| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium |
0 |
0 |
0 |
123 |
0 |
0 |
0 |
382 |
| A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables |
0 |
0 |
0 |
803 |
0 |
1 |
1 |
3,040 |
| A Test of the International Capm using Business Cycles Indicators as Instrumental Variables |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
166 |
| A Theory of the Nominal Character of Stock Securities |
0 |
1 |
1 |
2 |
1 |
2 |
2 |
9 |
| A Theory of the Nominal Character of Stock Securities |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
24 |
| A theory of forward market intervention |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
13 |
| A theory of the nominal character of stock securities |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
25 |
| An Exact Solution to the Portfolio Choice Problem Under Transactions Costs (Reprint 019) |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
347 |
| An exact solution to the portfolio choice problem under transactions costs |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
| Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
22 |
| Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? |
0 |
0 |
0 |
35 |
1 |
3 |
3 |
198 |
| Cross-Border Valuation: The International Cost of Equity Capital |
0 |
0 |
0 |
123 |
0 |
0 |
0 |
496 |
| Cross-Border Valuation: The International Cost of Equity Capital |
0 |
0 |
1 |
724 |
0 |
1 |
8 |
1,818 |
| Currency Option Pricing in Credible Target Zones |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
569 |
| Currency Option Pricing in Credible Target Zones |
0 |
0 |
0 |
157 |
0 |
1 |
1 |
1,004 |
| Currency option pricing in credible target zones |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
| Differences of Opinion and International Equity Markets |
0 |
0 |
0 |
14 |
1 |
2 |
3 |
74 |
| Differences of Opinion and International Equity Markets |
0 |
0 |
0 |
10 |
2 |
3 |
3 |
80 |
| Efficient Intertemporal Allocations with Recursive Utility |
0 |
0 |
1 |
334 |
0 |
1 |
4 |
1,305 |
| Efficient Intertemporal Allocations with Recursive Utility |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
26 |
| Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility |
0 |
0 |
1 |
5 |
2 |
2 |
6 |
32 |
| Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility |
0 |
0 |
0 |
75 |
0 |
0 |
3 |
310 |
| Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility |
0 |
0 |
0 |
54 |
2 |
2 |
4 |
265 |
| Factor Price Equalization Under Uncertainty |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
39 |
| Financial Securities - Market Equilibrium and Pricing Methods |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
| Firms' Exposures to Geographic Risks |
0 |
0 |
2 |
6 |
0 |
1 |
5 |
26 |
| Firms' Exposures to Geographic Risks |
0 |
0 |
0 |
11 |
0 |
0 |
11 |
88 |
| Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods |
0 |
0 |
0 |
92 |
0 |
1 |
1 |
587 |
| How Far Apart Can Two Riskless Interest Rates (One Moves, the Other One Does Not) |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
166 |
| How Long Do Unilateral Target Zones Last? |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
191 |
| How Long Do Unilateral Target Zones Last? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
150 |
| How Long Do Unilateral Target Zones Last? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
149 |
| How Long do Unilateral Target Zones Last? |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
136 |
| How Long do Unilateral Target Zones Last? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
| How Long do Unilateral Target Zones last? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
178 |
| Hysteresis Bands and Transaction Costs |
1 |
1 |
1 |
18 |
2 |
3 |
4 |
105 |
| Implied Volatility Functions: Empirical Tests |
0 |
0 |
1 |
232 |
0 |
1 |
5 |
592 |
| Implied Volatility Functions: Empirical Tests |
0 |
0 |
0 |
1,954 |
1 |
2 |
6 |
5,521 |
| Implied Volatility Functions: Empirical Tests |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
45 |
| Incomplete-Market Equilibria Solved Recursively on an Event Tree |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
111 |
| Incomplete-Market Equilibria Solved Recursively on an Event Tree |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
138 |
| Incomplete-Market Equilibria Solved Recursively on an Event Tree |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
58 |
| International Portfolio Choice and Corporation Finance: A Survey |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
372 |
| Les titres financiers - équilibre du marché et méthodes d'évaluation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
18 |
| MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
236 |
| MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
176 |
| MONETARY CONTRATING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
| Monetary Contracting Between Central Banks and the Design of SustainableExchange-Rate Zones |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
