IDEAS home Printed from https://ideas.repec.org/f/pma1164.html
   My authors  Follow this author

Samuel Westmoreland Malone

Personal Details

First Name:Samuel
Middle Name:Westmoreland
Last Name:Malone
Suffix:
RePEc Short-ID:pma1164
[This author has chosen not to make the email address public]
https://sites.google.com/site/samuelwestmorelandmalone/

Affiliation

Facultad de Administración
Universidad de los Andes (Colombia)

Bogotá, Colombia
http://administracion.uniandes.edu.co/
RePEc:edi:faandco (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Karlygash Kurlbayeva & Samuel Malone, 2012. "The determinants of extreme commodity prices," OxCarre Working Papers 096, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  2. Goderis, Benedikt & Malone, Samuel W., 2009. "Natural Resource Booms and Inequality: Theory and Evidence," MPRA Paper 17317, University Library of Munich, Germany.
  3. Mr. Dale F Gray & Ms. Elena Loukoianova & Samuel W. Malone & Cheng Hoon Lim, 2008. "A Risk-Based Debt Sustainability Framework: Incorporating Balance Sheets and Uncertainty," IMF Working Papers 2008/040, International Monetary Fund.
  4. Henryk Gzyl & Enrique ter Horst & Samuel Malone, 2006. "Towards a Bayesian framework for option pricing," Papers cs/0610053, arXiv.org.
  5. Samuel Malone, 2005. "Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model," Economics Series Working Papers 246, University of Oxford, Department of Economics.

Articles

  1. Samuel W. Malone & Robert B. Gramacy & Enrique Ter Horst, 2016. "Timing Foreign Exchange Markets," Econometrics, MDPI, vol. 4(1), pages 1-23, March.
  2. Cáceres, Neila & Malone, Samuel W., 2015. "Optimal Weather Conditions, Economic Growth, and Political Transitions," World Development, Elsevier, vol. 66(C), pages 16-30.
  3. Abel Rodríguez & Enrique ter Horst & Samuel Malone, 2015. "Bayesian Inference for a Structural Credit Risk Model with Stochastic Volatility and Stochastic Interest Rates," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 839-867.
  4. Robert Gramacy & Samuel W. Malone & Enrique Ter Horst, 2014. "Exchange Rate Fundamentals, Forecasting, And Speculation: Bayesian Models In Black Markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 22-41, January.
  5. Cáceres, Neila & Malone, Samuel W., 2013. "Forecasting leadership transitions around the world," International Journal of Forecasting, Elsevier, vol. 29(4), pages 575-591.
  6. Dale F. Gray & Samuel W. Malone, 2012. "Sovereign and Financial-Sector Risk: Measurement and Interactions," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 297-312, October.
  7. Benedikt Goderis & Samuel W. Malone, 2011. "Natural Resource Booms and Inequality: Theory and Evidence," Scandinavian Journal of Economics, Wiley Blackwell, vol. 113(2), pages 388-417, June.
  8. Samuel W. Malone, 2011. "Sovereign indebtedness, default, and gambling for redemption," Oxford Economic Papers, Oxford University Press, vol. 63(2), pages 331-354, April.
  9. Samuel W. Malone & Enrique ter Horst, 2010. "The Black Market for Dollars in Venezuela," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(5), pages 67-89, September.
  10. Samuel W. Malone, 2009. "Balance sheet effects, external volatility, and emerging market spreads," Journal of Applied Economics, Universidad del CEMA, vol. 12, pages 273-299, November.
  11. Malone, Samuel & Rodriguez, Abel & ter Horst, Enrique, 2009. "What executives should know about structural credit risk models and their limitations: a primer with examples," Journal of Financial Transformation, Capco Institute, vol. 27, pages 58-62.
  12. Henryk Gzyl & Enrique ter Horst & Samuel W. Malone, 2008. "Bayesian parameter inference for models of the Black and Scholes type," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(6), pages 507-524, November.
  13. Malone, Samuel W. & Tarazaga, Pablo & Trosset, Michael W., 2002. "Better initial configurations for metric multidimensional scaling," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 143-156, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Karlygash Kurlbayeva & Samuel Malone, 2012. "The determinants of extreme commodity prices," OxCarre Working Papers 096, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.

    Cited by:

    1. Karol Szafranek, 2015. "Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH," NBP Working Papers 213, Narodowy Bank Polski.

  2. Goderis, Benedikt & Malone, Samuel W., 2009. "Natural Resource Booms and Inequality: Theory and Evidence," MPRA Paper 17317, University Library of Munich, Germany.

    Cited by:

    1. Tania Masi & Antonio Savoia & Kunal Sen, 2018. "Is there a fiscal resource curse? Resource rents, fiscal capacity and political institutions," Global Development Institute Working Paper Series esid-096-18, GDI, The University of Manchester.
    2. Munseob Lee & Cheikh A. Gueye, 2015. "Do Resource Windfalls Improve the Standard of Living in Sub-Saharan African Countries?: Evidence from a Panel of Countries," IMF Working Papers 2015/083, International Monetary Fund.
    3. Iván Gachet & Diego F. Grijalva & Paúl Ponce & Damián Rodríguez, 2016. "Vertical and horizontal inequality in Ecuador: The lack of sustainability," WIDER Working Paper Series wp-2016-106, World Institute for Development Economic Research (UNU-WIDER).
    4. Steinberg, Daniel, 2017. "Resource shocks and human capital stocks – Brain drain or brain gain?," Journal of Development Economics, Elsevier, vol. 127(C), pages 250-268.
    5. Rabah Arezki & Mustapha K. Nabli, 2012. "Natural Resources, Volatility, and Inclusive Growth: Perspectives from the Middle East and North Africa," Working Papers 676, Economic Research Forum, revised 2012.
    6. Christopher Hartwell & Roman Horvath & Eva Horvathova & Olga Popova, 2022. "Natural resources and income inequality in developed countries: synthetic control method evidence," Empirical Economics, Springer, vol. 62(2), pages 297-338, February.
    7. Mohtadi, Soran & Castells-Quintana, David, 2021. "The distributional dimension of the resource curse: Commodity price shocks and income inequality," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 59, pages 63-78.
    8. Hamideh Mohtashami Borzadaran & Mehdi Behname & Sayed Mahdi Mostafavi, 2013. "Natural Resources, Openness and Income Inequality in Iran," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 16(49), pages 3-26, September.
    9. Sebri, Maamar & Dachraoui, Hajer, 2021. "Natural resources and income inequality: A meta-analytic review," Resources Policy, Elsevier, vol. 74(C).
    10. Mohammad Reza Farzanegan & Tim Krieger, 2017. "The response of income inequality to positive oil rents shocks in Iran: Implications for the post-sanction period," MAGKS Papers on Economics 201733, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    11. Lourdes ROJAS RUBIO, 2022. "Inequality, Corruption and Support for Democracy," THEMA Working Papers 2022-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    12. Sambit Bhattacharyya & Jeffrey G. Williamson, 2016. "Distributional Consequences of Commodity Price Shocks: Australia Over A Century," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(2), pages 223-244, June.
    13. Joseph Marchand, 2015. "The distributional impacts of an energy boom in Western Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 48(2), pages 714-735, May.
    14. George Adu & Franklin Amuakwa-Mensah & George Marbuah & Justice Tei Mensah, 2016. "Effect of gold mining on income distribution in Ghana," Working Papers 2016.23, FAERE - French Association of Environmental and Resource Economists.
    15. Dávila, Andrés O. & Fernandez Sierra, Manuel & Zuleta, Hernando, 2021. "The Natural Resource Boom and the Uneven Fall of the Labor Share," IZA Discussion Papers 14592, Institute of Labor Economics (IZA).
    16. Kolstad, Ivar & Wiig, Arne, 2012. "Testing The Pearl Hypothesis: Natural resources and trust," Resources Policy, Elsevier, vol. 37(3), pages 358-367.
    17. Sambit Bhattacharyya & Jeffrey Williamson, 2013. "Distributional Impact of Commodity Price Shocks: Australia over a Century," CEH Discussion Papers 019, Centre for Economic History, Research School of Economics, Australian National University.
    18. Kim, Dong-Hyeon & Chen, Ting-Cih & Lin, Shu-Chin, 2020. "Does oil drive income inequality? New panel evidence," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 137-152.
    19. Valeriy Mironov & Anna Petronevich, 2015. "Discovering the signs of Dutch disease in Russia," Post-Print hal-01692231, HAL.
