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Citations of
Rui Albuquerque

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Working papers

  1. Albuquerque, Rui & Miao, Jianjun, 2007. "Advance Information and Asset Prices," CEPR Discussion Papers 6588, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

    Cited by:

    1. Dimitri Vayanos & Paul Woolley, 2008. "An Institutional Theory of Momentum and Reversal," NBER Working Papers 14523, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Albuquerque, Rui & de Francisco, Eva & Marques, Luis, 2006. "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers 5604, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio, 2007. "Understanding the Forward Premium Puzzle: A Microstructure Approach," CEPR Discussion Papers 6399, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    2. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," BIS Working Papers 271, Bank for International Settlements. [Downloadable!]

  3. Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin, 2006. "Global Private Information in International Equity Markets," CEPR Discussion Papers 5819, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Alexander D. Rothenberg & Francis E. Warnock, 2006. "Sudden Flight and True Sudden Stops," NBER Working Papers 12726, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Roberto A. De Santis & Paul Ehling, 2007. "Do international portfolio investors follow firms’ foreign investment decisions?," Working Paper Series 815, European Central Bank. [Downloadable!]
    3. Cedric Tille & Eric van Wincoop, 2007. "International Capital Flows," Working Papers 122007, Hong Kong Institute for Monetary Research. [Downloadable!]
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    4. Albuquerque, Rui & de Francisco, Eva & Marques, Luis, 2006. "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers 5604, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    5. Alexander D. Rothenberg & Francis E. Warnock, 2007. "Sudden Flight and True Sudden Stops," The Institute for International Integration Studies Discussion Paper Series iiisdp187, IIIS. [Downloadable!]
    6. Cédric Tille & Eric van Wincoop, 2008. "International Capital Flows under Dispersed Information: Theory and Evidence," NBER Working Papers 14390, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  4. Albuquerque, Rui & Wang, Neng, 2005. "Agency Conflicts, Investment and Asset Pricing," CEPR Discussion Papers 4955, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    Published as:

    Cited by:

    1. Hoffmann, Arvid O.I. & Pennings, Joost M.E., 2008. "Shareholder Activism and the Role of Marketing: A Framework for Analyzing and Managing Investor Relations," Research Memoranda 007, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    2. Charles, Lee & David, Ng, 2002. "Corruption and International Valuation: Does Virtue Pay?," MPRA Paper 590, University Library of Munich, Germany, revised Oct 2006. [Downloadable!]
    3. Gozzi, Juan Carlos & Levine, Ross & Schmukler, Sergio L., 2006. "Internationalization and the evolution of corporate valuation," Policy Research Working Paper Series 3933, The World Bank. [Downloadable!]
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    4. Albuquerque, Rui & Schroth, Enrique, 2008. "Determinants of the Block Premium and of Private Benefits of Control," CEPR Discussion Papers 6742, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  5. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, EconWPA. [Downloadable!]

    Cited by:

    1. Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005. "International equity flows and returns: a quantitative equilibrium approach," International Finance 0508006, EconWPA. [Downloadable!]
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    2. Gregory H. Bauer & Clara Vega, 2004. "The Monetary Origins of Asymmetric Information in International Equity Markets," Working Papers 04-47, Bank of Canada. [Downloadable!]
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    3. Rui Albuquerque, 2004. "The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment," International Finance 0405004, EconWPA. [Downloadable!]
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  6. Rui Albuquerque, 2004. "The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment," International Finance 0405004, EconWPA. [Downloadable!]
    Published as:

    Cited by:

