Diogo Duarte

Florida International University (FIU) - Department of Finance

Assistant Professor of Finance

University Park

11200 SW 8th Street

Miami, FL 33199

United States

SCHOLARLY PAPERS

6

DOWNLOADS

701

SSRN CITATIONS

0

CROSSREF CITATIONS

0

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 (6)

1.

The Systemic Effects of Benchmarking

Number of pages: 53 Posted: 20 Aug 2015 Last Revised: 31 Jan 2019
Florida International University (FIU) - Department of Finance, Boston University - Department of Finance & Economics and Boston University - Questrom School of Business
Downloads 394 (77,171)

Abstract:

Loading...

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

2.

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 (FIU) - Department of Finance, Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 77 (323,924)

Abstract:

Loading...

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

3.

Vanishing Contagion Spreads

Number of pages: 50 Posted: 15 Dec 2017 Last Revised: 09 Mar 2019
Florida International University (FIU) - Department of Finance, INSEAD, Questrom School of Business, Boston University and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 74 (331,483)

Abstract:

Loading...

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

4.

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 (FIU) - Department of Finance and INSEAD
Downloads 66 (352,665)

Abstract:

Loading...

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

5.

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 (FIU) - Department of Finance and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 53 (392,714)

Abstract:

Loading...

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

6.

Leverage and Capital Utilization

Number of pages: 30 Posted: 19 Dec 2018 Last Revised: 27 Aug 2019
Florida International University (FIU) - Department of Finance, Graduate Associate - W. P. Carey School of Business and MIT Sloan School of Management
Downloads 37 (453,161)

Abstract:

Loading...

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