M. Fabricio Perez : Citation Profile

Are you M. Fabricio Perez?

Wilfrid Laurier University

6

H index

4

i10 index

122

Citations

RESEARCH PRODUCTION:

17

Articles

1

Papers

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 8
   Journals where M. Fabricio Perez has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 5 (3.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe254
   Updated: 2023-03-25    RAS profile: 2022-05-11    
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Relations with other researchers

Works with:

Brada, Josef (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with M. Fabricio Perez.

Is cited by:

Doytch, Nadia (5)

Minea, Alexandru (3)

Nting, Rexon (3)

Brada, Josef (3)

Asongu, Simplice (3)

Osabuohien, Evans (3)

Combes, Jean-Louis (2)

Márquez, Miguel (2)

Platen, Eckhard (2)

Alamá-Sabater, Luisa (2)

Su, Liangjun (2)

Cites to:

Bai, Jushan (14)

Ng, Serena (12)

Ahn, Seung (12)

Connor, Gregory (8)

Fama, Eugene (7)

Heckman, James (6)

Korajczyk, Robert (6)

Watson, Mark (5)

Blonigen, Bruce (5)

Campbell, John (5)

Wei, Shang-Jin (5)

Main data

Where M. Fabricio Perez has published?

Journals with more than one article published# docs
Journal of Empirical Finance4
The Geneva Papers on Risk and Insurance - Issues and Practice2
Journal of Comparative Economics2
Journal of Banking & Finance2

Recent works citing M. Fabricio Perez (2022 and 2021)

YearTitle of citing document
2021A data-driven framework for consistent financial valuation and risk measurement. (2021). Kirkby, Lars J ; Cui, Zhenyu ; Nguyen, Duy. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:381-398.

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2023Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling. (2023). Cummins, Mark ; Atkins, Philip J. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1331-1348.

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2022Liquid asset sheltering, or cost of capital? The effect of political corruption on corporate cash holdings. (2022). Park, Sehyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001119.

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2023Catastrophe bond pricing in the primary market: The issuer effect and pricing factors. (2023). Shao, Jia ; Pantelous, Athanasios A ; Mitra, Sovan ; Chatoro, Marian. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003817.

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2022Are retail investors less aggressive on small price stocks?. (2022). Roger, Tristan ; Metais, Carole . In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000604.

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2022A vulnerable victim or a tacit participant? Extending the field of multinationals and corruption research. (2022). Wood, Geoffrey ; Wang, Jingtian ; Cooke, Fang Lee. In: International Business Review. RePEc:eee:iburev:v:31:y:2022:i:1:s0969593121001025.

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2021Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models. (2021). Fusai, Gianluca ; Kyriakou, Ioannis ; Brignone, Riccardo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:232-247.

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2021Economic capital and RAROC in a dynamic model. (2021). Zanjani, George ; Bauer, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000297.

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2021Digitalization level, corruptive practices, and location choice in the hotel industry. (2021). Garcia-Muia, Fernando E ; Romero-Martinez, Ana M. In: Journal of Business Research. RePEc:eee:jbrese:v:136:y:2021:i:c:p:176-185.

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2021Do FDI inflows to Eastern Europe and Central Asia respond to the business cycle? A sector level analysis. (2021). Doytch, Nadia. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494920300414.

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2022Russian power and the state-owned enterprise. (2022). Vinokurov, Evgeny ; Stone, Randall W ; Libman, Alexander. In: European Journal of Political Economy. RePEc:eee:poleco:v:73:y:2022:i:c:s017626802100104x.

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2021Creating the illicit capital flows network in Europe – Do the net errors and omissions follow an economic pattern?. (2021). Širaňová, Mária ; Fisera, Boris ; Tiruneh, Menbere Workie ; Siranova, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:955-973.

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2022In Search of Non-Obvious Relationships between Greenhouse Gas or Particulate Matter Emissions, Renewable Energy and Corruption. (2022). Wysocki, Jacek ; Dec, Pawe. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:4:p:1347-:d:748447.

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2022Spatiotemporal Evolution of Travel Pattern Using Smart Card Data. (2022). Zhao, Tianhong ; Huang, Zhengdong ; Lin, MU ; Wei, Heyi ; Zhang, Ying. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:15:p:9564-:d:879737.

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2022Corporate bond yields and returns: a survey. (2022). Heck, Stephanie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00394-4.

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2022Capital Round-Tripping: Determinants of Emerging Market Firm Investments into Offshore Financial Centers and Their Ethical Implications. (2022). Brouthers, Keith D ; Ledyaeva, Svetlana ; Karhunen, Paivi. In: Journal of Business Ethics. RePEc:kap:jbuset:v:181:y:2022:i:1:d:10.1007_s10551-021-04908-y.

