Publications
selected scholarly works & creative activities
-
Article
-
2025Variance of deviation from optimal leverage. Journal of Financial Research. 48:1408-1442.Full Text via DOI: 10.1111/jfir.12438 Web of Science: 001318769500001
-
2025Compounding Money and Nominal Price Illusions. Management science. 71.Full Text via DOI: 10.1287/mnsc.2023.03549 Web of Science: 001489268400001
-
2025Press Freedom as a Risk Factor: Effects on Volatility and Uncertainty. Journal of Portfolio Management. 51:194-215.Web of Science: 001505169200015
-
2024Machine Learning for Continuous-Time Finance. The Review of financial studies. 37:3217-3271.Full Text via DOI: 10.1093/rfs/hhae043 Web of Science: 001314138600001
-
2023The impact of cash transfer participation on unhealthy consumption in Brazil. HEALTH POLICY OPEN. 4.Full Text via DOI: 10.1016/j.hpopen.2022.100087 Web of Science: 001133803500001
-
2023Capital Structure and the Yield Curve. Review of Corporate Finance Studies. 14:85-124.Full Text via DOI: 10.1093/rcfs/cfac036 Web of Science: 000881799800001
-
2023Tax policies and agency costs. Journal of Financial Research. 46:383-409.Full Text via DOI: 10.1111/jfir.12321 Web of Science: 000929358200001
-
2022Price Uncertainty and Debt Covenants: Evidence from US Oil Producers. Review of Corporate Finance Studies. 13:712-738.Full Text via DOI: 10.1093/rcfs/cfac033 Web of Science: 000866640900001
-
2022Leverage and capital utilization. European Journal of Finance, The. 28:801-824.Full Text via DOI: 10.1080/1351847X.2021.1924215 Web of Science: 000649608900001
-
2022Vanishing Contagion Spreads. Management science. 68:740-772.Full Text via DOI: 10.1287/mnsc.2020.3868 Web of Science: 000770236200018
-
2021The importance of large shocks to return predictability. Pacific Basin Finance Journal. 68.Full Text via DOI: 10.1016/j.pacfin.2021.101518 Web of Science: 000687302600009
-
2020Equilibrium implications of interest rate smoothing. Quantitative Finance. 20:409-423.Full Text via DOI: 10.1080/14697688.2019.1645346 Web of Science: 000492891500001
-
2020Benchmarking machine-learning software and hardware for quantitative economics. Journal of Economic Dynamics and Control. 111.Full Text via DOI: 10.1016/j.jedc.2019.103796 Web of Science: 000512481400006
-
2019Endogenous asymmetric money illusion. Journal of Banking & Finance. 109.Full Text via DOI: 10.1016/j.jbankfin.2019.105681 Web of Science: 000500385900009
-
2019The effects of risk aversion and money illusion on the components of dividend growth rate. European Journal of Finance, The. 26:443-460.Full Text via DOI: 10.1080/1351847X.2019.1687098 Web of Science: 000494008300001
-
-
Preprint
Contact
full name
- Thomas Duarte
