Gustavo S. Cortes
Personal Details
First Name: | Gustavo |
Middle Name: | S. |
Last Name: | Cortes |
Suffix: | |
RePEc Short-ID: | pco618 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/cortesgustavos | |
Terminal Degree: | 2019 Department of Economics; University of Illinois at Urbana-Champaign (from RePEc Genealogy) |
Affiliation
Warrington College of Business
University of Florida
Gainesville, Florida (United States)http://warrington.ufl.edu/
RePEc:edi:cbuflus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Diogo Baerlocher & Gustavo Cortes & Vinicios Sant'Anna, 2024. "Finding Home When Disaster Strikes: Dust Bowl Migration and Housing in Los Angeles," Working Papers 2024-05, University of South Florida, Department of Economics.
- Gustavo S. Cortes & Angela Vossmeyer & Marc D. Weidenmier, 2022. "Stock Volatility and the War Puzzle: The Military Demand Channel," NBER Working Papers 29837, National Bureau of Economic Research, Inc.
- Filipe Correia & Gustavo S. Cortes & Thiago C. Silva, 2021. "Is Corporate Credit Risk Propagated to Employees?," Working Papers Series 551, Central Bank of Brazil, Research Department.
- Murillo Campello & Gustavo S. Cortes & Fabricio d'Almeida & Gaurav Kankanhalli, 2020.
"Exporting Uncertainty: The Impact of Brexit on Corporate America,"
NBER Working Papers
26714, National Bureau of Economic Research, Inc.
- Campello, Murillo & Cortes, Gustavo S. & d’Almeida, Fabrício & Kankanhalli, Gaurav, 2022. "Exporting Uncertainty: The Impact of Brexit on Corporate America," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 57(8), pages 3178-3222, December.
- Pooyan Amir-Ahmadi & Gustavo S. Cortes & Marc D. Weidenmier, 2020. "Regional Monetary Policies and the Great Depression," NBER Working Papers 26695, National Bureau of Economic Research, Inc.
- Gustavo S. Cortes & Thiago Christiano Silva & Bernardus F. N. Van Doornik, 2019. "Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions," Working Papers Series 507, Central Bank of Brazil, Research Department.
- Gustavo S. Cortes & Marc D. Weidenmier, 2017.
"Stock Volatility and the Great Depression,"
NBER Working Papers
23554, National Bureau of Economic Research, Inc.
- Gustavo S Cortes & Marc D Weidenmier, 2019. "Stock Volatility and the Great Depression," The Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3544-3570.
- Gustavo S. Cortes & Renato L. Marcondes & Maria Dolores M. Diaz, 2011.
"Beyond Banks and Stocks: A Study of Industrial Mortgages for the City of São Paulo, Brazil (1866-1914),"
Working Papers
09-2011, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
- Cortes, Gustavo S. & Marcondes, Renato L. & Diaz, Maria Dolores M., 2014. "Mortgages for machinery: credit and industrial investment in pre-World War I Brazil," Financial History Review, Cambridge University Press, vol. 21(2), pages 191-212, August.
Articles
- Campello, Murillo & Cortes, Gustavo S. & d’Almeida, Fabrício & Kankanhalli, Gaurav, 2022. "Exporting Uncertainty: The Impact of Brexit on Corporate America—CORRIGENDUM," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 57(8), pages 3313-3313, December.
- Campello, Murillo & Cortes, Gustavo S. & d’Almeida, Fabrício & Kankanhalli, Gaurav, 2022.
"Exporting Uncertainty: The Impact of Brexit on Corporate America,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 57(8), pages 3178-3222, December.
- Murillo Campello & Gustavo S. Cortes & Fabricio d'Almeida & Gaurav Kankanhalli, 2020. "Exporting Uncertainty: The Impact of Brexit on Corporate America," NBER Working Papers 26714, National Bureau of Economic Research, Inc.
