Publications

by members of

London Business School (LBS)
University of London
London, United Kingdom

Working papers

2009

1. Ellison, Martin & Scott, Andrew, 2009. "Learning and Price Volatility in Duopoly Models of Resource Depletion," CEPR Discussion Papers 7378, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey, 2009. "One TV, One Price?," NBER Working Papers 15418, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Imbs, Jean & Mumtaz, Haroon & Ravn, Morten O. & Rey, Hélène, 2009. "One TV, One Price?," CEPR Discussion Papers 7504, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Backus, David & Chernov, Mikhail & Martin, Ian, 2009. "Disasters implied by equity index options," CEPR Discussion Papers 7416, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
5. David Backus & Mikhail Chernov & Ian Martin, 2009. "Disasters implied by equity index options," NBER Working Papers 15240, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
6. Acharya, Viral V. & Kehoe, Conor & Reyner, Michael, 2009. "Private Equity vs. PLC Boards: A Comparison of Practices and Effectiveness - Summary of Research Findings," CEPR Discussion Papers 7148, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
7. Acharya, Viral V. & Gale, Douglas M & Yorulmazer, Tanju, 2009. "Rollover Risk and Market Freezes," CEPR Discussion Papers 7122, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
8. Acharya, Viral V. & Hahn, Moritz & Kehoe, Conor, 2009. "Corporate Governance and Value Creation: Evidence from Private Equity," CEPR Discussion Papers 7242, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
9. Acharya, Viral V., 2009. "A Theory of Systemic Risk and Design of Prudential Bank Regulation," CEPR Discussion Papers 7164, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
10. Acharya, Viral V. & Baghai-Wadji, Ramin & Subramanian, Krishnamurthy, 2009. "Labor Laws and Innovation," CEPR Discussion Papers 7171, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
11. Acharya, Viral V. & Myers, Stewart C & Rajan, Raghuram G, 2009. "The Internal Governance of Firms," CEPR Discussion Papers 7210, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
12. Acharya, Viral V. & Davydenko, Sergei A. & Strebulaev, Ilya, 2009. "Cash Holdings and Credit Risk," CEPR Discussion Papers 7125, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
13. Acharya, Viral V. & Shin, Hyun Song & Yorulmazer, Tanju, 2009. "A Theory of Slow-Moving Capital and Contagion," CEPR Discussion Papers 7147, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
14. Acharya, Viral V. & Lochstoer, Lars & Ramadorai, Tarun, 2009. "Limits to Arbitrage and Hedging: Evidence from Commodity Markets," CEPR Discussion Papers 7327, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
15. Henry, Emeric & Ponce, Carlos, 2009. "Waiting to imitate: on the dynamic pricing of knowledge," CEPR Discussion Papers 7511, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
16. Bianchi, Francesco & Mumtaz, Haroon & Surico, Paolo, 2009. "Dynamics of the term structure of UK interest rates," Bank of England working papers 363, Bank of England. [Downloadable!]
17. Haroon Mumtaz & Saverio Simonelli & Paolo Surico, 2009. "International Comovements, Business Cycle and Inflation: a Historical Perspective," CSEF Working Papers 233, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
18. Efrem Castelnuovo & Paolo Surico, 2009. "Monetary Policy, Inflation Expectations and the Price Puzzle," "Marco Fanno" Working Papers 0101, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
19. Jean Imbs & Isabelle Méjean, 2009. "Elasticity optimism," Working Papers hal-00362403_v1, HAL. [Downloadable!]
20. Imbs, Jean & Mejean, Isabelle, 2009. "Elasticity Optimism," CEPR Discussion Papers 7177, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
21. Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2009. "Business Cycles in the Euro Area," CEPR Discussion Papers 7124, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

2008

1. Straetmans, Stefan & Versteeg, Roald & Wolff, Christian C, 2008. "Are Capital Controls in the Foreign Exchange Market Effective?," CEPR Discussion Papers 6727, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Jongen, Ron & Verschoor, Willem F C & Wolff, Christian C & Zwinkels, Remco C.J., 2008. "Dispersion of Beliefs in the Foreign Exchange Market," CEPR Discussion Papers 6738, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Albert Marcet & Elisa Faraglia & Andrew Scott, 2008. "In Search of a Theory of Debt Management," UFAE and IAE Working Papers 743.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
4. Faraglia, Elisa & Marcet, Albert & Scott, Andrew, 2008. "In Search of a Theory of Debt Management," CEPR Discussion Papers 6859, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
5. Halevy, Yoram & Ozdenoren, Emre, 2008. "Uncertainty and Compound Lotteries: Calibration," Micro Theory Working Papers yoram_halevy-2008-7, Microeconomics.ca Website, revised 17 Jun 2008. [Downloadable!]
6. Hau, Harald & Rey, Hélène, 2008. "Home Bias at the Fund Level," CEPR Discussion Papers 6721, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
7. Harald Hau & Hélène Rey, 2008. "Global Portfolio Rebalancing Under the Microscope," NBER Working Papers 14165, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
8. Harald Hau & Helene Rey, 2008. "Home Bias at the Fund Level," NBER Working Papers 14172, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
9. Hau, Harald & Rey, Hélène, 2008. "Global Portfolio Rebalancing Under the Microscope," CEPR Discussion Papers 6901, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
10. Bikbov, Ruslan & Chernov, Mikhail, 2008. "Monetary Policy Regimes and the Term Structure of Interest Rates," CEPR Discussion Papers 7096, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
11. Chernov, Mikhail & Mueller, Philippe, 2008. "The Term Structure of Inflation Expectations," CEPR Discussion Papers 6809, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
12. Acharya, Viral V & Amihud, Yakov & Litov, Lubomir P., 2008. "Creditor Rights and Corporate Risk-taking," CEPR Discussion Papers 6697, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
13. Acharya, Viral V & Volpin, Paolo, 2008. "Corporate Governance Externalities," CEPR Discussion Papers 6627, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
14. Acharya, Viral V & Viswanathan, S, 2008. "Moral Hazard, Collateral and Liquidity," CEPR Discussion Papers 6630, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
15. Acharya, Viral V & Gromb, Denis & Yorulmazer, Tanju, 2008. "Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking," CEPR Discussion Papers 6984, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
16. Acharya, Viral V & DeMarzo, Peter & Kremer, Ilan, 2008. "Endogenous Information Flows and the Clustering of Announcements," CEPR Discussion Papers 6985, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
17. Emeric Henry & Carlos J. Ponce, 2008. "Waiting to Copy: On the Dynamics of the Market for Technology," Levine's Working Paper Archive 814577000000000030, David K. Levine. [Downloadable!]
18. Roland Beck & Ebrahim Rahbari, 2008. "Optimal reserve composition in the presence of sudden stops - the euro and the dollar as safe haven currencies," Working Paper Series 916, European Central Bank. [Downloadable!]
19. Luca Benati & Paolo Surico, 2008. "VAR analysis and the Great Moderation," Working Paper Series 866, European Central Bank. [Downloadable!]
20. Mumtaz, Haroon & Surico, Paolo, 2008. "Time-Varying Yield Curve Dynamics and Monetary Policy," Discussion Papers 23, Monetary Policy Committee Unit, Bank of England. [Downloadable!]
21. Mumtaz, Haroon & Surico, Paolo, 2008. "Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model," CEPR Discussion Papers 6767, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
22. Besley, Timothy & Meads, Neil & Surico, Paolo, 2008. "Household External Finance and Consumption," Discussion Papers 25, Monetary Policy Committee Unit, Bank of England. [Downloadable!]
23. Sargent, Thomas & Surico, Paolo, 2008. "Monetary policies and low-frequency manifestations of the quantity theory," Discussion Papers 26, Monetary Policy Committee Unit, Bank of England. [Downloadable!]
24. Besley, Timothy J. & Meads, Neil & Surico, Paolo, 2008. "Household External Finance and Consumption," CEPR Discussion Papers 6934, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
25. Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2008. "Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds," NBER Working Papers 13966, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
26. Jean Imbs & Isabelle Mˆmjean, 2008. "Elasticity Optimism," Working Papers 242008, Hong Kong Institute for Monetary Research. [Downloadable!]
27. Angelini, Elena & Camba-Mendez, Gonzalo & Giannone, Domenico & Reichlin, Lucrezia & Rünstler, Gerhard, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
28. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Explaining the Great Moderation - it is not the shocks," Working Paper Series 865, European Central Bank. [Downloadable!]
29. Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," ECARES Working Papers 2008_033, Université Libre de Bruxelles, Ecares. [Downloadable!]
30. Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," ECARES Working Papers 2008_036, Université Libre de Bruxelles, Ecares. [Downloadable!]
31. Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2008. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," ECARES Working Papers 2008_034, Université Libre de Bruxelles, Ecares. [Downloadable!]
32. Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," ECARES Working Papers 2008_035, Université Libre de Bruxelles, Ecares. [Downloadable!]
33. Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Paper Series 966, European Central Bank. [Downloadable!]
34. Elena Angelini & Gonzalo Camba-Méndez & Domenico Giannone & Gerhard Rünstler & Lucrezia Reichlin, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 949, European Central Bank. [Downloadable!]
35. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the Euro Area," NBER Working Papers 14529, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
36. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the euro Area," ECARES Working Papers 2008_040, Université Libre de Bruxelles, Ecares. [Downloadable!]