    20. Gadom Djal Gadom & Armand Mboutchouang Kountchou & Gbetoton Nad ge Ad le Djossou & Gilles Quentin Kane & Abdelkrim Araar, 2017. "The impact of oil exploitation on wellbeing in Chad," Working Papers PMMA 2017-06, PEP-PMMA.
    21. Alexandre Henry, 2019. "Transmission channels of the resource curse in Africa : A time perspective," Post-Print hal-03488691, HAL.
    22. Paul Segal, 2012. "Natural Resource Wealth and Directed Technical Change," OxCarre Working Papers 088, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    23. Berisha, Edmond & Chisadza, Carolyn & Clance, Matthew & Gupta, Rangan, 2021. "Income inequality and oil resources: Panel evidence from the United States," Energy Policy, Elsevier, vol. 159(C).
    24. Guo, Qingran & Abbas, Shujaat & AbdulKareem, Hauwah K.K. & Shuaibu, Muhammad Shehu & Khudoykulov, Khurshid & Saha, Tanaya, 2023. "Devising strategies for sustainable development in sub-Saharan Africa: The roles of renewable, non-renewable energy, and natural resources," Energy, Elsevier, vol. 284(C).
    25. Mironov, V.V. & Petronevich, A.V., 2015. "Discovering the signs of Dutch disease in Russia," BOFIT Discussion Papers 3/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
    26. Mohammad Reza Farzanegan & Marcel Thum, 2017. "Oil Dependency and Quality of Education: New Empirical Evidence," MAGKS Papers on Economics 201745, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    27. Rodriguez Castelan,Carlos & Lopez-Calva,Luis-Felipe & Lustig,Nora & Valderrama,Daniel, 2016. "Understanding the dynamics of labor income inequality in Latin America," Policy Research Working Paper Series 7795, The World Bank.
    28. Richard Chisik & Nazanin Behzadan & Harun Onder & Bill Battaile, 2015. "Does Inequality Drive the Dutch Disease? Theory and Evidence," Working Papers 044, Ryerson University, Department of Economics.
    29. Howie, Peter & Atakhanova, Zauresh, 2014. "Resource boom and inequality: Kazakhstan as a case study," Resources Policy, Elsevier, vol. 39(C), pages 71-79.
    30. Chen, Yufeng & Khurshid, Adnan & Rauf, Abdur & Yang, Hanyao & Calin, Adrian Cantemir, 2023. "Natural resource endowment and human development: Contemporary role of governance," Resources Policy, Elsevier, vol. 81(C).
    31. Arsham Reisinezhad, 2018. "Economic Growth and Income Inequality in Resource Countries: Theory and Evidence," PSE Working Papers halshs-01707976, HAL.
    32. Thorvaldur Gylfason & Gylfi Zoega, 2017. "The Dutch Disease in Reverse: Iceland's Natural Experiment," CESifo Working Paper Series 6513, CESifo.
    33. Henri Njangang & Simplice A. Asongu & Sosson Tadadjeu & Yann Nounamo & Brice Kamguia, 2021. "Governance in mitigating the effect of oil wealth on wealth inequality: a cross-country analysis of policy thresholds," Research Africa Network Working Papers 21/049, Research Africa Network (RAN).
    34. Mohammad Reza Farzanegan & Marcel Thum, 2020. "Does oil rents dependency reduce the quality of education?," Empirical Economics, Springer, vol. 58(4), pages 1863-1911, April.
    35. Ramirez-Rondan, N.R. & Terrones, Marco E. & Winkelried, Diego, 2020. "Equalizing growth: The case of Peru," MPRA Paper 104691, University Library of Munich, Germany.
    36. Douzounet Mallaye & Gaëlle Tatiana Timba & Urbain Thierry Yogo, 2015. "Oil Rent and Income Inequality in Developing Economies: Are They Friends or Foes?," CERDI Working papers halshs-01100843, HAL.
    37. Cong Wang & Amjad Naveed, 2021. "Can Women Empowerment Explain Cross-Country Differences in Inequality? A Global Perspective," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 158(2), pages 667-697, December.
    38. Anderson, Edward, 2022. "The correlates of declining income inequality among emerging and developing economies during the 2000s," World Development, Elsevier, vol. 152(C).
    39. Farzanegan, Mohammad Reza & Thum, Marcel, 2017. "More oil, less quality of education? New empirical evidence," CEPIE Working Papers 09/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
