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Trade policy uncertainty and stock returns

Bianconi, Marcelo; Esposito, Federico; Sammon, Marco - In: Journal of international money and finance 119 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013285018

Implied volatility and the risk-free rate of return in options markets

Bianconi, Marcelo; McLachlan, Scott; Sammon, Marco - In: The North American journal of economics and finance : a … 31 (2015), pp. 1-26

Persistent link: https://www.econbiz.de/10011511024

Implied volatility and the risk-free rate of return in options markets

Bianconi, Marcelo; MacLachlan, Scott; Sammon, Marco - In: The North American Journal of Economics and Finance 31 (2015) C, pp. 1-26

We numerically solve systems of Black–Scholes formulas for implied volatility and implied risk-free rate of return. After using a seemingly unrelated regressions (SUR) model to obtain point estimates for implied volatility and implied risk-free rate, the options are re-priced using these...

Persistent link: https://www.econbiz.de/10011191064

Determinants of systemic risk and information dissemination

Bianconi, Marcelo; Hua, Xiaxin; Tan, Chih Ming - In: International review of economics & finance : IREF 38 (2015), pp. 352-368

Persistent link: https://www.econbiz.de/10011572383

Valuation of the worldwide commodities sector : the role of market-to-book and return on equity

Bianconi, Marcelo; Yoshino, Joe Akira - In: Studies in economics and finance 34 (2017) 4, pp. 555-579

Persistent link: https://www.econbiz.de/10011961104

Higher moment exchange rate exposure of S&P500 firms

Bianconi, Marcelo; Cai, Zhe - In: The North American journal of economics and finance : a … 42 (2017), pp. 513-530

Persistent link: https://www.econbiz.de/10011938192

Evaluating the instantaneous and medium-run impact of mergers and acquisitions on firm values

Bianconi, Marcelo; Tan, Chih Ming - In: International review of economics & finance : IREF 59 (2019), pp. 71-87

Persistent link: https://www.econbiz.de/10012202483

Estimating the welfare costs of autarky : a sufficient statistics approach

Esposito, Federico - In: Economics letters 194 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012509281

Demand risk and diversification through international trade

Esposito, Federico - In: Journal of international economics 135 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013399916

Import competition, trade credit, and financial frictions in general equilibrium

Esposito, Federico; Hassan, Fadi - 2023

Persistent link: https://www.econbiz.de/10013556707