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Publications

by alumni of

Finance Group
Walter A. Haas School of Business
University of California-Berkeley
Berkeley, California (United States)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books |

Working papers

2016

  1. Octavio Augusto Fontes Tourinho & Rafael Sangoi, 2016. "Public Debt And Economic Growth: Tests Of The Reinhart-Rogoff Hypothesis," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 085, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

2015

  1. Octavio A. F. Tourinho, 2015. "Optimal Foreign Borrowing in a Multisector Dynamic Equilibrium Model: a Case Study for Brazil," Discussion Papers 0012, Instituto de Pesquisa Econômica Aplicada - IPEA.
  2. Octavio A. F. Tourinho, 2015. "The Demand for Money in High Inflation Processes," Discussion Papers 0051, Instituto de Pesquisa Econômica Aplicada - IPEA.
  3. Octávio A. F. Tourinho, 2015. "The Demand and Supply of Money Under High Inflation: Brazil 1974/94," Discussion Papers 0068, Instituto de Pesquisa Econômica Aplicada - IPEA.
  4. Octávio Augusto Fontes Tourinho & Honorio Kume & Ana Cristina de Souza Pedroso, 2015. "Armington Elasticities for Brazil – 1986-2002: New Estimates," Discussion Papers 0124, Instituto de Pesquisa Econômica Aplicada - IPEA.
  5. Wilfredo Leiva Maldonado & Octávio Augusto Fontes Tourinho & Marcos Valli, 2015. "Endogenous Foreign Capital Flow in a CGE Model for Brazil: the Role of International Reserves," Discussion Papers 0133, Instituto de Pesquisa Econômica Aplicada - IPEA.

2014

  1. Wilfredo L. Maldonado & Octávio A. F. Tourinho & Jorge A. B. M. de Abreu, 2014. "Cointegrated Periodically Collapsing Bubbles in the Exchange Rate of 'BRICS' Countries," CAMA Working Papers 2014-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2006

  1. Octávio Augusto Fontes Tourinho & Napoleão Luiz Costa da Silva & Yann Le Boulluec Alves, 2006. "Uma matriz de contabilidade social para o Brasil em 2003," Discussion Papers 1242, Instituto de Pesquisa Econômica Aplicada - IPEA.

2004

  1. Napoleão Luiz Costa da Silva & Octávio Augusto Fontes Tourinho & Yann Le Boulluec Alves, 2004. "O Impacto da Reforma Tributária na Economia Brasileira: Uma Análise com o Modelo CGE," Discussion Papers 1056, Instituto de Pesquisa Econômica Aplicada - IPEA.

2003

  1. Tourinho, Octavio A.F. & Valli, Marcos & Maldonado, Wilfredo L., 2003. "Impactos da ALCA e do acordo comercial com a UE na economia brasileira: o papel das reservas internacionais," Oficina de la CEPAL en Brasilia (Estudios e Investigaciones) 28362, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

2002

  1. Goyal, Vidhan K. & Yamada, Takeshi & ヤマダ, タケシ, 2002. "Asset Price Shocks, Financial Constraints, and Investment: Evidence from Japan," CEI Working Paper Series 2002-11, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.

1987

  1. Ferreira, Leo da Rocha & Tourinho, Octavio A.F., 1987. "An Evaluation of the Use of Biomass as an Energy Source: The Brazilian Alcohol Programme," 1987 Occasional Paper Series No. 4 197403, International Association of Agricultural Economists.

1979

  1. Octavio A. F. Tourinho., 1979. "The Option Value of Reserves of Natural Resources," Research Program in Finance Working Papers 94, University of California at Berkeley.

Journal articles

2024

  1. Asai, Kentaro & Hoang, Thao & Yamada, Takeshi, 2024. "Common Lender, Ex-Banker Director, and Corporate Investment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(8), pages 3959-3993, December.

2022

  1. Dong, Liang & Dai, Yiqing & Haque, Tariq & Kot, Hung Wan & Yamada, Takeshi, 2022. "Coskewness and reversal of momentum returns: The US and international evidence," Journal of Empirical Finance, Elsevier, vol. 69(C), pages 241-264.
  2. Carneiro, Fernando Moraes & Turnovsky, Stephen J. & Tourinho, Octavio Augusto Fontes, 2022. "Economic growth and inequality tradeoffs under progressive taxation," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).

2021

  1. Wilfredo Leiva Maldonado & Jussara Ribeiro & Octavio Augusto Fontes Tourinho, 2021. "Testing Four Types of Bubbles in BRICS Exchange Rates," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(4), pages 1103-1123, March.

2018

  1. Wilfredo L. Maldonado & Octavio A. F. Tourinho & Jorge A. B. M. de Abreu, 2018. "Cointegrated Periodically Collapsing Bubbles in the Exchange Rate of “BRICS”," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(1), pages 54-70, January.

2017

  1. Yves Balasko & Octavio Tourinho, 2017. "Further evidence on the law of factor proportionality in multiple households closed CGE models," Applied Economics Letters, Taylor & Francis Journals, vol. 24(12), pages 831-836, July.

