Samuel W. Malone

University of the Andes

Assistant Professor

Carrera Primera # 18A-12

DC D.C. 110311

Colombia

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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CROSSREF CITATIONS

28

Scholarly Papers (8)

1.

The GARCH Structural Credit Risk Model: Simulation Analysis and Application to the Bank CDS Market During the 2007-2008 Crisis

Number of pages: 26 Posted: 24 Mar 2009
Samuel W. Malone, Abel Rodriguez and Enrique ter Horst
University of the Andes, University of California, Santa Cruz and Universidad de los Andes, Colombia - School of Business Administration
Downloads 581 (47,421)
Citation 1

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2.

The Black Market for Dollars in Venezuela

Number of pages: 17 Posted: 22 Dec 2008
Samuel W. Malone and Enrique ter Horst
University of the Andes and Universidad de los Andes, Colombia - School of Business Administration
Downloads 562 (49,477)

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Black market, exchange rates, Venezuela, capital controls

3.

Timing Foreign Exchange Markets

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 44 Posted: 02 Oct 2012 Last Revised: 14 Apr 2014
Samuel W. Malone, Robert Gramacy and Enrique ter Horst
University of the Andes, University of Chicago - Booth School of Business and Universidad de los Andes, Colombia - School of Business Administration
Downloads 546 (51,281)

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foreign exchange, speculation, Bayesian treed Gaussian process, Anatolyev-Gerko statistic

4.

Sovereign Indebtedness, Default, and Gambling for Redemption

Number of pages: 23 Posted: 11 May 2010 Last Revised: 20 Aug 2010
Samuel W. Malone
University of the Andes
Downloads 110 (256,086)
Citation 1

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Debt Forgiveness, Sovereign Default, Public Investment, Gambling for Redemption, Fiscal Policy, Monetary Policy

5.

The Determinants of Extreme Commodity Prices

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 57 Posted: 03 Oct 2011 Last Revised: 31 Oct 2012
Karlygash Kuralbayeva and Samuel W. Malone
University of Oxford and University of the Andes
Downloads 96 (280,967)
Citation 1

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commodities price returns, extreme dependence, quantile regressions

6.

Economic Growth, Political Institutions, and Leadership Transitions

Number of pages: 40 Posted: 28 Oct 2011 Last Revised: 21 Jan 2012
Samuel W. Malone and Neila Cáceres
University of the Andes and Universidad de los Andes, Colombia - School of Management
Downloads 95 (282,804)

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Political transitions, leaders, economic growth, political economy

Natural Resource Booms and Inequality: Theory and Evidence

Number of pages: 35 Posted: 16 Sep 2009
Benedikt Goderis and Samuel W. Malone
The Netherlands Institute for Social Research|SCP and University of the Andes
Downloads 81 (315,293)
Citation 2

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resource booms, inequality, Dutch Disease

Natural Resource Booms and Inequality: Theory and Evidence

Scandinavian Journal of Economics, Vol. 113, Issue 2, pp. 388-417, 2011
Number of pages: 30 Posted: 24 May 2011
Benedikt Goderis and Samuel W. Malone
The Netherlands Institute for Social Research|SCP and University of the Andes
Downloads 2 (690,151)
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Dutch disease, windfalls, commodity prices, O13, O15, F11, Q33

8.

Sovereign and Financial-Sector Risk: Measurement and Interactions

Annual Review of Financial Economics, Vol. 4, pp. 297-312, 2012
Posted: 04 Nov 2012
Dale F. Gray and Samuel W. Malone
International Monetary Fund (IMF) and University of the Andes

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