Marcelo Fernandes : Citation Profile

Fundação Getúlio Vargas (FGV)

11

H index

12

i10 index

571

Citations

RESEARCH PRODUCTION:

45

Articles

65

Papers

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 18
   Journals where Marcelo Fernandes has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 26 (4.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe19
   Updated: 2026-06-06    RAS profile: 2026-05-09    
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Relations with other researchers

Works with:

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

Is cited by:

Hautsch, Nikolaus (16)

Chang, Chia-Lin (9)

Degiannakis, Stavros (9)

Filis, George (7)

Gil-Alana, Luis (7)

Bauwens, Luc (7)

Caporale, Guglielmo Maria (7)

Schienle, Melanie (6)

Malec, Peter (6)

Ongena, Steven (6)

PHILIPPON, Thomas (6)

Cites to:

Engle, Robert (34)

Shleifer, Andrei (27)

Bollerslev, Tim (23)

Grammig, Joachim (23)

Drost, Feike C. (21)

Zingales, Luigi (19)

Hansen, Lars (19)

Diebold, Francis (18)

Lopez-de-Silanes, Florencio (18)

Andersen, Torben (17)

Campbell, John (16)

Main data

Where Marcelo Fernandes has published?

Journals with more than one article published# docs
Brazilian Review of Econometrics10
Journal of Econometrics5
Revista Brasileira de Economia - RBE3
Journal of Economic Dynamics and Control2
The Quarterly Review of Economics and Finance2
Journal of Banking & Finance2
Journal of Financial Econometrics2
Econometric Reviews2
Annals of the Institute of Statistical Mathematics2

Working Papers Series with more than one paper published# docs
Textos para discusso / FGV EESP - Escola de Economia de So Paulo, Fundao Getulio Vargas (Brazil)17
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)12
Economics Working Papers / European University Institute3
Papers / arXiv.org2
Discussion Papers / Instituto de Pesquisa Econmica Aplicada - IPEA2
Textos para discusso / Department of Economics PUC-Rio (Brazil)2

Recent works citing Marcelo Fernandes (2026 and 2025)

YearTitle of citing document
2025Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2301.07196.

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2024Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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2025A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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2024Ranking probabilistic forecasting models with different loss functions. (2024). Uniejewski, Bartosz ; Serafin, Tomasz. In: Papers. RePEc:arx:papers:2411.17743.

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2024Convolution Mode Regression. (2024). Horta, Eduardo ; Finn, Eduardo Schirmer. In: Papers. RePEc:arx:papers:2412.05736.

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2026Robust Quantile Factor Analysis. (2025). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2501.15761.

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2026Forecasting the U.S. Treasury Yield Curve: A Distributionally Robust Machine Learning Approach. (2026). Cheng, Ming-Yen ; Liu, Jinjun. In: Papers. RePEc:arx:papers:2601.04608.

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2026A machine learning approach to volatility forecasting. (2026). Veliyev, Bezirgen ; Siggaard, Mathias ; Christensen, Kim. In: Papers. RePEc:arx:papers:2601.13014.

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2026Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process. (2026). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2604.00346.

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2025Lessons on supervisory effectiveness - a literature review. (2025). Bank for International Settlements, . In: BCBS Working Papers. RePEc:bis:bisbcw:45.

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2024Non‐crossing quantile double‐autoregression for the analysis of streaming time series data. (2024). Yu, Keming ; Choy, Siu Kai ; Jiang, Rong. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:513-532.

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2025Boosting credit risk models. (2025). Baesens, Bart ; Smedts, Kristien. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838923000884.

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2025Enhanced index tracking: A relative downside risk approach. (2025). Huang, Zeyu ; Liu, Yangyi ; Luo, Ronghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s106294082500141x.

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2026Asymptotic inference for Hasbrouck information shares. (2026). Schweikert, Karsten. In: Economics Letters. RePEc:eee:ecolet:v:258:y:2026:i:c:s0165176525005932.

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2025Fast inference for quantile regression with tens of millions of observations. (2025). Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Shin, Youngki. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000198.

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2025Statistical inference for smoothed quantile regression with streaming data. (2025). Xie, Jinhan ; Yan, Xiaodong ; Jiang, Bei ; Kong, Linglong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624002756.

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2025Quantile regression with group-level treatments. (2025). Chen, Songnian. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001332.