2015

  1. Li, Zhaohua & Yamada, Takeshi, 2015. "Political and economic incentives of government in partial privatization," Journal of Corporate Finance, Elsevier, vol. 32(C), pages 169-189.
  2. Duong, Truong X. & Huszár, Zsuzsa R. & Yamada, Takeshi, 2015. "The costs and benefits of short sale disclosure," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 124-139.

2014

  1. Yves Balasko & Octavio Tourinho, 2014. "Factor proportionality in multiple households closed CGE models: theory and illustrations," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(2), pages 119-136, October.

2013

  1. Sankaraguruswamy, Srinivasan & Shen, Jianfeng & Yamada, Takeshi, 2013. "The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4134-4143.
  2. Octavio Augusto Fontes Tourinho & Guilherme Macedo Reis Mercês & Jonathas Goulart Costa, 2013. "Public debt in Brazil: Sustentability and its implications," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 14(3–4), pages 233-250.
  3. Octavio Augusto Fontes Tourinho, 2013. "Revisiting the Tourinho real options model: outstanding issues 30 years later," The European Journal of Finance, Taylor & Francis Journals, vol. 19(7-8), pages 591-603, September.

2012

  1. Maldonado, Wilfredo L. & Tourinho, Octávio A.F. & Valli, Marcos, 2012. "Exchange rate bubbles: Fundamental value estimation and rational expectations test," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1033-1059.

2011

  1. Hao Jiang & Takeshi Yamada, 2011. "The Impact of International Institutional Investors on Local Equity Prices: Reversal of the Size Premium," Financial Analysts Journal, Taylor & Francis Journals, vol. 67(6), pages 61-76, November.

2010

  1. Tourinho, Octavio Augusto Fontes & Alves, Yann Le Boulluec & Silva, Napoleão Luiz Costa da, 2010. "Implicações Econômicas da Reforma Tributária: Análise com um Modelo CGE," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 64(3), September.

2008

  1. Bae, Kee-Hong & Yamada, Takeshi & Ito, Keiichi, 2008. "Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 16(4), pages 370-388, September.

2007

  1. Maldonado, Wilfredo Leiva & Tourinho, Octavio Augusto Fontes & Valli, Marcos, 2007. "Endogenous foreign capital flow in a CGE model for Brazil: The role of the foreign reserves," Journal of Policy Modeling, Elsevier, vol. 29(2), pages 259-276.
  2. Tourinho, Octávio Augusto Fontes & Kume, Honorio & Pedroso, Ana Cristina, 2007. "Elasticidades de Armington para o Brasil: 1986-2002," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 61(2), November.

2006

  1. Kee‐Hong Bae & Takeshi Yamada & Keiichi Ito, 2006. "How do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades? Evidence from Japan," International Review of Finance, International Review of Finance Ltd., vol. 6(3‐4), pages 129-155, September.

2004

  1. Vidhan K. Goyal & Takeshi Yamada, 2004. "Asset Price Shocks, Financial Constraints, and Investment: Evidence from Japan," The Journal of Business, University of Chicago Press, vol. 77(1), pages 175-200, January.

2002

  1. Shu, Pei-Gi & Yeh, Yin-Hua & Yamada, Takeshi, 2002. "The behavior of Taiwan mutual fund investors--performance and fund flows," Pacific-Basin Finance Journal, Elsevier, vol. 10(5), pages 583-600, November.

2000

  1. Jun‐Koo Kang & Anil Shivdasani & Takeshi Yamada, 2000. "The Effect of Bank Relations on Investment Decisions: An Investigation of Japanese Takeover Bids," Journal of Finance, American Finance Association, vol. 55(5), pages 2197-2218, October.

1997

  1. Cai, Jun & Chan, K C & Yamada, Takeshi, 1997. "The Performance of Japanese Mutual Funds," The Review of Financial Studies, Society for Financial Studies, vol. 10(2), pages 237-273.
  2. Tourinho, Octávio A. F ., 1997. "The Demand and Supply of Money Under High Inflation: Brazil 1974-1994," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 17(2), November.

1988

  1. Pettway, Richard H & Tapley, T Craig & Yamada, Takeshi, 1988. "The Impacts of Financial Deregulation upon Trading Efficiency and the Levels of Risk and Return of Japanese Banks," The Financial Review, Eastern Finance Association, vol. 23(3), pages 243-268, August.

1986

  1. Tourinho, Octávio A. F. & Ardeo, Vagner Laerte, 1986. "O modelo Mocam II e suas aplicações à análise da política de oferta do carvão mineral," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 40(4), October.

Books

2010

  1. Tourinho, Octavio A.F. & Kume, Honorio & Pedroso, Ana Cristina de Souza, 2010. "Armington elasticities for Brazil," Libros de la CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 2591, September.
  2. Giordano, Paolo & Watanuki, Masakazu & Durán Lima, José & Ludeña, Carlos E. & Alvarez, Mariano & De Miguel, Carlos & Wong, Sara & Arguello, Ricardo & Terra, María Inés & Bucheli, Marisa & Laens, Silvi, 2010. "Modeling Public Policies in Latin America and the Caribbean," IDB Publications (Books), Inter-American Development Bank, number 366, December.

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