2007

1. Faraglia, Elisa & Marcet, Albert & Scott, Andrew, 2007. "Fiscal Insurance and Debt Management in OECD Economies," CEPR Discussion Papers 6539, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Albert Marcet & Elisa Faraglia & Andrew Scott, 2007. "Fiscal Insurance and Debt Management in OECD Economies," UFAE and IAE Working Papers 729.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
3. Albert Marcet & Andrew Scott, 2007. "Debt and Deficit Fluctuations and the Structure of Bond Markets," UFAE and IAE Working Papers 728.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
4. Hoppe, Heidrun C. & Moldovanu, Benny & Ozdenoren, Emre, 2007. "Coarse Matching and Price Discrimination," CEPR Discussion Papers 6041, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
5. Broadie, Mark & Chernov, Mikhail & Johannes, Michael, 2007. "Understanding Index Option Returns," CEPR Discussion Papers 6239, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
6. Acharya, Viral V & Johnson, Tim, 2007. "More Insiders, More Insider Trading: Evidence from Private Equity Buyouts," CEPR Discussion Papers 6622, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
7. Acharya, Viral V & Imbs, Jean & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6029, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
8. Acharya, Viral V & Imbs, Jean & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6202, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
9. Acharya, Viral V & Shin, Hyun Song & Yorulmazer, Tanju, 2007. "Fire Sales, Foreign Entry and Bank Liquidity," CEPR Discussion Papers 6309, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
10. Acharya, Viral V & Shin, Hyun Song & Yorulmazer, Tanju, 2007. "Fire-sale FDI," CEPR Discussion Papers 6319, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
11. Acharya, Viral V & Schaefer, Stephen M & Zhang, Yili, 2007. "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," CEPR Discussion Papers 6619, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
12. Acharya, Viral V & Subramanian, Krishnamurthy, 2007. "Bankruptcy Codes and Innovation," CEPR Discussion Papers 6307, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
13. Luca Benati & Paolo Surico, 2007. "Evolving U.S. monetary policy and the decline of inflation predictability," Working Paper Series 824, European Central Bank. [Downloadable!]
14. D''Agostino, Antonello & Giannone, Domenico & Surico, Paolo, 2007. "(Un)Predictability and Macroeconomic Stability," CEPR Discussion Papers 6594, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
15. D'Agostino, A & Surico, P, 2007. "Does global liquidity help to forecast US inflation?," MPRA Paper 6283, University Library of Munich, Germany. [Downloadable!]
16. Luca Benati and Paolo Surico, 2007. "Vector Autoregression Analysis and the Great Moderation," Discussion Papers 18, Monetary Policy Committee Unit, Bank of England. [Downloadable!]
17. Besley, Timothy & Meads, Neil & Surico, Paolo, 2007. "Insiders versus Outsiders in Monetary Policy-Making," Discussion Papers 20, Monetary Policy Committee Unit, Bank of England. [Downloadable!]
18. D'Agostino, Antonello & Surico, Paolo, 2007. "Does global liquidity help to forecast US inflation?," Research Technical Papers 10/RT/07, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
19. Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2007. "The Excess Burden of Government Indecision," NBER Working Papers 12859, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
20. Francois Gourio, 2007. "Putty-Clay Technology And Stock Market Volatility," Boston University - Department of Economics - Working Papers Series WP2007-005, Boston University - Department of Economics. [Downloadable!]
21. Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2007. "The Excess Burden Of Government Indecision," Boston University - Department of Economics - Working Papers Series WP2007-004, Boston University - Department of Economics. [Downloadable!]
22. Gomes, Francisco J & Michaelides, Alexander, 2007. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," CEPR Discussion Papers 6136, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
23. Imbs, Jean & Jondeau, Eric & Pelgrin, Florian, 2007. "Aggregating Phillips Curves," CEPR Discussion Papers 6184, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
24. Jean Imbs & Paolo Mauro, 2007. "Pooling Risk Among Countries," IMF Working Papers 07/132, International Monetary Fund. [Downloadable!]
25. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2007. "Aggregating Phillips curves," Working Paper Series 785, European Central Bank. [Downloadable!]
26. Marcel Fratzscher & Jean Imbs, 2007. "Risk sharing, finance and institutions in international portfolios," Working Paper Series 826, European Central Bank. [Downloadable!]
27. Imbs, Jean & Mauro, Paolo, 2007. "Pooling Risk Among Countries," CEPR Discussion Papers 6461, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
28. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2007. "Aggregating Phillips Curves," Swiss Finance Institute Research Paper Series 07-06, Swiss Finance Institute. [Downloadable!]
29. Fratzscher, Marcel & Imbs, Jean, 2007. "Risk Sharing, Finance and Institutions in International Portfolios," CEPR Discussion Papers 6496, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
30. Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007. "Opening the black box - structural factor models with large gross-sections," Working Paper Series 712, European Central Bank. [Downloadable!]
31. Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group. [Downloadable!]
32. Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2007. "A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering," CEPR Discussion Papers 6043, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
33. Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
34. Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
35. Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Center for Economic Research (RECent) 008, University of Modena and Reggio E., Dept. of Economics. [Downloadable!]

