Samuel W. Malone

University of the Andes

Assistant Professor

Carrera Primera # 18A-12

D.C. 110311

Colombia

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 20,390

in Total Papers Downloads

1,903

CITATIONS
Rank 33,218

SSRN RANKINGS

Top 33,218

in Total Papers Citations

6

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 Colegio de Estudios Superiores de Administracion
Downloads 491 (40,669)

Abstract:

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 Colegio de Estudios Superiores de Administracion
Downloads 436 (41,776)

Abstract:

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 B. Gramacy and Enrique ter Horst
University of the Andes, University of Chicago - Booth School of Business and Colegio de Estudios Superiores de Administracion
Downloads 327 (49,301)
Citation 1

Abstract:

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 99 (222,873)
Citation 2

Abstract:

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 81 (245,739)

Abstract:

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 77 (237,143)

Abstract:

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 71 (280,415)
Citation 3

Abstract:

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 (567,682)
Citation 3
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Abstract:

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

Abstract: