Access Statistics for Marco Bonomo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A aleatoriedade do passeio na BOVESPA: testando a eficiência do mercado acionário brasileira 0 0 0 45 0 0 0 252
Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias 0 0 0 19 0 0 1 197
Aprendizado evolucionário, inércia inflacionária e recessão em desinflações monetárias 0 0 0 74 0 0 0 683
Arbitrage Pricing Theory (APT) and Macroeconomics Variables: a comparative study for the brazilian stock market 0 0 1 317 1 2 4 884
Arbitrage Pricing Theory (APT) and Macroeconomics Variables: an empirical study for the Brazilian stock market 0 1 1 412 0 1 2 968
Arbitrage Pricing Theory (APT) e variáveis macroeconômicas. Um estudo empírico sobre o mercado acionário brasileiro 0 0 1 498 1 1 5 1,438
Arbitrage Pricing Theory (APT) e variáveis macroeconômicas: um estudo empírico sobre o mercado acionário brasileiro 0 0 0 23 1 1 3 424
Are one-sided S,s rules useful proxies for optimal pricing rules? 0 0 0 47 0 0 0 335
CALIBRANDO E SIMULANDO O MODELO DO ACELERADOR FINANCEIRO PARA A ECONOMIA BRASILEIRA 0 0 0 61 1 2 2 318
Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? 0 0 0 0 0 0 0 100
Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? 0 0 0 0 0 0 0 229
Can a well-fitted equilibrium asset pricing model produce mean reversion? 0 0 0 9 0 1 1 106
Consumption and Equilibrium Asset Pricing: an Empirical Assessment 0 0 0 0 0 0 3 211
Consumption and Equilibrium Asset Pricing: an Empirical Assessment 0 0 0 0 0 0 0 136
Consumption and equilibrium asset pricing: An empirical assessment 0 0 0 24 0 0 0 124
Debt Composition and Balance Sheet Effects of Exchange and Interest Rate Volatility in Brazil 0 0 2 167 0 0 3 365
Debt composition and exchange rate balance sheet effects in Brazil: a firm level analysis 0 0 0 115 0 0 0 444
Disappointment Aversion as a Solution to the Equity Premium and the Risk- Free Rate Puzzles 0 0 0 1 0 1 2 581
Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles 0 0 2 630 0 0 2 3,314
Disappointment aversion as a solution to the equity premium and the risk-free rate puzzles 0 0 0 37 0 0 2 211
Elections and Exchange Rate Policy Cycles 0 0 0 193 0 0 0 488
Elections and exchange rate policy cycles 0 0 1 65 0 2 4 231
Endogenous Time-Dependent Rules and Inflation Inertia 0 0 1 173 0 1 2 499
Endogenous Time-Dependent Rules and the Costs of Disinflation with Imperfect Credibility 0 0 0 57 0 0 0 251
Endogenous Time-Dependent Rules and the Costs of Disinflation with Imperfect Credibility 0 0 0 48 1 1 1 243
Endogenous time-dependent rules and inflation inertia: preliminary version 0 0 0 4 0 0 0 166
Endogenous time-dependent rules and the costs of disinflation with imperfect credibility 0 0 0 12 0 0 2 167
Estimating Strategic Complementarity in a State-Dependent Pricing Model 0 0 0 14 0 0 5 92
Estimating Strategic Complementarity in a State-Dependent Pricing Model 0 0 0 25 0 0 3 90
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 1 88 1 1 2 253
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 0 27 1 2 4 107
Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing 0 0 0 72 0 1 1 373
Imperfectly credible disinflation under endogenous time-dependent pricing 0 0 0 18 0 0 0 129
Imperfectly credible disinflation under endogenous time-ependent pricing 0 0 0 34 0 0 1 201
Indexation, Staggering and Disinflation 0 0 0 0 0 1 1 100
Indexation, Staggering and Disinflation 0 0 0 0 0 0 0 141
Indexation, staggering and disinflation 0 0 0 11 0 0 0 60
Infrequent information, optimal time and state dependent rules, and aggregate effects 0 0 0 6 2 2 2 69
MEAN AVERSION IN EQUILIBRIUM ASSET PRICES: COMMENT 0 0 0 0 1 1 1 351
Macroeconomic and Financial Consequences of the After Crisis Government-Driven Credit Expansion in Brazil 0 0 0 32 0 0 0 125
Macroeconomic and Financial Consequences of the Post-Crisis Government-Driven Credit Expansion in Brazil 0 0 1 20 2 2 4 70
Multi-Product Pricing: Theory and Evidence from Large Retailers in Israel 0 0 2 54 2 4 8 264
Optimal Rules under Adjustment Cost and Infrequent Information 0 0 1 40 0 0 1 256
Optimal state-dependent rules, credibility and the cost of disinflation 0 0 0 3 0 0 0 41
Optimal state-dependent rules, credibility, and inflation inertia 0 0 0 29 0 1 1 232
Optimal two-sided and suboptimal one-sided state-dependent pricing rules 0 0 0 11 0 0 0 39
Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information 1 1 1 31 1 2 3 107
Political Business Cycles through Lobbying 0 0 0 162 0 0 1 312