2006

1. Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006. "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," NBER Working Papers 12333, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Daniel Cohen & Richard Portes, 2006. "Toward a Lender of First Resort," IMF Working Papers 06/66, International Monetary Fund. [Downloadable!]
3. Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006. "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," CEPR Discussion Papers 5734, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006. "Optimal currency shares in international reserves - the impact of the euro and the prospects for the dollar," Working Paper Series 694, European Central Bank. [Downloadable!]
5. Dunne, Peter & Moore, Michael J. & Portes, Richard, 2006. "An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets," Research Technical Papers 9/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
6. Rodney C Wolff & Peter Hall, 2006. "Properties of invariant distributions and Lyapunov exponents for chaotic logistic maps," Rodney Wolff Papers 2006-13, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
7. James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
8. Biais, Bruno & Declerck, Fany & Dow, James & Von Thadden, Elu, 2006. "Transparency, Liquidity and Information in Dealer Markets," IDEI Working Papers 480, Institut d'Économie Industrielle (IDEI), Toulouse.
9. Natalie Chen & Jean Imbs & Andrew Scott, 2006. "The dynamics of trade and competition," Research series 200610-3, National Bank of Belgium. [Downloadable!]
10. Chryssi Giannitsarou & Andrew Scott, 2006. "Inflation Implications of Rising Government Debt," NBER Working Papers 12654, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
11. Elisa Faraglia & Albert Marcet & Andrew Scott, 2006. "Debt Management Under Complete Markets," 2006 Meeting Papers 540, Society for Economic Dynamics.
12. Giannitsarou, Chryssi & Scott, Andrew, 2006. "Inflation Implications of Rising Government Debt," CEPR Discussion Papers 5961, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
13. Emre Ozdenoren & Stephen Salant & Dan Silverman, 2006. "Willpower and the Optimal Control of Visceral Urges," NBER Working Papers 12278, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
14. Emre Ozdenoren & Stephen Salant & Dan Silverman, 2006. "Willpower and Optimal Control of Visceral Urges," Levine's Working Paper Archive 122247000000001355, David K. Levine. [Downloadable!]
15. Christopher L. House & Emre Ozdenoren, 2006. "Durable Goods and Conformity," NBER Working Papers 12028, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
16. Emre Ozdenoren & Stephen Salant & Dan Silverman, 2006. "Willpower and the Optimal Control of Visceral Urges," Economics Working Papers 0069, Institute for Advanced Study, School of Social Science. [Downloadable!]
17. Viral V. Acharya & Jean Imbs & Jason Sturgess, 2006. "Finance and Efficiency: Do Bank Branching Regulations Matter?," Swiss Finance Institute Research Paper Series 06-36, Swiss Finance Institute. [Downloadable!]
18. Andrea Buffa & Giovanna Nicodano, 2006. "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Carlo Alberto Notebooks 16, Collegio Carlo Alberto. [Downloadable!]
19. Andrea Buffa & Chiara Monticone, 2006. "Do European Pension Reforms Improve the Adequacy of Saving?," CeRP Working Papers 50, Center for Research on Pensions and Welfare Policies, Turin (Italy). [Downloadable!]
20. Antonello D’Agostino & Domenico Giannone & Paolo Surico, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series 605, European Central Bank. [Downloadable!]
21. Efrem Castelnuovo & Paolo Surico, 2006. "The Price Puzzle: Fact or Artifact?," "Marco Fanno" Working Papers 0016, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
22. Thomas A. Lubik & Paolo Surico, 2006. "The Lucas critique and the stability of empirical models," Working Paper 06-05, Federal Reserve Bank of Richmond. [Downloadable!]
23. Paolo Surico & Thomas Lubik, 2006. "The Empirical Relevance of the Lucas Critique," Computing in Economics and Finance 2006 187, Society for Computational Economics.
24. D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006. "(Un)Predictability and Macroeconomic Stability," Research Technical Papers 5/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
25. Alex Michaelides & Francisco Gomes & Valery Polkovnichenko, 2006. "Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts," Computing in Economics and Finance 2006 23, Society for Computational Economics.
26. Francisco Gomes & Laurence Kotlikoff & Luis Viceira, 2006. "The Excess Burden of Government Indecision," Working Papers wp123, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
27. FAME,Eric Jondeau, University of Lausanne-HEC & Jean Imbs & Eric Jondeau & Florian Pelgrin, 2006. "Aggregating Phillips Curves," Computing in Economics and Finance 2006 314, Society for Computational Economics.
28. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2006. "Aggregating Phillips curves," 2006 Meeting Papers 640, Society for Economic Dynamics.
29. Jean Imbs, 2006. "Growth and Volatility," Swiss Finance Institute Research Paper Series 06-09, Swiss Finance Institute. [Downloadable!]
30. Domenico Giannone & Lucrezia Reichlin, 2006. "Trends and cycles in the euro area: how much heterogeneity and should we worry about it?," Working Paper Series 595, European Central Bank. [Downloadable!]
31. Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers 5724, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
32. De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies 2006,32, Deutsche Bundesbank, Research Centre. [Downloadable!]
33. Domenico Giannone & Lucrezia Reichlin, 2006. "Does information help recovering structural shocks from past observations?," Working Paper Series 632, European Central Bank. [Downloadable!]
34. De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers 5829, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
35. Giannone, Domenico & Reichlin, Lucrezia, 2006. "Does Information Help Recovering Structural Shocks from Past Observations?," CEPR Discussion Papers 5725, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
36. David H. Small & Domenico Giannone & Lucrezia Reichlin, 2006. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Working Paper Series 633, European Central Bank. [Downloadable!]
37. Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006. "A quasi maximum likelihood approach for large approximate dynamic factor models," Working Paper Series 674, European Central Bank. [Downloadable!]
38. Christine De Mol & Domenico Giannone & Lucrezia Reichlin, 2006. "Forecasting using a large number of predictors - Is Bayesian regression a valid alternative to principal components?," Working Paper Series 700, European Central Bank. [Downloadable!]
39. Domenico Giannone & Lucrezia Reichlin, 2006. "What are shocks capturing in DSGE modelling? Structure versus misspecification," Computing in Economics and Finance 2006 500, Society for Computational Economics.
40. Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006. "A Two-step estimator for large approximate dynamic factor models based on Kalman filtering," THEMA Working Papers 2006-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
41. Khorana, Ajay & Servaes, Henri & Wedge, Lei, 2006. "Portfolio Manager Ownership and Fund Performance," CEPR Discussion Papers 5931, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

