Luis Brandao Marques
Personal Details
| First Name: | Luis |
| Middle Name: | |
| Last Name: | Brandao Marques |
| Suffix: | |
| RePEc Short-ID: | pma803 |
| 700 19th Street NW Washington, DC 20431 | |
Affiliation
International Monetary Fund (IMF)
Washington, District of Columbia (United States)http://www.imf.org/
: (202) 623-7000
(202) 623-4661
700 19th Street, N.W., Washington DC 20431
RePEc:edi:imfffus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Luis Brandao-Marques & Qianying Chen & Claudio Raddatz & Jérôme Vandenbussche & Peichu Xie, 2019. "The Riskiness of Credit Allocation and Financial Stability," IMF Working Papers 19/207, International Monetary Fund.
- Darryl King & Luis Brandao-Marques & Kelly Eckhold & Peter Lindner & Diarmuid Murphy, 2017. "Central Bank Emergency Support to Securities Markets," IMF Working Papers 17/152, International Monetary Fund.
- Luis Brandao-Marques & Esther Perez Ruiz, 2017. "How Financial Conditions Matter Differently across Latin America," IMF Working Papers 17/218, International Monetary Fund.
- Luis Brandao-Marques, 2016. "Stock Market Liquidity in Chile," IMF Working Papers 16/223, International Monetary Fund.
- Albuquerque, Rui & Brandão-Marques, Luis & Ferreira, Miguel & Matos, Pedro Pinto, 2015.
"International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions,"
CEPR Discussion Papers
10917, C.E.P.R. Discussion Papers.
- Rui Albuquerque & Luis Brandao-Marques & Miguel A. Ferreira & Pedro Matos, 2013. "International Corporate Governance Spillovers; Evidence from Cross-Border Mergers and Acquisitions," IMF Working Papers 13/234, International Monetary Fund.
- Luis Brandao-Marques & R. G Gelos & Hibiki Ichiue & Hiroko Oura, 2015. "Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets," IMF Working Papers 15/277, International Monetary Fund.
- Luis Brandao-Marques & Ricardo Correa & Horacio Sapriza, 2013.
"International evidence on government support and risk taking in the banking sector,"
International Finance Discussion Papers
1086, Board of Governors of the Federal Reserve System (U.S.), revised 2013.
- Luis Brandão Brandao Marques & Ricardo Correa & Horacio Sapriza, 2013. "International Evidence on Government Support and Risk Taking in the Banking Sector," IMF Working Papers 13/94, International Monetary Fund.
- International Monetary Fund, 2011.
"Business Cycles in Emerging Markets; The Role of Durable Goods and Financial Frictions,"
IMF Working Papers
11/133, International Monetary Fund.
- Álvarez, Fernando & Brandao-Marques, Luis & Toledo, Manuel, 2012. "Business Cycles in Emerging Markets: the Role of Durable Goods and Financial Frictions," Research Department working papers 243, CAF Development Bank Of Latinamerica.
- Manuel Toledo & Luis B. Marques & Fernando A. Alvarez, 2009. "Excess Volatility of Consumption in Developed and Emerging Markets: The Role of Durable Goods," 2009 Meeting Papers 142, Society for Economic Dynamics.
- Marques, Luis B, 2007. "The Costs to Consumers of a Depreciated Conversion Rate to the Euro," MPRA Paper 5723, University Library of Munich, Germany.
- Marques, Luis B, 2007. "Welfare Implications of Exchange Rate Changes," MPRA Paper 5721, University Library of Munich, Germany.
- 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.
- 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.
- Luis David Marques, 2000. "Modelos Dinâmicos com Dados em Painel: Revisão da Literatura," FEP Working Papers 100, Universidade do Porto, Faculdade de Economia do Porto.
Articles
- Brandao-Marques, Luis & Gelos, Gaston & Melgar, Natalia, 2018.
"Country transparency and the global transmission of financial shocks,"
Journal of Banking & Finance,
Elsevier, vol. 96(C), pages 56-72.
- Luis Brandão Brandao Marques & R. G Gelos & Natalia Melgar, 2013. "Country Transparency and the Global Transmission of Financial Shocks," IMF Working Papers 13/156, International Monetary Fund.
- Álvarez-Parra, Fernando & Brandao-Marques, Luis & Toledo, Manuel, 2013. "Durable goods, financial frictions, and business cycles in emerging economies," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 720-736.
- 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.
- 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.
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.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Author Profile
- Guest Contribution: “Transparency and the Global Transmission of Financial Shocks”
by Menzie Chinn in Econbrowser on 2014-12-16 12:42:24
- Guest Contribution: “Transparency and the Global Transmission of Financial Shocks”
Working papers
- Darryl King & Luis Brandao-Marques & Kelly Eckhold & Peter Lindner & Diarmuid Murphy, 2017.
