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Marcelo Bianconi

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Esposito, Federico & Bianconi, Marcelo & Sammon, Marco, 2020. "Trade Policy Uncertainty and Stock Returns," MPRA Paper 99874, University Library of Munich, Germany.

    Cited by:

    1. Assaf, Ata & Charif, Husni & Mokni, Khaled, 2021. "Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?," Resources Policy, Elsevier, vol. 72(C).
    2. He, Mengxi & Zhang, Yaojie, 2022. "Climate policy uncertainty and the stock return predictability of the oil industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    3. Esposito, Federico, 2020. "Demand Risk and Diversification through Trade," MPRA Paper 100511, University Library of Munich, Germany.
    4. Adeel Riaz & Assad Ullah & Li Xingong, 2024. "Does trade policy uncertainty in China and USA matter for key financial markets?," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-30, April.
    5. Ma, Feng & Guo, Yangli & Chevallier, Julien & Huang, Dengshi, 2022. "Macroeconomic attention, economic policy uncertainty, and stock volatility predictability," International Review of Financial Analysis, Elsevier, vol. 84(C).
    6. Bao, Xiaohua & Deng, Jianpeng & Sun, Haoyu & Sun, Jin, 2022. "Trade policy uncertainty and foreign direct investment: Evidence from China’s WTO accession," Journal of International Money and Finance, Elsevier, vol. 125(C).
    7. Guo, Shijun & Jiao, Yang & Xu, Zhiwei, 2021. "Trump’s Effect on the Chinese Stock Market," Journal of Asian Economics, Elsevier, vol. 72(C).
    8. Haoyuan Ding & Bo Pu & Tong Qi & Kai Wang, 2022. "Valuation effects of the US–China trade war: The effects of foreign managers and foreign exposure," Journal of Economic Surveys, Wiley Blackwell, vol. 36(3), pages 662-683, July.
    9. Esposito, Federico, 2020. "Demand Risk and Diversification through International Trade," MPRA Paper 100865, University Library of Munich, Germany.
    10. Huang, Yi & Lin, Chen & Liu, Sibo & Tang, Heiwai, 2019. "Trade Networks and Firm Value: Evidence from the US-China Trade War," CEPR Discussion Papers 14173, C.E.P.R. Discussion Papers.
    11. Guo, Junjie & Li, Youshu & Shao, Qinglong, 2022. "Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence," Journal of Asian Economics, Elsevier, vol. 80(C).
    12. Amiti, Mary & Kong, Sang Hoon & Weinstein, David, 2020. "The Effect of the U.S.-China Trade War on U.S. Investment," CEPR Discussion Papers 14691, C.E.P.R. Discussion Papers.
    13. Suwanprasert, Wisarut, 2022. "The international spillover effects of US trade policy uncertainty," Economics Letters, Elsevier, vol. 212(C).
    14. Greenland, Anew & Ion, Mihai & Lopresti, John & Schott, Peter, 2022. "Using Equity Market Reactions to Infer Exposure to Trade Liberalization," CEPR Discussion Papers 17387, C.E.P.R. Discussion Papers.
    15. Sascha Tobias Wengerek, 2020. "Share price reactions to tariff imposition announcements in the Trump era - An event study of the trade conflict," Working Papers Dissertations 59, Paderborn University, Faculty of Business Administration and Economics.
    16. Chen, Yong & Fang, Jing & Liu, Dingming, 2023. "The effects of Trump’s trade war on U.S. financial markets," Journal of International Money and Finance, Elsevier, vol. 134(C).
    17. José Fillat & Stefania Garetto, 2021. "On the Origins of the Multinational Premium," Working Papers 21-20, Federal Reserve Bank of Boston.

  2. Marcelo Bianconi & Scott MacLachlan & Marco Sammon, 2014. "Implied Volatility and the Risk-Free Rate of Return in Options Markets," Discussion Papers Series, Department of Economics, Tufts University 0777, Department of Economics, Tufts University.

    Cited by:

    1. Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Akdeniz, Levent, 2015. "Aggregate volatility expectations and threshold CAPM," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 231-253.
    2. Wang, Ximei & Zhao, Yanlong & Bao, Ying, 2019. "Arbitrage-free conditions for implied volatility surface by Delta," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 819-834.
    3. Lin, Shin-Hung & Huang, Hung-Hsi & Li, Sheng-Han, 2015. "Option pricing under truncated Gram–Charlier expansion," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 77-97.
    4. Magomet Yandiev, 2021. "Risk-Free Rate in the Covid-19 Pandemic: Application Mistakes and Conclusions for Traders," Papers 2111.07075, arXiv.org.
    5. Muhammad Muddasir & Gülşah Kulalı, 2024. "The Validity of CAPM and ICAPM in the Istanbul Stock Exchange," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(1), pages 26-42.

  3. Marcelo Bianconi & Joe A. Yoshino, 2013. "Risk Factors and Value at Risk in Publicly Trades Companies of the Nonrenewable Energy Sector," Discussion Papers Series, Department of Economics, Tufts University 0773, Department of Economics, Tufts University.

