Diogo Duarte

Florida International University (FIU) - Department of Finance

Assistant Professor of Finance

University Park

11200 SW 8th Street

Miami, FL 33199

United States

Boston University - Department of Finance & Economics

595 Commonwealth Avenue

Boston, MA 02215

United States

  • Florida International University (FIU) - Department of Finance

  • Boston University - Department of Finance & Economics

SCHOLARLY PAPERS

6

DOWNLOADS

952

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.  ”

  • Florida International University (FIU) - Department of Finance

  • Boston University - Department of Finance & Economics

Scholarly Papers (6)

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Email selected abstracts
1.

The Systemic Effects of Benchmarking

Number of pages: 53 Posted: 20 Aug 2015 Last Revised: 31 Jan 2019
Diogo Duarte, Kyounghwan Lee and Gustavo Schwenkler
Florida International University (FIU) - Department of Finance, Boston University - Department of Finance & Economics and Santa Clara University - Department of Finance
Downloads 537 (61,337)
Citation 1

Abstract:

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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
Diogo Duarte, Rodolfo Prieto, Marcel Rindisbacher and Yuri Saporito
Florida International University (FIU) - Department of Finance, INSEAD, Questrom School of Business, Boston University and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 116 (282,095)

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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 (FIU) - Department of Finance, Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 93 (327,310)

Abstract:

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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 (FIU) - Department of Finance and INSEAD
Downloads 74 (375,162)

Abstract:

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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
Diogo Duarte, Hamilton Galindo Gil and Alexis Montecinos Bravo
Florida International University (FIU) - Department of Finance, Arizona State University (ASU), W.P. Carey School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 72 (380,864)

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

6.

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 (FIU) - Department of Finance and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 60 (418,783)

Abstract:

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