6
H index
4
i10 index
122
Citations
Wilfrid Laurier University | 6 H index 4 i10 index 122 Citations RESEARCH PRODUCTION: 17 Articles 1 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with M. Fabricio Perez. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Empirical Finance | 4 |
Journal of Banking & Finance | 2 |
Journal of Comparative Economics | 2 |
The Geneva Papers on Risk and Insurance - Issues and Practice | 2 |
Year | Title of citing document |
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2021 | A 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. Full description at Econpapers || Download paper |
2023 | Improved 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. Full description at Econpapers || Download paper |
2022 | Liquid 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. Full description at Econpapers || Download paper |
2023 | Catastrophe 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. Full description at Econpapers || Download paper |
2022 | Are 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2021 | Moment-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. Full description at Econpapers || Download paper |
2021 | Economic 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. Full description at Econpapers || Download paper |
2021 | Digitalization 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. Full description at Econpapers || Download paper |
2021 | Do 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. Full description at Econpapers || Download paper |
2022 | Russian 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. Full description at Econpapers || Download paper |
2021 | Creating 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. Full description at Econpapers || Download paper |
2022 | In 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. Full description at Econpapers || Download paper |
2022 | Spatiotemporal 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. Full description at Econpapers || Download paper |
2022 | Corporate 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. Full description at Econpapers || Download paper |
2022 | Capital 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. Full description at Econpapers || Download paper |
2021 | A 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2022 | Dependence 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. Full description at Econpapers || Download paper |
2022 | Risk 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2022 | Corruption, 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. Full description at Econpapers || Download paper |
2022 | FDI: 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. Full description at Econpapers || Download paper |
2022 | Ecological 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. Full description at Econpapers || Download paper |
2022 | Effects 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2022 | Domestic 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. Full description at Econpapers || Download paper |
2021 | Do 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. Full description at Econpapers || Download paper |
2021 | Obesity 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. Full description at Econpapers || Download paper |
2022 | Foreign 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | The Effect of Home-country and Host-country Corruption on Foreign Direct Investment In: Review of Development Economics. [Full Text][Citation analysis] | article | 25 |
2019 | Estimation of Multivariate Asset Models with Jumps In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 6 |
2021 | The evolution of pay premiums for managerial attributes In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 0 |
2010 | GMM estimation of the number of latent factors: With application to international stock markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
2010 | Corrigendum 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] | article | 1 |
2013 | Two-pass estimation of risk premiums with multicollinear and near-invariant betas In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
2021 | Follow the leader: Index tracking with factor models In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
2013 | Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
2015 | Factor models for binary financial data In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2012 | Illicit money flows as motives for FDI In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 30 |
2019 | National levels of corruption and foreign direct investment In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 20 |
2022 | Value creation and value destruction in investor-state dispute arbitration In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 0 |
2017 | Catering Through Nominal Share Prices Revisited In: Critical Finance Review. [Full Text][Citation analysis] | article | 1 |
2012 | Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
2015 | Diversification through Catastrophe Bonds: Lessons from the Subprime Financial Crisis In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 17 |
2022 | Pricing dynamics in the market for catastrophe bonds In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 2 |
2007 | GMM Estimation of the Number of Latent Factors In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2018 | Is there a missing factor? A canonical correlation approach to factor models In: Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
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