    Cited by:

    1. Gireesh Shrimali, 2021. "Financial Performance of Renewable and Fossil Power Sources in India," Sustainability, MDPI, vol. 13(5), pages 1-23, February.
    2. Wei, Lu & Li, Guowen & Zhu, Xiaoqian & Sun, Xiaolei & Li, Jianping, 2019. "Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures," Energy Economics, Elsevier, vol. 80(C), pages 452-460.
    3. Bianconi, Marcelo & Cai, Zhe, 2017. "Higher moment exchange rate exposure of S&P500 firms," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 513-530.
    4. Cedic, Samir & Mahmoud, Alwan & Manera, Matteo & Uddin, Gazi Salah, 2021. "Information Diffusion and Spillover Dynamics in Renewable Energy Markets," FEEM Working Papers 310361, Fondazione Eni Enrico Mattei (FEEM).
    5. Mahmoud Ayoub & Mahmoud Qadan, 2024. "Financial ambiguity and oil prices," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-23, December.
    6. Liu, Zhen & Tang, Yuk Ming & Chau, Ka Yin & Chien, Fengsheng & Iqbal, Wasim & Sadiq, Muhammad, 2021. "Incorporating strategic petroleum reserve and welfare losses: A way forward for the policy development of crude oil resources in South Asia," Resources Policy, Elsevier, vol. 74(C).
    7. Yang, Yang & Liu, Zhen & Saydaliev, Hayot Berk & Iqbal, Sajid, 2022. "Economic impact of crude oil supply disruption on social welfare losses and strategic petroleum reserves," Resources Policy, Elsevier, vol. 77(C).
    8. Wu, Fei & Zhang, Dayong & Ji, Qiang, 2021. "Systemic risk and financial contagion across top global energy companies," Energy Economics, Elsevier, vol. 97(C).
    9. Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022. "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, vol. 109(C).
    10. Zhi-Fu Mi & Yi-Ming Wei & Bao-Jun Tang & Rong-Gang Cong & Hao Yu & Hong Cao & Dabo Guan, 2017. "Risk assessment of oil price from static and dynamic modelling approaches," Applied Economics, Taylor & Francis Journals, vol. 49(9), pages 929-939, February.
    11. Xie, Qichang & Luo, Chao & Cong, Xiaoping & Wang, Xu, 2024. "Volatility connectedness and its determinants of global energy stock markets," Economic Systems, Elsevier, vol. 48(2).
    12. Ali Raza & Maryam Khokhar & Reyna Esperanza Zea Gordillo & Faisal Ejaz & Tahir Saeed Jagirani & Fodor Zita Júlia & Md Billal Hossain, 2024. "Economic Gains and Losses for Sustainable Policy Development of Crude Oil Resources: A Historical Perspective of Indian Subcontinent," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 642-655, March.
    13. Restrepo, Natalia & Uribe, Jorge M. & Manotas, Diego, 2018. "Financial risk network architecture of energy firms," Applied Energy, Elsevier, vol. 215(C), pages 630-642.
    14. Zhu, Bo & Lin, Renda & Liu, Jiahao, 2020. "Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective," Energy Economics, Elsevier, vol. 89(C).
    15. Ben Ammar, Semir & Eling, Martin, 2015. "Common risk factors of infrastructure investments," Energy Economics, Elsevier, vol. 49(C), pages 257-273.
    16. Zhang, Yue-Jun & Chevallier, Julien & Guesmi, Khaled, 2017. "“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets," Energy Economics, Elsevier, vol. 68(C), pages 228-239.
    17. Daniel Wurstbauer & Stephan Lang & Christoph Rothballer & Wolfgang Schaefers, 2016. "Can common risk factors explain infrastructure equity returns? Evidence from European capital markets," Journal of Property Research, Taylor & Francis Journals, vol. 33(2), pages 97-120, April.
    18. Liu, Jingzhen & Kemp, Alexander, 2019. "Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables," Energy Economics, Elsevier, vol. 81(C), pages 672-686.
    19. Umar, Zaghum, 2017. "The demand of energy from an optimal portfolio choice perspective," Economic Modelling, Elsevier, vol. 61(C), pages 478-494.
    20. Li, Jingyu & Li, Jianping & Zhu, Xiaoqian, 2020. "Risk dependence between energy corporations: A text-based measurement approach," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 33-46.

  4. Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013. "Determinants of Systemic Risk and Information Dissemination," Working Paper series 67_13, Rimini Centre for Economic Analysis.

    Cited by:

    1. Chang, Carolyn W. & Li, Xiaodan & Lin, Edward M.H. & Yu, Min-Teh, 2018. "Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 273-284.
    2. Madhavi Latha Challa & Venkataramanaiah Malepati & Siva Nageswara Rao Kolusu, 2018. "Forecasting risk using auto regressive integrated moving average approach: an evidence from S&P BSE Sensex," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-17, December.
    3. Boubaker, Sabri & Karim, Sitara & Naeem, Muhammad Abubakr & Rahman, Molla Ramizur, 2024. "On the prediction of systemic risk tolerance of cryptocurrencies," Technological Forecasting and Social Change, Elsevier, vol. 198(C).
    4. Shan Jiang & Hsinchun Chen, 2019. "Examining patterns of scientific knowledge diffusion based on knowledge cyber infrastructure: a multi-dimensional network approach," Scientometrics, Springer;Akadémiai Kiadó, vol. 121(3), pages 1599-1617, December.
    5. Yao, Yanzhen & Li, Jianping & Zhu, Xiaoqian & Wei, Lu, 2017. "Expected default based score for identifying systemically important banks," Economic Modelling, Elsevier, vol. 64(C), pages 589-600.
    6. Song, Jianhua & Zhang, Zhepei & So, Mike K.P., 2021. "On the predictive power of network statistics for financial risk indicators," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
    7. Hikmet Akyol & Selim Basar, 2024. "Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 73(74-1), pages 59-98, June.
    8. Shuting Liu & Qifa Xu & Cuixia Jiang, 2021. "Systemic risk of China’s commercial banks during financial turmoils in 2010-2020: A MIDAS-QR based CoVaR approach," Applied Economics Letters, Taylor & Francis Journals, vol. 28(18), pages 1600-1609, October.
    9. Tom Marty & Bruce Vanstone & Tobias Hahn, 2020. "News media analytics in finance: a survey," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1385-1434, June.
    10. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

  5. Bianconi, Marcelo & Fisher, Walter H., 2011. "Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies," Economics Series 271, Institute for Advanced Studies.

