finance (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 in International Review of Economics & Finance (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 in The Journal of International Trade & Economic Development (1999)
  2. Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case
    Computing in Economics and Finance 1999, Society for Computational Economics
    See also Journal Article in Manchester School (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 in International Review of Economics & Finance (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 in International Review of Economics & Finance (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 (8)
    See also Journal Article in Review of International Economics (1992)

1989

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

1988

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

Journal Articles

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

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
  2. Valuation of the worldwide commodities sector: The role of market-to-book and return on equity
    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 (3)
    See also Working Paper (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 (2012)
  3. Firm value, investment and monetary policy
    International Journal of Accounting and Finance, 2015, 5, (3), 262-289 Downloads
    See also Working Paper (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 (2)
    See also Working Paper (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 (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 (8)
    See also Working Paper (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 (5)
  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 (4)

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 (11)
    See also Working Paper (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 (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 (2)
    See also Working Paper (2003)
  2. WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY
    Macroeconomic Dynamics, 2005, 9, (03), 321-357 Downloads View citations (9)

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 (4)
    See also Working Paper (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 (2003)

2001

  1. Heterogeneity, Efficiency and Asset Allocation with Endogenous Labor Supply: The Static Case
    Manchester School, 2001, 69, (3), 253-68 Downloads View citations (4)
    See also Working Paper (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 (4)
    See also Working Paper (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 (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 (1998)

1997

  1. International Effects of Government Expenditure in Interdependent Economies
    Canadian Journal of Economics, 1997, 30, (1), 57-84 Downloads View citations (13)

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 (11)
  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 (13)
    See also Working Paper (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

2011

  1. Financial Economics, Risk and Information
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (1)

2003

  1. Financial Economics, Risk and Information:An Introduction to Methods and Models
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads
 
Page updated 2019-04-23