"Central Bank Emergency Support to Securities Markets,"
IMF Working Papers
17/152, International Monetary Fund.
Cited by:
- Adrian, Tobias & Ashcraft, Adam & Breuer, Peter & Cetorelli, Nicola, 2018. "A Review of Shadow Banking," CEPR Discussion Papers 13363, C.E.P.R. Discussion Papers.
- Luis Brandao-Marques & Esther Perez Ruiz, 2017.
"How Financial Conditions Matter Differently across Latin America,"
IMF Working Papers
17/218, International Monetary Fund.
Cited by:
- Fu, Rong & Lawson, Jeremy & Martinez, Carolina & Watt, Abigail, 2019. "Chinese Financial Conditions and their Spillovers to the Global Economy and Markets," CEPR Discussion Papers 14065, C.E.P.R. Discussion Papers.
- Luis Brandao-Marques, 2016.
"Stock Market Liquidity in Chile,"
IMF Working Papers
16/223, International Monetary Fund.
Cited by:
- Du, Brian & Serrano, Alejandro & Vianna, Andre, 2018. "Institutional development and foreign banks in Chile," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 166-178.
- Prince Dubois HIKOUATCHA KENFACK, 2018. "the determinants of Illiquidity on emerging stock markets:," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 9(2), pages 2-19, December.
- Albuquerque, Rui & Brandão-Marques, Luis & Ferreira, Miguel & Matos, Pedro Pinto, 2015.
"International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions,"
CEPR Discussion Papers
10917, C.E.P.R. Discussion Papers.
- Rui Albuquerque & Luis Brandao-Marques & Miguel A. Ferreira & Pedro Matos, 2013. "International Corporate Governance Spillovers; Evidence from Cross-Border Mergers and Acquisitions," IMF Working Papers 13/234, International Monetary Fund.
Cited by:
- Yang Zhang, 2018. "Corporate Governance Effects on Risk Management and Shareholder Wealth: The Case of Mergers and Acquisitions," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 4-2018.
- Renneboog, Luc & Szilagyi, Peter & Vansteenkiste, Cara, 2017.
"Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions,"
Discussion Paper
2017-012, Tilburg University, Center for Economic Research.
- Luc Renneboog & Peter G. Szilagyi & Cara Vansteenkiste, 2017. "Creditor rights, claims enforcement, and bond performance in mergers and acquisitions," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 48(2), pages 174-194, February.
- Renneboog, Luc & Vansteenkiste, Cara, 2019.
"Failure and success in mergers and acquisitions,"
Journal of Corporate Finance,
Elsevier, vol. 58(C), pages 650-699.
- Renneboog, Luc & Vansteenkiste, C., 2019. "Failure and Success in Mergers and Acquisitions," Discussion Paper 2019-026, Tilburg University, Center for Economic Research.
- Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin, 2014.
"The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity,"
MPRA Paper
56485, University Library of Munich, Germany.
- Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin, 2017. "The diffusion of corporate governance to emerging markets: Evaluating two dimensions of investor heterogeneity," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 406-432.
- Luis Brandao-Marques, 2016. "Stock Market Liquidity in Chile," IMF Working Papers 16/223, International Monetary Fund.
- Luis Brandao-Marques & R. G Gelos & Hibiki Ichiue & Hiroko Oura, 2015.
"Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets,"
IMF Working Papers
15/277, International Monetary Fund.
Cited by:
- Hoggarth, Glen & Jung, Carsten & Reinhardt, Dennis, 2016. "Capital inflows — the good, the bad and the bubbly," Bank of England Financial Stability Papers 40, Bank of England.
- Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2018. "Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 231-247.
- Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017.
"How ETFs Amplify the Global Financial Cycle in Emerging Markets,"
School of Government Working Papers
201702, Universidad Torcuato Di Tella.
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," CID Working Papers 351, Center for International Development at Harvard University.
- Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers 2018-1, The George Washington University, Institute for International Economic Policy, revised Sep 2018.
- Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers 1268, Board of Governors of the Federal Reserve System (U.S.).
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo LACEA 016200, The Latin American and Caribbean Economic Association - LACEA.
- Luis Brandao-Marques & Ricardo Correa & Horacio Sapriza, 2013.
"International evidence on government support and risk taking in the banking sector,"
International Finance Discussion Papers
1086, Board of Governors of the Federal Reserve System (U.S.), revised 2013.
