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Marcelo Bianconi

Personal Details

First Name:Marcelo
Middle Name:
Last Name:Bianconi
Suffix:
RePEc Short-ID:pbi3
[This author has chosen not to make the email address public]
https://as.tufts.edu/economics/people/faculty/marcelo-bianconi
Terminal Degree:1988 Department of Economics; University of Illinois at Urbana-Champaign (from RePEc Genealogy)

Affiliation

Department of Economics
Tufts University

Medford, Massachusetts (United States)
http://ase.tufts.edu/econ/
RePEc:edi:detufus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Esposito, Federico & Bianconi, Marcelo & Sammon, Marco, 2020. "Trade Policy Uncertainty and Stock Returns," MPRA Paper 99874, University Library of Munich, Germany.
  2. Dan Richards & Heng Yuan & Marcelo Bianconi, 2015. "Equity Prices and Cartel Activity," Discussion Papers Series, Department of Economics, Tufts University 0813, Department of Economics, Tufts University.
  3. 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.
  4. 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.
  5. 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.
  6. Marcelo Bianconi & Joe A. Yoshino, 2012. "Worldwide Commodities Sector Market-To-Book and Return on Equity Valuation," Discussion Papers Series, Department of Economics, Tufts University 0772, Department of Economics, Tufts University.
  7. Marcelo Bianconi & Joe A. Yoshino, 2012. "Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies," Discussion Papers Series, Department of Economics, Tufts University 0765, Department of Economics, Tufts University.
  8. Bianconi, Marcelo & Fisher, Walter H., 2011. "Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies," Economics Series 271, Institute for Advanced Studies.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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 & 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.
  17. 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.
  18. 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.
  19. Fisher, Walter H. & Bianconi, Marcelo, 2001. "Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy," Economics Series 96, Institute for Advanced Studies.
  20. Marcelo Bianconi and Stephen J. Turnovsky, 2001. "The Impact of Idiosyncratic Shocks on Welfare and Asset Returns in a Stochastically Growing Economy," Computing in Economics and Finance 2001 200, Society for Computational Economics.
  21. 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.
  22. 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.
  23. Marcelo Bianconi, 1999. "A Dynamic Monetary Model with Costly Foreign Currency," Discussion Papers Series, Department of Economics, Tufts University 9907, Department of Economics, Tufts University.
  24. 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.
  25. 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.
  26. Bianconi, M., 1989. "Stochastic Government Preferences, Fiscal Credibility, And The Value Information," Discussion Papers in Economics at the University of Washington 89-12, Department of Economics at the University of Washington.
  27. Turnovsky, S.J. & Bianconi, M., 1988. "Strategic Wages Policy And The Gains From Cooperation," Discussion Papers in Economics at the University of Washington 88-13, Department of Economics at the University of Washington.

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).
  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.
  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. Marcelo Bianconi & Joe Akira Yoshino, 2017. "Valuation of the worldwide commodities sector," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(4), pages 555-579, October.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Marcelo Bianconi & Joe A. Yoshino, 2013. "House price indexes and cyclical behavior," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 6(1), pages 26-44, March.
  12. 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.
  13. 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.
  14. Marcelo Bianconi, 2011. "Transfer programs under alternative insurance schemes and liquidity constraints," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 20(2), pages 175-197.
  15. 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.
  16. Bianconi, Marcelo, 2008. "Heterogeneity, adverse selection and valuation with endogenous labor supply," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 113-126.
  17. 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.
  18. 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.
  19. 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.
  20. Bianconi, Marcelo, 2003. "Private information, growth, and asset prices with stochastic disturbances," International Review of Economics & Finance, Elsevier, vol. 12(1), pages 1-24.
  21. 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.
  22. 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.
  23. Marcelo Bianconi, 1999. "A dynamic monetary model with costly foreign currency," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 8(4), pages 321-342.
  24. 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.
  25. 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.
  26. Bianconi, Marcelo, 1995. "On dynamic real trade models," Economics Letters, Elsevier, vol. 47(1), pages 47-52, January.
  27. 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.
  28. Bianconi, Marcelo, 1995. "Inflation and the real price of equities: Theory with some empirical evidence," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 495-514.
  29. Bianconi, Marcelo, 1994. "A note on uncertainty, liquidity, and stock prices," International Review of Economics & Finance, Elsevier, vol. 3(4), pages 457-468.
  30. Bianconi, Marcelo, 1993. "On perfect foresight and uncertainty in economic models: Two monetary examples," Journal of Macroeconomics, Elsevier, vol. 15(1), pages 153-163.
  31. 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.
  32. 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.
  33. Bianconi, Marcelo, 1991. "Temporary monetary and fiscal policy in an optimizing model of exchange rate determination," Journal of Macroeconomics, Elsevier, vol. 13(1), pages 97-115.
  34. Marcelo Bianconi, 1991. "Una nota expositiva sobre la condición de transversalidad en modelos económicos dinámicos en tiempo continuo," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 6(2), pages 287-297.
  35. Marcelo Bianconi, 1989. "Política monetaria y márgen de ganancia variable en una economía pequeña y abierta con inflación: Consideraciones dinámicas y estratégicas," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 4(2), pages 201-235.

