Journal Articles
21. Malone, Samuel W., Robert Gramacy, and Enrique ter Horst, "Timing foreign exchange markets""Timing foreign exchange markets", Econometrics, Vol. 4, No. 1, 15, 2016.
20. Rodríguez, Abel, Enrique ter Horst, and Samuel W. Malone, "Bayesian inference for a structural credit risk model with stochastic volatility and stochastic interest rates", Journal of Financial Econometrics, Vol. 13, No. 4, 2015, pp. 839-867.
19. Cáceres, Neila and Samuel W. Malone, "Optimal weather conditions, economic growth, and political transitions", World Development, Vol. 66, 2015, pp. 16-30.
18. Malone, Samuel W., Carlos Patino, and Luis Quintero, "Measuring and understanding economic growth outbreaks", The Heinz Journal, Vol. 11, No. 2, 2014, pp. 33-54.
17. Gramacy, Robert, Samuel W. Malone, and Enrique ter Horst, "Exchange rate fundamentals, forecasting, and speculation: Bayesian models in black markets", Journal of Applied Econometrics, Vol. 29, No. 1, 2014, pp. 22-41.
16. Cáceres, Neila and Samuel W. Malone, "Forecasting leadership transitions around the world", International Journal of Forecasting, Vol. 29, No. 4, 2013, pp. 575-591.
15. Gray, Dale and Samuel W. Malone, "Sovereign and Financial Sector Risk: Measurement and Interactions", Annual Review of Financial Economics, Vol. 4, No. 1, 2012, pp. 297-312.
14. Goderis, Benedikt and Samuel Malone, “Natural Resource Booms and Inequality: Theory and Evidence”, Scandinavian Journal of Economics, Vol. 113, No. 2, 2011, pp. 388-417.
13. Malone, Samuel, “Sovereign Indebtedness, Default, and Gambling for Redemption”, Oxford Economic Papers, Vol. 63, No. 2, 2011, pp. 331-354.
12. Malone, Samuel and Enrique ter Horst, “The Black Market for Dollars in Venezuela”, Emerging Markets Finance and Trade, Vol. 46, No. 5, 2010, pp. 71–93.
11. Gray, Dale, Andreas Jobst, and Samuel W. Malone, “Quantifying Systemic Risk and Re-conceptualizing the Role of Finance for Economic Growth”, Journal of Investment Management, Vol. 8, No. 2, 2010, pp. 90-110.
10. Malone, Samuel, Abel Rodriguez, and Enrique ter Horst, “What Executives Should Know about Structural Credit Risk Models and Their Limitations: A Primer with Examples”, Journal of Financial Transformation, Volume 27, Number 1, November, 2009, pp. 58-62.
9. Malone, Samuel, “Balance Sheet Effects, External Volatility, and Emerging Market Spreads”, Journal of Applied Economics, Volume XII, November, 2009, pp. 273-299.
8. Younis, Islam R., Samuel Malone, Henry S. Friedman, Larry J. Schaaf and William P. Petros, “Enterohepatic Recirculation Model of Irinotecan (CPT-11) and Metabolite Pharmacokinetics in Patients with Glioma”, Cancer Chemotherapy and Pharmacology, Volume 63, Number 3, February, 2009, pp. 517-524.
7. ter Horst, Enrique, Henryk Gzyl, and Samuel Malone, “Bayesian Parameter Inference for Models of the Black and Scholes Type”, Applied Stochastic Models in Business and Industry, Volume 24, Issue 6 , Nov.-Dec. 2008, pp. 507 – 524.
6. Malone, Samuel W., Pablo Tarazaga, Michael W. Trosset, “Better Initial Configurations for Metric Multidimensional Scaling.” Computational Statistics and Data Analysis, 2002, 41(1): 143-156.
5. Arthur, David G., Samuel W. Malone, Oaz Nir, “Optimal Overbooking.” UMAP Journal 23, 2002, pp. 283-300.
4. Malone, Samuel W., Jeffrey A. Mermin, Daniel B. Neill, “Air Traffic Control.” UMAP Journal 21, 2000, pp. 241-256.
3. Malone, Samuel W., Carl A. Miller, Daniel B. Neill, “Traffic Flow Models and the Evacuation Problem.”, UMAP Journal 22, 2001, pp. 271-290.
2. Malone, Samuel W., Michael W. Trosset, “Optimal dilations for metric multidimensional scaling.” 2000 Proceedings of the Statistical Computing Section and Section on Statistical Graphics, pp. 70-74, American Statistical Association, Alexandria, VA. 2000.
1. Malone, Samuel W., W. Garrett Mitchener and John A. Thacker, “Determining the People Capacity of a Structure.” UMAP Journal 20, 1999, pp. 273-286.
Industry Publications
13. Malone, Samuel W. and Martin A. Wurm, "Stressed Realized LGDs: Forecasting Recovery Rates under Alternative Macroeconomic Scenarios", Moody's Analytics Risk Perspectives, Vol. 9, 2017.
12. Malone, Samuel W. and Martin A. Wurm, "Modeling Stressed LGDs for Macroeconomic Scenarios", Moody's Analytics Risk Perspectives, Vol. 9, 2017.
11. Malone, Samuel W., Ed Young, “Beyond the Regulation: Exploring an Innovative Tool to Gauge Counterparty Credit Risk”, Moody’s Analytics Risk Perspectives, Vol. 8, 2016.
10. Malone, Samuel W., "Solving the Counterparty Default Scenario Problem: A 2016 CCAR Case Study", Moody's Analytics Risk Perspectives, Vol. 7, 2016.
9. Hughes, Tony, Samuel W. Malone, Michael Brisson, and Michael Vogan, "Introducing AutoCycle: Residual Risk Management and Lease Pricing at the VIN Level", Moody's Analytics White Paper, May 2016.
8. Malone, Samuel W., "Credit Risk Cascades: Forecasting PDs under compound scenarios", Moody's Analytics White Paper, November 2015.
7. Malone, Samuel W., "The hidden correlations lurking in emerging markets", Institutional Investor, November 28, 2015.
6. Poi, Brian, Samuel W. Malone, Tony Hughes, and Mark Zandi, "Quantitative easing and bank deposits", Regional Financial Review, October 2015.
5. Malone, Samuel W. and Alejandra Caro, "Systemic risk in Latin America: from Tequila Crisis to oil bust", Regional Financial Review, August 2015.
4. Hughes, Tony and Samuel W. Malone, "Systemic risk monitor 1.0: A network approach", Moody's Analytics White Paper, June 2015.
3. Hughes, Tony and Samuel W. Malone, "Systemic risk down under: Australian banking from a network perspective", Regional Financial Review, May 2015.
2. Hamilton, David, Tony Hughes, and Samuel W. Malone, "Measuring systemic risk in the Southeast Asian financial system", Moody's Analytics Risk Perspectives, Vol. 5, 2015.
1. Hughes, Tony and Samuel W. Malone, "Putting systemic stress into the stress testing system", GARP Risk Intelligence, March 5, 2015.