    40. Shrestha, Santosh & Kotani, Koji & Kakinaka, Makoto, 2021. "The relationship between trade openness and government resource revenue in resource-dependent countries," Resources Policy, Elsevier, vol. 74(C).
    41. Lotfalipour, Mohammad Reza & sargolzaie, Ali & Salehnia, Narges, 2022. "Natural resources: A curse on welfare?," Resources Policy, Elsevier, vol. 79(C).
    42. Tania Masi & Antonio Savoia & Kunal Sen, 2020. "Is there a fiscal resource curse?: Resource rents, fiscal capacity, and political institutions in developing economies," WIDER Working Paper Series wp-2020-10, World Institute for Development Economic Research (UNU-WIDER).
    43. Álvarez, Roberto & García-Marín, Álvaro & Ilabaca, Sebastián, 2021. "Commodity price shocks and poverty reduction in Chile," Resources Policy, Elsevier, vol. 70(C).
    44. Younes Nademi, 2018. "The resource curse and income inequality in Iran," Quality & Quantity: International Journal of Methodology, Springer, vol. 52(3), pages 1159-1172, May.
    45. Sosson Tadadjeu & Henri Njangang & Simplice A. Asongu & Yann Nounamo, 2021. "Natural resources and wealth inequality: a cross-country analysis," Research Africa Network Working Papers 21/019, Research Africa Network (RAN).
    46. Apergis, Nicholas & Katsaiti, Marina-Selini, 2018. "Poverty and the resource curse: Evidence from a global panel of countries," Research in Economics, Elsevier, vol. 72(2), pages 211-223.
    47. Theodore Connell-Variy & Björn Berggren & Tony McGough, 2021. "Housing Markets and Resource Sector Fluctuations: A Cross-Border Comparative Analysis," Sustainability, MDPI, vol. 13(16), pages 1-19, August.
    48. Davis, Graham A. & Vásquez Cordano, Arturo L., 2013. "The fate of the poor in growing mineral and energy economies," Resources Policy, Elsevier, vol. 38(2), pages 138-151.
    49. Thierry Urbain Yogo & Douzounet Mallaye & Gaëlle Tatiana Timba, 2015. "On the Quest of Resource blessing : Re-examining the effect of oil on Income Inequality," EconomiX Working Papers 2015-35, University of Paris Nanterre, EconomiX.
    50. Graham A. Davis, 2020. "Large-sample evidence of income inequality in resource-rich nations," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 33(1), pages 193-216, July.
    51. Frederick van der Ploeg, 2011. "Natural Resources: Curse or Blessing?," Journal of Economic Literature, American Economic Association, vol. 49(2), pages 366-420, June.
    52. Fernández, Manuel & Serrano, Gabriela, 2022. "New Perspectives on Inequality in Latin America," IZA Discussion Papers 15437, Institute of Labor Economics (IZA).
    53. Douzounet Mallaye & Gaëlle Tatiana Timba & Urbain Thierry Yogo, 2015. "Oil Rent and Income Inequality in Developing Economies: Are They Friends or Foes?," Working Papers halshs-01100843, HAL.
    54. Alexeev, Michael & Zakharov, Nikita, 2022. "Who profits from windfalls in oil tax revenue? Inequality, protests, and the role of corruption," BOFIT Discussion Papers 2/2022, Bank of Finland Institute for Emerging Economies (BOFIT).
    55. Nguyen, Trang T.T., 2016. "Tax administration resources and Income inequality," MPRA Paper 74820, University Library of Munich, Germany.
    56. Gourley, Patrick & Madonia, Greg, 2018. "Resource booms and crime: Evidence from oil and gas production in Colorado," Resource and Energy Economics, Elsevier, vol. 54(C), pages 37-52.
    57. Carmignani, Fabrizio, 2013. "Development outcomes, resource abundance, and the transmission through inequality," Resource and Energy Economics, Elsevier, vol. 35(3), pages 412-428.
    58. Cockx, Lara & Francken, Nathalie, 2016. "Natural resources: A curse on education spending?," Energy Policy, Elsevier, vol. 92(C), pages 394-408.
    59. Amir Mousavi & Jeremy Clark, 2021. "The effects of natural resources on human capital accumulation: A literature survey," Journal of Economic Surveys, Wiley Blackwell, vol. 35(4), pages 1073-1117, September.
    60. Wang, Wenxiong & Lan, Yuanqin & Wang, Xu, 2021. "Impact of livelihood capital endowment on poverty alleviation of households under rural land consolidation," Land Use Policy, Elsevier, vol. 109(C).
