Marco Bonomo

Insper Institute of Education and Research

R Quata 300

Sao Paulo, 04542-030

Brazil

SCHOLARLY PAPERS

15

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Top 41,052

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1,166

SSRN CITATIONS
Rank 16,201

SSRN RANKINGS

Top 16,201

in Total Papers Citations

27

CROSSREF CITATIONS

34

Scholarly Papers (15)

1.

Short-Selling Restrictions and Returns: A Natural Experiment

Number of pages: 53 Posted: 07 Mar 2017 Last Revised: 08 May 2020
Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças, Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Columbia University - Columbia Business School, Finance
Downloads 191 (172,855)

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Short Selling, Short Selling Restrictions, Market to Borrow Stocks, Asset Pricing

State-Dependent Pricing under Infrequent Information: A Unified Framework

Number of pages: 45 Posted: 12 May 2010 Last Revised: 14 May 2011
Marco Bonomo, Carlos Carvalho and René Garcia
Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Université de Montréal - CIREQ - Département de sciences économiques
Downloads 147 (217,078)
Citation 8

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menu costs, information costs, infrequent information, sticky information, inattentiveness, optimal price setting, state-dependent pricing, time-dependent pricing

State-Dependent Pricing Under Infrequent Information: A Unified Framework

FRB of New York Staff Report No. 455
Number of pages: 46 Posted: 24 Jun 2010 Last Revised: 16 May 2011
Marco Bonomo, Carlos Carvalho and René Garcia
Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Université de Montréal - CIREQ - Département de sciences économiques
Downloads 33 (504,188)
Citation 4

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Menu Costs, Information Costs, Infrequent Information, Sticky Information, Inattentiveness, Optimal Price Setting

3.

Generalized Disappointment Aversion, Long-Run Volatility Risk and Asset Prices

Review Review of Financial Studies, January 2011, 24, 82-122
Number of pages: 49 Posted: 19 Feb 2009 Last Revised: 13 Dec 2013
Insper Institute of Education and Research, Université de Montréal - CIREQ - Département de sciences économiques, Imperial College Business School and ESSEC Business School
Downloads 166 (195,650)
Citation 15

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disappointment aversion, long-run risk, equity premium, asset returns, predictability, equilibrium Asset Pricing, risk-free rate puzzle

4.

Time- and State-Dependent Pricing: A Unified Framework

Number of pages: 47 Posted: 19 Sep 2011
Marco Bonomo, Carlos Carvalho and René Garcia
Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Université de Montréal - CIREQ - Département de sciences économiques
Downloads 137 (229,172)
Citation 4

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menu costs, information costs, infrequent information, sticky information, inattentiveness, optimal price setting, state-dependent pricing, time-dependent pricing

5.

Persistent Monetary Non-Neutrality in an Estimated Model with Menu Costs and Partially Costly Information

Number of pages: 34 Posted: 27 Mar 2016 Last Revised: 08 Jul 2019
Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, Université de Montréal - CIREQ - Département de sciences économiques and World Bank
Downloads 116 (260,103)
Citation 4

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menu costs, information costs, infrequent information, partial information, inattentiveness, optimal price setting, state-dependent pricing, time-dependent pricing

6.

The Political Economy of Exchange Rate Policy in Brazil: 1964-1997

IDB Working Paper No. 103
Number of pages: 46 Posted: 19 Apr 2011
Marco Bonomo and Cristina Terra
Insper Institute of Education and Research and affiliation not provided to SSRN
Downloads 107 (275,279)
Citation 3

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7.

Deindustrialization and Economic Diversification

Number of pages: 19 Posted: 28 Jan 2014 Last Revised: 29 Jan 2014
Tiago Berriel, Marco Bonomo and Carlos Carvalho
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, Insper Institute of Education and Research and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Downloads 99 (290,298)
Citation 2

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diversification, deindustrialization, growth, portfolio problem, inefficiency

Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing

FRB of New York Staff Report No. 355
Number of pages: 38 Posted: 17 Nov 2008 Last Revised: 03 Jun 2010
Marco Bonomo and Carlos Carvalho
Insper Institute of Education and Research and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Downloads 82 (329,771)
Citation 7

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disinflation, optimal price setting, endogenous time-dependent pricing

Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing

Journal of Money, Credit, and Banking, Vol. 42, No. 5, 2010
Posted: 20 Oct 2011
Marco Bonomo and Carlos Carvalho
Insper Institute of Education and Research and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics

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disinflation, credibility, optimal price setting, endogenous time-dependent pricing

9.

Macroeconomic and Financial Consequences of the Post-Crisis Government-Driven Credit Expansion in Brazil

IDB Working Paper No. IDB-WP-551
Number of pages: 44 Posted: 20 Mar 2015
Marco Bonomo, Ricardo D. Brito and Bruno Martins
Insper Institute of Education and Research, FEA-USP and Government of the Federative Republic of Brazil - Central Bank of Brazil
Downloads 48 (428,561)
Citation 4

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Education, Crisis management, State ownership of banks, Investment

10.

Elections and Exchange Rate Policy Cycles

Economics & Politics, Vol. 17, No. 2, pp. 151-176, July 2005
Number of pages: 26 Posted: 02 Oct 2005
Marco Bonomo and Maria Cristina T. Terra
Insper Institute of Education and Research and Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças
Downloads 24 (541,080)
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11.

Multi-Product Pricing: Theory and Evidence From Large Retailers in Israel

Number of pages: 70 Posted: 29 May 2020
Insper Institute of Education and Research, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, Bank of Canada, Bank of Israel - Research Department and Harvard University
Downloads 14 (605,193)

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Inflation, Prices, Multi-Product Pricing, Menu Cost, Monetary Non-Neutrality

12.

Electoral Cycles Through Lobbying

Economics & Politics, Vol. 22, Issue 3, pp. 446-470, November 2010
Number of pages: 25 Posted: 04 Oct 2010
Marco Bonomo and Cristina Terra
Insper Institute of Education and Research and ESSEC Business School
Downloads 2 (694,268)
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13.

Endogenous Time-Dependent Rules and Inflation Inertia

Journal of Money, Credit, and Banking, Vol. 36, No. 6, 2004
Posted: 18 Apr 2010
Marco Bonomo and Carlos Carvalho
Insper Institute of Education and Research and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics

Abstract:

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time-dependent rules, optimal pricing rules, information costs,inflation inertia

14.

A Term Structure Model for Defaultable Bonds with Macro and Latent Variables

Posted: 07 Mar 2008
Marco Bonomo and Alexandre Lowenkron
Insper Institute of Education and Research and Banco BBM

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term structure, defaultable bond, spread, emerging markets

15.

Optimal State-Dependent Rules, Credibility and the Cost of Disinflation

Working Paper No. 359 Departamento de Economia-PUC-Rio
Posted: 27 Mar 1997
Marco Bonomo and Heitor Almeida
Insper Institute of Education and Research and University of Illinois at Urbana-Champaign

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