- Cortes, Gustavo S. & Gao, George P. & Silva, Felipe B.G. & Song, Zhaogang, 2022. "Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Cortes, Gustavo S. & Taylor, Bryan & Weidenmier, Marc D., 2022. "Financial factors and the propagation of the Great Depression," Journal of Financial Economics, Elsevier, vol. 145(2), pages 577-594.
- Gustavo S Cortes & Marc D Weidenmier, 2019.
"Stock Volatility and the Great Depression,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3544-3570.
- Gustavo S. Cortes & Marc D. Weidenmier, 2017. "Stock Volatility and the Great Depression," NBER Working Papers 23554, National Bureau of Economic Research, Inc.
- Cortes, Gustavo S. & Paiva, Claudio A.C., 2017. "Deconstructing credibility: The breaking of monetary policy rules in Brazil," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 31-52.
- Cortes, Gustavo S. & Marcondes, Renato L. & Diaz, Maria Dolores M., 2014.
"Mortgages for machinery: credit and industrial investment in pre-World War I Brazil,"
Financial History Review, Cambridge University Press, vol. 21(2), pages 191-212, August.
- Gustavo S. Cortes & Renato L. Marcondes & Maria Dolores M. Diaz, 2011. "Beyond Banks and Stocks: A Study of Industrial Mortgages for the City of São Paulo, Brazil (1866-1914)," Working Papers 09-2011, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
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
- Gustavo S. Cortes & Angela Vossmeyer & Marc D. Weidenmier, 2022.
"Stock Volatility and the War Puzzle: The Military Demand Channel,"
NBER Working Papers
29837, National Bureau of Economic Research, Inc.
Cited by:
- Molero-González, L. & Trinidad-Segovia, J.E. & Sánchez-Granero, M.A. & García-Medina, A., 2023. "Market Beta is not dead: An approach from Random Matrix Theory," Finance Research Letters, Elsevier, vol. 55(PA).
- Wu, Feng-lin & Zhan, Xu-dong & Zhou, Jia-qi & Wang, Ming-hui, 2023. "Stock market volatility and Russia–Ukraine conflict," Finance Research Letters, Elsevier, vol. 55(PA).
- Murillo Campello & Gustavo S. Cortes & Fabricio d'Almeida & Gaurav Kankanhalli, 2020.
"Exporting Uncertainty: The Impact of Brexit on Corporate America,"
NBER Working Papers
26714, National Bureau of Economic Research, Inc.
- Campello, Murillo & Cortes, Gustavo S. & d’Almeida, Fabrício & Kankanhalli, Gaurav, 2022. "Exporting Uncertainty: The Impact of Brexit on Corporate America," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 57(8), pages 3178-3222, December.
Cited by:
- Doriana Cucinelli & Vincenzo Farina & Paola Schwizer & Maria Gaia Soana, 2021. "Better the Devil You Know: The Impact of Brexit Political Uncertainty on European Financial Markets," International Journal of Business and Management, Canadian Center of Science and Education, vol. 15(6), pages 1-62, July.
- Schmitz, Emerson, 2019. "Essays on banking and international trade," Other publications TiSEM 74748bf6-7c16-4e08-a6a6-e, Tilburg University, School of Economics and Management.
- Emerson Erik Schmitz, 2019. "The impact of Brexit uncertainties on international trade : Evidence from Belgium," Working Paper Research 380, National Bank of Belgium.
- Pooyan Amir-Ahmadi & Gustavo S. Cortes & Marc D. Weidenmier, 2020.
"Regional Monetary Policies and the Great Depression,"
NBER Working Papers
26695, National Bureau of Economic Research, Inc.
Cited by:
- Melina, Giovanni & Villa, Stefania, 2023.
"Drivers of large recessions and monetary policy responses,"
Journal of International Money and Finance, Elsevier, vol. 137(C).
- Giovanni Melina & Stefania Villa, 2023. "Drivers of Large Recessions and Monetary Policy Responses," CESifo Working Paper Series 10590, CESifo.
- Giovanni Melina & Stefania Villa, 2023. "Drivers of large recessions and monetary policy responses," Temi di discussione (Economic working papers) 1425, Bank of Italy, Economic Research and International Relations Area.
