Marcelo Bianconi : Citation Profile


Are you Marcelo Bianconi?

Tufts University

9

H index

9

i10 index

208

Citations

RESEARCH PRODUCTION:

35

Articles

35

Papers

1

Books

9

Chapters

RESEARCH ACTIVITY:

   33 years (1988 - 2021). See details.
   Cites by year: 6
   Journals where Marcelo Bianconi has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 17 (7.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbi3
   Updated: 2024-12-03    RAS profile: 2023-11-11    
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Relations with other researchers


Works with:

Esposito, Federico (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcelo Bianconi.

Is cited by:

Mino, Kazuo (9)

Mino, Kazuo (9)

Itaya, Jun-ichi (9)

Shibata, Akihisa (5)

Ono, Yoshiyasu (4)

Sen, Partha (4)

Kollmann, Robert (4)

Esposito, Federico (3)

Turnovsky, Stephen J (3)

Gombi, Ichiro (3)

Koray, Faik (3)

Cites to:

Turnovsky, Stephen J (31)

Karolyi, G. (16)

Fama, Eugene (14)

Stulz, René (13)

Weil, Philippe (10)

Manuelli, Rodolfo (9)

French, Kenneth (9)

Rebelo, Sergio (9)

Campbell, John (9)

Jones, Larry (9)

bloom, nicholas (9)

Main data


Where Marcelo Bianconi has published?


Journals with more than one article published# docs
International Review of Economics & Finance9
The North American Journal of Economics and Finance3
Journal of Macroeconomics3
The Journal of International Trade & Economic Development2
Journal of International Money and Finance2
Estudios Económicos2
Review of International Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Washington, Department of Economics3
Economics Series / Institute for Advanced Studies2

Recent works citing Marcelo Bianconi (2024 and 2023)


YearTitle of citing document
2024The Validity of CAPM and ICAPM in the Istanbul Stock Exchange. (2024). Kulali, Gulah ; Muddasir, Muhammad. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:9:y:2024:i:1:p:26-42.

Full description at Econpapers || Download paper

2023Internal debt and welfare. (2023). Kalamov, Zarko. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:25:y:2023:i:1:p:196-224.

Full description at Econpapers || Download paper

2023The effects of Trump’s trade war on U.S. financial markets. (2023). Liu, Dingming ; Fang, Jing ; Chen, Yong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000438.

Full description at Econpapers || Download paper

2024Stability and mean growth rate of stochastic Solow model driven by jump–diffusion process. (2024). Shao, Jinghai ; Liao, Zhong-Wei. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000041.

Full description at Econpapers || Download paper

2024On the prediction of systemic risk tolerance of cryptocurrencies. (2024). Boubaker, Sabri ; Karim, Sitara ; Rahman, Molla Ramizur ; Naeem, Muhammad Abubakr. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006480.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

Works by Marcelo Bianconi:


YearTitleTypeCited
2015Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies In: Review of Economics & Finance.
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2012Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies..(2012) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 0
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2001Heterogeneity, Efficiency and Asset Allocation with Endogenous Labor Supply: The Static Case In: Manchester School.
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article0
1999Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case.(1999) In: Computing in Economics and Finance 1999.
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This paper has nother version. Agregated cites: 0
paper
1992The International Transmission of Tax Policies in a Dynamic World Economy. In: Review of International Economics.
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article22
1992The International Transmission of Tax Policies in a Dynamic World Economy.(1992) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 22
paper
2014Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies In: Review of International Economics.
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article1
2011Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies.(2011) In: Economics Series.
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This paper has nother version. Agregated cites: 1
paper
1997International Effects of Government Expenditure in Interdependent Economies. In: Canadian Journal of Economics.
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article16
2005WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY In: Macroeconomic Dynamics.
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article10
2003The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply.(2003) In: Computing in Economics and Finance 2003.
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This paper has nother version. Agregated cites: 10
paper
2004The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply.(2004) In: Discussion Papers Series, Department of Economics, Tufts University.
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The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply.() In: Working Papers.
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This paper has nother version. Agregated cites: 10
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1995Fiscal policy in a simple two-country dynamic model In: Journal of Economic Dynamics and Control.
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article13
2013Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations In: The North American Journal of Economics and Finance.
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article6
2015Implied volatility and the risk-free rate of return in options markets In: The North American Journal of Economics and Finance.
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article5
2014Implied Volatility and the Risk-Free Rate of Return in Options Markets.(2014) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 5
paper
2017Higher moment exchange rate exposure of S&P500 firms In: The North American Journal of Economics and Finance.
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article1
1995On dynamic real trade models In: Economics Letters.
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article9
1992Monetary growth innovations in a simple cash-in-advance asset-pricing model In: European Economic Review.
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article2
2014Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector In: Energy Economics.
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article20
2013Risk Factors and Value at Risk in Publicly Trades Companies of the Nonrenewable Energy Sector.(2013) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 20
paper
2021Trade policy uncertainty and stock returns In: Journal of International Money and Finance.
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article19
2020Trade Policy Uncertainty and Stock Returns.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 19
paper
2019Trade Policy Uncertainty and Stock Returns.(2019) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 19
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2020Trade Policy Uncertainty and Stock Returns.(2020) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 19
paper
2005Intertemporal budget policies and macroeconomic adjustment in a small open economy In: Journal of International Money and Finance.
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article1
2001Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy.(2001) In: Economics Series.
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This paper has nother version. Agregated cites: 1
paper
2003Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy.(2003) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 1
paper
1991Temporary monetary and fiscal policy in an optimizing model of exchange rate determination In: Journal of Macroeconomics.
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1993On perfect foresight and uncertainty in economic models: Two monetary examples In: Journal of Macroeconomics.
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1995Inflation and the real price of equities: Theory with some empirical evidence In: Journal of Macroeconomics.
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article0
2003Private information, growth, and asset prices with stochastic disturbances In: International Review of Economics & Finance.
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article1
2003Private Information, Growth and Asset Prices with Stochastic Disturbances.(2003) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 1
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2008Heterogeneity, adverse selection and valuation with endogenous labor supply In: International Review of Economics & Finance.
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article0
2004Heterogeneity, Adverse Selection and Valuation with Endogenous Labor Supply.(2004) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 0
paper
2010Cross-listing premium in the US and the UK destination In: International Review of Economics & Finance.
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article13
2009Cross-listing Premium in the US and the UK Destination.(2009) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 13
paper
2012Firm Market Performance and Volatility in a National Real Estate Sector In: International Review of Economics & Finance.
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article3
2015Determinants of systemic risk and information dissemination In: International Review of Economics & Finance.
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article11
2013Determinants of Systemic Risk and Information Dissemination.(2013) In: Working Paper series.
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This paper has nother version. Agregated cites: 11
paper
2013Determinants of Systemic Risk and Information Dissemination.(2013) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 11
paper
1994A note on uncertainty, liquidity, and stock prices In: International Review of Economics & Finance.
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article0
2019Evaluating the instantaneous and medium-run impact of mergers and acquisitions on firm values In: International Review of Economics & Finance.
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article6
1999Intertemporal budget policies in an endogenous growth model with nominal assets In: International Review of Economics & Finance.
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article0
1998Intertemporal Budget Policies in an Endogenous Growth Model with Nominal Assets.(1998) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 0
paper
2000The effects of alternative fiscal policies on the intertemporal government budget constraint In: International Review of Economics & Finance.
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article7
1999The Effects of Alternative Fiscal Policies on the Intertemporal Government Budget Constraint.(1999) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 7
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2013House price indexes and cyclical behavior In: International Journal of Housing Markets and Analysis.
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article0
2017Valuation of the worldwide commodities sector In: Studies in Economics and Finance.
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1989Política monetaria y márgen de ganancia variable en una economía pequeña y abierta con inflación: Consideraciones dinámicas y estratégicas In: Estudios Económicos.
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1991Una nota expositiva sobre la condición de transversalidad en modelos económicos dinámicos en tiempo continuo In: Estudios Económicos.
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1988STRATEGIC WAGES POLICY AND THE GAINS FROM COOPERATION. In: Discussion Papers in Economics at the University of Washington.
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1988STRATEGIC WAGES POLICY AND THE GAINS FROM COOPERATION..(1988) In: Working Papers.
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1989STOCHASTIC GOVERNMENT PREFERENCES, FISCAL CREDIBILITY, AND THE VALUE INFORMATION. In: Discussion Papers in Economics at the University of Washington.
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1989STOCHASTIC GOVERNMENT PREFERENCES, FISCAL CREDIBILITY, AND THE VALUE INFORMATION..(1989) In: Working Papers.
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2015Firm value, investment and monetary policy In: International Journal of Accounting and Finance.
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2010Firm Value, Investment and Monetary Policy.(2010) In: Discussion Papers Series, Department of Economics, Tufts University.
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2003Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model. In: International Tax and Public Finance.
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article6
2003Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model.(2003) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has nother version. Agregated cites: 6
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2001The Impact of Idiosyncratic Shocks on Welfare and Asset Returns in a Stochastically Growing Economy In: Computing in Economics and Finance 2001.
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2011Transfer programs under alternative insurance schemes and liquidity constraints In: The Journal of International Trade & Economic Development.
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1999A dynamic monetary model with costly foreign currency In: The Journal of International Trade & Economic Development.
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1999A Dynamic Monetary Model with Costly Foreign Currency.(1999) In: Discussion Papers Series, Department of Economics, Tufts University.
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2004Aggregate and Idiosyncratic Risk and the Behavior of Individual Preferences under Moral Hazard In: Discussion Papers Series, Department of Economics, Tufts University.
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2004Transfer Programs and Consumption under Alternative Insurance Schemes and Liquidity Constraints In: Discussion Papers Series, Department of Economics, Tufts University.
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2009Firm Value, Cross-Listing Premium and the Sarbanes-Oxley Act In: Discussion Papers Series, Department of Economics, Tufts University.
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paper1
2011BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets. In: Discussion Papers Series, Department of Economics, Tufts University.
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paper35
2012Worldwide Commodities Sector Market-To-Book and Return on Equity Valuation In: Discussion Papers Series, Department of Economics, Tufts University.
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2015Equity Prices and Cartel Activity In: Discussion Papers Series, Department of Economics, Tufts University.
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2003Financial Economics, Risk and Information:An Introduction to Methods and Models In: World Scientific Books.
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2003Basic Mathematical Tools In: World Scientific Book Chapters.
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2003Mean-Variance Approach to Financial Decision-Making In: World Scientific Book Chapters.
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2003Expected Utility Approach to Financial Decision-Making In: World Scientific Book Chapters.
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2003Introduction to Systems of Financial Markets In: World Scientific Book Chapters.
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2003Contracts, Contract Design, and Static Agency Relationships In: World Scientific Book Chapters.
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2003Non-convexities and Lotteries in General Equilibrium In: World Scientific Book Chapters.
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2003Dynamics I: Discrete Time In: World Scientific Book Chapters.
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2003Dynamics II: Continuous Time In: World Scientific Book Chapters.
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2020Environmental Concerns and the Cost of Equity in the US Energy Sector In: World Scientific Book Chapters.
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