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2024The effects of monetary policy on macroeconomic risk. (2024). Gambetti, Luca ; Forni, Mario ; Maffei-Faccioli, Nicolo ; Sala, Luca. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001181.

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2025High frequency online inflation and term structure of interest rates: Evidence from China. (2025). Tang, Ke ; Liu, Taoxiong ; Zhang, Tao ; Jiang, Tingfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000489.

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2025Short-term forecasting of forward prices in the Brazilian electricity market with a hybrid stochastic-neural network model. (2025). Santos, Eleonora ; Sica, E T ; Albani, V. V. L., ; Moreira, P. S. E., ; Marcavillaca, R T ; Avila, S L ; Geremia, M ; Piovezan, R. P. B., . In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004785.

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2025Spotlight on physical risk: Assessing the banks stock reaction to the ECB climate stress test. (2025). Fiordelisi, Franco ; Ricci, Ornella ; Santilli, Gianluca. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008147.

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2025Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution. (2025). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:153-174.

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2025Disaggregating VIX. (2025). Degiannakis, Stavros ; Kafousaki, Eleftheria. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1559-1588.

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2025Crowdedness, mispricing, crashes, and spikes. (2025). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:177:y:2025:i:c:s0378426625001050.

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2025Markov switching multiple-equation tensor regressions. (2025). Craiu, Radu V ; Casarin, Roberto ; Wang, Qing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:208:y:2025:i:c:s0047259x25000223.

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2025Smoothing quantile regression averaging: A new approach to probabilistic forecasting of electricity prices. (2025). Uniejewski, Bartosz. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000455.

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2025Does benchmark-driven investment amplify the impact of the global financial cycle on emerging markets?. (2025). Feng, Yun ; Chen, Yang ; Zhang, Zhipeng ; Liu, Qing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x2400341x.

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2025Index-tracking rigidity and arbitrage opportunities in MSCI index reconstitutions. (2025). Chang, Xin ; Qian, Shuoge ; Peng, Jiaxin ; Luo, Jiang ; Tan, Choon Wee. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002379.

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2025Forecasting the Brazilian yield curve using macroeconomics expectations and time-varying volatility. (2025). Cordeiro, Werley ; Caldeira, Joao F ; Moura, Guilherme V. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s1062976925001139.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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2025Linear and nonlinear econometric models against machine learning models: realized volatility prediction. (2025). Kili, Rehim. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-61.

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2025Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2025). Yang, Xiye ; Neely, Christopher ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

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2025Which Sectoral CDS Can More Effectively Hedge Conventional and Islamic Dow Jones Indices? Evidence from the COVID-19 Outbreak and Bubble Crypto Currency Periods. (2025). Dammak, Fredj Amine ; Ghorbel, Ahmed ; Hachicha, Nejib ; Souai, Semia ; Zghal, Rania. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:10:p:187-:d:1760527.

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2025An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data. (2025). Siu, Tak Kuen ; Shang, Han Lin ; Huang, Xin. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:2:p:25-:d:1580573.

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2025Which Sectoral CDS Can More Effectively Hedge Conventional and Islamic Dow Jones Indices? Evidence from the COVID-19 Outbreak and Bubble Crypto Currency Periods. (2025). Ghorbel, Ahmed ; Zghal, Rania ; Hachicha, Nejib ; Souai, Semia ; Dammak, Fredj Amine. In: Post-Print. RePEc:hal:journl:hal-05291419.

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2025Should Bank Stress Tests Be Fair?. (2025). Glasserman, Paul ; Li, Mike. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:1:p:262-278.

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2025Private Optimal Inventory Policy Learning for Feature-Based Newsvendor with Unknown Demand. (2025). Zhou, Wen-Xin ; Zhao, Tuoyi ; Wang, Lan. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:7:p:6092-6111.

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2026An Algorithmic Approach to Managing Supply Chain Data Security: The Differentially Private Newsvendor. (2026). Chua, Geoffrey A ; Chen, DU. In: Operations Research. RePEc:inm:oropre:v:74:y:2026:i:2:p:958-983.

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2025Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries. (2025). Resta, Marina ; Castello, Oleksandr. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10619-z.

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2025An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model. (2025). Lee, Sang-Heon. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10653-x.