- Cortes, Gustavo S. & Taylor, Bryan & Weidenmier, Marc D., 2022. "Financial factors and the propagation of the Great Depression," Journal of Financial Economics, Elsevier, vol. 145(2), pages 577-594.
- Breitenlechner, Max & Scharler, Johann, 2017.
"Decomposing the U.S. Great Depression: How important were Loan Supply Shocks?,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168208, Verein für Socialpolitik / German Economic Association.
- Breitenlechner, Max & Mathy, Gabriel P. & Scharler, Johann, 2021. "Decomposing the U.S. Great Depression: How important were loan supply shocks?," Explorations in Economic History, Elsevier, vol. 79(C).
- Melina, Giovanni & Villa, Stefania, 2023.
"Drivers of large recessions and monetary policy responses,"
Journal of International Money and Finance, Elsevier, vol. 137(C).
- Gustavo S. Cortes & Thiago Christiano Silva & Bernardus F. N. Van Doornik, 2019.
"Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions,"
Working Papers Series
507, Central Bank of Brazil, Research Department.
Cited by:
- Florian Unger, 2021.
"Credit frictions, selection into external finance and gains from trade,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(3), pages 1206-1251, November.
- Florian Unger, 2019. "Credit frictions, selection into external finance, and gains from trade," CESifo Working Paper Series 7641, CESifo.
- Peydró, José-Luis & Jiménez, Gabriel & Kenan, Huremovic & Moral-Benito, Enrique & Vega-Redondo, Fernando, 2020.
"Production and financial networks in interplay: Crisis evidence from supplier-customer and credit registers,"
CEPR Discussion Papers
15277, C.E.P.R. Discussion Papers.
- Kenan Huremovic & Jiménez Gabriel & Enrique Moral-Benito & José-Luis Peydró & Fernando Vega-Redondo, 2020. "Production and financial networks in interplay: Crisis evidence from supplier-customer and credit registers," Economics Working Papers 1730, Department of Economics and Business, Universitat Pompeu Fabra.
- Kenan Huremovic & Gabriel Jiménez & Enrique Moral-Benito & José-Luis Peydró & Fernando Vega-Redondo, 2020. "Production and Financial Networks in Interplay: Crisis Evidence from Supplier-Customer and Credit Registers," Working Papers 1191, Barcelona School of Economics.
- Huremovic, Kenan & Jiménez, Gabriel & Moral-Benito, Enrique & Vega-Redondo, Fernando & Peydró, José-Luis, 2020. "Production and financial networks in interplay: Crisis evidence from supplier-customer and credit registers," EconStor Preprints 222281, ZBW - Leibniz Information Centre for Economics.
- Matteo Crosignani & Marco Macchiavelli & André F. Silva, 2020.
"Pirates without Borders: The Propagation of Cyberattacks through Firms’ Supply Chains,"
Staff Reports
937, Federal Reserve Bank of New York.
- Crosignani, Matteo & Macchiavelli, Marco & Silva, André F., 2023. "Pirates without borders: The propagation of cyberattacks through firms’ supply chains," Journal of Financial Economics, Elsevier, vol. 147(2), pages 432-448.
- Garcia, Alexandre Schwinden & Gonzaga, André Lucas Moreira, 2024. "How credit unions affect the profitability of Brazilian commercial banks?," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 190-209.
- Huremovic, Kenan & Jiménez, Gabriel & Moral Benito, Enrique & Peydró, José-Luis & Vega-Redondo, Fernando, 2024. "Production and Financial Networks in Interplay: Crisis Evidence from Supplier-Customer and Credit Registers," UC3M Working papers. Economics 43952, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Filipe Correia & Gustavo S. Cortes & Thiago C. Silva, 2021. "Is Corporate Credit Risk Propagated to Employees?," Working Papers Series 551, Central Bank of Brazil, Research Department.
- Crosignani, Matteo & Han, Lina & Macchiavelli, Marco & Silva, Andre F., 2024.
"Geopolitical Risk and Decoupling: Evidence from U.S. Export Controls,"
CEPR Discussion Papers
18986, C.E.P.R. Discussion Papers.