2005

1. van Tol, Michel R & Wolff, Christian C, 2005. "Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration," CEPR Discussion Papers 4958, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Jongen, Ron & Verschoor, Willem F C & Wolff, Christian C, 2005. "Time Variation in Term Premia: International Evidence," CEPR Discussion Papers 4959, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C, 2005. "Loss Functions in Option Valuation: A Framework for Model Selection," CEPR Discussion Papers 4960, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. James Dow & Itay Goldstein & Alexander Guembel, 2005. "Commitment to Overinvest and Price Informativeness," OFRC Working Papers Series 2005fe18, Oxford Financial Research Centre. [Downloadable!]
5. Yan Chen & Peter Katuscak & Emre Ozdenoren, 2005. "Why Can’t a Woman Bid More Like a Man?," CERGE-EI Working Papers wp275, The Center for Economic Research and Graduate Education - Economic Institute, Prague. [Downloadable!]
6. Yan Chen & Peter Katuscak & Emre Ozdenoren, 2005. "Sealed Bid Auctions with Ambiguity: An Experimental Study," CERGE-EI Working Papers wp269, The Center for Economic Research and Graduate Education - Economic Institute, Prague. [Downloadable!]
7. Emre Ozdenoren & Steve Salant & Dan Silverman, 2005. "Willpower and the Optimal Control of Visceral Urges," Levine's Working Paper Archive 784828000000000034, David K. Levine. [Downloadable!]
8. Hoppe, Heidrun C. & Ozdenoren, Emre, 2005. "Intermediation in Innovation," CEPR Discussion Papers 4891, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
9. Pierre-Olivier Gourinchas & Helene Rey, 2005. "International Financial Adjustment," NBER Working Papers 11155, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
10. Pierre-Olivier Gourinchas & Hélène Rey, 2005. "International Financial Adjustment," International Finance 0505004, EconWPA. [Downloadable!]
11. Gourinchas, Pierre-Olivier & Rey, Hélène, 2005. "International Financial Adjustment," CEPR Discussion Papers 4923, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
12. Philippe Martin & Hélène Rey, 2005. "Globalization and Emerging Markets: With or Without Crash?," NBER Working Papers 11550, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
13. Pierre-Olivier Gourinchas & Hélène Rey, 2005. "From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege," NBER Working Papers 11563, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
14. Helene Rey & Pierre Olivier Gourinchas, 2005. "International Financial Adjustment," 2005 Meeting Papers 169, Society for Economic Dynamics. [Downloadable!]
15. Helene Rey & Philippe Martin, 2005. "Globalization and Emerging Markets: With or Without Crash?," 2005 Meeting Papers 152, Society for Economic Dynamics. [Downloadable!]
16. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey, 2005. ""Aggregation Bias" DOES Explain the PPP Puzzle," NBER Working Papers 11607, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
17. Gourinchas, Pierre-Olivier & Rey, Hélène, 2005. "From World Banker to World Venture Capitalist: US External Adjustment and The Exorbitant Privilege," CEPR Discussion Papers 5220, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
18. Martin, Philippe & Rey, Hélène, 2005. "Globalization and Emerging Markets: With or Without Crash?," CEPR Discussion Papers 5165, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
19. Imbs, Jean & Mumtaz, Haroon & Ravn, Morten O. & Rey, Hélène, 2005. "'Aggregation Bias' DOES Explain the PPP Puzzle," CEPR Discussion Papers 5237, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
20. Pierre-Olivier Gourinchas & Hélène Rey, 2005. "International Financial Adjustment," Center for International and Development Economics Research, Working Paper Series 1057, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
21. Acharya, Viral V & John, Kose & Sundaram, Rangarajan K, 2005. "Cross-Country Variations in Capital Structures: The Role of Bankruptcy Codes," CEPR Discussion Papers 4916, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
22. Acharya, Viral V & Johnson, Tim, 2005. "Insider Trading in Credit Derivatives," CEPR Discussion Papers 5180, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
23. Acharya, Viral V & Yorulmazer, Tanju, 2005. "Cash-in-the-Market Pricing and Optimal Bank Bailout Policy," CEPR Discussion Papers 5154, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
24. Viral V. Acharya & Heitor Almeida & Murillo Campello, 2005. "Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies," NBER Working Papers 11391, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
25. Acharya, Viral V & Almeida, Heitor & Campello, Murillo, 2005. "Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies," CEPR Discussion Papers 4886, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
26. Paolo Surico, 2005. "Monetary Policy Shifts, Indeterminacy and Inflation Dynamics," Macroeconomics 0504014, EconWPA. [Downloadable!]
27. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle: Fact or Artefact?," Macroeconomics 0505015, EconWPA, revised 15 Jun 2005. [Downloadable!]
28. Antonello D'Agostino & Luca Sala & Paolo Surico, 2005. "The Fed and the Stock Market," Macroeconomics 0507001, EconWPA. [Downloadable!]
29. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle and Indeterminacy," Macroeconomics 0507021, EconWPA. [Downloadable!]
30. Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005. "(Un)Predictability and Macroeconomic Stability," Macroeconomics 0510024, EconWPA. [Downloadable!]
31. Paolo Surico & Antonello D'Agostino & Luca Sala, 2005. "The Fed and the Stock Market," Computing in Economics and Finance 2005 293, Society for Computational Economics. [Downloadable!]
32. Paolo Surico, 2005. "Monetary Policy Shifts, Indeterminacy and Inflation Dynamics," Computing in Economics and Finance 2005 313, Society for Computational Economics. [Downloadable!]
33. Gomes, Francisco J & Michaelides, Alexander, 2005. "Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," CEPR Discussion Papers 4853, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
34. Francisco Gomes & Alex Michaelides, 2005. "(UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," FMG Discussion Papers dp537, Financial Markets Group. [Downloadable!] (restricted)
35. Gomes, Francisco J & Michaelides, Alexander & Polkovnichenko, Valery, 2005. "Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts," CEPR Discussion Papers 4852, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
36. Imbs, Jean & Rancière, Romain, 2005. "The Overhang Hangover," CEPR Discussion Papers 5210, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
37. Jean Imbs & Romain Rancière, 2005. "The Overhang Hangover," Economics Working Papers 878, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
38. Imbs, Jean & Ranciere, Romain, 2005. "The overhang hangover," Policy Research Working Paper Series 3673, The World Bank. [Downloadable!]
39. Jean Imbs & Romain Rancière, 2005. "The Overhang Hangover," Swiss Finance Institute Research Paper Series 06-03, Swiss Finance Institute. [Downloadable!]
40. Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
41. Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2005. "Monetary Policy in Real Time," CEPR Discussion Papers 4981, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
42. Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," Working Papers 284, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
43. Domenico Giannone & Lucrezia Reichlin, 2005. "Does information help recovering fundamental structural shocks from past observations?," Macroeconomics 0511017, EconWPA. [Downloadable!]
44. Domenico Giannone & Lucrezia Reichlin, 2005. "Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?," Macroeconomics 0511016, EconWPA. [Downloadable!]
45. Domenico Giannone & Lucrezia Reichlin & David Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
46. Julen Esteban-Pretel & Elisa Faraglia, 2005. "Monetary Shocks in a Model with Loss of Skills," 2005 Meeting Papers 328, Society for Economic Dynamics. [Downloadable!]
47. Julen Esteban-Pretel & Elisa Faraglia, 2005. "Monetary Shocks in a Model with Loss of Skills," CIRJE F-Series CIRJE-F-380, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]

