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Carlos A. Ulibarri

This is information that was supplied by Carlos Ulibarri in registering through RePEc. If you are Carlos A. Ulibarri, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Carlos
Middle Name:A.
Last Name:Ulibarri
RePEc Short-ID:pul25
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  1. Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob, 2008. "'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," MPRA Paper 14814, University Library of Munich, Germany.
  2. Ulibarri, Carlos A., 2004. "Introducing contemporaneous open-outcry and e-trading at the Chicago Board of Trade," MPRA Paper 14821, University Library of Munich, Germany.
  3. Ulibarri, Carlos A., 1998. "Is after-hours trading informative?," MPRA Paper 14818, University Library of Munich, Germany.
  1. Ulibarri, Carlos A., 2013. "Multivariate GARCH analysis of Fannie Mae, Freddie Mac, and American International Group: Did the short-selling ban reduce systemic return-risk?," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 60-69.
  2. Carlos Ulibarri, 2012. "Duopoly Pricing Under ‘Private Knowledge’ of Product Differentiation," Journal of Industry, Competition and Trade, Springer, vol. 12(3), pages 265-272, September.
  3. Ulibarri, Carlos A. & Ulibarri, Victor C., 2010. "Benefit-transfer valuation of a cultural heritage site: the Petroglyph National Monument," Environment and Development Economics, Cambridge University Press, vol. 15(01), pages 39-57, February.
  4. Carlos A. Ulibarri, 2009. "Regulating noisy short-selling of troubled firms?," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 1(3), pages 227-245, July.
  5. Carlos Ulibarri, 2009. "Perpetual options: revisiting historical returns on paintings," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 33(2), pages 135-149, May.
  6. Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovsepian & Jacob Tolk & Ionut Florescu, 2009. "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 1-1.
  7. Carlos Ulibarri, 2005. "Bayesian Learning from Arts Goods? – A Comment," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 29(2), pages 137-141, May.
  8. Ulibarri, Carlos A. & Anselmo, Peter C. & Trabatti, Mauro X., 2005. "Cournot model of brokered FX trading," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 425-436, December.
  9. Ulibarri, Carlos A. & Schatzberg, John, 2003. "Liquidity costs: Screen-based trading versus open outcry," Review of Financial Economics, Elsevier, vol. 12(4), pages 381-396.
  10. Carlos Ulibarri, 2000. "Rational Philanthropy and Cultural Capital," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 24(2), pages 135-146, May.
  11. Carlos A. Ulibarri & Harry S. Seely & David B. Willis, 1998. "Farm Profitability And Burec Water Subsidies: An Lp Look At A Region," Contemporary Economic Policy, Western Economic Association International, vol. 16(4), pages 442-451, October.
  12. Ulibarri, Carlos A., 1996. "Non-conventional fuel tax credits and the extraction R&D model," Resources Policy, Elsevier, vol. 22(3), pages 207-215, September.
  13. Scott, Michael J & Dagle, Jeffery E & Gaustad, Krista L & Placet, Marylynn & Roop, Joseph M & Schienbein, Lawrence A & Ulibarri, Carlos A, 1995. "Dark after Chernobyl? : Closing former Soviet power reactors," Energy Policy, Elsevier, vol. 23(8), pages 703-717, August.

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