- Luis Brandão Brandao Marques & Ricardo Correa & Horacio Sapriza, 2013. "International Evidence on Government Support and Risk Taking in the Banking Sector," IMF Working Papers 13/94, International Monetary Fund.
Cited by:
- Wang, Li & Menkhoff, Lukas & Schröder, Michael & Xu, Xian, 2015.
"Politicians' promotion incentives and bank risk exposure in China,"
ZEW Discussion Papers
15-026, ZEW - Leibniz Centre for European Economic Research.
- Wang, Li & Menkhoff, Lukas & Schröder, Michael & Xu, Xian, 2019. "Politicians’ promotion incentives and bank risk exposure in China," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 63-94.
- Wang, Li & Menkhoff, Lukas & Schröder, Michael & Xu, Xian, 2015. "Politicians' promotion incentives and bank risk exposure in China," Frankfurt School - Working Paper Series 216, Frankfurt School of Finance and Management.
- Serkan Arslanalp & Yin Liao, 2015. "Contingent Liabilities from Banks; How to Track Them?," IMF Working Papers 15/255, International Monetary Fund.
- Li Wang & Lukas Menkhoff & Michael Schröder & Xian Xu, 2018. "Politicians' Promotion Incentives and Bank Risk Exposure," Discussion Papers of DIW Berlin 1771, DIW Berlin, German Institute for Economic Research.
- Allen N. Berger & Tanakorn Makaew & Raluca Roman, 2015. "Did bank borrowers benefit from the TARP program : the effects of TARP on loan contract terms," Research Working Paper RWP 15-11, Federal Reserve Bank of Kansas City, revised 01 Sep 2015.
- Christina Bui, 2018. "Bank Regulation and Financial Stability," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 5-2018.
- Rihem Braham & Lotfi Belkacem & Christian de Peretti, 2018. "The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region," Working Papers hal-01762523, HAL.
- Luciano, Elisa & Wihlborg, Clas, 2018. "Financial synergies and systemic risk in the organization of bank affiliates," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 208-224.
- Marco Pagano & Sam Langfield & Viral V. Acharya & Arnoud Boot & Markus K. Brunnermeier & Claudia Buch & Martin F. Hellwig & André Sapir & Ieke van den Burg, 2014.
"Is Europe Overbanked?,"
Report of the Advisory Scientific Committee
4, European Systemic Risk Board.
- Marco Pagano & ESRB Advisory Scientific Committee, 2014. "Is Europe Overbanked?," mBank - CASE Seminar Proceedings 132, CASE-Center for Social and Economic Research.
- Aikman, David & Haldane, Andrew & Hinterschweiger, Marc & Kapadia, Sujit, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
- Toader, Oana, 2015.
"Quantifying and explaining implicit public guarantees for European banks,"
International Review of Financial Analysis,
Elsevier, vol. 41(C), pages 136-147.
- Oana Toader, 2014. "Quantifying and Explaining Implicit Public Guarantees for European Banks," Working Papers halshs-01015376, HAL.
- Oana TOADER, 2013. "Quantifying and Explaining Implicit Public Guarantees for European Banks," LEO Working Papers / DR LEO 1378, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Lucchetta, Marcella & Moretto, Michele & Parigi, Bruno M., 2018.
"Systematic risk, bank moral hazard, and bailouts,"
Research Discussion Papers
2/2018, Bank of Finland.
- Marcella Lucchetta & Michele Moretto & Bruno Maria Parigi, 2018. "Systematic Risk, Bank Moral Hazard, and Bailouts," CESifo Working Paper Series 6878, CESifo Group Munich.
- Simon Firestone & Amy Lorenc & Benjamin Ranish, 2017. "An Empirical Economic Assessment of the Costs and Benefits of Bank Capital in the US," Finance and Economics Discussion Series 2017-034, Board of Governors of the Federal Reserve System (U.S.), revised 31 Mar 2017.
- Xisong Jin & Francisco Nadal De Simone, 2017. "Systemic Financial Sector and Sovereign Risks," BCL working papers 109, Central Bank of Luxembourg.
- Carlos O. Arteta & Mark S. Carey & Ricardo Correa & Jason Kotter, 2008.
"Which banks sponsored ABCP vehicles and why?,"
Proceedings
1072, Federal Reserve Bank of Chicago.
- Carlos O. Arteta & Mark S. Carey & Ricardo Correa & Jason Kotter, 2013. "Revenge of the steamroller: ABCP as a window on risk choices," International Finance Discussion Papers 1076, Board of Governors of the Federal Reserve System (U.S.), revised 2013.
- Ricardo Correa & Kuan-Hui Lee & Horacio Sapriza & Gustavo A. Suarez, 2012.