- Matteo Crosignani & Lina Han & Marco Macchiavelli & André F. Silva, 2024. "Geopolitical Risk and Decoupling: Evidence from U.S. Export Controls," Staff Reports 1096, Federal Reserve Bank of New York.
- Martins, Theo Cotrim & Schiozer, Rafael & Linardi, Fernando de Menezes, 2023. "The information content from lending relationships across the supply chain," Journal of Financial Intermediation, Elsevier, vol. 56(C).
- Thiago Christiano Silva & Fabiano José Muniz & Benjamin Miranda Tabak, 2022. "Indirect and direct effects of the subprime crisis on the real sector: labor market migration," Empirical Economics, Springer, vol. 62(3), pages 1407-1438, March.
- Thiago Christiano Silva & Carlos Eduardo de Almeida & Solange Maria Guerra & Benjamin Miranda Tabak, 2024. "COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil," Working Papers Series 601, Central Bank of Brazil, Research Department.
- Thiago Christiano Silva & Carlos Eduardo de Almeida, 2024. "COVID-19 and Supply Chain Disruptions: a novel perspective using a network of payments in Brazil," Working Papers Series 595, Central Bank of Brazil, Research Department.
- Norden, Lars & Mesquita, Daniel & Wang, Weichao, 2021. "COVID-19, policy interventions and credit: The Brazilian experience," Journal of Financial Intermediation, Elsevier, vol. 48(C).
- Mauricio Medeiros Jr & Bernardus Van Doornik, 2021. "Human Capital and Startup Financing," Working Papers Series 546, Central Bank of Brazil, Research Department.
- Florian Unger, 2021.
"Credit frictions, selection into external finance and gains from trade,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(3), pages 1206-1251, November.
- Gustavo S. Cortes & Marc D. Weidenmier, 2017.
"Stock Volatility and the Great Depression,"
NBER Working Papers
23554, National Bureau of Economic Research, Inc.
- Gustavo S Cortes & Marc D Weidenmier, 2019. "Stock Volatility and the Great Depression," The Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3544-3570.
Cited by:
- Karol Jan Borowiecki & Michał Dzieliński & Alexander Tepper, 2023. "The great margin call: The role of leverage in the 1929 Wall Street crash," Economic History Review, Economic History Society, vol. 76(3), pages 807-826, August.
- Fishback, Price & Fleitas, Sebastian & Rose, Jonathan & Snowden, Ken, 2020.
"Collateral Damage: The Impact of Foreclosures on New Home Mortgage Lending in the 1930s,"
The Journal of Economic History, Cambridge University Press, vol. 80(3), pages 853-885, September.
- Price Fishback & Sebastián Fleitas & Jonathan Rose & Kenneth Snowden, 2018. "Collateral Damage: The Impact of Foreclosures on New Home Mortgage Lending in the 1930s," NBER Working Papers 25246, National Bureau of Economic Research, Inc.
- Pooyan Amir-Ahmadi & Gustavo S. Cortes & Marc D. Weidenmier, 2020. "Regional Monetary Policies and the Great Depression," NBER Working Papers 26695, National Bureau of Economic Research, Inc.
- Cortes, Gustavo S. & Taylor, Bryan & Weidenmier, Marc D., 2022. "Financial factors and the propagation of the Great Depression," Journal of Financial Economics, Elsevier, vol. 145(2), pages 577-594.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Jean-Laurent Cadorel, 2024.
"The 1929 Crash of the New York Stock Exchange as a Liquidity Crisis [Le Krach de 1929 du New York Stock Exchange comme crise de liquidité],"
Post-Print
hal-04347097, HAL.
- Jean-Laurent Cadorel, 2024. "The 1929 Crash of the New York Stock Exchange as a Liquidity Crisis [Le Krach de 1929 du New York Stock Exchange comme crise de liquidité]," PSE-Ecole d'économie de Paris (Postprint) hal-04347097, HAL.