    61. Dong-Hyeon Kim & Shu-Chin Lin, 2018. "Oil Abundance and Income Inequality," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 71(4), pages 825-848, December.
    62. Mohammad Reza Farzanegan & Tim Krieger, 2018. "Oil Revenues Shocks and Inequality in Iran," Working Papers 1226, Economic Research Forum, revised 18 Sep 2018.
    63. Jin, Shaoze & Min, Shi & Huang, Jikun & Waibel, Hermann, 2021. "Falling price induced diversification strategies and rural inequality: Evidence of smallholder rubber farmers," World Development, Elsevier, vol. 146(C).
    64. Christopher A. Hartwell & Roman Horvath & Eva Horvathova & Olga Popova, 2019. "Democratic Institutions, Natural Resources, and Income Inequality," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 61(4), pages 531-550, December.
    65. Cáceres, Neila & Malone, Samuel W., 2015. "Optimal Weather Conditions, Economic Growth, and Political Transitions," World Development, Elsevier, vol. 66(C), pages 16-30.
    66. Laura Panza, 2014. "De-industrialization and re-industrialization in the Middle East: reflections on the cotton industry in Egypt and in the Izmir region," Economic History Review, Economic History Society, vol. 67(1), pages 146-169, February.
    67. Fum, Ruikang Marcus & Hodler, Roland, 2010. "Natural resources and income inequality: The role of ethnic divisions," Economics Letters, Elsevier, vol. 107(3), pages 360-363, June.
    68. Alex O. Acheampong & Janet Dzator & Matthew Abunyewah & Michael Odei Erdiaw-Kwasie & Eric Evans Osei Opoku, 2023. "Sub-Saharan Africa’s Tragedy: Resource Curse, Democracy and Income Inequality," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 168(1), pages 471-509, August.
    69. Cockx, Lara & Francken, Nathalie, 2014. "Extending the concept of the resource curse: Natural resources and public spending on health," Ecological Economics, Elsevier, vol. 108(C), pages 136-149.
    70. Emilio Ocampo, 2015. "Commodity Price Booms and Populist Cycles. An Explanation of Argentina’s Decline in the 20th Century," CEMA Working Papers: Serie Documentos de Trabajo. 562, Universidad del CEMA.
    71. Peter Howie & Zauresh Atakhanova, 2020. "Heterogeneous labor and structural change in low- and middle-income, resource-dependent countries," Economic Change and Restructuring, Springer, vol. 53(2), pages 297-332, May.
    72. Mohammad Reza Farzanegan & Tim Krieger, 2018. "Oil Rents Shocks and Inequality in Iran," CESifo Working Paper Series 6876, CESifo.
    73. Kaznacheev, Peter, 2013. "Resource Rents and Economic Growth: Economic and institutional development in countries with a high share of income from the sale of natural resources. Analysis and recommendations based on internatio," EconStor Research Reports 121950, ZBW - Leibniz Information Centre for Economics.
    74. van der Ploeg, Frederick & Poelhekke, Steven, 2010. "Do Natural Resources Attract FDI? Evidence from Non-Stationary Sector-Level Data," CEPR Discussion Papers 8079, C.E.P.R. Discussion Papers.
    75. Thorvaldur Gylfason & Gylfi Zoega, 2014. "The Dutch Disease in Reverse: Iceland’s Natural Experiment," OxCarre Working Papers 138, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    76. Alexander B. Lippert, 2014. "Spill-Overs of a Resource Boom: Evidence from Zambian Copper Mines," OxCarre Working Papers 131, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    77. Olowookere Johnson Kolawole & Olanipekun Wahid Damilola & Sokunbi Gbenro Matthew & Aderemi Timothy Ayomitunde, 2022. "Human Capital Development and Sustainable Development: Evidence from Nigeria," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 67(1), pages 63-76, April.
    78. Henry, Alexandre, 2019. "Transmission channels of the resource curse in Africa: A time perspective," Economic Modelling, Elsevier, vol. 82(C), pages 13-20.
    79. Ajide, Kazeem Bello & Ibrahim, Ridwan Lanre & Mohammed, Abubakar & Saleh Al-Faryan, Mamdouh Abdulaziz, 2023. "Infectious diseases and health outcomes’ implications of natural resource curse in Africa," Resources Policy, Elsevier, vol. 81(C).