2004

1. Cohen, Daniel & Portes, Richard, 2004. "Dealing with Destabilizing 'Market Discipline'," CEPR Discussion Papers 4280, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Portes, Richard, 2004. "Resolution of Sovereign Debt Crises: The New Old Framework," CEPR Discussion Papers 4717, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Cohen, Daniel & Portes, Richard, 2004. "Towards a Lender of First Resort," CEPR Discussion Papers 4615, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Daniel Cohen & Richard Portes, 2004. "Dealing with Destabilizing 'Market Discipline'," NBER Working Papers 10533, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
5. Chen, Natalie & Imbs, Jean & Scott, Andrew, 2004. "Competition, Globalization and the Decline of Inflation," CEPR Discussion Papers 4695, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
6. Andreas Pape & Subir Bose & Emre Ozdenoren, 2004. "Optimal auctions with ambiguity," Econometric Society 2004 North American Summer Meetings 609, Econometric Society. [Downloadable!]
7. Harald Hau & Helene Rey, 2004. "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?," NBER Working Papers 10476, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
8. Hau, Harald & Rey, Hélène, 2004. "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?," CEPR Discussion Papers 4517, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
9. Helene Rey (Princeton) & Harald Hau (INSEAD), 2004. "Exchange rates, equity returns and capital flows," Econometric Society 2004 North American Winter Meetings 623, Econometric Society. [Downloadable!]
10. Jose Maria Liberti, 2004. "Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?," Finance 0404023, EconWPA. [Downloadable!]
11. Viral V. Acharya & Lasse Heje Pedersen, 2004. "Asset Pricing with Liquidity Risk," NBER Working Papers 10814, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
12. Acharya, Viral V & Yorulmazer, Tanju, 2004. "Too Many to Fail - An Analysis of Time Inconsistency in Bank Closure Policies," CEPR Discussion Papers 4778, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
13. Acharya, Viral V & Pedersen, Lasse Heje, 2004. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 4718, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
14. João VIEIRA-MONTEZ, 2004. "Downstream Concentration and Producer's Capacity Choice," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 04.13, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
15. Paolo Surico, 2004. "Measuring the Time-Inconsistency of US Monetary Policy," Macroeconomics 0401006, EconWPA. [Downloadable!]
16. Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
17. Paolo Surico, 2004. "Measuring the time-inconsistency of US monetary policy," Money Macro and Finance (MMF) Research Group Conference 2003 96, Money Macro and Finance Research Group. [Downloadable!]
18. Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Computing in Economics and Finance 2004 108, Society for Computational Economics. [Downloadable!]
19. Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Econometric Society 2004 Latin American Meetings 8, Econometric Society. [Downloadable!]
20. Alexander Michaelides & Francisco Gomes, 2004. "Aggregate Implications of Defined Benefit and Defined Contribution Systems," 2004 Meeting Papers 335, Society for Economic Dynamics.
21. Francisco Gomes & Alexander Michaelides, 2004. "Aggregate Implications Of Defined Benefit And Defined Contribution Systems," Working Papers, Center for Retirement Research at Boston College 2003-16, Center for Retirement Research. [Downloadable!]
22. Francisco Gomes & Alex Michaelides & Valery Polkovnichenko, 2004. "(UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts," FMG Discussion Papers dp519, Financial Markets Group. [Downloadable!] (restricted)
23. Alex Michaelides & Francisco Gomes, 2004. "(UBS Pensions series 24) A Human Capital Explanation for an Asset Allocation Puzzle," FMG Discussion Papers dp491, Financial Markets Group. [Downloadable!] (restricted)
24. Imbs, Jean, 2004. "The Real Effects of Financial Integration," CEPR Discussion Papers 4335, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
25. Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
26. Elisa Faraglia, 2004. "Added workers and the business cycle," 2004 Meeting Papers 262, Society for Economic Dynamics.
27. Lins, Karl & McConnell, John J. & Servaes, Henri, 2004. "Changes in Equity Ownership and Changes in the Market Value of the Firm," CEPR Discussion Papers 4411, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

2003

1. Bams, Dennis & Walkowiak, Kim & Wolff, Christian C, 2003. "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers 3726, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. James Dow & Gary Gorton & Arvind Krishnamurthy, 2003. "Equilibrium Asset Prices Under Imperfect Corporate Control," NBER Working Papers 9758, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Hau, Harald & Rey, Hélène, 2003. "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers 3735, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Imbs, Jean & Mumtaz, Haroon & Ravn, Morten O. & Rey, Hélène, 2003. "PPP Strikes Back: Aggregation and the Real Exchange Rate," CEPR Discussion Papers 3715, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
5. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Helene Rey, 2003. "PPP Strikes Back: Aggregation and the Real Exchange Rate," IMF Working Papers 03/68, International Monetary Fund. [Downloadable!]
6. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Helene Rey, 2003. "PPP Strikes Back: Aggregation and the Real Exchange Rate," IEHAS Discussion Papers 0307, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
7. Marine Carrasco & Mikhail Chernov & Jean-Pierre Florens & Eric Ghysels, 2003. "Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions," CIRANO Working Papers 2003s-02, CIRANO. [Downloadable!]
8. Acharya, Viral V & Bisin, Alberto, 2003. "Optimal Financial Market Integration and Security Design," CEPR Discussion Papers 3852, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
9. Acharya, Viral V & Yorulmazer, Tanju, 2003. "Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk," CEPR Discussion Papers 3743, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
10. Acharya, Viral V & Bharath, Sreedhar T & Srinivasan, Anand, 2003. "Understanding the Recovery Rates on Defaulted Securities," CEPR Discussion Papers 4098, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
11. Acharya, Viral V & Pedersen, Lasse Heje, 2003. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 3749, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
12. Paolo Surico, 2003. "How does the ECB target inflation?," Macroeconomics 0305005, EconWPA. [Downloadable!]
13. Paolo Surico, 2003. "How does the ECB target inflation?," Working Paper Series 229, European Central Bank. [Downloadable!]
14. Paolo Surico, 2003. "Measuring the time-inconsitency of US monetary policy," Working Paper Series 291, European Central Bank. [Downloadable!]
15. Surico, Paolo, 2003. "US Monetary Policy Rules: the Case for Asymmetric Preferences," Royal Economic Society Annual Conference 2003 199, Royal Economic Society. [Downloadable!]
16. Gomes, Francisco J & Michaelides, Alexander, 2003. "Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk," CEPR Discussion Papers 3868, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
17. Francisco Gomes & Alex Michaelides, 2003. "(UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," FMG Discussion Papers dp474, Financial Markets Group. [Downloadable!] (restricted)
18. Alex Michaelides & Francisco Gomes, 2003. "(UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems," FMG Discussion Papers dp469, Financial Markets Group. [Downloadable!] (restricted)
19. Jean Imbs, 2003. "Trade, Finance, Specialization, and Synchronization," IMF Working Papers 03/81, International Monetary Fund. [Downloadable!]
20. Imbs, Jean, 2003. "Trade, Finance, Specialization and Synchronization," CEPR Discussion Papers 3779, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
21. Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
22. Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003. "Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle," Computing in Economics and Finance 2003 242, Society for Computational Economics.
23. Forni, Mario & Lippi, Marco & Reichlin, Lucrezia, 2003. "Opening the Black Box: Structural Factor Models versus Structural VARs," CEPR Discussion Papers 4133, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