    Cited by:

    1. Gianluca Cafiso, 2016. "Non-residents’ Holdings, Market Volatility and Public Debt Sustainability. An Analysis with Data for Italy," Review of International Economics, Wiley Blackwell, vol. 24(3), pages 484-513, August.

  6. Marcelo Bianconi & Joe A. Yoshino & Mariana O. Machado de Sousa, 2011. "BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets," Discussion Papers Series, Department of Economics, Tufts University 0764, Department of Economics, Tufts University.

    Cited by:

    1. Singh, Jitendra & Ahmad, Wasim & Mishra, Anil, 2019. "Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds," Resources Policy, Elsevier, vol. 61(C), pages 441-460.
    2. Apriliani Gustiana & Nasrudin, 2021. "Evaluating Financial System Stability Using Heatmap from Aggregate Financial Stability Index with Change Point Analysis Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(3), pages 367-396, September.
    3. Juan Andres Rodriguez-Nieto & Andre V. Mollick, 2021. "The US financial crisis, market volatility, credit risk and stock returns in the Americas," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(2), pages 225-254, June.
    4. Amanjot Singh & Parneet Kaur, 2017. "A Short Note on Information Transmissions Across US-BRIC Equity Markets: Evidence from Volatility Spillover Index," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(1), pages 197-208, March.
    5. Alessio Ciarlone & Andrea Colabella, 2021. "ECB'S non‐standard monetary policy and asset price volatility: Evidence from EU‐6 economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1503-1530, January.
    6. Marcelo Bianconi & Joe Akira Yoshino, 2015. "Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 1-21, February.
    7. Jin, Xiaoye & An, Ximeng, 2016. "Global financial crisis and emerging stock market contagion: A volatility impulse response function approach," Research in International Business and Finance, Elsevier, vol. 36(C), pages 179-195.
    8. Amanjot Singh & Manjit Singh, 2018. "Co-movement among US, Frontier and BRIC Equity Markets after the Financial Crisis," Global Business Review, International Management Institute, vol. 19(2), pages 311-327, April.
    9. M. Caridad SEVILLANO & Francisco JAREÑO, 2017. "The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 17(1), pages 37-56.
    10. Zhang, Bing & Li, Xindan & Yu, Honghai, 2013. "Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 725-738.
    11. Imen Dakhlaoui & Chaker Aloui, 2016. "The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets," International Economics, CEPII research center, issue 146, pages 141-157.
    12. Sang Hoon Kang & Ron McIver & Seong-Min Yoon, 2016. "Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(7), pages 1698-1723, July.
    13. Magnolia Miriam Sosa Castro & Christian Bucio Pacheco & Alejandra Cabello Rosales, 2018. "Contagion and Stock Interdependence in the BRIC+M Block," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 48(1), pages 173-196, Enero-Jun.
    14. Dirceu Pereira, 2018. "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(1), pages 1-44.
    15. Ramiz ur Rehman & Muhammad Zain ul Abidin & Rizwan Ali & Safwan Mohd Nor & Muhammad Akram Naseem & Mudassar Hasan & Muhammad Ishfaq Ahmad, 2021. "The Integration of Conventional Equity Indices with Environmental, Social, and Governance Indices: Evidence from Emerging Economies," Sustainability, MDPI, vol. 13(2), pages 1-27, January.
    16. Mohammad Abu Sayeed & Mardi Dungey & Wenying Yao, 2018. "High-frequency Characterisation of Indian Banking Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2_suppl), pages 213-238, August.
    17. Amanjot Singh & Manjit Singh, 2016. "Investigating Impact of US, Europe, Frontier and BRIC Stock Markets on Indian Financial Stress Index," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(6), pages 23-44, June.
    18. Pramod Kumar Naik & Puja Padhi, 2015. "Stock Market Volatility and Equity Trading Volume: Empirical Examination from Brazil, Russia, India and China (BRIC)," Global Business Review, International Management Institute, vol. 16(5_suppl), pages 28-45, October.
    19. Amanjot SINGH & Parneet KAUR, 2015. "Stock Market Linkages: Evidence From the US, China and India During the Subprime Crisis," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 8(1), pages 137-162, June.
    20. Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau, 2017. "Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model," Working Papers 201704, University of Pretoria, Department of Economics.
    21. Amanjot Singh & Manjit Singh, 2017. "Conditional Co-Movement And Dynamic Interactions: Us And Bric Equity Markets," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 62(212), pages 85-112, January -.
    22. Ihsan Erdem Kayral & Semra Karacaer, 2017. "Analysis of the Effects of the US Stock Market Returns and Exchange Rate Changes on Emerging Market Economies’ Stock Market Volatilities," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(5), pages 1-5.
    23. Alessio Ciarlone & Andrea Colabella, 2018. "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers) 1175, Bank of Italy, Economic Research and International Relations Area.
    24. Mansi Jain & Gagan Deep Sharma & Mrinalini Srivastava, 2019. "Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices," Risks, MDPI, vol. 7(1), pages 1-18, February.
    25. Bouri, Elie & Gupta, Rangan & Hosseini, Seyedmehdi & Lau, Chi Keung Marco, 2018. "Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model," Emerging Markets Review, Elsevier, vol. 34(C), pages 124-142.
    26. Hammoudeh, Shawkat & Kang, Sang Hoon & Mensi, Walid & Nguyen, Duc Khuong, 2014. "Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting," MPRA Paper 73400, University Library of Munich, Germany, revised Mar 2016.
    27. M. Kannadhasan & Debojyoti Das, 2019. "Has Co-Movement Dynamics in Brazil, Russia, India, China and South Africa (BRICS) Markets Changed After Global Financial Crisis? New Evidence from Wavelet Analysis," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 15(1), pages 1-26.
    28. Hatice Gaye Gencer, 2015. "Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets," Financial Theory and Practice, Institute of Public Finance, vol. 39(3), pages 325-340.
    29. Akinsomi, Omokolade & Coskun, Yener & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018. "Is there convergence between the BRICS and International REIT Markets?," MPRA Paper 88756, University Library of Munich, Germany.