    1. Stephane Straub, 2004. "Opportunism, Corruption and the Multinational Firm’s Mode of Entry," ESE Discussion Papers 102, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
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    2. Philip R. Lane & Gian Maria Milesi-Ferretti, 2000. "The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates," Working Papers 062000, Hong Kong Institute for Monetary Research. [Downloadable!]
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    3. Hoffmann, M., 2002. "Cross-Country Evidence on the Link between the Level of Infrastructure and Capital Inflows," CEG Working Papers 20024, Trinity College Dublin, Department of Economics. [Downloadable!]
    4. Mihir A. Desai & Dhammika Dharmapala, 2007. "Taxes, Institutions and Foreign Diversification Opportunities," NBER Working Papers 13132, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    5. André Lince de Faria & Paolo Mauro, 2005. "Institutions and the External Capital Structure of Countries," IMF Working Papers 04/236, International Monetary Fund. [Downloadable!]
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    6. Itay Goldstein & Assaf Razin, 2005. "An Information-Based Trade Off between Foreign Direct Investment and Foreign Portfolio Investment," NBER Working Papers 11757, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    7. Jiandong Ju & Shang-Jin Wei, 2006. "A Solution to Two Paradoxes of International Capital Flows," NBER Working Papers 12668, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    8. Philip R. Lane, 2004. "Empirical Perspectives on Long-Term External Debt," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
    9. Kinga Z. Elo, 2007. "The Effect of Capital Controls on Foreign Direct Investment Decisions Under Country Risk with Intangible Assets," IMF Working Papers 07/79, International Monetary Fund. [Downloadable!]
    10. Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89 Bank for International Settlements. [Downloadable!]
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    11. Corinne Deléchat & Smita Wagh & Gustavo Ramirez & John Wakeman-Linn, 2009. "Sub-Saharan Africa's Integration in the Global Financial Markets," IMF Working Papers 09/114, International Monetary Fund. [Downloadable!]
    12. Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2000. "External Capital Structure: Theory and Evidence," CEPR Discussion Papers 2583, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    13. Mathias Hoffmann, 2002. "Cross-Country Evidence on the Link between the Level of Infrastructure and Capital Inflows," Trinity Economics Papers 200210, Trinity College Dublin, Department of Economics. [Downloadable!]
    14. Goldstein, Itay & Razin, Assaf, 2003. "An Information-Based Trade-off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency and Welfare," CEPR Discussion Papers 3747, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    15. Assaf Razin & Efraim Sadka, 2004. "Transparency, Specialization and FDI," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    16. Acharya, Viral V & Shin, Hyun Song & Yorulmazer, Tanju, 2007. "Fire-sale FDI," CEPR Discussion Papers 6319, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    17. André Faria & Philip R. Lane & Paolo Mauro & Gian Maria Milesi-Ferretti, 2007. "The Shifting Composition of External Liabilities," The Institute for International Integration Studies Discussion Paper Series iiisdp190, IIIS. [Downloadable!]
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    18. Norbert Funke & Faisal Ahmed & Rabah Arezki, 2005. "The Composition of Capital Flows: Is South Africa Different?," IMF Working Papers 05/40, International Monetary Fund. [Downloadable!]
    19. Philip R. Lane, 2003. "The Macroeconomics of International Financial Trade," Trinity Economics Papers 200314, Trinity College Dublin, Department of Economics. [Downloadable!]
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    20. Kraay, Aart & Loayza, Norman & Serven, Luis & Ventura, Jaume, 2004. "Country Portfolios," Policy Research Working Paper Series 3320, The World Bank. [Downloadable!]
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    21. Assaf Razin, 2002. "FDI Contribution to Capital Flows and Investment in Capacity," NBER Working Papers 9204, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    22. Michael Tomz & Mark L. J. Wright, 2008. "Sovereign Theft: Theory And Evidence About Sovereign Default And Expropriation," CAMA Working Papers 2008-07, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    23. Albuquerque, Rui & Loayza, Norman & Serven, Luis, 2003. "World market integration through the lens of foreign direct investors," Policy Research Working Paper Series 3060, The World Bank. [Downloadable!]
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    24. Andre Varella Mollick & Rene Ramos-Duran & Esteban Silva-Ochoa, 2006. "Infrastructure and FDI Inflows into Mexico: A Panel Data Approach," Global Economy Journal, Berkeley Electronic Press, vol. 6(1). [Downloadable!]
    25. Ni, Shawn X & Ratti, Ronald A., 2009. "Heterogeneous Parameter Uncertainty and the Timing of Investment during Crisis," Economics Discussion Papers 2009-12, Kiel Institute for the World Economy. [Downloadable!]
    26. Sanjay Basu & Swapnendu Bandyopadhyay (Banerjee), 2005. "Relationship Banking, State Co-Ordination and Long-Term Debt: Reinterpreting the Big Push," Departmental Working Papers wp0502, National University of Singapore, Department of Economics. [Downloadable!]
    27. M. Ayhan Kose & Eswar S. Prasad & Marco E. Terrones, 2007. "How Does Financial Globalization Affect Risk Sharing? Patterns and Channels," IZA Discussion Papers 2903, Institute for the Study of Labor (IZA). [Downloadable!]
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    28. Itay Goldstein & Assaf Razin, 2005. "Foreign Direct Investment vs. Foreiegn Portfolio Investment," NBER Working Papers 11047, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    29. Papaioannou, Elias, 2008. "What Drives International Financial Flows? Politics, Institutions and Other Determinants," CEPR Discussion Papers 7010, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    30. Diemo Dietrich, 2004. "Financing FDI into Developing Economies and the International Transmission of Business Cycle Fluctuations," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(IV), pages 449-481, December. [Downloadable!]
    31. Lusine LUSINYAN, 2002. "International Capital Flows, Economic Growth and Financial Market Efficiency," Economics Working Papers ECO2002/20, European University Institute. [Downloadable!]
    32. Alexandre Dmitriev, 2008. "Technological Transfers, Limited Commitment and Growth," Discussion Papers 2008-05, School of Economics, The University of New South Wales. [Downloadable!]
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    33. Itay Goldstein & Assaf Razin & Hui Tong, 2008. "Liquidity, Institutional Quality and the Composition of International Equity Outflows," NBER Working Papers 13723, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  7. Rui Albuquerque, 2004. "Optimal Currency Hedging," Finance 0405010, EconWPA. [Downloadable!]
    Published as:

    Cited by:

    1. Andreas Röthig & Willi Semmler & Peter Flaschel, 2006. "Hedging, Speculation, and Investment in Balance-Sheet Triggered Currency Crises," Darmstadt Discussion Papers in Economics 168, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
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    2. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1999. "Hedging and Financial Fragility in Fixed Exchange Rate Regimes," NBER Working Papers 7143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    3. Simon Gilchrist & Jae W. Sim, 2007. "Investment during the Korean Financial Crisis: A Structural Econometric Analysis," NBER Working Papers 13315, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Jeanne, Olivier, 2003. "Why Do Emerging Economies Borrow in Foreign Currency?," CEPR Discussion Papers 4030, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  8. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, EconWPA. [Downloadable!]
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    Published as:

    Cited by:

    1. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, EconWPA. [Downloadable!]
    2. Hasan F. Baklaci, 2007. "Do Foreign Investors chase or Impact Returns in Turkey?," Papers of the Annual IUE-SUNY Cortland Conference in Economics, in: Proceedings of the Conference on Globalization and Its Discontents, pages 22-39 Izmir University of Economics. [Downloadable!]
    3. Roberto A. De Santis & Paul Ehling, 2007. "Do international portfolio investors follow firms’ foreign investment decisions?," Working Paper Series 815, European Central Bank. [Downloadable!]
    4. Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio, 2007. "Understanding the Forward Premium Puzzle: A Microstructure Approach," CEPR Discussion Papers 6399, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    5. Laura Veldkamp, 2004. "Information Markets and the Comovement of Asset Prices," Working Papers 04-18, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
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    6. Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin, 2006. "Global Private Information in International Equity Markets," CEPR Discussion Papers 5819, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    7. Emine Boz, 2006. "Can Miracles Lead to Crises? An Informational Frictions Explanation of Emerging Markets Crises," Computing in Economics and Finance 2006 19, Society for Computational Economics. [Downloadable!]
    8. Albuquerque, Rui & de Francisco, Eva & Marques, Luis, 2006. "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers 5604, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    9. Juan Carlos Hatchondo, 2005. "Asymmetric information and the lack of international portfolio diversification," Working Paper 05-07, Federal Reserve Bank of Richmond. [Downloadable!]
    10. Stijn Van Nieuwerburgh & Laura Veldkamp, 2008. "Information Acquisition and Under-Diversification," NBER Working Papers 13904, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Cédric Tille & Eric van Wincoop, 2008. "International Capital Flows under Dispersed Information: Theory and Evidence," NBER Working Papers 14390, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    12. Emine Boz, 2007. "Can Miracles Lead to Crises? The Role of Optimism in Emerging Markets Crises," IMF Working Papers 07/223, International Monetary Fund. [Downloadable!]
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    13. Guido Ascari & Neil Rankin, 2004. "Perpetual youth and endogenous labour supply: a problem and a possible solution," Working Paper Series 346, European Central Bank. [Downloadable!]
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    14. Gregory H. Bauer & Clara Vega, 2006. "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers 872, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  9. Albuquerque, Rui & Loayza, Norman & Serven, Luis, 2003. "World market integration through the lens of foreign direct investors," Policy Research Working Paper Series 3060, The World Bank. [Downloadable!]
    Published as:

    Cited by:

    1. Marin, Dalia & Schnitzer, Monika, 2006. "When is FDI a Capital Flow?," CEPR Discussion Papers 5755, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    2. Alicia Garcia Herrero & Daniel Navia Simon, 2004. "Determinants And Impact Of Financial Sector Fdi To Emerging," International Finance 0403001, EconWPA. [Downloadable!]
    3. Joshua Aizenman & Ilan Noy, 2005. "FDI and Trade – Two Way Linkages?," Working Papers 200505, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
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    4. Selin Sayek & Hyoung Goo Kang & Alexander Lehmann, 2004. "Multinational Affiliates and Local Financial Markets," IMF Working Papers 04/107, International Monetary Fund. [Downloadable!]
    5. M. Uður Karakaplan & Bilin Neyaptý & Selin Sayek, 2005. "Aid and Foreign Direct Investment : International Evidence," Departmental Working Papers 0505, Bilkent University, Department of Economics. [Downloadable!]
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    6. Alicia Garcia-Herrero & Daniel Santabarbara, 2005. "Does China have an impact on foreign direct investment to Latin America?," International Finance 0508010, EconWPA. [Downloadable!]
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    7. Charles van Marrewijk & Gus Garita, 2008. "Countries of a Feather flock together," Tinbergen Institute Discussion Papers 08-067/2, Tinbergen Institute, revised 19 Sep 2008. [Downloadable!]
    8. Marques, Luis B, 2007. "Welfare Implications of Exchange Rate Changes," MPRA Paper 5721, University Library of Munich, Germany. [Downloadable!]
    9. Haselmann, Rainer & Helmut, Herwartz, 2005. "The Introduction of the Euro and its Effects on Investment Decisions," Economics Working Papers 2005,15, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    10. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2004. "Greenfield foreign direct investment and mergers and acquisitions - feedback and macroeconomic effects," Policy Research Working Paper Series 3192, The World Bank. [Downloadable!]
    11. Martin D. D. Evans & Viktoria Hnatkovska, 2005. "International Capital Flows, Returns and World Financial Integration," NBER Working Papers 11701, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    12. John S Henley, 2004. "Chasing the dragon: accounting for the under-performance of India by comparison with China in attracting foreign direct investment," Journal of International Development, John Wiley & Sons, Ltd., vol. 16(7), pages 1039-1052. [Downloadable!]
    13. Marcus Noland, 2004. "Popular Attitudes, Globalization, and Risk," Peterson Institute Working Paper Series WP04-2, Peterson Institute for International Economics. [Downloadable!]
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    14. Ilan Noy & Tam B. Vu, 2007. "Capital Account Liberalization and Foreign Direct Investment," Working Papers 200708, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
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    15. Lucía Cuadro Sáez & Marcel Fratzscher & Christian Thimann, 2007. "The transmission of emerging market shocks to global equity markets," Banco de España Working Papers 0727, Banco de España. [Downloadable!]
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    16. Alberto Abadíe & Javier Gardeazábal, 2005. "Terrorism and the World Economy," DFAEII Working Papers 200519, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
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    17. John S Henley, 2006. "Chasing the dragon: Accounting for the under-performance of India by comparison with China in attracting foreign direct investment," Working Papers id:756, esocialsciences.com. [Downloadable!]
    18. Eva de Francisco, 2005. "Limited Participation, Income Distribution and Capital Account Liberalization," Computing in Economics and Finance 2005 454, Society for Computational Economics. [Downloadable!]
    19. de la Torre, Augusto & Gozzi, Juan Carlos & Schmukler, Sergio L., 2007. "Stock market development under globalization : whither the gains from reforms ?," Policy Research Working Paper Series 4184, The World Bank. [Downloadable!]
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    20. Andrei A. Levchenko & Paolo Mauro, 2006. "Do Some Forms of Financial Flows Help Protect from Sudden Stops?," IMF Working Papers 06/202, International Monetary Fund. [Downloadable!]
    21. Yamin Ahmad & Pietro Cova & Rodrigo Harrison, 2004. "Foreign Direct Investment versus Portfolio Investment : A Global Games Approach," Working Papers 05-03, UW-Whitewater, Department of Economics. [Downloadable!]
    22. Eva Rytter Sunesen, 2006. "Measuring Idiosyncratic Risk: Implications for Capital Flows," Discussion Papers 06-20, University of Copenhagen. Department of Economics. [Downloadable!]
    23. Selim Elekdag, 2006. "How Does the Global Economic Environment Influence the Demand for IMF Resources," IMF Working Papers 06/239, International Monetary Fund. [Downloadable!]
    24. Itay Goldstein & Assaf Razin & Hui Tong, 2008. "Liquidity, Institutional Quality and the Composition of International Equity Outflows," NBER Working Papers 13723, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  10. Rui Albuquerque & Hugo Hopenhayn, 2002. "Optimal Lending Contracts and Firm Dynamics," RCER Working Papers 493, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
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    Cited by:

    1. Harold L. Cole, 2008. "Self-Enforcing Stochastic Monitoring and the Separation of Debt and Equity Claims," NBER Working Papers 14480, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Vicenzo Quadrini & Claudio Michelacci, 2005. "Borrowing From Employees: Wage Dynamics With Financial Constraints," Working Papers wp2005_0501, CEMFI. [Downloadable!]
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    3. Matthias Messner & Nicola Pavoni, 2004. "On the Recursive Saddle Point Method," Levine's Bibliography 122247000000000050, UCLA Department of Economics. [Downloadable!]
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    4. Gine, Xavier & Townsend, Robert M., 2003. "Evaluation of financial liberalization : a general equilibrium model with constrained occupation choice," Policy Research Working Paper Series 3014, The World Bank. [Downloadable!]
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    5. Bernard, Andrew & Redding, Stephen J & Schott, Peter, 2006. "Multi-Product Firms and Product Switching," CEPR Discussion Papers 5708, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    6. Enisse Kharroubi, 2004. "Liquidity, volatility and growth," DELTA Working Papers 2004-26, DELTA (Ecole normale supérieure). [Downloadable!]
    7. Andrea Caggese, 2001. "Financing Constraints, Irreversibility, and Investment Dynamics," Economics Working Papers 1008, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2006. [Downloadable!]
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    8. Kalina Manova, 2008. "Credit Constraints, Heterogeneous Firms, and International Trade," NBER Working Papers 14531, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Juan Pablo Medina, 2004. "The Default Rate and Price of Capital in a Costly External Finance Model," Working Papers Central Bank of Chile 297, Central Bank of Chile. [Downloadable!]
    10. Eugenio Pinto, 2008. "Firm dynamics with infrequent adjustment and learning," Finance and Economics Discussion Series 2008-14, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    11. Chiara Coluzzi & Annalisa Ferrando & Carmen Martínez-Carrascal, 2009. "Financing obstacles and growth: An analysis for euro area non-financial corporations," Banco de España Working Papers 0836, Banco de España. [Downloadable!]
    12. Mark Aguiar & Manuel Amador & Gita Gopinath, 2006. "Efficient expropriation: sustainable fiscal policy in a small open economy," Working Papers 06-9, Federal Reserve Bank of Boston. [Downloadable!]
    13. Gomes, Joao F & Yaron, Amir & Zhang, Lu, 2003. "Asset Prices and Business Cycles with Costly External Finance," CEPR Discussion Papers 3927, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    14. Bernardo Guimaraes, 2008. "Optimal External Debt and Default," CEP Discussion Papers dp0847, Centre for Economic Performance, LSE. [Downloadable!]
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    15. Jaime Guajardo, 2008. "Financial Frictions and Business Cycles in Middle-Income Countries," IMF Working Papers 08/20, International Monetary Fund. [Downloadable!]
    16. Peter M. DeMarzo & Yuliy Sannikov, 2004. "A Continuous-Time Agency Model of Optimal Contracting and Capital Structure," NBER Working Papers 10615, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    17. Philippe Aghion & Thibault Fally & Stefano Scarpetta, 2007. "Credit Constraints as a Barrier to the Entry and Post-Entry Growth of Firms," IZA Discussion Papers 3237, Institute for the Study of Labor (IZA). [Downloadable!]
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    18. Juan Pablo Medina, 2004. "Endogenous Financial Constraints: Persistence and Interest Rate Fluctuations," Working Papers Central Bank of Chile 290, Central Bank of Chile. [Downloadable!]
    19. Sandro Brusco Eva Ropero, 2007. "Financing Constraints and Firm Dynamics with Durable Capital," Department of Economics Working Papers 07-08, Stony Brook University, Department of Economics. [Downloadable!]
    20. Thomas Philippon & Yuliy Sannikov, 2007. "Real Options in a Dynamic Agency Model, with Applications to Financial Development, IPOs, and Business Risk," NBER Working Papers 13584, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    21. James Vickery, 2005. "How and why do small firms manage interest rate risk? Evidence from commercial loans," Staff Reports 215, Federal Reserve Bank of New York. [Downloadable!]