2002

1. Dunne, Peter & Moore, Michael J & Portes, Richard, 2002. "Defining Benchmark Status: An Application using Euro-Area Bonds," CEPR Discussion Papers 3490, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Peter G. Dunne & Michael J. Moore & Richard Portes, 2002. "Defining Benchmark Status: An Application using Euro-Area Bonds," NBER Working Papers 9087, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C, 2002. "An Evaluation Framework for Alternative VaR Models," CEPR Discussion Papers 3403, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Dow, James & Raposo, Clara, 2002. "Active Agents, Passive Principals: Does High-Powered CEO Compensation Really Improve Incentives," CEPR Discussion Papers 3309, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
5. Heidrun C. Hoppe & Emre Ozdenoren, 2002. "Intermediation in Innovation," CIG Working Papers FS IV 02-11, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
6. Philippe Martin & Helene Rey, 2002. "Financial Globalization and Emerging Markets: With or Without Crash?," NBER Working Papers 9288, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
7. Jean Imbs & Haroon Mumtaz & Morton O. Ravn & Helene Rey, 2002. "PPP Strikes Back: Aggregation and the Real Exchange Rate," NBER Working Papers 9372, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
8. Harald Hau & Helene Rey, 2002. "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers 9398, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
9. Martin, Philippe & Rey, Hélène, 2002. "Financial Globalization and Emerging Markets: With or Without Crash?," CEPR Discussion Papers 3378, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
10. Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002. "Alternative Models for Stock Price Dynamics," CIRANO Working Papers 2002s-58, CIRANO. [Downloadable!]
11. Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002. "Alternative Models for Stock Price Dynamic," Working Papers 02-03, Duke University, Department of Economics. [Downloadable!]
12. Iftekhar Hasan & Anthony Saunders & Viral V. Acharya, 2002. "Should banks be diversified? Evidence from individual bank loan portfolios," BIS Working Papers 118, Bank for International Settlements. [Downloadable!]
13. Acharya, Viral V & Bisin, Alberto, 2002. "Entrepreneurial Incentives in Stock Market Economies," CEPR Discussion Papers 3474, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
14. Acharya, Viral V & Hasan, Iftekhar & Saunders, Anthony, 2002. "The Effects of Focus and Diversification on Bank Risk and Return: Evidence from Individual Bank Loan Portfolios," CEPR Discussion Papers 3252, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
15. Acharya, Viral V & Huang, Jing-Zhi & Subrahmanyam, Marti G. & Sundaram, Rangarajan K, 2002. "When Does Strategic Debt Service Matter?," CEPR Discussion Papers 3566, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
16. Acharya, Viral V & Das, Sanjiv Ranjan & Sundaram, Rangarajan K, 2002. "Pricing Credit Derivatives with Rating Transitions," CEPR Discussion Papers 3329, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
17. Acharya, Viral V & Carpenter, Jennifer, 2002. "Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy," CEPR Discussion Papers 3328, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
18. Acharya, Viral V, 2002. "Is the International Convergence of Capital Adequacy Regulation Desirable?," CEPR Discussion Papers 3253, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
19. Paolo Surico, 2002. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Macroeconomics 0210002, EconWPA, revised 09 Dec 2003. [Downloadable!]
20. Paolo Surico, 2002. "Uncovering Policy Makers' Loss Function," Macroeconomics 0210003, EconWPA. [Downloadable!]
21. Imbs, Jean, 2002. "Why the Link Between Volatility and Growth is Both Positive and Negative," CEPR Discussion Papers 3561, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
22. Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2002. "Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited," CEPR Discussion Papers 3550, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
23. Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2002. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," CEPR Discussion Papers 3701, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
24. Reichlin, Lucrezia, 2002. "Factor Models in Large Cross-Sections of Time Series," CEPR Discussion Papers 3285, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
25. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
26. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2002. "Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?," CEPR Discussion Papers 3146, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
27. Dittmar, Amy & Mahrt-Smith, Jan & Servaes, Henri, 2002. "Corporate Liquidity," CEPR Discussion Papers 3499, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

2001

1. Portes, Richard, 2001. "A Monetary Union in Motion: the European Experience," CEPR Discussion Papers 2954, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Portes, Richard, 2001. "The European Contribution to International Financial Stability," CEPR Discussion Papers 2956, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Portes, Richard, 2001. "The Euro and the International Financial System," CEPR Discussion Papers 2955, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Richard Portes & Hélène Rey, 2001. "The Determinants of Cross-Border Equity Flows," DELTA Working Papers 2001-08, DELTA (Ecole normale supérieure). [Downloadable!]
5. Richard Portes & =20 H=E9l=E8ne Rey, 2001. "The Determinants of Cross-Border Equity Flows: The Geography of=20 Information," International Finance 0012002, EconWPA. [Downloadable!]
6. Lehnert, Thorsten & Wolff, Christian C, 2001. "Modelling Scale-Consistent VaR with the Truncated Lévy Flight," CEPR Discussion Papers 2711, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
7. Marcet, Albert & Scott, Andrew, 2001. "Debt and Deficit Fluctuations and the Structure of Bond Markets," CEPR Discussion Papers 3029, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
8. Albert Marcet & Andrew Scott, 2001. "Debt and Deficit Fluctuations and the Structure of Bond Markets," Economics Working Papers 558, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2003. [Downloadable!]
9. Philippe Martin & Helene Rey, 2001. "Financial Super-Markets: Size Matters for Asset Trade," NBER Working Papers 8476, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
10. Philippe Martin & H=E9l=E8ne Rey=, 2001. "Financial Super-Markets: Size Matters for Asset Trade," International Finance 0012001, EconWPA. [Downloadable!]
11. Altissimo, Filippo & Bassanetti, Antonio & Cristadoro, Riccardo & Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia & Veronese, Giovanni, 2001. "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers 3108, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
12. Cristadoro, Riccardo & Forni, Mario & Reichlin, Lucrezia & Veronese, Giovanni, 2001. "A Core Inflation Index for the Euro Area," CEPR Discussion Papers 3097, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
13. Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese, 2001. "A core inflation index for the euro area," Temi di discussione (Economic working papers) 435, Bank of Italy, Economic Research Department. [Downloadable!]
14. Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Mario Forni & Marco Lippi & Lucrezia Reichlin & Giovanni Veronese, 2001. "A real time coincident indicator of the euro area business cycle," Temi di discussione (Economic working papers) 436, Bank of Italy, Economic Research Department. [Downloadable!]
15. Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Lucrezia Reichlin & Giovanni Veronese, 2001. "The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle," Temi di discussione (Economic working papers) 434, Bank of Italy, Economic Research Department. [Downloadable!]
16. Michael G. Jacobides & Lorin M. Hitt, 2001. "Vertical Scope Revisited: Transaction Costs vs Capabilities & Profit Opportunities in Mortgage Banking," Center for Financial Institutions Working Papers 01-17, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
17. Michael G. Jacobides, 2001. "Revisiting Vertical Scope: Capabilities, Integration and Profitability in the Mortgage Banking Industry," Center for Financial Institutions Working Papers 01-16, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