"Sovereign credit risk, banks' government support, and bank stock returns around the world,"
International Finance Discussion Papers
1069, Board of Governors of the Federal Reserve System (U.S.), revised 2012.
- Ricardo Correa & Kuan‐Hui Lee & Horacio Sapriza & Gustavo A. Suarez, 2014. "Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(s1), pages 93-121, February.
- Matías Cabrera & Gerald P. Dwyer & María J. Nieto, 2018. "The G-20 regulatory agenda and bank risk," Working Papers 1829, Banco de España;Working Papers Homepage.
- Allen N. Berger & Raluca Roman, 2015. "Did saving Wall Street really save Main Street : the real effects of TARP on local economic conditions," Research Working Paper RWP 15-13, Federal Reserve Bank of Kansas City, revised 01 Oct 2015.
- Mariathasan, Mike & Merrouche, Ouarda & Werger, Charlotte, 2014. "Bailouts And Moral Hazard: How Implicit Government Guarantees Affect Financial Stability," CEPR Discussion Papers 10311, C.E.P.R. Discussion Papers.
- Taneli M�kinen & Lucio Sarno & Gabriele Zinna, 2019.
"Risky bank guarantees,"
Temi di discussione (Economic working papers)
1232, Bank of Italy, Economic Research and International Relations Area.
- Makinen, Taneli & Sarno, Lucio & Zinna, Gabriele, 2019. "Risky Bank Guarantees," CEPR Discussion Papers 13709, C.E.P.R. Discussion Papers.
- Alaa Alaabed & Mansur Masih & Abbas Mirakhor, 2016. "Investigating risk shifting in Islamic banks in the dual banking systems of OIC member countries: An application of two-step dynamic GMM," Risk Management, Palgrave Macmillan, vol. 18(4), pages 236-263, December.
- Florentina Melnic, 2017. "The Financial Crisis Response. Comparative Analysis Between European Union And Usa," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 19, pages 129-155, June.
- Brooke, Martin & Bush, Oliver & Edwards, Robert & Ellis, Jas & Francis, Bill & Harimohan, Rashmi & Neiss, Katharine & Siegert, Caspar, 2015. "Financial Stability Paper No. 35: Measuring the macroeconomic costs and benefits of higher UK bank capital requirements -," Bank of England Financial Stability Papers 35, Bank of England.
- Bush, Oliver & Knott, Samuel & Peacock, Chris, 2014. "Why is the UK banking system so big and is that a problem?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(4), pages 385-395.
- Boris Cournède & Oliver Denk & Peter Hoeller, 2015. "Finance and Inclusive Growth," OECD Economic Policy Papers 14, OECD Publishing.
- Chen, Minghua & Jeon, Bang Nam & Wang, Rui & Wu, Ji, 2015. "Corruption and bank risk-taking: Evidence from emerging economies," Emerging Markets Review, Elsevier, vol. 24(C), pages 122-148.
- Gilbert COLLETAZ & Grégory LEVIEUGE & Alexandra POPESCU, 2016. "Monetary Policy and Long-Run Risk-Taking," LEO Working Papers / DR LEO 2409, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- João Barata Ribeiro Blanco Barroso & Sergio Rubens Stancato de Souza & Solange Maria Guerra, 2016. "Systemic Risk-Taking Channel of Domestic and Foreign Monetary Policy," Working Papers Series 412, Central Bank of Brazil, Research Department.
- Lamont K. Black & Ricardo Correa & Xin Huang & Hao Zhou, 2013.
"The systemic risk of European banks during the financial and sovereign debt crises,"
International Finance Discussion Papers
1083, Board of Governors of the Federal Reserve System (U.S.), revised 2013.
- Black, Lamont & Correa, Ricardo & Huang, Xin & Zhou, Hao, 2016. "The systemic risk of European banks during the financial and sovereign debt crises," Journal of Banking & Finance, Elsevier, vol. 63(C), pages 107-125.
- Avgouleas, Emilios & Goodhart, Charles A, 2014. "A Critical Evaluation of Bail-in as a Bank Recapitalisation Mechanism," CEPR Discussion Papers 10065, C.E.P.R. Discussion Papers.
- Shiyi Chen & Wolfgang K. Härdle & Li Wang, 2014. "Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk," SFB 649 Discussion Papers SFB649DP2014-068, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Ricardo Correa & Horacio Sapriza, 2014. "Sovereign Debt Crises," International Finance Discussion Papers 1104, Board of Governors of the Federal Reserve System (U.S.), revised 21 May 2014.
