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Marcos Fabricio Perez

Observed names: M Fabricio Perez, M. F. Perez, M. Fabricio Perez
ORCID: 0000-0001-5099-0856
Observed ORCID: 0000-0001-5099-0856
OpenAlex ID: A5074871663
National levels of corruption and foreign direct investment
2018 · Josef C. Brada, Zdenek Drabek, et al. · Journal of Comparative Economics · 111
Illicit money flows as motives for FDI
2011 · M. Fabricio Perez, Josef C. Brada, et al. · Journal of Comparative Economics · 85
The Effect of Home‐country and Host‐country Corruption on Foreign Direct Investment
2012 · Josef C. Brada, Zdenek Drabek, et al. · Review of Development Economics · 60
Diversification through Catastrophe Bonds: Lessons from the Subprime Financial Crisis
2014 · Peter Carayannopoulos, M Fabricio Perez · The Geneva Papers on Risk and Insurance Issues and Practice · 39
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Dynamic Effects of Idiosyncratic Volatility and Liquidity on Corporate Bond Spreads
2011 · Madhu Kalimipalli, Subhankar Nayak, et al. · Journal of Banking & Finance · 23
Estimation of Multivariate Asset Models with Jumps
2018 · Laura Ballotta, Gianluca Fusai, et al. · Journal of Financial and Quantitative Analysis · 17
Pricing Dynamics in the Market for Catastrophe Bonds
2018 · Peter Carayannopoulos, Olga Kanj, et al. · The Geneva Papers on Risk and Insurance Issues and Practice · 15
GMM estimation of the number of latent factors: With application to international stock markets
2010 · Seung C. Ahn, M. Fabricio Perez · Journal of Empirical Finance · 13
Two-Pass Cross-Sectional Regression of Factor Pricing Models: A Minimum Distance Approach
2009 · Seung C. Ahn, Christopher Gadarowski, et al. · SSRN Electronic Journal · 13
Two-pass estimation of risk premiums with multicollinear and near-invariant betas
2012 · Seung C. Ahn, M. Fabricio Perez, et al. · Journal of Empirical Finance · 12
Follow the Leader: Index Tracking with Factor Models
2019 · Pan Jiang, M. Fabricio Perez · Journal of Empirical Finance · 7
Catering Through Nominal Share Prices Revisited
2017 · M. Fabricio Perez, Andriy Shkilko · Critical Finance Review · 7
GMM Estimation of the Number of Latent Factors
2007 · M. Fabricio Perez, Seung C. Ahn · RePEc: Research Papers in Economics · 7
Exploring Common Factors in the Term Structure of Credit Spreads: The Use of Canonical Correlations
2007 · Seung C. Ahn, Stephan Dieckmann, et al. · SSRN Electronic Journal · 5
Factor Models for Binary Financial Data
2015 · M. Fabricio Perez, Andriy Shkilko, et al. · Journal of Banking & Finance · 4
Spillover effects of quota or parity laws: The case of Ecuador women mayors
2022 · Santiago Basabe‐Serrano, M. Fabricio Perez · Latin American Policy · 3
A Model of Corruption and Foreign Direct Investment a la John Dunning
2017 · Josef C. Brada, Zdenek Drabek, et al. · SSRN Electronic Journal · 3
Diversification Through Catastrophe Bonds: Lessons from the Subprime Financial Crisis
2013 · Marcos Fabricio Perez, Peter Carayannopoulos · SSRN Electronic Journal · 3
Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach
2012 · S. C. Ahn, C. Gadarowski, et al. · Journal of Financial Econometrics · 3
The evolution of pay premiums for managerial attributes
2021 · Si Li, M. Fabricio Perez · Journal of Corporate Finance · 2
Is there a missing factor? A canonical correlation approach to factor models
2017 · Seung C. Ahn, Stephan Dieckmann, et al. · Review of Financial Economics · 2
Stock split signalling: Evidence from short interest
2025 · M. Fabricio Perez, Andriy Shkilko, et al. · Journal of Banking & Finance · 1
Value creation and value destruction in investor-state dispute arbitration
2021 · Josef C. Brada, Chunda Chen, et al. · Journal of Multinational Financial Management · 1
Risk Premium Estimation with Multicollinear and Invariant Betas by the Two-Pass Cross-Sectional Regressions
2011 · Seung C. Ahn, Christopher Gadarowski, et al. · SSRN Electronic Journal · 1
Exploring the Common Factors in the Term Structure of Credit Spreads
2008 · Seung C. Ahn, Stephan Dieckmann, et al. · SSRN Electronic Journal · 1
Works count: 33
Citation count: 437
H-index: 10
I10-index: 10
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