6
H index
4
i10 index
139
Citations
M. Fabricio Perez : Citation Profile
Wilfrid Laurier University | RESEARCH PRODUCTION: 17 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
15 years (2007 - 2022). Relations with other researchers
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:
|
Main data
Where M. Fabricio Perez has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Empirical Finance | 4 |
| Journal of Comparative Economics | 2 |
| The Geneva Papers on Risk and Insurance - Issues and Practice | 2 |
| Journal of Banking & Finance | 2 |
Recent works citing M. Fabricio Perez (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A general method for analysis and valuation of drawdown risk. (2023). Li, Lingfei ; Zhang, Gongqiu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:152:y:2023:i:c:s0165188923000751. Full description at Econpapers || Download paper |
| 2023 | Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds. (2023). Melin, Olena ; Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001586. Full description at Econpapers || Download paper |
| 2023 | Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61. 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 |
| 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 |
| 2023 | Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Money laundering and AML regulatory and judicial system regimes: investigation of FinCEN files. (2023). Davino, Carmela. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:55:y:2023:i:2:d:10.1007_s10657-022-09756-3. Full description at Econpapers || Download paper |
| 2023 | Extending the Merton model with applications to credit value adjustment. (2023). Sensoy, Ahmet ; Fabozzi, Frank J ; Hekimoglu, Alper A ; Akyildirim, Erdinc. In: Annals of Operations Research. RePEc:spr:annopr:v:326:y:2023:i:1:d:10.1007_s10479-023-05289-3. Full description at Econpapers || Download paper |
| 2023 | Drivers of sovereign catastrophe bond issuance: an empirical analysis. (2023). Maran, Raluca. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:6:d:10.1007_s43546-023-00479-4. Full description at Econpapers || Download paper |
| 2023 | Political uncertainty and foreign direct investment—Evidence from the government official vacancy in Chinas cities. (2023). Meng, YU ; Yao, Yutong ; Cheng, Maoyong. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:3:p:527-559. Full description at Econpapers || Download paper |
| 2023 | Who benefits from corruption; the private individual or the public purse?. (2023). Zakari, Abdulrasheed ; Tawiah, Vincent ; Xede, James. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2900-2914. Full description at Econpapers || Download paper |
Works by M. Fabricio Perez:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | The Effect of Home-country and Host-country Corruption on Foreign Direct Investment In: Review of Development Economics. [Full Text][Citation analysis] | article | 26 |
| 2019 | Estimation of Multivariate Asset Models with Jumps In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 8 |
| 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 | 8 |
| 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 | 32 |
| 2019 | National levels of corruption and foreign direct investment In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 26 |
| 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: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 3 |
| 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 | 20 |
| 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 | 3 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team