- De Haas, Ralph & Korniyenko, Yevgeniya & Pivovarsky, Alexander & Tsankova, Teodora, 2015. "Taming the herd? Foreign banks, the Vienna Initiative and crisis transmission," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 325-355.
- Cabrera, Matias & Dwyer, Gerald P. & Nieto, Maria J., 2018. "The G-20′s regulatory agenda and banks’ risk," Journal of Financial Stability, Elsevier, vol. 39(C), pages 66-78.
- International Monetary Fund, 2011.
"Business Cycles in Emerging Markets; The Role of Durable Goods and Financial Frictions,"
IMF Working Papers
11/133, International Monetary Fund.
- Álvarez, Fernando & Brandao-Marques, Luis & Toledo, Manuel, 2012. "Business Cycles in Emerging Markets: the Role of Durable Goods and Financial Frictions," Research Department working papers 243, CAF Development Bank Of Latinamerica.
Cited by:
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012.
"International Reserves and Rollover Risk,"
NBER Working Papers
18628, National Bureau of Economic Research, Inc.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2016. "International Reserves and Rollover Risk," Working Papers 735, Federal Reserve Bank of Minneapolis, revised 03 Nov 2016.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International reserves and rollover risk," Working Paper 13-01, Federal Reserve Bank of Richmond, revised 01 Jun 2013.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018. "International Reserves and Rollover Risk," American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 13/33, International Monetary Fund.
- Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization Institute Working Papers 151, Federal Reserve Bank of Dallas, revised 2013.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015.
"Fiscal rules and the Sovereign Default Premium,"
CAEPR Working Papers
2015-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Francisco Roch & Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 12/30, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012. "Fiscal rules and the sovereign default premium," Working Paper 12-01, Federal Reserve Bank of Richmond, revised 2012.
- Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
- Zeng, Jhih-Hong & Peng, Chi-Lu & Chen, Ming-Chi & Lee, Chien-Chiang, 2013. "Wealth effects on the housing markets: Do market liquidity and market states matter?," Economic Modelling, Elsevier, vol. 32(C), pages 488-495.
- Leonardo Martinez & Juan Hatchondo, 2017. "Sovereign Cocos and the Reprofiling of Debt Payments," 2017 Meeting Papers 1435, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015.
"Debt Dilution and Sovereign Default Risk,"
CAEPR Working Papers
2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 11/70, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond, revised 2012.
- Álvarez-Parra, Fernando & Brandao-Marques, Luis & Toledo, Manuel, 2013. "Durable goods, financial frictions, and business cycles in emerging economies," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 720-736.
- Masahiro Kodama, 2013. "External Shocks and High Volatility in Consumption in Low-Income Countries," The Developing Economies, Institute of Developing Economies, vol. 51(3), pages 278-302, September.
- Manuel Toledo & Luis B. Marques & Fernando A. Alvarez, 2009.
"Excess Volatility of Consumption in Developed and Emerging Markets: The Role of Durable Goods,"
2009 Meeting Papers
142, Society for Economic Dynamics.
Cited by:
- Naoussi, Claude Francis & Tripier, Fabien, 2013.
"Trend shocks and economic development,"
Journal of Development Economics,
Elsevier, vol. 103(C), pages 29-42.
- Claude Francis Naoussi & Fabien Tripier, 2013. "Trend Shocks and Economic Development," Working Papers 2013-03, CEPII research center.
- Naoussi, Claude Francis & Tripier, Fabien, 2013.
"Trend shocks and economic development,"
Journal of Development Economics,
Elsevier, vol. 103(C), pages 29-42.
- Marques, Luis B, 2007.
"Welfare Implications of Exchange Rate Changes,"
MPRA Paper
5721, University Library of Munich, Germany.
Cited by:
- Marques, Luis B, 2007. "The Costs to Consumers of a Depreciated Conversion Rate to the Euro," MPRA Paper 5723, University Library of Munich, Germany.
- 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.
- 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.
Cited by:
- Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2009.
"The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange,"
UiS Working Papers in Economics and Finance
2009/35, University of Stavanger.
- Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2009. "The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange?," Working Paper 2009/26, Norges Bank.
- Thierry Foucault & Laurent Fresard, 2014.
"Learning from peers' stock prices and corporate investment,"
Post-Print
hal-00977071, HAL.
- Foucault, Thierry & Fresard, Laurent, 2014. "Learning from peers' stock prices and corporate investment," Journal of Financial Economics, Elsevier, vol. 111(3), pages 554-577.
- Cedric Tille & Eric van Wincoop, 2009. "Disconnect and Information Content of International Capital Flows: Evidence and Theory," Working Papers 102009, Hong Kong Institute for Monetary Research.
