Diogo Duarte

Florida International University

Assistant Professor of Finance

11200 S.W. 8th St., 236

Miami, FL 33199

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 49,762

SSRN RANKINGS

Top 49,762

in Total Papers Downloads

1,387

SSRN CITATIONS

0

CROSSREF CITATIONS

1

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 (10)

1.

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 653 (59,961)
Citation 1

Abstract:

Loading...

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

2.

Vanishing Contagion Spreads

Number of pages: 57 Posted: 15 Dec 2017 Last Revised: 29 Dec 2020
Florida International University, INSEAD, Questrom School of Business, Boston University and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 147 (286,701)

Abstract:

Loading...

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

3.

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 122 (330,473)

Abstract:

Loading...

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

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 and INSEAD
Downloads 90 (404,971)

Abstract:

Loading...

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

5.

Leverage and Capital Utilization

Number of pages: 30 Posted: 19 Dec 2018 Last Revised: 27 Aug 2019
Florida International University, Arizona State University (ASU), W.P. Carey School of Business and Sawyer Business School - Suffolk University
Downloads 89 (407,748)

Abstract:

Loading...

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

6.

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 83 (425,316)

Abstract:

Loading...

Capital Structure, Debt Maturity, Term Structure.

7.

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 82 (428,389)

Abstract:

Loading...

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

8.

Compounding Money and Nominal-Price Illusions

Number of pages: 70 Posted: 01 Mar 2022 Last Revised: 17 Nov 2022
Florida International University, Florida International University and Georgia College & State University
Downloads 57 (517,980)

Abstract:

Loading...

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

9.

Nonlinear Effects of Deviation from Target Leverage

Number of pages: 46 Posted: 01 May 2022 Last Revised: 09 Sep 2022
Florida International University, Florida International University and Georgia College & State University
Downloads 49 (553,653)

Abstract:

Loading...

Target leverage, capital structure, panel regression, portfolio analysis

10.

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 15 (780,793)

Abstract:

Loading...

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

Other Papers (1)

Total Downloads: 86
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 86 (411,772)

Abstract:

Loading...

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