91 |
| Monetary Contracting between Central Banks and the Design of Sustainable Exchange-Rate Zones (Reprint 035) |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
136 |
| Optimal domestic acquisitions |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
| Partial - vs General - Equilibrium Models of the International Capital Market |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
260 |
| Partial- Vs. General-Equilibrium Models of the International Capital Market |
1 |
1 |
2 |
335 |
1 |
2 |
8 |
1,302 |
| Partial- vs general-equilibrium models of the international capital market |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
32 |
| Partial-Equilibrium vs General-Equilibrium Models of International Capital Market Equilibrium |
0 |
0 |
0 |
2 |
0 |
2 |
5 |
1,755 |
| Pass-Through and Exposure |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
746 |
| Pass-Through and Exposure |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
75 |
| Pass-through and Exposure |
0 |
0 |
2 |
77 |
0 |
0 |
2 |
235 |
| Performance of Currency Portfolios Chosen by a Bayesian Technique: 1967-1985 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
110 |
| Perishable Investment and Hysteresis in Capital Formation |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
18 |
| Perishable Investment and Hysteresis in Capital Formation |
0 |
0 |
0 |
30 |
1 |
1 |
2 |
170 |
| Perishable Investment and Hysteresis in Capital Formation |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
215 |
| Pricing Physical Assets Internationally |
0 |
0 |
1 |
24 |
0 |
1 |
2 |
225 |
| Pricing Physical Assets Internationally |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
84 |
| Pricing Physical Assets Internationally: A Non Linear Heteroskedastic Process for Equilibrium Real Exchange Rates |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
163 |
| Pricing Physical Assets Internationnaly: A Non linear Heteroskedastic Process for Equilibrium Real Exchange Rates |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
18 |
| Rational expectations and market efficiency |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
44 |
| Realignment Bank and Currency Option Pricing in Target Zones |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
220 |
| Realignment Risk and Currency Option Pricing in Target Zones |
0 |
0 |
0 |
107 |
0 |
0 |
0 |
784 |
| Realignment risk and currency option pricing in target zones |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
| Realignment risk and currency option pricing in target zones |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
| Short and long-term hedging for the corporation |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
17 |
| Short- and Long-term Hedging for the Corporation |
0 |
0 |
1 |
291 |
0 |
0 |
2 |
1,349 |
| Siegel's Paradox and Pricing of Currency Options |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
2,519 |
| Siegel's paradox and the pricing of currency options |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
32 |
| Super Contact and Related Optimality Conditions: A Supplement to Avinash Dixit's: "A Simplified Exposition of Some Results Concerning Regulated Brownian Motion" (Reprint 020) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
158 |
| Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:"A Simplified Exposition of Some Results Concerning Regulated Brownian |
0 |
0 |
0 |
111 |
0 |
0 |
1 |
353 |
| Super-contact and Related Optimality Condition |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
17 |
| Target Zones Big and Small |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
124 |
| The Debt Capacity of a Government |
0 |
0 |
0 |
35 |
0 |
1 |
10 |
79 |
| The Dynamic Properties of Financial-Market Equilibrium with Trading Fees |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
35 |
| The Dynamic Properties of Financial-Market Equilibrium with Trading Fees |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
63 |
| The Dynamic Properties of Financial-Market Equilibrium with Trading Fees |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
40 |
| The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis |
0 |
0 |
0 |
52 |
1 |
2 |
6 |
107 |
| The Money and Bond Markets in France: Segmentation vs. Integration |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
257 |
| The World Price of Foreign Exchange Risk |
0 |
0 |
1 |
304 |
0 |
0 |
6 |
980 |
| The World Price of Foreign Exchange Risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
172 |
| The World Price of Foreign Exchange Risk |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
314 |
| The equilibrium relationship between simultaneous spot and futures commodities prices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
| The intended and unintended consequences of financial-market regulations: A general equilibrium analysis |
0 |
0 |
0 |
25 |
0 |
3 |
4 |
212 |