- Chan, Kalok & Yang, Jian & Zhou, Yinggang, 2018. "Conditional co-skewness and safe-haven currencies: A regime switching approach," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 58-80.
- Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009.
"Private information, stock markets, and exchange rates,"
BIS Working Papers
271, Bank for International Settlements.
- Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," Working Papers 2009-07, Monetary Policy Group, Bank of Thailand.
- Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2010. "Private information, stock markets, and exchange rates," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 186-210, Bank for International Settlements.
- Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip, 2018.
"Private information, capital flows, and exchange rates,"
Journal of International Money and Finance,
Elsevier, vol. 81(C), pages 40-55.
- Jacob Gyntelberg & Subhanij Tientip & Mico Loretan, 2012. "Private Information, Capital Flows, and Exchange Rates," IMF Working Papers 12/213, International Monetary Fund.
- Jacob Gyntelberg & Mico Loretan & Tientip Subhanij, 2015. "Private information, capital flows, and exchange rates," Working Papers 2015-12, Swiss National Bank.
- Avdis, Efstathios, 2016. "Information tradeoffs in dynamic financial markets," Journal of Financial Economics, Elsevier, vol. 122(3), pages 568-584.
- Albuquerque, Rui & Song, Shiyun & Yao, Chen, 2017. "The Price Effects of Liquidity Shocks: A Study of SEC's Tick-Size Experiment," CEPR Discussion Papers 12486, C.E.P.R. Discussion Papers.
- Visaltanachoti, Nuttawat & Charoenwong, Charlie & Ding, David K., 2011. "Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 474-487, June.
- Gençay, Ramazan & Gradojevic, Nikola, 2013. "Private information and its origins in an electronic foreign exchange market," Economic Modelling, Elsevier, vol. 33(C), pages 86-93.
- Lynch, Andrew & Nikolic, Biljana & Yan, Xuemin (Sterling) & Yu, Han, 2014. "Aggregate short selling, commonality, and stock market returns," Journal of Financial Markets, Elsevier, vol. 17(C), pages 199-229.
- Kees E. Bouwman & Elvira Sojli & Wing Wah Tham, 2012. "Aggregate Stock Market Illiquidity and Bond Risk Premia," Tinbergen Institute Discussion Papers 12-140/IV/DSF46, Tinbergen Institute.
- Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk, 2015.
"Informed traders' arrival in foreign exchange markets: Does geography matter?,"
Post-Print
hal-01563055, HAL.
- Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk, 2015. "Informed traders’ arrival in foreign exchange markets: Does geography matter?," Empirical Economics, Springer, vol. 49(4), pages 1431-1462, December.
- Ülkü, Numan & Demirci, Ebru, 2012. "Joint dynamics of foreign exchange and stock markets in emerging Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 55-86.
- Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2009.
"Understanding the Forward Premium Puzzle: A Microstructure Approach,"
American Economic Journal: Macroeconomics,
American Economic Association, vol. 1(2), pages 127-154, July.
- Burnside, Craig & Eichenbaum, Martin & Rebelo, Sérgio, 2007. "Understanding the Forward Premium Puzzle: A Microstructure Approach," CEPR Discussion Papers 6399, C.E.P.R. Discussion Papers.
- Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2007. "Understanding the Forward Premium Puzzle: A Microstructure Approach," NBER Working Papers 13278, National Bureau of Economic Research, Inc.
- Kaul, Aditya & Kayacetin, Nuri Volkan, 2017. "Flight-to-quality, economic fundamentals, and stock returns," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 162-175.
- Ferreira Filipe, Sara, 2012. "Equity order flow and exchange rate dynamics," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 359-381.
- Pasquariello, Paolo & Vega, Clara, 2009. "The on-the-run liquidity phenomenon," Journal of Financial Economics, Elsevier, vol. 92(1), pages 1-24, April.
- Tirapat, Sunti & Visaltanachoti, Nuttawat, 2013. "Opportunistic insider trading," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1046-1061.
- Lukas Mankhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2013.
"Information flows in foreign exchange markets: dissecting customer currency trades,"
BIS Working Papers
405, Bank for International Settlements.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2016. "Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades," Journal of Finance, American Finance Association, vol. 71(2), pages 601-634, April.
- Xu, Liao & Yin, Xiangkang & Zhao, Jing, 2019. "The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
- Luis David Marques, 2000.
"Modelos Dinâmicos com Dados em Painel: Revisão da Literatura,"
FEP Working Papers
100, Universidade do Porto, Faculdade de Economia do Porto.
Cited by:
- Paula Cristina da Silva Ferreira Neto Rodrigues & António Abílio Garrido Brandão & António de Melo Cerqueira, 2008.