  7. Marcelo Bianconi & Joe A. Yoshino, 2010. "Firm Value, Investment and Monetary Policy," Discussion Papers Series, Department of Economics, Tufts University 0748, Department of Economics, Tufts University.

    Cited by:

    1. Bianconi, Marcelo & Chen, Richard & Yoshino, Joe A., 2013. "Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 25-44.
    2. Marcelo Bianconi & Joe A. Yoshino & Mariana O. Machado de Sousa, 2011. "BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets," Discussion Papers Series, Department of Economics, Tufts University 0764, Department of Economics, Tufts University.

  8. Marcelo Bianconi & Liang Tan, 2009. "Cross-listing Premium in the US and the UK Destination," Discussion Papers Series, Department of Economics, Tufts University 0737, Department of Economics, Tufts University.

    Cited by:

    1. Y. Bai & W. M. Tang & K. F. C. Yiu, 2019. "Analysis of Price Differences Between A and H Shares," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(4), pages 529-552, December.
    2. Roger Su & Ronghua Yi & Keith Hooper & Amitabh Dutta, 2013. "Information Spillover, Profit Opportunities, and Return Deviations Analysis: The Case of Cross-Listed BHP Billiton," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 12(2), pages 155-170, December.
    3. Ghadhab, Imen & M’rad, Mouna, 2018. "Does US cross-listing come with incremental benefit for already UK cross-listed firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 188-204.
    4. Bianconi, Marcelo & Chen, Richard & Yoshino, Joe A., 2013. "Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 25-44.
    5. Thomas O’Connor, 2011. "Financial Development, Internationalisation and Firm Value," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(1), pages 21-71, April.
    6. Marcelo Bianconi & Joe A. Yoshino, 2010. "Firm Value, Investment and Monetary Policy," Discussion Papers Series, Department of Economics, Tufts University 0748, Department of Economics, Tufts University.
    7. Awadh Saeed Bin-Dohry & Hanita Kadir Shahar & Sharmilawati Sabki, 2023. "Destination choice of the dual listing decision: The case ASEAN-5 firms," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(2), pages 2233773-223, June.
    8. Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2014. "Industry co-movement and cross-listing: Do home country factors matter?," Japan and the World Economy, Elsevier, vol. 32(C), pages 96-110.
    9. Imen Ghadhab & Slaheddine Hellara & Abdelkader Derbali, 2018. "Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model," Journal of Asset Management, Palgrave Macmillan, vol. 19(3), pages 191-203, May.
    10. Tay, Nicholas S.P. & Oladi, Reza, 2011. "Listings from the emerging economies: An opportunity for reputable stock exchanges," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 388-394, June.
    11. Bae, Sung C. & Chang, Kiyoung & Kim, Doseong, 2013. "Determinants of target selection and acquirer returns: Evidence from cross-border acquisitions," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 552-565.
    12. Liu, Shinhua & Stowe, John D. & Hung, Ken, 2012. "Why U.S. firms delist from the Tokyo stock exchange: An empirical analysis," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 62-70.
    13. Luo, Yongli & Fang, Fang & Esqueda, Omar A., 2012. "The overseas listing puzzle: Post-IPO performance of Chinese stocks and ADRs in the U.S. market," Journal of Multinational Financial Management, Elsevier, vol. 22(5), pages 193-211.
    14. Elisabeth de Fontenay & Josefin Meyer & Mitu Gulati, 2019. "The sovereign debt listing puzzle," Oxford Economic Papers, Oxford University Press, vol. 71(2), pages 472-495.
    15. Salaber, Julie, 2013. "Religion and returns in Europe," European Journal of Political Economy, Elsevier, vol. 32(C), pages 149-160.

  9. Marcelo Bianconi & Richard Chen, 2009. "Firm Value, Cross-Listing Premium and the Sarbanes-Oxley Act," Discussion Papers Series, Department of Economics, Tufts University 0738, Department of Economics, Tufts University.

    Cited by:

    1. Awadh Saeed Bin-Dohry & Hanita Kadir Shahar & Sharmilawati Sabki & David McMillan, 2021. "The determinants of dual listing decision of firms from ASEAN-5," Cogent Economics & Finance, Taylor & Francis Journals, vol. 9(1), pages 1917105-191, January.
    2. Marcelo Bianconi & Joe A. Yoshino, 2010. "Firm Value, Investment and Monetary Policy," Discussion Papers Series, Department of Economics, Tufts University 0748, Department of Economics, Tufts University.

  10. Marcelo Bianconi & Stephen J. Turnovsky, 2003. "The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply," Computing in Economics and Finance 2003 277, Society for Computational Economics.

    Cited by:

    1. Gadi Barlevy, 2004. "The Cost of Business Cycles and the Benefits of Stabilization: A Survey," NBER Working Papers 10926, National Bureau of Economic Research, Inc.
    2. Olaf Posch, 2010. "Risk Premia in General Equilibrium," CESifo Working Paper Series 3131, CESifo.
    3. Liao, Zhong-Wei & Shao, Jinghai, 2024. "Stability and mean growth rate of stochastic Solow model driven by jump–diffusion process," Journal of Mathematical Economics, Elsevier, vol. 111(C).
    4. Getachew, Yoseph Yilma, 2016. "Credit constraints, growth and inequality dynamics," Economic Modelling, Elsevier, vol. 54(C), pages 364-376.
    5. Yoseph Getachew & Stephen Turnovsky, 2015. "Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff," Working Papers 201520, University of Pretoria, Department of Economics.
    6. Akdeniz, Levent & Dechert, W. Davis, 2007. "The equity premium in Brock's asset pricing model," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2263-2292, July.
    7. Klaus Wälde, 2009. "Production Technologies in Stochastic Continuous Time Models," CESifo Working Paper Series 2831, CESifo.
    8. Merlin, Giovanni Tondin, 2018. "Entrepreneurship, financial frictions and the welfare gains of business cycles," Textos para discussão 484, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    9. Gadi Barlevy, 2005. "The cost of business cycles and the benefits of stabilization," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 29(Q I), pages 32-49.