    22. Professor Yong Kim & Univ. Southern California, 2004. "Asset ownership and Asset Values Over Project Lifecycles," Econometric Society 2004 Far Eastern Meetings 604, Econometric Society. [Downloadable!]
    23. Koji Sakai & Iichiro Uesugi & Tsutomu Watanabe, 2005. "Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms," Discussion papers 05026, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
    24. Guido Lorenzoni & Karl Walentin, 2007. "Financial Frictions, Investment and Tobin's q," NBER Working Papers 13092, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    25. Albuquerque, Rui & Wang, Neng, 2005. "Agency Conflicts, Investment and Asset Pricing," CEPR Discussion Papers 4955, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    26. Hugo A. Hopenhayn & Galina Vereshchagina, 2003. "Risk Taking by Entrepreneurs," RCER Working Papers 500, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
    27. Joao Gomes & Amir Yaron & Lu Zhang, 2002. "Asset Pricing Implications of Firms' Financing Constraints," NBER Working Papers 9365, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    28. Enisse Kharroubi, 2004. "Macroeconomic Volatility and endogenous debt maturity choice," Money Macro and Finance (MMF) Research Group Conference 2004 22, Money Macro and Finance Research Group. [Downloadable!]
    29. Chiara Coluzzi & Annalisa Ferrando & Carmen Martinez-Carrascal, 2009. "Financing obstacles and growth - an analysis for euro area non-financial corporations," Working Paper Series 997, European Central Bank. [Downloadable!]
    30. Gian Luca Clementi & Hugo Hopenhayn, 2002. "A Theory of Financing Constraints and Firm Dynamics," RCER Working Papers 492, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
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    31. Nicola Cetorelli, 2009. "Credit market competition and the nature of firms," Staff Reports 366, Federal Reserve Bank of New York. [Downloadable!]
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    32. Hugo Hopenhayn & Arantxa Jarque, 2007. "Moral hazard and persistence," Working Paper 07-07, Federal Reserve Bank of Richmond. [Downloadable!]
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    33. Giorgio Fagiolo & Alessandra Luzzi, 2004. "Do Liquidity Constraints Matter in Explaining Firm Size and Growth? Some Evidence from the Italian Manufacturing Industry," LEM Papers Series 2004/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
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    34. Alexander Monge-Naranjo, 2009. "Entrepreneurship and firm heterogeneity with limited enforcement," Annals of Finance, Springer, vol. 5(3), pages 465-494, June. [Downloadable!] (restricted)
    35. Mark Aguiar & Manuel Amador & Gita Gopinath, 2007. "Investment Cycles and Sovereign Debt Overhang," NBER Working Papers 13353, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    36. Lance J. Lochner & Alexander Monge-Naranjo, 2008. "The Nature of Credit Constraints and Human Capital," NBER Working Papers 13912, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    37. Erwan Quintin, 2008. "Contract enforcement and the size of the informal economy," Economic Theory, Springer, vol. 37(3), pages 395-416, December. [Downloadable!] (restricted)
    38. Cristina Arellano & Yan Bai & Jing Zhang, 2007. "Contract Enforcement and Firms'd5 FinancingContract Enforcement and Firms'd5 Financing," Working Papers 573, Research Seminar in International Economics, University of Michigan. [Downloadable!]
    39. D'Erasmo, Pablo, 2006. "Investment and firm dynamics," MPRA Paper 3598, University Library of Munich, Germany, revised 12 Jul 2007. [Downloadable!]
    40. Andrés Rodríguez-Clare, 2005. "Intervenciones microeconómicas después del Consenso de Washington," RES Working Papers 4394, Inter-American Development Bank, Research Department. [Downloadable!]
    41. Braggion, F., 2008. "Managers, Firms and (Secret) Social Networks: The Economics of Freemasonry," Discussion Paper 2008-36, Tilburg University, Center for Economic Research. [Downloadable!]
    42. Rui Albuquerque, 2004. "The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment," International Finance 0405004, EconWPA. [Downloadable!]
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    43. Onur Ozgur, 2005. "A Model of Dynamic Liquidity Contracts," Microeconomics 0502004, EconWPA. [Downloadable!]