Chapters

  1. Marcelo Bianconi & Xue Wang, 2020. "Environmental Concerns and the Cost of Equity in the US Energy Sector," World Scientific Book Chapters, in: Stéphane Goutte & Duc Khuong Nguyen (ed.), HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations, chapter 22, pages 509-550, World Scientific Publishing Co. Pte. Ltd..
  2. Marcelo Bianconi, 2003. "Non-convexities and Lotteries in General Equilibrium," World Scientific Book Chapters, in: Financial Economics, Risk And Information An Introduction to Methods and Models, chapter 6, pages 284-331, World Scientific Publishing Co. Pte. Ltd..
  3. Marcelo Bianconi, 2003. "Mean-Variance Approach to Financial Decision-Making," World Scientific Book Chapters, in: Financial Economics, Risk And Information An Introduction to Methods and Models, chapter 2, pages 67-106, World Scientific Publishing Co. Pte. Ltd..
  4. Marcelo Bianconi, 2003. "Basic Mathematical Tools," World Scientific Book Chapters, in: Financial Economics, Risk And Information An Introduction to Methods and Models, chapter 1, pages 6-66, World Scientific Publishing Co. Pte. Ltd..
  5. Marcelo Bianconi, 2003. "Introduction to Systems of Financial Markets," World Scientific Book Chapters, in: Financial Economics, Risk And Information An Introduction to Methods and Models, chapter 4, pages 169-211, World Scientific Publishing Co. Pte. Ltd..
  6. Marcelo Bianconi, 2003. "Contracts, Contract Design, and Static Agency Relationships," World Scientific Book Chapters, in: Financial Economics, Risk And Information An Introduction to Methods and Models, chapter 5, pages 212-283, World Scientific Publishing Co. Pte. Ltd..
  7. Marcelo Bianconi, 2003. "Dynamics I: Discrete Time," World Scientific Book Chapters, in: Financial Economics, Risk And Information An Introduction to Methods and Models, chapter 7, pages 332-451, World Scientific Publishing Co. Pte. Ltd..
  8. Marcelo Bianconi, 2003. "Dynamics II: Continuous Time," World Scientific Book Chapters, in: Financial Economics, Risk And Information An Introduction to Methods and Models, chapter 8, pages 452-513, World Scientific Publishing Co. Pte. Ltd..
  9. Marcelo Bianconi, 2003. "Expected Utility Approach to Financial Decision-Making," World Scientific Book Chapters, in: Financial Economics, Risk And Information An Introduction to Methods and Models, chapter 3, pages 107-168, World Scientific Publishing Co. Pte. Ltd..

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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Journal Pages, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (5) 2004-03-07 2004-08-31 2007-05-12 2010-04-11 2011-07-02. Author is listed
  2. NEP-RMG: Risk Management (4) 2003-01-05 2013-02-03 2013-12-29 2014-01-17
  3. NEP-CBA: Central Banking (3) 2010-04-11 2011-07-02 2013-12-29
  4. NEP-FMK: Financial Markets (3) 2015-10-25 2019-03-25 2020-05-11
  5. NEP-INT: International Trade (3) 2019-03-25 2020-05-11 2020-08-17
  6. NEP-MIC: Microeconomics (3) 2004-03-07 2004-03-07 2004-03-07
  7. NEP-CFN: Corporate Finance (2) 2003-01-05 2004-03-07
  8. NEP-ICT: Information and Communication Technologies (2) 2013-12-29 2014-01-17
  9. NEP-MON: Monetary Economics (2) 2000-01-24 2010-04-11
  10. NEP-BAN: Banking (1) 2014-01-17
  11. NEP-COM: Industrial Competition (1) 2015-10-25
  12. NEP-DEV: Development (1) 2003-01-05
  13. NEP-ENE: Energy Economics (1) 2013-02-03
  14. NEP-FOR: Forecasting (1) 2014-02-15
  15. NEP-GEN: Gender (1) 2020-05-11
  16. NEP-IND: Industrial Organization (1) 2015-10-25
  17. NEP-MST: Market Microstructure (1) 2014-02-15
  18. NEP-ORE: Operations Research (1) 2020-05-11
  19. NEP-PBE: Public Economics (1) 2004-08-31
  20. NEP-SOG: Sociology of Economics (1) 2014-02-15

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