"The Macroeconomic Determinants of Cross Border Mergers and Acquisitions and Greenfield Investments,"
FEP Working Papers
281, Universidade do Porto, Faculdade de Economia do Porto.
- Paula Neto & António Brandão & António Cerqueira, 2009. "The Macroeconomic Determinants of Cross Border Mergers and Acquisitions and Greenfield Investments," GEE Papers 0017, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Aug 2009.
- Luiz Paulo Lopes Fávero, 2013. "Panel data in accounting and finance: theory and application," Brazilian Business Review, Fucape Business School, vol. 10(1), pages 127-149, January.
- Marcio José Vargas Cruz & Cássio Frederico Camargo Rolim, 2005. "The Determinants Of International Tourism And The Restrictions To The Insertion Of The Developing Countries - A Comparative Analysis In South America, Africa And South Of Asia," ERSA conference papers ersa05p714, European Regional Science Association.
- Marcos Rocha & Nelson Marconi, 2013. "Substituição de Poupança Interna por Externa e Sobreapreciações da Taxa de Câmbio," Discussion Papers 1870, Instituto de Pesquisa Econômica Aplicada - IPEA.
- David F.L. SANTOS & Santiago V. RODRIGUES & Danielle R.R. DAMIÃO, 2015. "Market Value and Performance of Brazilian Companies Valor de Mercado y Desempeño de las Empresas Brasileñas," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 15(2), pages 75-90.
- Kelmara Mendes Vieira & Paulo Sérgio Ceretta & Juliara Lopes da Fonseca, 2011. "Influence of variation of liquidity in asset pricing: panel analysis of the brazilian market for the period january 2000 to june 2008," Brazilian Business Review, Fucape Business School, vol. 8(3), pages 40-63, July.
- Paula Cristina da Silva Ferreira Neto Rodrigues & António Abílio Garrido Brandão & António de Melo Cerqueira, 2008.
"The Macroeconomic Determinants of Cross Border Mergers and Acquisitions and Greenfield Investments,"
FEP Working Papers
281, Universidade do Porto, Faculdade de Economia do Porto.
Articles
- Brandao-Marques, Luis & Gelos, Gaston & Melgar, Natalia, 2018.
"Country transparency and the global transmission of financial shocks,"
Journal of Banking & Finance,
Elsevier, vol. 96(C), pages 56-72.
- Luis Brandão Brandao Marques & R. G Gelos & Natalia Melgar, 2013. "Country Transparency and the Global Transmission of Financial Shocks," IMF Working Papers 13/156, International Monetary Fund.
Cited by:
- Erlend Nier & Tahsin Saadi Sedik & Tomas Mondino, 2014. "Gross Private Capital Flows to Emerging Markets; Can the Global Financial Cycle Be Tamed?," IMF Working Papers 14/196, International Monetary Fund.
- Allison F Kingsley & Benjamin A T Graham, 2017. "The effects of information voids on capital flows in emerging markets," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 48(3), pages 324-343, April.
- Forssbaeck, Jens & Oxel, Lars, 2014. "The Multi-Faceted Concept of Transparency," Working Paper Series 1013, Research Institute of Industrial Economics.
- Du, Brian & Serrano, Alejandro & Vianna, Andre, 2018. "Institutional development and foreign banks in Chile," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 166-178.
- Nkrumah, Kwabena Meneabe, 2013. "Effect of Fiscal Policy Shocks in Brazil," MPRA Paper 72534, University Library of Munich, Germany.
- Cerutti, Eugenio & Claessens, Stijn & Ratnovski, Lev, 2014.
"Global Liquidity and Drivers of Cross-Border Bank Flows,"
CEPR Discussion Papers
10314, C.E.P.R. Discussion Papers.
- Eugenio M Cerutti & Stijn Claessens & Lev Ratnovski, 2014. "Global Liquidity and Drivers of Cross-Border Bank Flows," IMF Working Papers 14/69, International Monetary Fund.
- Serkan Arslanalp & Takahiro Tsuda, 2014. "Tracking Global Demand for Emerging Market Sovereign Debt," IMF Working Papers 14/39, International Monetary Fund.
- Choi, Sangyup & Hashimoto, Yuko, 2018. "Does transparency pay? Evidence from IMF data transparency policy reforms and emerging market sovereign bond spreads," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 171-190.
- Jain, Pankaj K. & Kuvvet, Emre & Pagano, Michael S., 2017. "Corruption’s impact on foreign portfolio investment," International Business Review, Elsevier, vol. 26(1), pages 23-35.
