Marcos Fabricio Perez

Wilfrid Laurier University - School of Business & Economics

Assistant Professor

Waterloo, Ontario N2L 3C5

CANADA

http://www.public.asu.edu/~mfperez/

SCHOLARLY PAPERS

10

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CITATIONS
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11

Scholarly Papers (10)

Two-Pass Cross-Sectional Regression of Factor Pricing Models: A Minimum Distance Approach

Number of pages: 48 Posted: 06 Dec 2009 Last Revised: 17 Apr 2011
Seung C. Ahn, Christopher Gadarowski and Marcos Fabricio Perez
Arizona State University (ASU) - Economics Department, Rowan University - Accounting & Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 106 (206,606)
Citation 6

Abstract:

two pass, Fama Macbeth, risk prices, autocorrelation

2.

Exploring Common Factors in the Term Structure of Credit Spreads: The Use of Canonical Correlations

Number of pages: 49 Posted: 08 May 2007 Last Revised: 31 Aug 2012
Seung C. Ahn, Stephan Dieckmann and Marcos Fabricio Perez
Arizona State University (ASU) - Economics Department, University of Pennsylvania - Finance Department and Wilfrid Laurier University - School of Business & Economics
Downloads 274 (85,293)
Citation 3

Abstract:

Factor Analysis, Credit Risk, Common Factors, Canonical Correlations

3.

GMM Estimation of the Number of Latent Factors: With Application to International Stock Markets

Journal of Empirical Finance, Vol. 17, No. 4, 2010
Number of pages: 44 Posted: 21 May 2007 Last Revised: 14 Apr 2011
Seung C. Ahn and Marcos Fabricio Perez
Arizona State University (ASU) - Economics Department and Wilfrid Laurier University - School of Business & Economics
Downloads 123 (180,754)

Abstract:

Factor Model, Number of Factors, GMM, Panel Data, Asset Pricing, International Asset Pricing

4.

Risk Premium Estimation with Multicollinear and Invariant Betas by the Two-Pass Cross-Sectional Regressions

Number of pages: 34 Posted: 19 Mar 2010 Last Revised: 17 Apr 2011
Seung C. Ahn, Christopher Gadarowski and Marcos Fabricio Perez
Arizona State University (ASU) - Economics Department, Rowan University - Accounting & Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 53 (291,987)
Citation 1

Abstract:

Two-Pass, risk prices, betas, beta rank

5.

Diversification Through Catastrophe Bonds: Lessons from the Subprime Financial Crisis

Carayannopoulos, Peter, and M. Fabricio Perez. "Diversification through Catastrophe Bonds: Lessons from the Subprime Financial Crisis." The Geneva Papers on Risk and Insurance-Issues and Practice 40.1 (2015): 1-28.
Number of pages: 50 Posted: 29 Jun 2014 Last Revised: 20 Jan 2015
Marcos Fabricio Perez and Peter Carayannopoulos
Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 31 (237,944)

Abstract:

Catastrophe Bonds, Financial Crisis, GARCH, Diversification

6.

The Effect of Home‐Country and Host‐Country Corruption on Foreign Direct Investment

Review of Development Economics, Vol. 16, Issue 4, pp. 640-663, 2012
Number of pages: 24 Posted: 20 Oct 2012
Josef C. Brada, Zdenek Drabek and Marcos Fabricio Perez
Arizona State University (ASU) - Economics Department, World Trade Organization (WTO) and Wilfrid Laurier University - School of Business & Economics
Downloads 1 (526,207)
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Abstract:

7.

A Model of Corruption and Foreign Direct Investment a la John Dunning

Number of pages: 46 Posted: 22 Mar 2017
Josef C. Brada, Zdenek Drabek, José A. Mendez and Marcos Fabricio Perez
Arizona State University (ASU) - Economics Department, World Trade Organization (WTO), Arizona State University and Wilfrid Laurier University - School of Business & Economics
Downloads 0 (512,689)

Abstract:

Corruption, Foreign Directing Investment, competitive advantage

8.

Executive Compensation and the Market Valuation of Managerial Attributes

Number of pages: 56 Posted: 11 Jan 2015 Last Revised: 01 Jul 2016
Si Li and Marcos Fabricio Perez
Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 0 (258,668)

Abstract:

Executive compensation, CEO pay, managerial ability, human capital, fixed effects, manager fixed effects, interactive fixed effects, factor models

9.

Dynamic Effects of Idiosyncratic Volatility and Liquidity on Corporate Bond Spreads

Journal of Banking and Finance, Forthcoming
Posted: 01 Aug 2011 Last Revised: 04 Jun 2013
Madhu Kalimipalli, Subhankar Nayak and Marcos Fabricio Perez
Lazaridis School of Business and Economics, Wilfrid Laurier University, Wilfrid Laurier University - Financial Services Research Centre and Wilfrid Laurier University - School of Business & Economics

Abstract:

bond liquidity, equity volatility, illiquid markets, corporate bond spreads, dynamic relationships

10.

Illicit Money Flows as Motives for FDI

Journal of Comparative Economics, Forthcoming
Posted: 06 Dec 2009 Last Revised: 28 Jun 2014
Marcos Fabricio Perez, Josef C. Brada and Zdenek Drabek
Wilfrid Laurier University - School of Business & Economics, Arizona State University (ASU) - Economics Department and World Trade Organization (WTO)

Abstract:

foreign direct investment, capital flight, money laundering