Public Investment and Fiscal Crisis in Brazil: Finding Culprits and Solutions 0 0 2 8 0 0 5 30
Regras Monetárias e Dinâmica Macroeconomica no Brasil: uma abordagem de expectativas racionais 0 0 0 110 0 1 1 496
Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais 0 0 0 25 0 1 1 205
Regras monetárias e dinâmica macroeconômica no Brasil: uma abordagem de expectativas racionais 0 0 0 32 0 0 0 310
Retornos anormais e estratégias reversas 0 0 0 70 0 0 0 227
Short-Selling Restrictions and Returns: a Natural Experiment 0 0 0 26 1 1 3 93
Special interests and political business cycles 0 0 0 82 0 0 21 395
State-dependent pricing under infrequent information: a unified framework 0 0 0 41 0 1 2 137
Tests of Conditional Asset Pricing Models in the Brazilian Stock Market 0 0 0 353 1 1 2 2,128
Tests of Conditional Asset Pricing Models in the Brazilian Stock Market 0 0 0 79 0 1 1 466
Tests of Conditional Asset Pricing Models in the Brazilian Stock Market 0 0 0 537 0 0 0 2,093
Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market 0 0 0 1 0 0 0 820
Tests of conditional asset pricing models in the Brazilian stock market 0 0 0 42 0 1 3 212
Tests of conditional asset pricing models in the brazilian stock market 0 0 1 5 0 0 1 401
The Impact of Government-Driven Loans in the Monetary Transmission Mechanism: what can we learn from firm-level data? 0 1 5 54 2 3 16 202
The Macroeconomic Effects of Infrequent Information With Adjustment Costs 0 0 0 0 1 1 1 280
The Macroeconomic Effects of Infrequent Information with Adjustment Costs 0 0 0 28 0 0 0 230
The Political Economy of Exchange Rate Policy in Brazil: 1964-1997 0 0 0 78 0 1 1 254
The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment 0 0 1 4 0 0 3 850
The macroeconomic effects of infrequent information with adjustment costs 0 0 0 7 0 0 1 124
The political economy of exchange rate policy in Brazil: 1964-1999 0 0 0 193 0 0 0 396
Time- and State-Dependent Pricing: A Unified Framework 0 0 0 23 2 2 3 89
Total Working Papers 1 3 24 5,506 22 44 142 27,215


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Aleatoriedade do Passeio na Bovespa: Testando a Eficiência do Mercado Acionário Brasileiro 0 0 0 1 0 0 0 22
Abnormal Returns and Contrarian Strategies 0 0 1 11 1 1 6 57
Abrupt monetary policy change and unanchoring of inflation expectations 0 1 7 7 2 6 24 24
Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias 0 0 0 0 0 0 0 18
Are One-Sided S,s Rules Useful Proxies For Optimal Pricing Rules? 0 0 0 2 0 0 0 33
Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion? 0 0 0 63 1 1 2 388
Consumption and equilibrium asset pricing: An empirical assessment 0 0 1 58 0 0 3 211
Debt composition and exchange rate balance sheet effect in Brazil: a firm level analysis 0 0 0 140 0 0 2 458
ELECTIONS AND EXCHANGE RATE POLICY CYCLES 0 0 1 3 1 1 5 11
ELECTORAL CYCLES THROUGH LOBBYING 0 0 0 12 2 3 4 79
Endogenous Time-Dependent Rules and Inflation Inertia 0 0 0 0 1 1 3 259
Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices 0 0 1 34 0 1 5 114
Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing 0 0 0 21 0 0 1 117
Imperfectly Credible Disinflation under Endogenous Time‐Dependent Pricing 0 0 0 5 0 0 2 13
Indexation, staggering and disinflation 0 0 0 34 0 1 2 110
Multi-Product Pricing: Theory and Evidence from Large Retailers 0 0 0 1 1 2 10 16
Optimal state-dependent rules, credibility, and inflation inertia 0 0 0 43 0 1 2 227
Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information 0 0 1 4 0 0 7 23
Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais 0 0 1 2 0 0 1 17
Search and inflation 0 0 0 0 0 0 0 1
Search and inflation: a survey of the recent literature 0 0 0 8 0 0 0 48
Taxas de juros e depósitos em moeda estrangeira no Brasil: um comentário 0 0 0 0 1 1 1 16
Tests of conditional asset pricing models in the Brazilian stock market 0 0 0 87 0 1 2 290
The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment 0 0 0 1 1 1 1 27
The after crisis government-driven credit expansion in Brazil: A firm level analysis 1 2 13 165 1 2 27 490
The long and the short of the risk-return trade-off 0 0 0 14 0 0 2 106
The macroeconomic effects of infrequent information with adjustment costs 0 1 2 49 0 1 2 395
The macroeconomic effects of infrequent information with adjustment costs 0 0 0 0 0 0 0 7
Total Journal Articles 1 4 28 765 12 24 114 3,577
1 registered items for which data could not be found


Statistics updated 2025-03-03