  11. Marcelo Bianconi, 2003. "Private Information, Growth and Asset Prices with Stochastic Disturbances," Discussion Papers Series, Department of Economics, Tufts University 0301, Department of Economics, Tufts University.

    Cited by:

    1. Marcelo Bianconi, 2004. "Aggregate and Idiosyncratic Risk and the Behavior of Individual Preferences under Moral Hazard," Discussion Papers Series, Department of Economics, Tufts University 0410, Department of Economics, Tufts University.
    2. Lee, Chien-Chiang & Chiu, Yi-Bin, 2012. "The impact of real income on insurance premiums: Evidence from panel data," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 246-260.

  12. Marcelo Bianconi, 2003. "Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model," Discussion Papers Series, Department of Economics, Tufts University 0302, Department of Economics, Tufts University.

    Cited by:

    1. Ikeda, Shinsuke & Gombi, Ichiro, 2009. "Habit Formation In An Interdependent World Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 13(4), pages 477-492, September.
    2. Amano, Daisuke & Itaya, Jun-ichi & Mino, Kazuo, 2014. "Trade Structure and Growth Effects of Taxation in a Two-Country World," Discussion paper series. A 273, Graduate School of Economics and Business Administration, Hokkaido University.
    3. Karl FARMER & Jacopo ZOTTI, 2009. "Sustainable Government Debt in a Two-Country, Two-Good Overlapping Generations Model," EcoMod2009 21500030, EcoMod.
    4. Birgit Bednar-Friedl, 2012. "Climate policy targets in emerging and industrialized economies: the influence of technological differences, environmental preferences and propensity to save," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(2), pages 191-215, May.

  13. Fisher, Walter H. & Bianconi, Marcelo, 2001. "Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy," Economics Series 96, Institute for Advanced Studies.

    Cited by:

    1. Shu‐hua Chang & Juin‐jen Chang, 2015. "Optimal government spending in an economy with imperfectly competitive goods and labor markets," Southern Economic Journal, John Wiley & Sons, vol. 82(2), pages 385-407, October.
    2. Fisher, Walter H. & Bianconi, Marcelo, 2001. "Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy," Economics Series 96, Institute for Advanced Studies.
    3. Bianconi, Marcelo & Fisher, Walter H., 2011. "Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies," Economics Series 271, Institute for Advanced Studies.

  14. Marcelo Bianconi, 1999. "The Effects of Alternative Fiscal Policies on the Intertemporal Government Budget Constraint," Discussion Papers Series, Department of Economics, Tufts University 9906, Department of Economics, Tufts University.

    Cited by:

    1. Agell, Jonas & Persson, Mats, 2000. "On the Analytics of the Dynamic Laffer Curve," Working Paper Series 2000:5, Uppsala University, Department of Economics.
    2. Menichini, Amilcar A., 2020. "How do firm characteristics affect the corporate income tax revenue?," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 146-162.
    3. Minoru Watanabe & Yusuke Miyake & Masaya Yasuoka, 2015. "Public Investment Financed By Consumption Tax In An Aging Society," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(05), pages 1-17, December.
    4. Alani, Jimmy, 2020. "Intertemporal Government Budget Constraint: Debts and Economic Growth in Ethiopia, 1990–2018," MPRA Paper 103180, University Library of Munich, Germany, revised 17 May 2020.
    5. Fredriksson, Anders, 2007. "Compositional and dynamic Laffer effects in models with constant returns to scale," Research Papers in Economics 2007:2, Stockholm University, Department of Economics, revised 21 Apr 2004.
    6. Bianconi, Marcelo, 1999. "Intertemporal budget policies in an endogenous growth model with nominal assets," International Review of Economics & Finance, Elsevier, vol. 8(1), pages 25-43, January.

  15. Marcelo Bianconi, 1999. "Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case," Computing in Economics and Finance 1999 354, Society for Computational Economics.

    Cited by:

    1. Marcelo Bianconi, 2004. "Aggregate and Idiosyncratic Risk and the Behavior of Individual Preferences under Moral Hazard," Discussion Papers Series, Department of Economics, Tufts University 0410, Department of Economics, Tufts University.
    2. Marcelo Bianconi, 2004. "The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply," Discussion Papers Series, Department of Economics, Tufts University 0413, Department of Economics, Tufts University.
    3. Marcelo Bianconi, 2004. "Heterogeneity, Adverse Selection and Valuation with Endogenous Labor Supply," Discussion Papers Series, Department of Economics, Tufts University 0412, Department of Economics, Tufts University.

  16. Marcelo Bianconi, 1998. "Intertemporal Budget Policies in an Endogenous Growth Model with Nominal Assets," Discussion Papers Series, Department of Economics, Tufts University 9802, Department of Economics, Tufts University.

    Cited by:

    1. Fisher, Walter H. & Bianconi, Marcelo, 2001. "Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy," Economics Series 96, Institute for Advanced Studies.
    2. Bianconi, Marcelo & Fisher, Walter H., 2011. "Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies," Economics Series 271, Institute for Advanced Studies.

  17. Stephen J. Turnovsky & Marcelo Bianconi, 1992. "The International Transmission of Tax Policies in a Dynamic World Economy," NBER Working Papers 4086, National Bureau of Economic Research, Inc.

    Cited by:

    1. Ikeda, Shinsuke & Gombi, Ichiro, 2009. "Habit Formation In An Interdependent World Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 13(4), pages 477-492, September.
    2. Patrick K. Asea & Stephen J. Turnovsky, 1997. "Capital Income Taxation and Risk-Taking in a Small Open Economy," NBER Working Papers 6189, National Bureau of Economic Research, Inc.
    3. Kollman, R., 1996. "The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: a Quantitative Investigation," Cahiers de recherche 9614, Universite de Montreal, Departement de sciences economiques.
    4. Donaghy, Kieran & Federici, Daniela & Wymer, Clifford R., 1999. "An Empirical Two-Good Two-Country Representative- Agent Model with Endogenous Growth," ERSA conference papers ersa99pa347, European Regional Science Association.
    5. Simon Bösenberg & Peter Egger & Benedikt Zoller-Rydzek, 2018. "Capital taxation, investment, growth, and welfare," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 25(2), pages 325-376, April.
    6. Amano, Daisuke & Itaya, Jun-ichi & Mino, Kazuo, 2014. "Trade Structure and Growth Effects of Taxation in a Two-Country World," Discussion paper series. A 273, Graduate School of Economics and Business Administration, Hokkaido University.
    7. Bianconi, Marcelo, 1995. "Fiscal policy in a simple two-country dynamic model," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 395-419.
    8. Kejak, Michal & Seiter, Stephan & Vavra, David, 2004. "Accession trajectories and convergence: endogenous growth perspective," Structural Change and Economic Dynamics, Elsevier, vol. 15(1), pages 13-46, March.
    9. Zarko Y. Kalamov, 2023. "Internal debt and welfare," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 25(1), pages 196-224, February.
    10. Delphine Béraud, 2002. "Transmission internationale des politiques budgétaires et imparfaite mobilité du capital," Recherches économiques de Louvain, De Boeck Université, vol. 68(3), pages 287-311.
    11. Karayalcin, Cem, 1995. "Capital income taxation and welfare in a small open economy," Journal of International Money and Finance, Elsevier, vol. 14(6), pages 785-800, December.
    12. Jorge Blázquez, 1998. "Estructura federal, bienestar e inestabilidad política: un modelo de gasto público con externalidades internacionales," Investigaciones Economicas, Fundación SEPI, vol. 22(1), pages 119-149, January.
    13. Michal Kejak, 2007. "Growth, Inflation, and Banking: The Role of Human Capital," CERGE-EI Books, The Center for Economic Research and Graduate Education - Economics Institute, Prague, edition 1, number b01, May.
    14. Turnovsky, Stephen J., 1996. "Fiscal policy, growth, and macroeconomic performance in a small open economy," Journal of International Economics, Elsevier, vol. 40(1-2), pages 41-66, February.
    15. Yasushi Iwamoto & Akihisa Shibata, 1999. "Foreign Tax Credit and the Current Account," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 6(2), pages 131-148, May.
    16. Birchenall, Javier A., 2008. "Equilibrium, convergence, and capital mobility in neoclassical models of growth," Economics Letters, Elsevier, vol. 99(1), pages 10-13, April.
    17. Faik Koray & K. Peren Arin, 2006. "International Transmission of Fiscal Shocks: An Empirical Investigation," Departmental Working Papers 2006-03, Department of Economics, Louisiana State University.

Articles

  1. Bianconi, Marcelo & Esposito, Federico & Sammon, Marco, 2021. "Trade policy uncertainty and stock returns," Journal of International Money and Finance, Elsevier, vol. 119(C).
    See citations under working paper version above.
  2. Bianconi, Marcelo & Tan, Chih Ming, 2019. "Evaluating the instantaneous and medium-run impact of mergers and acquisitions on firm values," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 71-87.

    Cited by:

    1. Austin, Rebekah E. & Dunham, Lee M., 2022. "Do FinTech acquisitions improve the operating performance or risk profiles of acquiring firms?," Journal of Economics and Business, Elsevier, vol. 121(C).
    2. Jakub Marszalek & Bogna Kazmierska-Jozwiak & Ewelina Niedzielska, 2022. "Value of the Acquiring Company and the Success of M&A Transaction in the Automotive Sector," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 700-716.
    3. Hana BOR & Avraham KETKO, 2019. "A University Reinvents Itself: A Case Study For Understanding Strategic Mergers And Integration Between Academic Institutions," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 20(3), pages 241-258, July.
    4. Isha Gupta & T. V. Raman & Naliniprava Tripathy, 2023. "Impact of Merger and Acquisition on Financial Performance: Evidence from Construction and Real Estate Industry of India," FIIB Business Review, , vol. 12(1), pages 74-84, March.
    5. Jakub Marszalek & Bogna Kazmierska-Jozwiak & Ewelina Niedzielska, 2022. "The Value of the Acquiring Company and the Success of M&A Transaction in the Automotive Sector," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 160-176.

  3. Bianconi, Marcelo & Cai, Zhe, 2017. "Higher moment exchange rate exposure of S&P500 firms," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 513-530.

    Cited by:

    1. Jiang, Xue & Han, Liyan & Yin, Libo, 2019. "Can skewness predict currency excess returns?," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 628-641.

  4. Bianconi, Marcelo & MacLachlan, Scott & Sammon, Marco, 2015. "Implied volatility and the risk-free rate of return in options markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 1-26.
    See citations under working paper version above.
  5. Marcelo Bianconi & Joe Akira Yoshino, 2015. "Firm value, investment and monetary policy," International Journal of Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(3), pages 262-289.
    See citations under working paper version above.
  6. Bianconi, Marcelo & Hua, Xiaxin & Tan, Chih Ming, 2015. "Determinants of systemic risk and information dissemination," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 352-368.
    See citations under working paper version above.
  7. Bianconi, Marcelo & Yoshino, Joe A., 2014. "Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector," Energy Economics, Elsevier, vol. 45(C), pages 19-32. See citations under working paper version above.
  8. Marcelo Bianconi & Walter H. Fisher, 2014. "Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies," Review of International Economics, Wiley Blackwell, vol. 22(1), pages 116-130, February.
    See citations under working paper version above.
  9. Bianconi, Marcelo & Chen, Richard & Yoshino, Joe A., 2013. "Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 25-44.