- Nazemi, Abdolreza & Baumann, Friedrich & Fabozzi, Frank J., 2022. "Intertemporal defaulted bond recoveries prediction via machine learning," European Journal of Operational Research, Elsevier, vol. 297(3), pages 1162-1177.
- Charles W. Calomiris & Matthew S. Jaremski, 2023.
"Florida (Un)Chained,"
NBER Working Papers
30914, National Bureau of Economic Research, Inc.
- Calomiris, Charles W. & Jaremski, Matthew, 2023. "Florida (Un)chained," Journal of Financial Intermediation, Elsevier, vol. 55(C).
- Gabriel P. Mathy, 2020. "How much did uncertainty shocks matter in the Great Depression?," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 14(2), pages 283-323, May.
Articles
- Campello, Murillo & Cortes, Gustavo S. & d’Almeida, Fabrício & Kankanhalli, Gaurav, 2022.
"Exporting Uncertainty: The Impact of Brexit on Corporate America,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 57(8), pages 3178-3222, December.
See citations under working paper version above.
- Murillo Campello & Gustavo S. Cortes & Fabricio d'Almeida & Gaurav Kankanhalli, 2020. "Exporting Uncertainty: The Impact of Brexit on Corporate America," NBER Working Papers 26714, National Bureau of Economic Research, Inc.
- Cortes, Gustavo S. & Gao, George P. & Silva, Felipe B.G. & Song, Zhaogang, 2022.
"Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises,"
Journal of International Money and Finance, Elsevier, vol. 122(C).
Cited by:
- Chatziantoniou, Ioannis & Elsayed, Ahmed H. & Gabauer, David & Gozgor, Giray, 2023. "Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies," Energy Economics, Elsevier, vol. 120(C).
- Molero-González, L. & Trinidad-Segovia, J.E. & Sánchez-Granero, M.A. & García-Medina, A., 2023. "Market Beta is not dead: An approach from Random Matrix Theory," Finance Research Letters, Elsevier, vol. 55(PA).
- Haque, Sharjil & Varghese, Richard, 2023. "Firms’ rollover risk, capital structure and unequal exposure to aggregate shocks," Journal of Corporate Finance, Elsevier, vol. 80(C).
- Alba Carlos & Cuadra Gabriel & Ibarra Raúl, 2023. "Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions," Working Papers 2023-03, Banco de México.
- Melina, Giovanni & Villa, Stefania, 2023.
"Drivers of large recessions and monetary policy responses,"
Journal of International Money and Finance, Elsevier, vol. 137(C).
- Giovanni Melina & Stefania Villa, 2023. "Drivers of Large Recessions and Monetary Policy Responses," CESifo Working Paper Series 10590, CESifo.
- Giovanni Melina & Stefania Villa, 2023. "Drivers of large recessions and monetary policy responses," Temi di discussione (Economic working papers) 1425, Bank of Italy, Economic Research and International Relations Area.
- Naeem, Muhammad Abubakr & Chatziantoniou, Ioannis & Gabauer, David & Karim, Sitara, 2024. "Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Manuela M. Dantas & Kenneth J. Merkley & Felipe B. G. Silva, 2023. "Government Guarantees and Banks' Income Smoothing," Papers 2303.03661, arXiv.org.
- Sara Ali & Ihsan Badshah & Riza Demirer & Prasad Hegde, 2023. "Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand," International Review of Finance, International Review of Finance Ltd., vol. 23(3), pages 666-679, September.
- Górajski, Mariusz & Kuchta, Zbigniew, 2024. "Are two financial frictions necessary to match U.S. business and financial cycles?," Finance Research Letters, Elsevier, vol. 59(C).
- Berger, Allen N. & Karakaplan, Mustafa U. & Roman, Raluca A., 2023. "Whose bailout is it anyway? The roles of politics in PPP bailouts of small businesses vs. banks," Journal of Financial Intermediation, Elsevier, vol. 56(C).
- Kim, Daehwan & Nilsen, Jeffrey, 2023. "A Gordon growth formula for wealth-income ratios and its implications on cross-country differences," Finance Research Letters, Elsevier, vol. 58(PD).
