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James V Marrone

Personal Details

First Name:James
Middle Name:
Last Name:Marrone
Suffix:
RePEc Short-ID:pma2162
[This author has chosen not to make the email address public]

Affiliation

Department of Economics
University of Chicago

Chicago, Illinois (United States)
http://economics.uchicago.edu/
RePEc:edi:deuchus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Tim Bollerslev & James Marrone & Lai Xu & Hao Zhou, 2011. "Stock return predictability and variance risk premia: statistical inference and international evidence," Finance and Economics Discussion Series 2011-52, Board of Governors of the Federal Reserve System (U.S.).
  2. Michael B. Gordy & James Marrone, 2010. "Granularity adjustment for mark-to-market credit risk models," Finance and Economics Discussion Series 2010-37, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Carole Roan Gresenz & Jean M. Mitchell & James Marrone & Howard J. Federoff, 2020. "Effect of early‐stage Alzheimer's disease on household financial outcomes," Health Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 18-29, January.
  2. Silvia Beltrametti & James V. Marrone, 2016. "Market Responses to Court Rulings: Evidence from Antiquities Auctions," Journal of Law and Economics, University of Chicago Press, vol. 59(4), pages 913-944.
  3. Bollerslev, Tim & Marrone, James & Xu, Lai & Zhou, Hao, 2014. "Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 633-661, June.
  4. Gordy, Michael B. & Marrone, James, 2012. "Granularity adjustment for mark-to-market credit risk models," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1896-1910.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 2 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-BAN: Banking (1) 2010-07-24
  2. NEP-FMK: Financial Markets (1) 2011-11-21
  3. NEP-FOR: Forecasting (1) 2011-11-21
  4. NEP-RMG: Risk Management (1) 2010-07-24
  5. NEP-UPT: Utility Models and Prospect Theory (1) 2011-11-21

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