2000

1. Röller, Lars-Hendrik & Waverman, Leonard, 2000. "Telecommunications Infrastructure And Economic Development: A Simultaneous Approach," CEPR Discussion Papers 2399, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Richard Portes and Hélène Rey., 2000. "The Determinants of Cross-Border Equity Flows: The Geography of Information," Center for International and Development Economics Research (CIDER) Working Papers C00-111, University of California at Berkeley. [Downloadable!]
3. Richard Portes & Hélène Rey, 2000. "The Determinants of Cross-Border Equity Flows: The Geography of Information," Center for International and Development Economics Research, Working Paper Series 1011, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
4. Bams, Dennis & Wolff, Christian C, 2000. "Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach," CEPR Discussion Papers 2392, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
5. Clara Raposo & James Dow, 2000. "Active agents, passive principals; the role of the chief executive in corporate strategy formulation and implementation," OFRC Working Papers Series 2000fe06, Oxford Financial Research Centre. [Downloadable!]
6. Albert Marcet & Andrew Scott, 2000. "The Fiscal Costs Of Debt Limits," Computing in Economics and Finance 2000 378, Society for Computational Economics.
7. Philippe Martin and Hélène Rey., 2000. "Financial Super-Markets: Size Matters for Asset Trade," Center for International and Development Economics Research (CIDER) Working Papers C00-110, University of California at Berkeley. [Downloadable!]
8. Philippe Martin & Hélène Rey, 2000. "Financial Super-Markets: Size Matters for Asset Trade," Center for International and Development Economics Research, Working Paper Series 1012, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
9. P Martin & H Rey, 2000. "Financial Integration and Asset Returns," CEP Discussion Papers dp0451, Centre for Economic Performance, LSE. [Downloadable!]
10. P Martin & H Rey, 2000. "Financial Super-Markets: Size Matters for Asset Trade," CEP Discussion Papers dp0450, Centre for Economic Performance, LSE. [Downloadable!]
11. R Portes & H Rey, 2000. "The Determinants Of Cross-Border Equity Flows," CEP Discussion Papers dp0446, Centre for Economic Performance, LSE. [Downloadable!]
12. Carrasco, Marine & Chernov, Mikhaël & Florens, Jean-Pierre & Ghysels, Eric, 2000. "Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions," IDEI Working Papers 116, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2002. [Downloadable!]
13. V. Acharya & J. Huang & Marti G. Subrahmanyam & R. Sundaram, 2000. "Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-048, New York University, Leonard N. Stern School of Business-. [Downloadable!]
14. John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascala J. Maenhout, 2000. "Investing Retirement Wealth? A Life-Cycle Model," Harvard Institute of Economic Research Working Papers 1896, Harvard - Institute of Economic Research. [Downloadable!]
15. John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis Viceira, 2000. "Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor," Harvard Institute of Economic Research Working Papers 1899, Harvard - Institute of Economic Research. [Downloadable!]
16. Imbs, Jean, 2000. "Sectors and the OECD Business Cycle," CEPR Discussion Papers 2473, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
17. Imbs, Jean & Wacziarg, Romain, 2000. "Stages of Diversification," CEPR Discussion Papers 2642, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
18. Wacziarg, Romain & Imbs, Jean, 2000. "Stages of Diversification," Research Papers 1653, Stanford University, Graduate School of Business. [Downloadable!]
19. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2000. "Reference Cycles: The NBER Methodology Revisited," CEPR Discussion Papers 2400, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1999

1. Portes, Richard & Rey, Hélène, 1999. "The Determinants of Cross-Border Equity Flows," CEPR Discussion Papers 2225, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Richard Portes & Helene Rey, 1999. "The Determinants of Cross-Border Equity Flows," NBER Working Papers 7336, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Portes, Richard, 1999. "Global Financial Markets and Financial Stability: Europe's Role," CEPR Discussion Papers 2298, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Scott, Andrew & Uhlig, Harald, 1999. "Fickle Investors: an Impediment to Growth?," CEPR Discussion Papers 2071, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
5. Scott, Andrew, 1999. "Does Tax Smoothing Imply Smooth Taxes?," CEPR Discussion Papers 2172, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
6. Andrew Scott & Harald Uhlig, 1999. "Fickle Investors: An Impediment to Growth," CEP Discussion Papers dp0415, Centre for Economic Performance, LSE.
7. Andrew Scott, 1999. "Does Tax Smoothing Imply Smooth Taxes?," CEP Discussion Papers dp0429, Centre for Economic Performance, LSE.
8. Nabil I. Al-Najjar & Ramon Casadesus-Masanell & Emre Ozdenoren, 1999. "Subjective Representation of Complexity," Discussion Papers 1249, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
9. Rey, Hélène, 1999. "International Trade and Currency Exchange," CEPR Discussion Papers 2226, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
10. Martin, Philippe & Rey, Hélène, 1999. "Financial Super-Markets: Size Matters for Asset Trade," CEPR Discussion Papers 2232, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
11. Martin, Philippe & Rey, Hélène, 1999. "Financial Integration and Asset Returns," CEPR Discussion Papers 2282, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
12. Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 1999. "A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," CIRANO Working Papers 99s-48, CIRANO. [Downloadable!]
13. Viral Acharya & Kose John & Rangarajan K. Sundaram, 1999. "On the Optimality of Resetting Executive Stock Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-087, New York University, Leonard N. Stern School of Business-.
14. John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascal J. Maenhout, 1999. "Investing Retirement Wealth: A Life-Cycle Model," NBER Working Papers 7029, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
15. John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis M. Viceira, 1999. "Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor," Computing in Economics and Finance 1999 1344, Society for Computational Economics.
16. Imbs, Jean, 1999. "Co-Fluctuations," CEPR Discussion Papers 2267, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
17. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 1999. "The Generalized Dynamic Factor Model: Identification and Estimation," CEPR Discussion Papers 2338, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
18. Croux, Christophe & Forni, Mario & Reichlin, Lucrezia, 1999. "A Measure of Comovement for Economic Variables: Theory and Empirics," CEPR Discussion Papers 2339, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1998

1. Richard Portes & Helene Rey, 1998. "The Emergence of the Euro as an International Currency," NBER Working Papers 6424, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Bams, D. & Wolff, C., 1998. "Risk Premia in Term Structure of Interest Rates: A Panel Data Approach," Papers 98-50, Southern California - School of Business Administration.
3. Rohit Rahi & James Dow, 1998. "Informed Trading, Investment, and Welfare," FMG Discussion Papers dp292, Financial Markets Group. [Downloadable!] (restricted)
4. Rohit Rahi & James Dow, 1998. "Should Speculators be Taxed?," FMG Discussion Papers dp291, Financial Markets Group. [Downloadable!] (restricted)
5. Ellison, Martin & Scott, Andrew, 1998. "Sticky Prices and Volatile Output: Or When is a Phillips Curve not a Phillips Curve," CEPR Discussion Papers 1849, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
6. Scott, A. & Uhlig, H., 1998. "Fickle investors : an impediment to growth?," Discussion Paper 134, Tilburg University, Center for Economic Research. [Downloadable!]
7. M Ellison & Andrew Scott, 1998. "Sticky Prices and Volatile Output: or when is a Phillips Curve not a Phillips Curve?," CEP Discussion Papers dp0396, Centre for Economic Performance, LSE.
8. Ramon Casadesus-Masanell & Peter Klibanoff & Emre Ozdenoren, 1998. "Maximum Expected Utility over Savage Acts with a Set of Priors," Discussion Papers 1218, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
9. G Alogoskoufis & R Portes & H Rey, 1998. "The Emergence of the Euro as an International Currency," CEP Discussion Papers dp0388, Centre for Economic Performance, LSE.
10. Mikhail Chernov & Eric Ghysels, 1998. "What Data Should Be Used to Price Options?," CIRANO Working Papers 98s-22, CIRANO. [Downloadable!]
11. Viral V. Acharya & Kose John & Rangarajan K. Sundaram, 1998. "Contract Renegotiation and the Optimality of resetting Executive Stock Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-088, New York University, Leonard N. Stern School of Business-.
12. Jean IMBS, 1998. "Fluctuations, Bilateral Trade and the Exchange Rate Regime," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9906, Université de Lausanne, Faculté des HEC, DEEP, revised Nov 1998. [Downloadable!]
13. Jean IMBS, 1998. "Technology, Growth and the Business Cycle," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9821, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
14. Jean IMBS, 1998. "Co-Fluctuations," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9819, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
15. Raghuram Rajan & Henri Servaes & Luigi Zingales, 1998. "The Cost of Diversity: The Diversification Discount and Inefficient Investment," NBER Working Papers 6368, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
16. Rajan, Raghuram G & Servaes, Henri & Zingales, Luigi, 1998. "The Cost of Diversity: The Diversification Discount and Inefficient Investment," CEPR Discussion Papers 1801, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1997