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2021A model-free approach to multivariate option pricing. (2021). Vanduffel, Steven ; Bondarenko, Oleg ; Bernard, Carole. In: Review of Derivatives Research. RePEc:kap:revdev:v:24:y:2021:i:2:d:10.1007_s11147-020-09172-2.

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2022A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation. (2022). Zhang, Gongqiu ; Li, Lingfei ; Fan, Liaoyuan ; Chen, Jie. In: Review of Derivatives Research. RePEc:kap:revdev:v:25:y:2022:i:2:d:10.1007_s11147-022-09186-y.

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2022Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach. (2022). le Fur, Eric ; Lefur, Eric ; Haffar, Adlane. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00271-3.

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2022Risk transfer beyond reinsurance: the added value of CAT bonds. (2022). Gurtler, Marc ; Gotze, Tobias. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:47:y:2022:i:1:d:10.1057_s41288-021-00234-6.

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2022A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses. (2022). Dionne, Georges ; Desjardins, Denise. In: Working Papers. RePEc:ris:crcrmw:2022_002.

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2022Corruption, Chinese Investment, and Trade: Evidence from Africa. (2022). Kyiu, Anthony ; Kebede, Jeleta ; Tawiah, Vincent. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:21:y:2022:i:2:p:123-151.

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2022FDI: Hot or Cold Money? The Behaviour of Sectoral FDI Inflows and Outflows Over Periods of Growth Accelerations and Decelerations. (2022). Doytch, Nadia. In: Foreign Trade Review. RePEc:sae:fortra:v:57:y:2022:i:3:p:324-350.

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2022Ecological Footprint, Economic Uncertainty and Foreign Direct Investment in South Africa: Evidence From Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Approach. (2022). Alrub, Ahmad Abu ; Aga, Mehmet ; Williams, Magdalene. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:2:p:21582440221094607.

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2022Effects of Host-Country Corruption on China’s Outward Foreign Direct Investments: Expert Knowledge Versus Public Awareness. (2022). Feng, Qianqian ; Wang, Lin ; Pan, Lili. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:4:p:21582440221141701.

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2021The Effects of Project Scale on FDI Location Choices: Evidence from Emerging Economies. (2021). Loncan, Tiago. In: Management International Review. RePEc:spr:manint:v:61:y:2021:i:2:d:10.1007_s11575-021-00442-1.

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2022Domestic interest rate, foreign direct investment, and corruption. (2022). Delgado, Michael S ; McCloud, Nadine. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:158:y:2022:i:2:d:10.1007_s10290-021-00435-0.

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2021Do Illicit Financial Flows Hurt Tax Revenues ? Evidence from the Developing World. (2021). Sawadogo, Pegdewende ; Minea, Alexandru ; Combes, Jean-Louis. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9781.

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2021Obesity of politicians and corruption in post?Soviet countries. (2021). Blavatskyy, Pavlo. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:29:y:2021:i:2:p:343-356.

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2022Foreign direct investment, anti?money laundering regulations and economic growth. (2022). Achampong, Kofi Osei ; Abor, Joshua Yindenaba ; Agbloyor, Elikplimi Komla ; Ofoeda, Isaac . In: Journal of International Development. RePEc:wly:jintdv:v:34:y:2022:i:3:p:670-692.

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Works by M. Fabricio Perez:

YearTitleTypeCited
2012The Effect of Home-country and Host-country Corruption on Foreign Direct Investment In: Review of Development Economics.
[Full Text][Citation analysis]		article25
2019Estimation of Multivariate Asset Models with Jumps In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article6
2021The evolution of pay premiums for managerial attributes In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article0
2010GMM estimation of the number of latent factors: With application to international stock markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2010Corrigendum to GMM estimation of the number of latent factors: With application to international stock markets [J Empir Financ. 17 (2010) 783-802] In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2013Two-pass estimation of risk premiums with multicollinear and near-invariant betas In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
2021Follow the leader: Index tracking with factor models In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2013Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2015Factor models for binary financial data In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2012Illicit money flows as motives for FDI In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article30
2019National levels of corruption and foreign direct investment In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article20
2022Value creation and value destruction in investor-state dispute arbitration In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article0
2017Catering Through Nominal Share Prices Revisited In: Critical Finance Review.
[Full Text][Citation analysis]		article1
2012Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article2
2015Diversification through Catastrophe Bonds: Lessons from the Subprime Financial Crisis In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article17
2022Pricing dynamics in the market for catastrophe bonds In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article2
2007GMM Estimation of the Number of Latent Factors In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2018Is there a missing factor? A canonical correlation approach to factor models In: Review of Financial Economics.
[Full Text][Citation analysis]		article0

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