| The stochastic Ramsey problem and stock prices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| The welfare economics of speculation |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
233 |
| The world price of exchange rate risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
32 |
| The world price of foreign exchange risk |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
34 |
| Time to ship and the Dynamics of PPP deviations |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
| Trade balance, foreign exchange overspending, underspending: a reappraisal |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
| Trading Fees and Slow-Moving Capital |
0 |
0 |
0 |
20 |
0 |
1 |
1 |
39 |
| Two-Person Dynamic Equilibrium: Trading in the Capital Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
57 |
| Two-Person Dynamic Equilibrium: Trading in the Capital Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
59 |
| Two-Person Dynamic Equilibrium: Trading in the Capital Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
104 |
| Two-Person Dynamic Equilibrium: Trading in the Capital Market |
0 |
0 |
1 |
30 |
0 |
0 |
1 |
120 |
| What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? |
0 |
0 |
1 |
30 |
2 |
2 |
15 |
217 |
| What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
375 |
| What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? |
0 |
0 |
0 |
79 |
1 |
2 |
2 |
379 |
| Total Working Papers |
2 |
3 |
17 |
6,590 |
26 |
71 |
217 |
34,593 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs |
0 |
2 |
7 |
260 |
0 |
4 |
14 |
635 |
| Are correlations of stock returns justified by subsequent changes in national outputs? |
0 |
0 |
0 |
85 |
2 |
3 |
6 |
345 |
| Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan |
0 |
0 |
0 |
56 |
1 |
1 |
1 |
256 |
| Differences of Opinion and International Equity Markets |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
49 |
| Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World |
0 |
0 |
1 |
345 |
0 |
2 |
6 |
878 |
| Efficient Intertemporal Allocations with Recursive Utility |
0 |
0 |
0 |
92 |
1 |
1 |
2 |
273 |
| Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility |
1 |
1 |
3 |
91 |
2 |
4 |
15 |
397 |
| From volatility smiles to the volatility of volatility |
0 |
0 |
2 |
16 |
0 |
0 |
2 |
55 |
| Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
172 |
| How long do unilateral target zones last? |
0 |
0 |
0 |
19 |
0 |
1 |
9 |
183 |
| Hysteresis bands on returns, holding period and transaction costs |
0 |
1 |
1 |
8 |
0 |
3 |
3 |
65 |
| Incomplete-Market Equilibria Solved Recursively on an Event Tree |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
68 |
| International Finance-Problems of Segmented Capital Markets: Discussion |
0 |
0 |
1 |
63 |
0 |
1 |
2 |
356 |
| International Portfolio Choice and Corporation Finance: A Synthesis |
1 |
3 |
20 |
1,037 |
2 |
6 |
56 |
2,165 |
| Monetary contracting between central banks and the design of sustainable exchange-rate zones |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
42 |
| Optimal International Acquisitions |
0 |
0 |
1 |
43 |
0 |
0 |
1 |
143 |
| Pass‐through and Exposure |
0 |
0 |
3 |
167 |
0 |
5 |
14 |
527 |
| Performance of currency portfolios chosen by a Bayesian technique: 1967-1985 |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
92 |
| Portfolio Choice and the Demand for Forward Exchange |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
70 |
| Price rigidity, international mobility of financial capital and exchange rate volatility: Gerhard O. Orosel |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
21 |
| Realignment risk and currency option pricing in target zones |
0 |
0 |
0 |
31 |
1 |
1 |
1 |
206 |
| Siegel's paradox and the pricing of currency options |
0 |
1 |
1 |
344 |
0 |
1 |
2 |
962 |
| Some models of the international capital market |
0 |
0 |
0 |
37 |
1 |
1 |
1 |
115 |
| Super contact and related optimality conditions |
0 |
2 |
3 |
235 |
1 |
5 |
12 |
549 |
| The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees |
0 |
0 |
1 |
12 |
1 |
2 |
3 |
78 |
| The Exposure of Long-Term Foreign Currency Bonds |
0 |
0 |
1 |
58 |
0 |
0 |
8 |
143 |
| The Microeconomics of the Firm in an Open Economy |
0 |
0 |
1 |
47 |
0 |
1 |
2 |
199 |
| The Theory of the Trading Firm Revisited |
2 |
2 |
9 |
102 |
2 |
2 |
11 |
235 |
| The World Price of Foreign Exchange Risk |
0 |
2 |
4 |
448 |
0 |
5 |
15 |
1,083 |
| The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis |
0 |
0 |
2 |
22 |
1 |
3 |
8 |
231 |
| The money and bond markets in France: Segmentation vs. integration |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
55 |
| The theorems of international trade under generalized uncertainty |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
31 |
| Two-Person Dynamic Equilibrium in the Capital Market |
0 |
0 |
1 |
142 |
0 |
1 |
3 |
395 |
| Total Journal Articles |
4 |
14 |
64 |
3,873 |
15 |
54 |
202 |
11,074 |
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