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Determinants of systemic risk and information dissemination

Bianconi, Marcelo; Hua, Xiaxin; Tan, Chih Ming - 2013

Persistent link: https://www.econbiz.de/10010363084

Firm value, investment and monetary policy

Bianconi, Marcelo; Yoshino, Joe Akira - In: International journal of accounting and finance 5 (2015) 3, pp. 262-289

Persistent link: https://www.econbiz.de/10011548151

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

Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector

Bianconi, Marcelo; Yoshino, Joe Akira - In: Energy economics 45 (2014), pp. 19-32

Persistent link: https://www.econbiz.de/10010504798

Energy sector companies of the BRICS : systematic and specific financial risks and value at risk

Bianconi, Marcelo; Yoshino, Joe Akira - In: Emerging markets and the global economy, (pp. 201-240). 2014

Persistent link: https://www.econbiz.de/10010434654

Intertemporal budget policies and macroeconomic adjustment in indebted open economies

Bianconi, Marcelo; Fisher, Walter H. - 2011

We analyze the role of government intertemporal budget policies in a growing open economy including nominal assets in the presence of an upward sloping supply of debt. This introduces transitional dynamics that influence the effects of government policy instruments on the long term fiscal...

Persistent link: https://www.econbiz.de/10009686208