- Francesco Fasano & Maurizio La Rocca & F. Javier Sánchez-Vidal & Maria Josephin Lio & Alfio Cariola, 2024. "How Local Finance and Enforcement Shaped SME Credit Choices before and during the COVID Crisis," IJFS, MDPI, vol. 12(1), pages 1-16, January.
- Chu, Yongqiang & Zhang, Tim, 2022. "Political influence and banks: Evidence from mortgage lending," Journal of Financial Intermediation, Elsevier, vol. 52(C).
- Manuela M. Dantas & Kenneth J. Merkley & Felipe B. G. Silva, 2023. "Government Guarantees and Banks’ Income Smoothing," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(2), pages 123-173, April.
- Charalampos Basdekis & Apostolos Christopoulos & Evgenios Gakias & Ioannis Katsampoxakis, 2023. "The Effect of ECB Unconventional Monetary Policy on Firms’ Performance during the Global Financial Crisis," JRFM, MDPI, vol. 16(5), pages 1-20, April.
- Jonathan Ross, 2023. "Does prior stock return correlation predict future stock return correlation?," SN Business & Economics, Springer, vol. 3(9), pages 1-15, September.
- Iyke, Bernard Njindan & Maheepala, M.M.J.D., 2022. "Conventional monetary policy, COVID-19, and stock markets in emerging economies," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
- Ureche-Rangau, Loredana & Vaslin, Jacques-Marie, 2023. "Conversion risk on 19th century French consols and embedded options: A simple exercise," Finance Research Letters, Elsevier, vol. 58(PB).
- Nguyen, Hoai Thi Thanh & Tram, Huong Thi Xuan & Nguyen, Linh Thi Thuy, 2023. "Interest rates and systemic risk:Evidence from the Vietnamese economy," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Evgenidis, Anastasios & Fasianos, Apostolos, 2023. "Modelling monetary policy’s impact on labour markets under Covid-19," Economics Letters, Elsevier, vol. 230(C).
- Bouteska, Ahmed & Büyükoğlu, Burak & Ekşi, Ibrahim Halil, 2023. "How effective are banking regulations on banking performance and risk? Evidence from selected European countries," Finance Research Letters, Elsevier, vol. 53(C).
- Agnese, Paolo & Giacomini, Emanuela, 2023. "Bank's funding costs: Do ESG factors really matter?," Finance Research Letters, Elsevier, vol. 51(C).
- Cortes, Gustavo S. & Taylor, Bryan & Weidenmier, Marc D., 2022.
"Financial factors and the propagation of the Great Depression,"
Journal of Financial Economics, Elsevier, vol. 145(2), pages 577-594.
Cited by:
- Molero-González, L. & Trinidad-Segovia, J.E. & Sánchez-Granero, M.A. & García-Medina, A., 2023. "Market Beta is not dead: An approach from Random Matrix Theory," Finance Research Letters, Elsevier, vol. 55(PA).
- Karol Jan Borowiecki & Michał Dzieliński & Alexander Tepper, 2023. "The great margin call: The role of leverage in the 1929 Wall Street crash," Economic History Review, Economic History Society, vol. 76(3), pages 807-826, August.
- Rıdvan Karacan & Mehmet Emin Yardımcı, 2024. "Free market economy: Is the market or prices free? Theory and evidence from the United States," American Journal of Economics and Sociology, Wiley Blackwell, vol. 83(1), pages 59-74, January.
- Jean-Laurent Cadorel, 2024.
"The 1929 Crash of the New York Stock Exchange as a Liquidity Crisis [Le Krach de 1929 du New York Stock Exchange comme crise de liquidité],"
Post-Print
hal-04347097, HAL.
- Jean-Laurent Cadorel, 2024. "The 1929 Crash of the New York Stock Exchange as a Liquidity Crisis [Le Krach de 1929 du New York Stock Exchange comme crise de liquidité]," PSE-Ecole d'économie de Paris (Postprint) hal-04347097, HAL.