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    44. Esteban Rossi-Hansberg & Mark L. J. Wright, 2006. "Establishment size dynamics in the aggregate economy," Staff Report 382, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    45. Sherrill Shaffer & Iftekhar Hasan & Mingming Zhou, 2008. "New Small Firms And Dimensions Of Economic Performance," CAMA Working Papers 2008-24, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
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    46. Andrew Atkeson & Harold Cole, 2005. "A Dynamic Theory of Optimal Capital Structure and Executive Compensation," NBER Working Papers 11083, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    47. Cristina Arellano & Yan Bai & Jing Zhang, 2009. "Firm dynamics and financial development," Staff Report 392, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    48. Andrés Rodríguez-Clare, 2005. "Microeconomic Interventions after the Washington Consensus," RES Working Papers 4393, Inter-American Development Bank, Research Department. [Downloadable!]
    49. Eslyn L. Jean-Baptiste & Michael H. Riordan, 2003. "Capital markets constrain industry scale," Discussion Papers 0304-05, Columbia University, Department of Economics. [Downloadable!]
    50. Eugenio Pinto, 2006. "Firm Dynamics with Infrequent Adjustment and Learning," Computing in Economics and Finance 2006 467, Society for Computational Economics. [Downloadable!]
    51. Biais, Bruno & Mariotti, Thomas & Plantin, Guillaume & Rochet, Jean-Charles, 2004. "Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications," IDEI Working Papers 312, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2006. [Downloadable!]
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    52. Michael Riordan, 2003. "How Do Capital Markets Influence Product Market Competition?," Review of Industrial Organization, Springer, vol. 23(3), pages 179-191, December. [Downloadable!] (restricted)
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    53. Kartik Athreya & Ahmet Akyol, 2009. "Credit and self-employment," Working Paper 09-05, Federal Reserve Bank of Richmond. [Downloadable!]
    54. Esteban Rossi-Hansberg & Mark L.J. Wright, 2005. "Firm Size Dynamics in the Aggregate Economy," NBER Working Papers 11261, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. Rui Albuquerque & Sergio Rebelo, 1998. "On the Dynamics of Trade Reform," NBER Working Papers 6700, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Ray Owens & Pierre-Daniel Sarte, 1999. "Analyzing firm location decisions : is public intervention justified?," Working Paper 99-08, Federal Reserve Bank of Richmond. [Downloadable!]
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    2. Alvaro Forteza & Rossana Patrón, 2001. "Trade liberalisation with costly adjustment," Documentos de Trabajo (working papers) 0901, Department of Economics - dECON. [Downloadable!]
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    3. George Alessandria & Alain Delacroix, 2007. "Trade and the (Dis)Incentive to Reform Labor Markets: The Case of Reform in the European Union," Cahiers de recherche 0738, CIRPEE. [Downloadable!]
      Other versions:
    4. Robert C. Tatum, 2005. "Sustaining Imperfectly Credible Trade Liberalization: Do the Rate of Tariff Reduction and the Degree of Labor Mobility Matter?," International Finance 0506007, EconWPA. [Downloadable!]
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    5. Satu Nurmi, 2004. "Employment Dynamics and Openness to Trade in Finnish Manufacturing," Discussion Papers 956, The Research Institute of the Finnish Economy. [Downloadable!]
    6. Eva de Francisco, 2005. "Limited Participation, Income Distribution and Capital Account Liberalization," Computing in Economics and Finance 2005 454, Society for Computational Economics. [Downloadable!]
    7. Andrew B. Bernard & J. Bradford Jensen, 2002. "The Deaths of Manufacturing Plants," NBER Working Papers 9026, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    8. Rui Albuquerque, 2004. "The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment," International Finance 0405004, EconWPA. [Downloadable!]
      Other versions:
    9. Dennis P.J. Botman & Alexander F. Tieman, 1999. "Trade Reform and Labor Market Dynamics," Tinbergen Institute Discussion Papers 99-054/1, Tinbergen Institute. [Downloadable!]