- Álvarez-Parra, Fernando & Brandao-Marques, Luis & Toledo, Manuel, 2013.
"Durable goods, financial frictions, and business cycles in emerging economies,"
Journal of Monetary Economics,
Elsevier, vol. 60(6), pages 720-736.
Cited by:
- Mădălin Viziniuc, 2017. "Potential Gains from Cooperation Between Monetary and Macroprudential Policies: The Case of an Emerging Economy," Eastern European Economics, Taylor & Francis Journals, vol. 55(5), pages 420-452, September.
- Boileau, Martin & Normandin, Michel, 2017. "The price of imported capital and consumption fluctuations in emerging economies," Journal of International Economics, Elsevier, vol. 108(C), pages 67-81.
- Chen, Kuan-Jen & Chu, Angus C. & Lai, Ching-Chong, 2014.
"Home Production and Small Open Economy Business Cycles,"
MPRA Paper
59020, University Library of Munich, Germany.
- Kuan-Jen Chen & Angus C. Chu & Ching-Chong Lai, 2014. "Home Production and Small Open Economy Business Cycles," IEAS Working Paper : academic research 14-A011, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Chen, Kuan-Jen & Chu, Angus C. & Lai, Ching-Chong, 2018. "Home production and small open economy business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 110-135.
- Marc-Andre Letendre & Sabreena Obaid, 2019. "Emerging Economy Business Cycles: Interest Rate Shocks vs Trend Shocks," Department of Economics Working Papers 2019-07, McMaster University.
- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kursat Onder, 2014.
"Non-Defaultable Debt and Sovereign Risk,"
IMF Working Papers
14/198, International Monetary Fund.
- Yasin Kursat Onder & Leonardo Martinez & Juan Hatchondo, 2016. "Non-Defaultable Debt and Sovereign Risk," 2016 Meeting Papers 1297, Society for Economic Dynamics.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Onder, Yasin Kursat, 2017. "Non-defaultable debt and sovereign risk," Journal of International Economics, Elsevier, vol. 105(C), pages 217-229.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015.
"Debt Dilution and Sovereign Default Risk,"
CAEPR Working Papers
2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 11/70, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond, revised 2012.
- Hewei Shen, 2016. "Financial Crises and the Role of Debt Maturity for Emerging Economies," CAEPR Working Papers 2017-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Takefumi Yamazaki, 2018. "Financial friction sources in emerging economies: Structural estimation of sovereign default models," Discussion papers ron303, Policy Research Institute, Ministry of Finance Japan.
- Aydan Dogan, 2019.
"Online Appendix to "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics","
Online Appendices
18-377, Review of Economic Dynamics.
- Aydan Dogan, 2019. "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 202-220, October.
- Jan-Philipp Dueber, 2018. "Endogenous Time-Varying Volatility and Emerging Market Business Cycles," Studies in Economics 1811, School of Economics, University of Kent.
- 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.
See citations under working paper version above.
- 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.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations or Wikipedia entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 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.- NEP-CBA: Central Banking (4) 2007-11-17 2007-11-17 2013-09-25 2017-08-13
- NEP-FMK: Financial Markets (3) 2006-04-08 2017-01-22 2017-08-13
- NEP-IFN: International Finance (3) 2007-11-17 2007-11-17 2015-11-07
- NEP-CFN: Corporate Finance (2) 2015-11-07 2019-10-14
- NEP-CSE: Economics of Strategic Management (2) 2013-09-25 2013-11-29
- NEP-DGE: Dynamic General Equilibrium (2) 2007-11-17 2011-07-21
- NEP-INT: International Trade (2) 2013-11-29 2015-11-07
- NEP-MON: Monetary Economics (2) 2007-11-17 2017-08-13
- NEP-BAN: Banking (1) 2013-09-25
- NEP-BEC: Business Economics (1) 2006-04-08
- NEP-EEC: European Economics (1) 2007-11-17
- NEP-EFF: Efficiency & Productivity (1) 2013-11-29
- NEP-FDG: Financial Development & Growth (1) 2019-10-14
- NEP-FOR: Forecasting (1) 2006-04-08
- NEP-LAM: Central & South America (1) 2013-09-25
- NEP-LTV: Unemployment, Inequality & Poverty (1) 2013-09-25
- NEP-MAC: Macroeconomics (1) 2011-07-21
- NEP-NEU: Neuroeconomics (1) 2013-09-25
- NEP-OPM: Open Economy Macroeconomics (1) 2011-07-21
- NEP-RMG: Risk Management (1) 2013-09-25
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, Luis Brandao Marques 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.
Printed from https://ideas.repec.org/f/pma803.html