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2025Predicting Asset Dynamics with Hybrid Bivariate Kernel Density Estimate and Markov Model. (2025). Valakeviius, Eimutis ; Ruzgas, Tomas ; Landauskas, Mantas. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10721-2.

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2025Does the same investment team create value? Evidence from venture capital syndication. (2025). Helbing, Pia ; Yoon, Hyungseok David ; Buchner, Axel ; Mohamed, Abdulkadir. In: Small Business Economics. RePEc:kap:sbusec:v:65:y:2025:i:4:d:10.1007_s11187-025-01058-7.

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2025Market reactions of African and non-African firms to changes in the S&P Africa 40 index. (2025). Afego, Pyemo N ; Biktimirov, Ernest N. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:4:d:10.1057_s41260-024-00385-w.

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2026The disciplinary effect of banking supervision: is the EU-wide 2023 stress test merely a supervisory formality?. (2026). Fassas, Athanasios ; Tsakalos, Ioannis ; Kenourgios, Dimitris ; Karakostas, Dimitrios. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:27:y:2026:i:1:d:10.1057_s41261-025-00305-x.

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2026Climate change, risks and ECB strategy: what is the effect on European banks’ stock return?. (2026). Giampaoli, Noemi ; Renghini, Matteo. In: Risk Management. RePEc:pal:risman:v:28:y:2026:i:1:d:10.1057_s41283-025-00187-3.

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2025Modelling Sustainable Energy Transition in BRICS+ Countries: A Smoothed Common Correlated Effects Instrumental Variable Quantile Regression Approach. (2025). Abankwah, Stephen ; Afriyie, Samuel Osei. In: MPRA Paper. RePEc:pra:mprapa:123758.

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2026Multi-market trading and overnight price discovery: Evidence from American Depository Receipts. (2026). Vo, Duc Hong ; Hoang, Lai. In: Australian Journal of Management. RePEc:sae:ausman:v:51:y:2026:i:1:p:3-21.

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2025Energy price shocks and stock market volatility in an energy-importing country. (2025). Son, Jaemin ; Ryu, Doojin. In: Energy & Environment. RePEc:sae:engenv:v:36:y:2025:i:8:p:3737-3769.

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2025Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?. (2025). Junttila, Juha ; Hasan, Md Bokhtiar ; Hossain, Md Naiem ; Rabbani, Mustafa Raza ; Uddin, Gazi Salah. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04876-0.

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2025Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission. (2025). Umar, Zaghum ; Alwahedi, Wafa ; Teplova, Tamara ; Gubareva, Mariya. In: Annals of Operations Research. RePEc:spr:annopr:v:352:y:2025:i:3:d:10.1007_s10479-022-04786-1.

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2025Penalized function-on-function linear quantile regression. (2025). Shang, Han Lin ; Beyaztas, Ufuk ; Saricam, Semanur. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01494-1.

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2025Does fertility affect growth? Evidence and simulation results from alternative quantile regression estimators. (2025). Marques, Andr M. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:5:d:10.1007_s00181-024-02707-8.

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2026Dynamics among the term spread, stock market volatility forecast, financial market risk and oil price: an empirical analysis. (2026). Ahmed, Haydory Akbar. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00862-0.

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2025Targeted prevention of risky deals for improper granular data with deep learning. (2025). Amalanathan, Geetha Mary ; Kari, Venkatram. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:16:y:2025:i:2:d:10.1007_s13198-024-02646-8.

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2024The second-order bias and mean squared error of quantile regression estimators. (2024). Wang, HE ; Ullah, Aman ; Lee, Tae-Hwy. In: Indian Economic Review. RePEc:spr:inecre:v:59:y:2024:i:1:d:10.1007_s41775-023-00197-6.

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2025Quantile Regression for Longitudinal Functional Data with Application to Feed Intake of Lactating Sows. (2025). Battagliola, Maria Laura ; Srensen, Helle ; Tolver, Anders ; Staicu, Ana-Maria. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:30:y:2025:i:1:d:10.1007_s13253-024-00601-5.

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2025Symmetric (h, ϕ)-divergence approach to serial independence testing. (2025). Nezhad, Emad Ashtari. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:4:d:10.1007_s10260-025-00801-4.