  12. Albuquerque, R. & Hopenhayn, H.A., 1997. "Optimal Dynamic Lending Contracts with Imperfect Enforceability," RCER Working Papers 439, University of Rochester - Center for Economic Research (RCER).

    Cited by:

    1. Shuyun May Li, 2008. "Costly External Finance, Reallocation, and Aggregate Productivity," Department of Economics - Working Papers Series 1044, The University of Melbourne. [Downloadable!]
    2. Marco Cagetti & Mariacristina De Nardi, 2005. "Entrepreneurship, frictions, and wealth," Working Paper Series WP-05-09, Federal Reserve Bank of Chicago. [Downloadable!]
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    3. Sangeeta Pratap & Silvio Rendon, 2003. "Firm Investment in Imperfect Capital Markets: A Structural Estimation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 513-545, July. [Downloadable!] (restricted)
      Other versions:
    4. Marco Cagetti & Mariacristina De Nardi, 2006. "Taxation, entrepreneurship, and wealth," Working Paper Series WP-06-07, Federal Reserve Bank of Chicago. [Downloadable!]
      Other versions:
    5. Thomas Cooley & Ramon Marimon & Vincenzo Quadrini, 2003. "Aggregate Consequences of Limited Contract Enforceability," NBER Working Papers 10132, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. Césaire Assah Meh, 2002. "Entrepreneurial Risk, Credit Constraints, and the Corporate Income Tax: A Quantitative Exploration," Working Papers 02-21, Bank of Canada. [Downloadable!]
    7. Christian Calmès, 2004. "Financial Market Imperfection, Overinvestment,and Speculative Precaution," Working Papers 04-27, Bank of Canada. [Downloadable!]
    8. Lawrence J. Christiano & Christopher Gust & Jorge Roldos, 2002. "Monetary policy in a financial crisis," Working Paper 0204, Federal Reserve Bank of Cleveland. [Downloadable!]
      Other versions:
    9. Marco Cagetti & Mariacristina De Nardi, 2007. "Estate taxation, entrepreneurship, and wealth," Working Paper Series WP-07-08, Federal Reserve Bank of Chicago. [Downloadable!]
      Other versions:
    10. Andrea Caggese, 2004. "Testing financial constraints on firm investment using variable capital," Money Macro and Finance (MMF) Research Group Conference 2003 9, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    11. Sangeeta Pratap, 2001. "Do Adjustment Costs Explain Investment-Cash Flow Insensitivity?," Working Papers 0103, Centro de Investigacion Economica, ITAM. [Downloadable!]
      Other versions:
    12. Marco Cagetti & Mariacristina De Nardi, 2005. "Wealth inequality: data and models," Working Paper Series WP-05-10, Federal Reserve Bank of Chicago. [Downloadable!]
      Other versions:
    13. Urban Jermann & Vincenzo Quadrini, 2002. "Stock Market Boom and the Productivity Gains of the 1990s," NBER Working Papers 9034, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Gadi Barlevy, 1999. "Credit Market Frictions and the Reallocation Process," Discussion Papers 1251, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    15. Thomas F. Cooley & Vincenzo Quadrini, 2001. "Financial Markets and Firm Dynamics," American Economic Review, American Economic Association, vol. 91(5), pages 1286-1310, December. [Downloadable!] (restricted)
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    16. John D. Stiver, 2003. "Endogenous Financing and the Long Run Impact of Money Growth on Output and Prices," Working papers 2003-36, University of Connecticut, Department of Economics. [Downloadable!]
    17. Erwan Quintin, 2001. "Limited enforcement and the organization of production," Center for Latin America Working Papers 0601, Federal Reserve Bank of Dallas. [Downloadable!]
      Other versions:
    18. Gian Luca Clementi, 2004. "IPO's and the Growth of Firms," Working Papers 04-23, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
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    19. Cyril Monnet & Erwan Quintin, 2002. "Optimal contracts in a dynamic costly state verification model," Working Paper Series 126, European Central Bank. [Downloadable!]
      Other versions:

Articles

  1. Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009. "Global private information in international equity markets," Journal of Financial Economics, Elsevier, vol. 94(1), pages 18-46, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Rui Albuquerue & Neng Wang, 2008. "Agency Conflicts, Investment, and Asset Pricing," Journal of Finance, American Finance Association, vol. 63(1), pages 1-40, 02. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Rui Albuquerque & Clara Vega, 2008. "Economic News and International Stock Market Co-movement," Review of Finance, Oxford University Press for European Finance Association, vol. 13(3), pages 401-465. [Downloadable!] (restricted)

    Cited by:

    1. David Büttner & Bernd Hayo & Matthias Neuenkirch, 2009. "The Impact of Foreign Macroeconomic News on Financial Markets in the Czech Republic, Hungary, and Poland," MAGKS Papers on Economics 200903, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung). [Downloadable!]

  4. Rui Albuquerque & Eva De Francisco & Luis B. Marques, 2008. "Marketwide Private Information in Stocks: Forecasting Currency Returns," Journal of Finance, American Finance Association, vol. 63(5), pages 2297-2343, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Albuquerque, Rui, 2007. "Optimal currency hedging," Global Finance Journal, Elsevier, vol. 18(1), pages 16-33. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2007. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," Review of Economic Studies, Blackwell Publishing, vol. 74(1), pages 1-30, 01. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. Albuquerque, Rui & Loayza, Norman & Serven, Luis, 2005. "World market integration through the lens of foreign direct investors," Journal of International Economics, Elsevier, vol. 66(2), pages 267-295, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Rui Albuquerque & Hugo A. Hopenhayn, 2004. "Optimal Lending Contracts and Firm Dynamics," Review of Economic Studies, Blackwell Publishing, vol. 71(2), pages 285-315, 04. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  9. Albuquerque, Rui, 2003. "The composition of international capital flows: risk sharing through foreign direct investment," Journal of International Economics, Elsevier, vol. 61(2), pages 353-383, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  10. Albuquerque, Rui & Rebelo, Sergio, 2000. "On the dynamics of trade reform," Journal of International Economics, Elsevier, vol. 51(1), pages 21-47, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

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