- Long, Huaigang & Chiah, Mardy & Zaremba, Adam & Umar, Zaghum, 2024. "Changes in shares outstanding and country stock returns around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
- Peter Grajzl & Peter Murrell, 2024. "From Status to Contract? A Macrohistory from Early-Modern English Caselaw and Print Culture," CESifo Working Paper Series 11246, CESifo.
- Gustavo S Cortes & Marc D Weidenmier, 2019.
"Stock Volatility and the Great Depression,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3544-3570.
See citations under working paper version above.
- Gustavo S. Cortes & Marc D. Weidenmier, 2017. "Stock Volatility and the Great Depression," NBER Working Papers 23554, National Bureau of Economic Research, Inc.
- Cortes, Gustavo S. & Paiva, Claudio A.C., 2017.
"Deconstructing credibility: The breaking of monetary policy rules in Brazil,"
Journal of International Money and Finance, Elsevier, vol. 74(C), pages 31-52.
Cited by:
- Edilean Kleber da Silva Bejarano Aragón, 2021. "Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function," Empirical Economics, Springer, vol. 60(3), pages 1221-1243, March.
- Eda Gülşen & Hakan Kara, 2021. "Policy Performance and the Behavior of Inflation Expectations," International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-46, October.
- Eda Gulsen & Hakan Kara, 2020. "Formation of inflation expectations: Does macroeconomic and policy environment matter?," Koç University-TUSIAD Economic Research Forum Working Papers 2017, Koc University-TUSIAD Economic Research Forum.
- M. Ayhan Kose & Hideaki Matsuoka & Ugo Panizza & Dana Vorisek, 2019.
"Inflation expectations: Review and evidence,"
CAMA Working Papers
2019-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kose, M. Ayhan & Matsuoka, Hideaki & Panizza, Ugo & Vorisek, Dana, 2019. "Inflation Expectations: Review and Evidence," CEPR Discussion Papers 13601, C.E.P.R. Discussion Papers.
- Kose,Ayhan & Matsuoka,Hideaki & Panizza,Ugo G. & Vorisek,Dana Lauren, 2019. "Inflation Expectations : Review and Evidence," Policy Research Working Paper Series 8785, The World Bank.
- M. Ayhan Kose & Hideaki Matsuoka & Ugo Panizza & Dana Vorisek, 2019. "Inflation Expectations: Review and Evidence," Koç University-TUSIAD Economic Research Forum Working Papers 1904, Koc University-TUSIAD Economic Research Forum.
- Cortes, Gustavo S. & Gao, George P. & Silva, Felipe B.G. & Song, Zhaogang, 2022. "Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Chertman, Fernando & Hutchison, Michael & Zink, David, 2020. "Facing the Quadrilemma: Taylor rules, intervention policy and capital controls in large emerging markets," Journal of International Money and Finance, Elsevier, vol. 102(C).
- Montes, Gabriel Caldas & de Hollanda Lima, Natalia Teixeira, 2022. "Discretionary fiscal policy, fiscal credibility and inflation risk premium," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 208-222.
- Eka Purwanda & Siti Herni Rochana, 2017. "Measurement of the efficiency of monetary policy," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 9(2), pages 138-149, April.
More information
Research fields, statistics, top rankings, if available.Statistics
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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 7 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.- NEP-HIS: Business, Economic and Financial History (4) 2011-10-22 2017-07-09 2020-02-24 2022-04-25
- NEP-BAN: Banking (2) 2019-10-07 2021-07-12
- NEP-MAC: Macroeconomics (2) 2020-02-24 2022-04-25
- NEP-CBA: Central Banking (1) 2020-02-24
- NEP-CFN: Corporate Finance (1) 2021-07-12
- NEP-CIS: Confederation of Independent States (1) 2011-10-22
- NEP-FDG: Financial Development and Growth (1) 2019-10-07
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- NEP-MON: Monetary Economics (1) 2020-02-24
- NEP-RMG: Risk Management (1) 2022-04-25
- NEP-URE: Urban and Real Estate Economics (1) 2020-02-24
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