Details about Samuel Westmoreland Malone

Access statistics for papers by Samuel Westmoreland Malone.

Last updated 2021-06-13. Update your information in the RePEc Author Service.

Short-id: pma1164

Working Papers

2012

1. The determinants of extreme commodity prices
   OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford View citations (2)

2009

2. Natural Resource Booms and Inequality: Theory and Evidence
   MPRA Paper, University Library of Munich, Germany View citations (10)
   Also in CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford (2008) View citations (1)
   OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford (2008) View citations (18)
   See also Journal Article Natural Resource Booms and Inequality: Theory and Evidence, Scandinavian Journal of Economics, Wiley Blackwell (2011) View citations (109) (2011)

2008

3. A Risk-Based Debt Sustainability Framework: Incorporating Balance Sheets and Uncertainty
   IMF Working Papers, International Monetary Fund View citations (21)

2006

4. Towards a Bayesian framework for option pricing
   Papers, arXiv.org

2005

5. Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (5)

Journal Articles

2016

1. Timing Foreign Exchange Markets
   Econometrics, 2016, 4, (1), 1-23 View citations (1)

2015

2. Bayesian Inference for a Structural Credit Risk Model with Stochastic Volatility and Stochastic Interest Rates
   Journal of Financial Econometrics, 2015, 13, (4), 839-867 View citations (2)
3. Optimal Weather Conditions, Economic Growth, and Political Transitions
   World Development, 2015, 66, (C), 16-30 View citations (2)

2014

4. EXCHANGE RATE FUNDAMENTALS, FORECASTING, AND SPECULATION: BAYESIAN MODELS IN BLACK MARKETS
   Journal of Applied Econometrics, 2014, 29, (1), 22-41 View citations (5)

2013

5. Forecasting leadership transitions around the world
   International Journal of Forecasting, 2013, 29, (4), 575-591 View citations (3)

2012

6. Sovereign and Financial-Sector Risk: Measurement and Interactions
   Annual Review of Financial Economics, 2012, 4, (1), 297-312 View citations (8)

2011

7. Natural Resource Booms and Inequality: Theory and Evidence
   Scandinavian Journal of Economics, 2011, 113, (2), 388-417 View citations (109)
   See also Working Paper Natural Resource Booms and Inequality: Theory and Evidence, MPRA Paper (2009) View citations (10) (2009)
8. Sovereign indebtedness, default, and gambling for redemption
   Oxford Economic Papers, 2011, 63, (2), 331-354 View citations (9)

2010

9. The Black Market for Dollars in Venezuela
   Emerging Markets Finance and Trade, 2010, 46, (5), 67-89 View citations (2)

2009

10. Balance Sheet Effects, External Volatility, and Emerging Market Spreads
    Journal of Applied Economics, 2009, 12, (2), 273-299 View citations (8)
    Also in Journal of Applied Economics, 2009, 12, 273-299 (2009) View citations (8)
11. What executives should know about structural credit risk models and their limitations: a primer with examples
    Journal of Financial Transformation, 2009, 27, 58-62

2008

12. Bayesian parameter inference for models of the Black and Scholes type
    Applied Stochastic Models in Business and Industry, 2008, 24, (6), 507-524

2002

13. Better initial configurations for metric multidimensional scaling
    Computational Statistics & Data Analysis, 2002, 41, (1), 143-156