  3. Mr. Dale F Gray & Ms. Elena Loukoianova & Samuel W. Malone & Cheng Hoon Lim, 2008. "A Risk-Based Debt Sustainability Framework: Incorporating Balance Sheets and Uncertainty," IMF Working Papers 2008/040, International Monetary Fund.

    Cited by:

    1. Emiliano Delfau, 2018. "Risk Framework Analysis in the Management of Sovereign Debt: The Argentine case," CEMA Working Papers: Serie Documentos de Trabajo. 634, Universidad del CEMA.
    2. Mr. Martin Cihak & Ms. Petya Koeva Brooks, 2009. "From Subprime Loans to Subprime Growth? Evidence for the Euro Area," IMF Working Papers 2009/069, International Monetary Fund.
    3. Arslanalp, Serkan & Liao, Yin, 2014. "Banking sector contingent liabilities and sovereign risk," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 316-330.
    4. Paolo Panteghini, 2008. "Corporate Debt, Hybrid Securities and the Effective Tax Rate," CESifo Working Paper Series 2329, CESifo.
    5. Xisong Jin & Francisco Nadal De Simone, 2017. "Systemic Financial Sector and Sovereign Risks," BCL working papers 109, Central Bank of Luxembourg.
    6. Zaman, Gheorghe & Georgescu, George, 2011. "Sovereign risk and debt sustainability: warning levels for Romania," MPRA Paper 32924, University Library of Munich, Germany.
    7. Andreas Sachs, 2013. "Governance Structures in Europe. WWWforEurope Deliverable No. 2," WIFO Studies, WIFO, number 47023, February.
    8. Dale F. Gray & Robert C. Merton & Zvi Bodie, 2011. "Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 5, pages 125-157, Central Bank of Chile.
    9. Dale F. Gray & Robert C. Merton & Zvi Bodie, 2009. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," Working Papers Central Bank of Chile 541, Central Bank of Chile.
    10. Serkan Arslanalp & Yin Liao, 2013. "Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors," CAMA Working Papers 2013-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    11. Dale F. Gray & Robert C. Merton & Zvi Bodie, 2006. "A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy," NBER Working Papers 12637, National Bureau of Economic Research, Inc.
    12. Sun, Lixin, 2021. "Quantifying the vulnerabilities of China’s corporate sector with contingent claims," Journal of Asian Economics, Elsevier, vol. 75(C).
    13. Mr. Evan C Tanner, 2013. "Fiscal Sustainability: A 21st Century Guide for the Perplexed," IMF Working Papers 2013/089, International Monetary Fund.
    14. Ferrarini , Benno & Ramayandi, Arief, 2015. "Public Debt Sustainability in Developing Asia: An Update," ADB Economics Working Paper Series 468, Asian Development Bank.
    15. Firano, Zakaria & Filali adib, Fatine, 2019. "Intersectorial contagion risk in Morocco," MPRA Paper 95343, University Library of Munich, Germany.
    16. Bas van Aarle, 2013. "Surveillance and Control of Fiscal Consolidation on a Supranational Level. WWWforEurope Working Paper No. 46," WIFO Studies, WIFO, number 47021, February.

  4. Samuel Malone, 2005. "Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model," Economics Series Working Papers 246, University of Oxford, Department of Economics.

    Cited by:

    1. Lopez-Martin, Bernabe & Leal, Julio & Martinez Fritscher, Andre, 2019. "Commodity price risk management and fiscal policy in a sovereign default model," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 304-323.
    2. Armah, Stephen E., 2008. "Establishing the Presence of a Risk Premium in the Cocoa Futures Market: An Econometric Analysis," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6778, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Ferreira Filipe, Sara, 2012. "Equity order flow and exchange rate dynamics," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 359-381.
    4. Mr. Dale F Gray & Ms. Elena Loukoianova & Samuel W. Malone & Cheng Hoon Lim, 2008. "A Risk-Based Debt Sustainability Framework: Incorporating Balance Sheets and Uncertainty," IMF Working Papers 2008/040, International Monetary Fund.

Articles

  1. Samuel W. Malone & Robert B. Gramacy & Enrique Ter Horst, 2016. "Timing Foreign Exchange Markets," Econometrics, MDPI, vol. 4(1), pages 1-23, March.

    Cited by:

    1. Xin Yang & Shigang Wen & Zhifeng Liu & Cai Li & Chuangxia Huang, 2019. "Dynamic Properties of Foreign Exchange Complex Network," Mathematics, MDPI, vol. 7(9), pages 1-19, September.

  2. Cáceres, Neila & Malone, Samuel W., 2015. "Optimal Weather Conditions, Economic Growth, and Political Transitions," World Development, Elsevier, vol. 66(C), pages 16-30.