    Cited by:

    1. Wilkening, Tom, 2016. "Information and the persistence of private-order contract enforcement institutions: An experimental analysis," European Economic Review, Elsevier, vol. 89(C), pages 193-215.
    2. Chen, Li-Yu & Lai, Jung-Ho & Chen, Carl R., 2015. "Multiple directorships and the performance of mergers & acquisitions," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 178-198.
    3. Chan, Chia-Ying & Lo, Huai-Chun & Su, Yi-Ru, 2014. "Distribution of stock ratings and analyst recommendation revision," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 273-286.
    4. Sarmiento-Sabogal, Julio & Sadeghi, Mehdi, 2014. "Unlevered betas and the cost of equity capital: An empirical approach," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 90-105.
    5. Jeon, Jin Q. & Lee, Cheolwoo, 2015. "A new measure for heated negotiation in the IPO syndicate," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 278-304.
    6. Papanastasopoulos, Georgios A., 2015. "Accruals, growth, accounting distortions and stock returns: The case of FRS3 in the UK," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 39-54.

  10. Bianconi, Marcelo & Yoshino, Joe A., 2012. "Firm Market Performance and Volatility in a National Real Estate Sector," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 230-253.

    Cited by:

    1. Lee, Jen-Sin & Huang, Gow-Liang & Kuo, Chin-Tai & Lee, Liang-Chien, 2012. "The momentum effect on Chinese real estate stocks: Evidence from firm performance levels," Economic Modelling, Elsevier, vol. 29(6), pages 2392-2406.
    2. Tie-Ying Liu & Hsu-Ling Chang & Chi-Wei Su & Xu-Zhao Jiang, 2016. "China's housing bubble burst?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 24(2), pages 361-389, April.
    3. Zhao, Lili & Wen, Fenghua, 2022. "Risk-return relationship and structural breaks: Evidence from China carbon market," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 481-492.
    4. Marcelo Bianconi & Joe Akira Yoshino, 2015. "Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 1-21, February.

  11. Bianconi, Marcelo & Tan, Liang, 2010. "Cross-listing premium in the US and the UK destination," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 244-259, April.
    See citations under working paper version above.
  12. Turnovsky, Stephen J. & Bianconi, Marcelo, 2005. "Welfare Gains From Stabilization In A Stochastically Growing Economy With Idiosyncratic Shocks And Flexible Labor Supply," Macroeconomic Dynamics, Cambridge University Press, vol. 9(3), pages 321-357, June. See citations under working paper version above.
  13. Bianconi, Marcelo & Fisher, Walter H., 2005. "Intertemporal budget policies and macroeconomic adjustment in a small open economy," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 1-17, February.
    See citations under working paper version above.
  14. Bianconi, Marcelo, 2003. "Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 10(1), pages 25-41, January. See citations under working paper version above.
  15. Bianconi, Marcelo, 2003. "Private information, growth, and asset prices with stochastic disturbances," International Review of Economics & Finance, Elsevier, vol. 12(1), pages 1-24. See citations under working paper version above.
  16. Marcelo Bianconi, 2001. "Heterogeneity, Efficiency and Asset Allocation with Endogenous Labor Supply: The Static Case," Manchester School, University of Manchester, vol. 69(3), pages 253-268, June. See citations under working paper version above.
  17. Bianconi, Marcelo, 2000. "The effects of alternative fiscal policies on the intertemporal government budget constraint," International Review of Economics & Finance, Elsevier, vol. 9(1), pages 31-52, February. See citations under working paper version above.
  18. Bianconi, Marcelo, 1999. "Intertemporal budget policies in an endogenous growth model with nominal assets," International Review of Economics & Finance, Elsevier, vol. 8(1), pages 25-43, January. See citations under working paper version above.
  19. Marcelo Bianconi & Stephen J. Turnovsky, 1997. "International Effects of Government Expenditure in Interdependent Economies," Canadian Journal of Economics, Canadian Economics Association, vol. 30(1), pages 57-84, February.

    Cited by:

    1. Ikeda, Shinsuke & Gombi, Ichiro, 2009. "Habit Formation In An Interdependent World Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 13(4), pages 477-492, September.
    2. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008. "Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America," CESifo Working Paper Series 2228, CESifo.
    3. Kirill Borissov & Joseph Hanna & Stephane Lambrecht, 2014. "Public Goods, Voting, and Growth," EUSP Department of Economics Working Paper Series 2014/01, European University at St. Petersburg, Department of Economics.
    4. Hashimzade, Nigar & Myles, Gareth D., 2010. "Growth And Public Infrastructure," Macroeconomic Dynamics, Cambridge University Press, vol. 14(S2), pages 258-274, November.
    5. Parello, Carmelo Pierpaolo, 2022. "In Defence of the Endogenous Growth Theory: "Conditional" and "Unconditional" Convergence in Two-Country AK Models," MPRA Paper 115092, University Library of Munich, Germany.
    6. Holger Strulik, 2002. "Fiscal Policy Reforms in a Global Economy," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 9(1), pages 73-91, January.
    7. Chen, Been-Lon & Lee, Shun-Fa, 2008. "General fund financing, earmarking, economic stabilization and welfare," MPRA Paper 27666, University Library of Munich, Germany.
    8. McKibbin, Warwick J. & Tan, Kang Yong, 2009. "Learning and international transmission of shocks," Economic Modelling, Elsevier, vol. 26(5), pages 1033-1052, September.
    9. Delphine Béraud, 2002. "Transmission internationale des politiques budgétaires et imparfaite mobilité du capital," Recherches économiques de Louvain, De Boeck Université, vol. 68(3), pages 287-311.
    10. K. Arin & Faik Koray, 2009. "Beggar thy Neighbor? The Transmission of Fiscal Shocks from the US to Canada," Open Economies Review, Springer, vol. 20(3), pages 425-434, July.
    11. Birchenall, Javier A., 2008. "Equilibrium, convergence, and capital mobility in neoclassical models of growth," Economics Letters, Elsevier, vol. 99(1), pages 10-13, April.
    12. Wei-Bin ZHANG, 2018. "Corruption, governments’ debts, trade, and global growth," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(615), S), pages 27-50, Summer.
    13. Faik Koray & K. Peren Arin, 2006. "International Transmission of Fiscal Shocks: An Empirical Investigation," Departmental Working Papers 2006-03, Department of Economics, Louisiana State University.

