Diogo Duarte

Florida International University

Assistant Professor of Finance

11200 S.W. 8th St., 236

Miami, FL 33199

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 22,751

SSRN RANKINGS

Top 22,751

in Total Papers Downloads

4,229

SSRN CITATIONS

7

CROSSREF CITATIONS

2

Ideas:
“  My main area of research lies at the intersection of theoretical asset pricing and macro-finance. I have also been working on several projects related to continuous-time equilibrium models applied to monetary policy, systemic risk, and corporate finance.  ”

Scholarly Papers (11)

1.
Downloads 2,449 ( 9,470)
Citation 4

Machine Learning for Continuous-Time Finance

Number of pages: 82 Posted: 04 Aug 2017 Last Revised: 22 Dec 2023
Victor Duarte, Diogo Duarte and Dejanir Silva
University of Illinois at Urbana-Champaign, Florida International University and Purdue University - Krannert School of Management
Downloads 2,449 (10,850)
Citation 4

Abstract:

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Machine Learning, Asset Pricing, Corporate Finance, Portfolio Choice, Dynamic Programming

2.

The Systemic Effects of Benchmarking

Number of pages: 53 Posted: 20 Aug 2015 Last Revised: 31 Jan 2019
Florida International University, Boston University - Department of Finance & Economics and Santa Clara University - Department of Finance
Downloads 701 (69,620)
Citation 1

Abstract:

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Benchmarking, Institutional investors, retail investors, tail risk, heterogenous agents

3.

Vanishing Contagion Spreads

Number of pages: 57 Posted: 15 Dec 2017 Last Revised: 29 Dec 2020
Florida International University, INSEAD, Boston University - Questrom School of Business and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 188 (296,795)
Citation 1

Abstract:

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Credit Risk, Credit Spreads, Contagion, Exchange Economy, Equilibrium, Idiosyncratic shocks, Risk Premia Representation

4.

Capital Structure and the Yield Curve

Number of pages: 74 Posted: 02 Feb 2022 Last Revised: 15 Aug 2022
Diogo Duarte, Özde Öztekin and Yuri Saporito
Florida International University, Florida International University (FIU) and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 155 (350,880)

Abstract:

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Capital Structure, Debt Maturity, Term Structure.

5.

The Impact of the Freedom of the Press on Risk

Number of pages: 36 Posted: 14 Aug 2018 Last Revised: 12 Dec 2018
Diogo Duarte, Yuri Saporito and Rodrigo Targino
Florida International University, Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 148 (364,334)

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Freedom of the Press, Economic Policy Uncertainty, Volatility, Financial Markets, Bayesian Vector Autoregression (VAR)

6.

Leverage and Capital Utilization

Number of pages: 30 Posted: 19 Dec 2018 Last Revised: 27 Aug 2019
Florida International University, Cleveland State University and Sawyer Business School - Suffolk University
Downloads 123 (420,704)
Citation 1

Abstract:

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Leverage, Capital utilization, Short-term debt, DSGE model, Enforcement constraint, Endogenous depreciation

7.

Compounding Money and Nominal-Price Illusions

Number of pages: 86 Posted: 01 Mar 2022 Last Revised: 26 Jan 2024
Florida International University, Florida International University, University of Illinois at Urbana-Champaign and Georgia College & State University
Downloads 113 (448,385)

Abstract:

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Money Illusion, Nominal-Price Illusion, Inflation, Fed Model

8.

Equilibrium Implications of Interest Rate Smoothing

Number of pages: 48 Posted: 17 Oct 2017 Last Revised: 21 Jul 2018
Diogo Duarte and Rodolfo Prieto
Florida International University and INSEAD
Downloads 111 (454,368)

Abstract:

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Dynamic monetary equilibrium, Long term growth, McCallum rule, Nominal spread, Quantitative easing

9.

Endogenous Asymmetric Money Illusion

Number of pages: 67 Posted: 27 Apr 2018 Last Revised: 17 Oct 2019
Diogo Duarte and Yuri Saporito
Florida International University and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 104 (476,238)

Abstract:

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Money Illusion, Modigliani-Cohn Hypothesis, Money Superneutrality, Asset Pricing

10.

Variance of Deviation from Optimal Leverage

Number of pages: 62 Posted: 01 May 2022 Last Revised: 01 May 2024
Florida International University, Florida International University and Georgia College & State University
Downloads 97 (499,125)

Abstract:

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Target leverage, Capital structure, Portfolio analysis, Factor analysis

11.

The Impact of Cash Transfer Participation on Unhealthy Consumption in Brazil

Number of pages: 19 Posted: 13 Dec 2021
Fernanda Araujo Maciel and Diogo Duarte
California State University, Sacramento - College of Business and Florida International University
Downloads 40 (781,254)

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Conditional cash transfer program, Unhealthy consumption, Propensity score matching
estimation

Other Papers (1)

Total Downloads: 101
1.

Price Uncertainty and Debt Covenants: Evidence from U.S. Oil Producers

Number of pages: 37 Posted: 04 Nov 2018 Last Revised: 22 Aug 2022
Sandrine Docgne and Diogo Duarte
Florida International University and Florida International University
Downloads 101 (411,772)

Abstract:

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Financial Contracts, Control Rights, Monitoring, Debt Covenants, Uncertainty