    Cited by:

    1. Tyler Kustra, 2022. "Sanctioning the Homeland: Diasporas’ Influence on American Economic Sanctions Policy," Journal of Conflict Resolution, Peace Science Society (International), vol. 66(3), pages 443-472, April.
    2. Richard S. J. Tol, 2021. "The Economic Impact of Climate in the Long Run," World Scientific Book Chapters, in: Anil Markandya & Dirk Rübbelke (ed.), CLIMATE AND DEVELOPMENT, chapter 1, pages 3-36, World Scientific Publishing Co. Pte. Ltd..

  3. Abel Rodríguez & Enrique ter Horst & Samuel Malone, 2015. "Bayesian Inference for a Structural Credit Risk Model with Stochastic Volatility and Stochastic Interest Rates," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 839-867.

    Cited by:

    1. Claußen, Arndt & Rösch, Daniel & Schmelzle, Martin, 2019. "Hedging parameter risk," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 111-121.
    2. Tunaru, Radu & Zheng, Teng, 2017. "Parameter estimation risk in asset pricing and risk management: A Bayesian approach," International Review of Financial Analysis, Elsevier, vol. 53(C), pages 80-93.

  4. Robert Gramacy & Samuel W. Malone & Enrique Ter Horst, 2014. "Exchange Rate Fundamentals, Forecasting, And Speculation: Bayesian Models In Black Markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 22-41, January.

    Cited by:

    1. Agustin Benetrix & Hayley Pallan & Ugo Panizza, 2022. "The Elusive Link Between FDI and Economic Growth," IHEID Working Papers 26-2022, Economics Section, The Graduate Institute of International Studies.
    2. Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos, 2021. "Trading the foreign exchange market with technical analysis and Bayesian Statistics," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 230-251.
    3. Samuel W. Malone & Robert B. Gramacy & Enrique Ter Horst, 2016. "Timing Foreign Exchange Markets," Econometrics, MDPI, vol. 4(1), pages 1-23, March.
    4. William Easterly, 2019. "In Search of Reforms for Growth: New Stylized Facts on Policy and Growth Outcomes," NBER Working Papers 26318, National Bureau of Economic Research, Inc.

  5. Cáceres, Neila & Malone, Samuel W., 2013. "Forecasting leadership transitions around the world," International Journal of Forecasting, Elsevier, vol. 29(4), pages 575-591.

    Cited by:

    1. Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions With Boosted Regression Trees," Working Papers 2015-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    2. Cáceres, Neila & Malone, Samuel W., 2015. "Optimal Weather Conditions, Economic Growth, and Political Transitions," World Development, Elsevier, vol. 66(C), pages 16-30.

  6. Dale F. Gray & Samuel W. Malone, 2012. "Sovereign and Financial-Sector Risk: Measurement and Interactions," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 297-312, October.

    Cited by:

    1. Oleg Deev & Martin Hodula, 2016. "Sovereign default risk and state-owned bank fragility in emerging markets: evidence from China and Russia," Post-Communist Economies, Taylor & Francis Journals, vol. 28(2), pages 232-248, April.
    2. María Cantero Sáiz & Sergio Sanfilippo Azofra & Begoña Torre Olmo, 2019. "The single supervision mechanism and contagion between bank and sovereign risk," Journal of Regulatory Economics, Springer, vol. 55(1), pages 67-106, February.
    3. Robert C. Merton, 2014. "ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management," Asian Development Review, MIT Press, vol. 31(1), pages 186-210, March.
    4. Cantero-Saiz, Maria & Sanfilippo-Azofra, Sergio & Torre-Olmo, Begoña & López-Gutiérrez, Carlos, 2014. "Sovereign risk and the bank lending channel in Europe," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 1-20.
    5. Mr. Dale F Gray, 2013. "Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR," IMF Working Papers 2013/218, International Monetary Fund.
    6. María Cantero‐Saiz & Sergio Sanfilippo‐Azofra & Begoña Torre‐Olmo, 2022. "Sovereign Risk and the Bank Lending Channel: Differences across Countries and the Effects of the Financial Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 285-312, February.
    7. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2022. "Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter," IDB Publications (Working Papers) 12236, Inter-American Development Bank.

  7. Benedikt Goderis & Samuel W. Malone, 2011. "Natural Resource Booms and Inequality: Theory and Evidence," Scandinavian Journal of Economics, Wiley Blackwell, vol. 113(2), pages 388-417, June.
    See citations under working paper version above.
  8. Samuel W. Malone, 2011. "Sovereign indebtedness, default, and gambling for redemption," Oxford Economic Papers, Oxford University Press, vol. 63(2), pages 331-354, April.

    Cited by:

    1. Habib, Michel & Collard, Fabrice & Rochet, Jean Charles, 2016. "The Reluctant Defaulter: A Tale of High Government Debt," CEPR Discussion Papers 11299, C.E.P.R. Discussion Papers.
    2. Paul J Burke, 2011. "Economic Growth and Political Survival," Departmental Working Papers 2011-06, The Australian National University, Arndt-Corden Department of Economics.
    3. Andrea Filippo Presbitero, 2010. "Total public debt and growth in developing countries," Mo.Fi.R. Working Papers 44, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    4. Stangebye, Zachary R., 2020. "Beliefs and long-maturity sovereign debt," Journal of International Economics, Elsevier, vol. 127(C).
    5. Fabrice Collard & Michel Habib & Jean-Charles Rochet, 2015. "Sovereign Debt Sustainability In Advanced Economies," Journal of the European Economic Association, European Economic Association, vol. 13(3), pages 381-420, June.
    6. Cáceres, Neila & Malone, Samuel W., 2015. "Optimal Weather Conditions, Economic Growth, and Political Transitions," World Development, Elsevier, vol. 66(C), pages 16-30.
    7. Cáceres, Neila & Malone, Samuel W., 2013. "Forecasting leadership transitions around the world," International Journal of Forecasting, Elsevier, vol. 29(4), pages 575-591.

  9. Samuel W. Malone & Enrique ter Horst, 2010. "The Black Market for Dollars in Venezuela," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(5), pages 67-89, September.

    Cited by:

    1. González, Maximiliano & Garay, Urbi, 2012. "Market Segmentation: Venezuelan ADRs," Galeras. Working Papers Series 035, Universidad de Los Andes. Facultad de Administración. School of Management.
    2. Sarmiento, Julio & Cayon, Edgardo & Collazos, María & Sandoval, Juan S., 2017. "Positive asymmetric information in volatile environments: The black market dollar and sovereign bond yields in Venezuela," Research in International Business and Finance, Elsevier, vol. 41(C), pages 547-555.

  10. Samuel W. Malone, 2009. "Balance sheet effects, external volatility, and emerging market spreads," Journal of Applied Economics, Universidad del CEMA, vol. 12, pages 273-299, November.

    Cited by:

    1. Luitel, Prabesh & Vanpée, Rosanne & De Moor, Lieven, 2016. "Pernicious effects: How the credit rating agencies disadvantage emerging markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 286-298.
    2. Hajer Dachraoui & Mounir Smida & Maamar Sebri, 2020. "Role of capital flight as a driver of sovereign bond spreads in Latin American countries," International Economics, CEPII research center, issue 162, pages 15-33.
    3. Alejandro Torres García & Laura Wberth Escobar, 2018. "Commodity Prices Shocks and the Balance Sheet Effect in Latin America," Documentos de Trabajo de Valor Público 16362, Universidad EAFIT.
    4. Alejandro Torres-García & Jaime Montoya-Arbeláez & Laura Wberth-Escobar, 2022. "Commodity price shocks and the balance sheet effect in emerging economies," Economic Change and Restructuring, Springer, vol. 55(4), pages 2081-2110, November.
    5. Petra Palic & Petra Posedel Simovic & Maruska Vizek, 2017. "The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 19(1), pages 37-66, June.
    6. Petra Palic & Petra Posedel Simovic & Maruska Vizek, 2015. "The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model," Working Papers 1505, The Institute of Economics, Zagreb.
    7. Tkalec, Marina & Vizek, Maruška & Verbič, Miroslav, 2014. "Balance sheet effects and original sinners’ risk premiums," Economic Systems, Elsevier, vol. 38(4), pages 597-613.
    8. César Carrera, 2016. "Identifying the exchange-rate balance sheet effect over firms," Working Papers 66, Peruvian Economic Association.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGR: Agricultural Economics (1) 2012-10-06
  2. NEP-ENE: Energy Economics (1) 2009-09-19
  3. NEP-FMK: Financial Markets (1) 2006-03-18
  4. NEP-MAC: Macroeconomics (1) 2006-03-18
  5. NEP-PBE: Public Economics (1) 2006-03-18

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Samuel Westmoreland Malone should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.