  20. Bianconi, Marcelo, 1995. "On dynamic real trade models," Economics Letters, Elsevier, vol. 47(1), pages 47-52, January.

    Cited by:

    1. Partha Sen & Koji Shimomura, 2016. "Convergence and Overtaking in a Dynamic Two Country Model," CESifo Working Paper Series 6027, CESifo.
    2. Koichi Futagami & Akihiko Kaneko & Yoshiyasu Ono & Akihisa Shibata, 2008. "International Asset Trade, Capital Income Taxation, and Specialization Patterns," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 10(5), pages 743-763, October.
    3. Akihiko Kaneko, 2006. "Specialization in a dynamic trade model: An overlapping generations case," International Economic Journal, Taylor & Francis Journals, vol. 20(3), pages 357-368.
    4. Claustre Bajona & Timothy J. Kehoe, 2006. "Demographics in Dynamic Heckscher-Ohlin Models: Overlapping Generations Versus Infinitely Lived Consumers," NBER Working Papers 12566, National Bureau of Economic Research, Inc.
    5. Partha Sen, 2015. "Uncertain Lifetimes And Convergence In A Two-Country Heckscher-Ohlin Model," Working papers 246, Centre for Development Economics, Delhi School of Economics.

  21. Bianconi, Marcelo, 1995. "Fiscal policy in a simple two-country dynamic model," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 395-419.

    Cited by:

    1. Alejandro Cuñat & Szabolcs Deák & Marco Maffezzoli, 2010. "Tax Cuts in Open Economies," DEGIT Conference Papers c015_052, DEGIT, Dynamics, Economic Growth, and International Trade.
    2. Parello, Carmelo Pierpaolo, 2022. "In Defence of the Endogenous Growth Theory: "Conditional" and "Unconditional" Convergence in Two-Country AK Models," MPRA Paper 115092, University Library of Munich, Germany.
    3. Koichi Futagami & Akihiko Kaneko & Yoshiyasu Ono & Akihisa Shibata, 2008. "International Asset Trade, Capital Income Taxation, and Specialization Patterns," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 10(5), pages 743-763, October.
    4. Amano, Daisuke & Itaya, Jun-ichi & Mino, Kazuo, 2014. "Trade Structure and Growth Effects of Taxation in a Two-Country World," Discussion paper series. A 273, Graduate School of Economics and Business Administration, Hokkaido University.
    5. Kollmann, Robert, 1999. "Effects of Government Purchases in Open Economies: Empirical Evidence and Predictions of a Dynamic General Equilibrium Model With Nominal Rigidities," MPRA Paper 70342, University Library of Munich, Germany.
    6. Jaime Alonso-Carrera & Maria Jesus Freire-Seren & Baltasar Manzano, 2008. "Macroeconomic Effects From The Regional Allocation Of Public Capital Formation," CAMA Working Papers 2008-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    7. Yoshiyasu Ono & Akihisa Shibata, 2006. "Capital Income Taxation and Specialization Patterns: Investment Tax vs. Saving Tax," KIER Working Papers 613, Kyoto University, Institute of Economic Research.
    8. Alonso-Carrera, Jaime & Freire-Serén, María Jesús & Manzano, Baltasar, 2009. "Macroeconomic effects of the regional allocation of public capital formation," Regional Science and Urban Economics, Elsevier, vol. 39(5), pages 563-574, September.

  22. Bianconi, Marcelo, 1992. "Monetary growth innovations in a simple cash-in-advance asset-pricing model," European Economic Review, Elsevier, vol. 36(8), pages 1501-1521, December.

    Cited by:

    1. Rankin, Neil, 1994. "Nominal Rigidity and Monetary Uncertainty," CEPR Discussion Papers 890, C.E.P.R. Discussion Papers.
    2. Rankin, Neil, 1995. "Nominal Rigidity and Monetary Uncertainty in a Small Open Economy," CEPR Discussion Papers 1231, C.E.P.R. Discussion Papers.

  23. Turnovsky, Stephen J & Bianconi, Marcelo, 1992. "The International Transmission of Tax Policies in a Dynamic World Economy," Review of International Economics, Wiley Blackwell, vol. 1(1), pages 49-72, November.
    See citations under working paper version above.

Chapters

    Sorry, no citations of chapters recorded.

Books

  1. Marcelo Bianconi, 2003. "Financial Economics, Risk and Information:An Introduction to Methods and Models," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5348, August.

    Cited by:

    1. Marcelo Bianconi, 2004. "Aggregate and Idiosyncratic Risk and the Behavior of Individual Preferences under Moral Hazard," Discussion Papers Series, Department of Economics, Tufts University 0410, Department of Economics, Tufts University.
    2. Marcelo Bianconi, 2004. "Transfer Programs and Consumption under Alternative Insurance Schemes and Liquidity Constraints," Discussion Papers Series, Department of Economics, Tufts University 0411, Department of Economics, Tufts University.

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