Details about Marco Morales

Access statistics for papers by Marco Morales.

Last updated 2025-05-16. Update your information in the RePEc Author Service.

Short-id: pmo327

Working Papers

2014

1. Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bonds and Equity Markets
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (2)
   See also Journal Article Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bond and Equity Markets, Emerging Markets Finance and Trade, Taylor & Francis Journals (2014) View citations (2) (2014)

2010

2. The Chilean Electronic Market for Annuities (SCOMP):Reducing Information Asymmetries and Improving Competition
   Working Papers, Facultad de Economía y Empresa, Universidad Diego Portales View citations (4)
   See also Journal Article The Chilean Electronic Market for Annuities (SCOMP): Reducing Information Asymmetries and Improving Competition, The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan (2017) View citations (5) (2017)
3. Transmisión de Shocks y Acoplamiento con Mercados Accionarios Externos: Efectos Asimétricos y Quiebre Estructural
   Working Papers, Facultad de Economía y Empresa, Universidad Diego Portales View citations (1)

2009

4. Determinants of Ownership Concentration and Tender Offer Law in the Chilean Stock Market
   Serie de Documentos de Trabajo, Superintendencia de Valores y Seguros

2007

5. Measuring TFP: A Latent Variable Approach
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (1)

2006

6. An analysis of money's worth ratios in Chile
   Policy Research Working Paper Series, The World Bank View citations (4)
   See also Journal Article An analysis of money's worth ratios in Chile, Journal of Pension Economics and Finance, Cambridge University Press (2007) View citations (8) (2007)
7. An empirical analysis of the annuity rate in Chile
   Policy Research Working Paper Series, The World Bank View citations (7)
   See also Journal Article An empirical analysis of the annuity rate in Chile, Journal of Pension Economics and Finance, Cambridge University Press (2008) View citations (9) (2008)

Journal Articles

2024

1. Lag order selection for long-run variance estimation in econometrics
   Econometric Reviews, 2024, 43, (10), 774-795

2021

2. The role of a longevity insurance for defined contribution pension systems
   Insurance: Mathematics and Economics, 2021, 99, (C), 233-240 View citations (2)
3. When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function
   International Review of Finance, 2021, 21, (2), 688-698

2017

4. Hedging Longevity Risk in Life Settlements Using Biomedical Research‐Backed Obligations
   Journal of Risk & Insurance, 2017, 84, (S1), 439-458
5. Longevity Risk and Capital Markets: The 2014–15 Update
   Journal of Risk & Insurance, 2017, 84, (S1), 279-297
6. Modeling Multicountry Longevity Risk With Mortality Dependence: A Lévy Subordinated Hierarchical Archimedean Copulas Approach
   Journal of Risk & Insurance, 2017, 84, (S1), 477-493
7. Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure
   Journal of Risk & Insurance, 2017, 84, (S1), 393-415
8. Mortality Leads and Lags
   Journal of Risk & Insurance, 2017, 84, (S1), 495-514
9. On the Failure (Success) of the Markets for Longevity Risk Transfer
   Journal of Risk & Insurance, 2017, 84, (S1), 299-317
10. Pension Risk Management in the Enterprise Risk Management Framework
    Journal of Risk & Insurance, 2017, 84, (S1), 345-365
11. Pricing Buy‐Ins and Buy‐Outs
    Journal of Risk & Insurance, 2017, 84, (S1), 367-392
12. Robust Mean–Variance Hedging of Longevity Risk
    Journal of Risk & Insurance, 2017, 84, (S1), 459-475
13. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
    Journal of Risk & Insurance, 2017, 84, (S1), 417-437
    Also in Journal of Risk & Insurance, 2017, 84, (S1), 273-277 (2017)
    Journal of Risk & Insurance, 2017, 84, (S1), 319-343 (2017)
14. The Chilean Electronic Market for Annuities (SCOMP): Reducing Information Asymmetries and Improving Competition
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2017, 42, (3), 389-405 View citations (5)
    See also Working Paper The Chilean Electronic Market for Annuities (SCOMP):Reducing Information Asymmetries and Improving Competition, Working Papers (2010) View citations (4) (2010)
15. The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing
    Journal of Risk & Insurance, 2017, 84, (S1), 515-532

2014

16. Cointegration testing under structural change: reducing size distortions and improving power of residual based tests
    Statistical Methods & Applications, 2014, 23, (2), 265-282 View citations (1)
17. Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bond and Equity Markets
    Emerging Markets Finance and Trade, 2014, 50, (S5), 35-50 View citations (2)
    See also Working Paper Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bonds and Equity Markets, Working Papers Central Bank of Chile (2014) View citations (2) (2014)

2013

18. Determinantes de la concentración de la propiedad en el mercado de valores chileno
    Revista CEPAL, 2013 View citations (1)
19. Determinants of ownership concentration in the Chilean stock market
    Revista CEPAL, 2013 View citations (3)

2011

20. ON THE MEASUREMENT OF TOTAL FACTOR PRODUCTIVITY: A LATENT VARIABLE APPROACH
    Macroeconomic Dynamics, 2011, 15, (2), 145-159 View citations (11)
21. Shock Transmission and Coupling with External Stock Markets: Assymetric Effects and Structural Break
    Journal Economía Chilena (The Chilean Economy), 2011, 14, (3), 41-56

2010

22. Lag order selection for an optimal autoregressive covariance matrix estimator
    Journal of Applied Statistics, 2010, 37, (5), 739-748 View citations (1)
23. The real yield curve and macroeconomic factors in the Chilean economy
    Applied Economics, 2010, 42, (27), 3533-3545 View citations (13)

2008

24. An empirical analysis of the annuity rate in Chile
    Journal of Pension Economics and Finance, 2008, 7, (1), 95-119 View citations (9)
    See also Working Paper An empirical analysis of the annuity rate in Chile, Policy Research Working Paper Series (2006) View citations (7) (2006)

2007

25. An analysis of money's worth ratios in Chile
    Journal of Pension Economics and Finance, 2007, 6, (3), 287-312 View citations (8)
    See also Working Paper An analysis of money's worth ratios in Chile, Policy Research Working Paper Series (2006) View citations (4) (2006)