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2025An efficient hybrid approach of quantile and expectile regression. (2025). Atanane, Abdellah ; Mkhadri, Abdallah ; Oualkacha, Karim. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:6:d:10.1007_s00362-025-01761-3.

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2026Communication-efficient distributed composite quantile regression via convolution smoothing and poisson subsampling. (2026). Liang, Qinghan ; Jin, Jun. In: Statistical Papers. RePEc:spr:stpapr:v:67:y:2026:i:1:d:10.1007_s00362-025-01787-7.

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2025Does financial stability communication affect financial asset prices? Evidence from the Bank of Englands communication experiment. (2025). Jbir, Hamdi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1831-1855.

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2024Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics. (2024). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:790-812.

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2025Stress Tests, Information Disclosure, and Credit Line Runs. (2025). Gutierrez, Jose E ; Lafuerza, Luis Fernndez. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:7:p:1691-1728.

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2026Nonconforming Preferences: Jumbo Mortgage Lending and Large Bank Stress Tests. (2026). van der Klaauw, Wilbert ; Haughwout, Andrew ; Pinkovskiy, Maxim ; Neubauer, Michael ; Morgan, Donald. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:58:y:2026:i:2:p:471-495.

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Works by Marcelo Fernandes:

YearTitleTypeCited
2014Price discovery in dual-class shares across multiple markets In: CREATES Research Papers.
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2013Price discovery in dual-class shares across multiple markets.(2013) In: Textos para discussão.
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This paper has nother version. Agregated cites: 14		paper
2018Price discovery in dual‐class shares across multiple markets.(2018) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 14		article
2016Component shares in continuous time In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2007FOREIGN CAPITAL AND GENDER DIFFERENCES IN PROMOTIONS: EVIDENCE FROM THE BRAZILIAN TRANSFORMATION INDUSTRY In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper0
2019Smoothing quantile regressions In: Papers.
[Full Text][Citation analysis]		paper36
2017Smoothing quantile regressions.(2017) In: Textos para discussão.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2021Smoothing Quantile Regressions.(2021) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 36		article
2026Treatment-effect heterogeneity and interactive fixed effects: Can we control for too much? In: Papers.
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2021The effect of voting rights on firm value In: International Review of Finance.
[Full Text][Citation analysis]		article1
2021Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2011Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2015Testing for symmetry and conditional symmetry using asymmetric kernels.(2015) In: Annals of the Institute of Statistical Mathematics.
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This paper has nother version. Agregated cites: 4		article
2014Foreign Capital and Gender Differences in Promotions: Evidence From Large Brazilian Manufacturing Firms In: Economía Journal.
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2014Foreign capital and gender differences in promotions: evidence from large Brazilian manufacturing firms.(2014) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 0		paper
2001A family of autoregressive conditional duration models In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper96
2006A family of autoregressive conditional duration models.(2006) In: Journal of Econometrics.
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2002A family of autoregressive conditional duration models.(2002) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has nother version. Agregated cites: 96		paper
2003A family of autoregressive conditional duration models.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has nother version. Agregated cites: 96		paper
2004Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]		paper0
2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
2006Financial crashes as endogenous jumps: estimation, testing and forecasting In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
2005A multivariate conditional autoregressive range model In: Economics Letters.
[Full Text][Citation analysis]		article18
2005Nonparametric specification tests for conditional duration models In: Journal of Econometrics.
[Full Text][Citation analysis]		article44
2000Non-Parametric Specification Tests for Conditional Duration Models..(2000) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2003Nonparametric specification tests for conditional duration models.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has nother version. Agregated cites: 44		paper
2000NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS.(2000) In: Computing in Economics and Finance 2000.
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This paper has nother version. Agregated cites: 44		paper
2007Semiparametric methods in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2007Testing the Markov property with high frequency data In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2012International market links and volatility transmission In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
2016Anticipatory effects in the FTSE 100 index revisions In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2013Anticipatory effects in the FTSE 100 index revisions.(2013) In: Textos para discussão.
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This paper has nother version. Agregated cites: 8		paper
2015Anticipatory Effects in the FTSE 100 Index Revisions.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2017Forecasting the Brazilian yield curve using forward-looking variables In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2016Forecasting the Brazilian Yield Curve Using Forward-Looking Variables.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2022A panel-based proxy for gun prevalence in US and Mexico In: International Review of Law and Economics.
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