1. Alogoskoufis, George & Portes, Richard & Rey, Hélène, 1997. "The Emergence of the Euro as an International Currency," CEPR Discussion Papers 1741, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Alogoskoufis, G. & Portes, R. & Rey, H., 1997. "The Emergence of the Euro as an International Currency," DELTA Working Papers 97-28, DELTA (Ecole normale supérieure).
3. Dow, J & Rahi, R, 1997. "Informed Trading, Investment, and Welfare," Economics Working Papers eco97/03, European University Institute.
4. Dow, J. & Rahi, R., 1997. "Should Speculators be Taxed?," Economics Working Papers eco97/21, European University Institute.
5. S Millard & Andrew Scott & M Sensier, 1997. "The Labour Market over the Business Cycle: Can Theory Fit the Facts?," CEP Discussion Papers dp0364, Centre for Economic Performance, LSE.
6. Buiter, Willem H & Lago, Ricardo & Rey, Hélène, 1997. "Enterprises in Transition: Macroeconomic Influences on Enterprise Decision-making and Performance," CEPR Discussion Papers 1601, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
7. Willem H. Buiter & Ricardo Lago & Helene Rey, 1997. "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economies," NBER Working Papers 5882, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
8. Buiter, Willem H & Lago, Ricardo & Rey, Hélène, 1997. "A Portfolio Approach to a Cross-sectoral and Cross-National Investment Strategy in Transition Economies," CEPR Discussion Papers 1548, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
9. W.H. Buiter & R Lagos & H Rey, 1997. "Enterprises in Transition: Macroeconomic Influences on Enterprise Decision-Making and Performance," CEP Discussion Papers dp0340, Centre for Economic Performance, LSE. [Downloadable!]
10. W.H. Buiter & R Lagos & H Rey, 1997. "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economics," CEP Discussion Papers dp0320, Centre for Economic Performance, LSE.
11. H Rey, 1997. "International Trade and Currency Exchange," CEP Discussion Papers dp0322, Centre for Economic Performance, LSE. [Downloadable!]
12. Forni, Mario & Reichlin, Lucrezia, 1997. "National Policies and Local Economies: Europe and the United States," CEPR Discussion Papers 1632, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1996

1. Lars-Hendrik Röller & Leonard Waverman, 1996. "Telecommunications Infrastructure and Economic Development: A Simultaneous Approach," CIG Working Papers FS IV 96-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
2. Cornelli, Francesca & Portes, Richard & Schaffer, Mark E, 1996. "The Capital Structure of Firms in Central and Eastern Europe," CEPR Discussion Papers 1392, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Summers, L-H & Cline, W-R & Eichengreen, B & Portes, R & Fraga, A & Goldstein, M, 1996. "From Halifax to Lyons : What Has Been Done About Crisis Management?," Princeton Studies in International Economics 200, International Economics Section, Departement of Economics Princeton University,.
4. Cornelli, F. & Portes, R. & Schaffer, M., 1996. "The Capital Structure of Firms in Central and Eastern Europe," DELTA Working Papers 96-05, DELTA (Ecole normale supérieure).
5. Summers, L-H & Cline, W-R & Eichengreen, B & Portes, R & Fraga, A & Goldstein, M, 1996. "From Halifax to Lyons : What Has Been Done About Crisis Management?," Princeton Essays in International Economics 200, International Economics Section, Departement of Economics Princeton University,.
6. James Dow & Rohit Rahi, 1996. "Informed Trading, Investment and Welfare," Archive Working Papers 029, Birkbeck, Department of Economics, Mathematics & Statistics.
7. Scott, Andrew, 1996. "Consumption, 'Credit Crunches' and Financial Deregulation," CEPR Discussion Papers 1389, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
8. Scott, Andrew, 1996. "The Determinants of UK Business Cycles," CEPR Discussion Papers 1409, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
9. Scott, A., 1996. "Consumption, "Credit Crunches" and Financial Deregulation," Economics Series Working Papers 99181, University of Oxford, Department of Economics.
10. Scott, A., 1996. "Consumption Shifts and Income Shocks: Extending the REPIH," Economics Series Working Papers 99183, University of Oxford, Department of Economics.

1995

1. James Dow & Gary Gorton, 1995. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," NBER Working Papers 5233, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Daron Acemoglu & Andrew Scott, 1995. "Asymmetric Business Cycles: Theory and Evidence," Working papers 95-24, Massachusetts Institute of Technology (MIT), Department of Economics.
3. Andrew Scott, 1995. "Why is Consumption so Seasonal?," Economics Working Papers 122, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
4. Scott, A. & Acemoglu, D., 1995. "Asymmetric Business Cycles: Theory and Time-series Evidence," Economics Series Working Papers 99173, University of Oxford, Department of Economics.
5. Scott, A., 1995. "Why id Consumption so Seasonal?," Economics Series Working Papers 99172, University of Oxford, Department of Economics.
6. Andrew Scott, 1995. "Why is Consumption so Seasonal?," CEP Discussion Papers dp0269, Centre for Economic Performance, LSE.
7. Forni, Mario & Reichlin, Lucrezia, 1995. "Dynamic Common Factors in Large Cross-Sections," CEPR Discussion Papers 1285, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
8. Forni, Mario & Reichlin, Lucrezia, 1995. "Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle," CEPR Discussion Papers 1244, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1994

1. Harold L. Cole & James Dow & William B. English, 1994. "Default, settlement, and signalling: lending resumption in a reputational model of sovereign debt," Staff Report 180, Federal Reserve Bank of Minneapolis. [Downloadable!]
2. James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," NBER Working Papers 4858, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Center for Financial Institutions Working Papers 95-10, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
4. Andrew C Harvey & Andrew Scott, 1994. "Seasonality in Dynamic Regression Models," CEP Discussion Papers dp0184, Centre for Economic Performance, LSE.

1993

1. Neven, Damien J & Röller, Lars-Hendrik & Waverman, Leonard, 1993. "The European Satellite Industry: Prospects for Liberalization," CEPR Discussion Papers 813, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. James Dow & Gary Gorton, 1993. "Arbitrage Chains," NBER Working Papers 4314, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. James Dow & Gary Gorton, 1993. "Arbitrage Chains," CEPR Financial Markets Paper 0035, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 53--56 Great Sutton Street, London EC1V 0DG.
4. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1993. "Nash Equilibrium Under Knightian Uncertainty: Breaking Down Backward Induction (Extensively Revised Version)," Economics Working Papers (Ensaios Economicos da EPGE) 213, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
5. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1993. "Laws of Large Numbers For Non-Additive Probabilities," Economics Working Papers (Ensaios Economicos da EPGE) 226, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
6. James Dow & Gary Gorton, 1993. "Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing," NBER Working Papers 4315, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
7. Daron Acemoglu & Andrew Scott, 1993. "A Theory of Economic Fluctuations: Increasing Returns and Temporal Agglomerations," CEP Discussion Papers dp0163, Centre for Economic Performance, LSE.
8. Daron Acemoglu & Andrew Scott, 1993. "Consumer Confidence and Rational Expectations: Are Agents Beliefs Consistent with the Theory?," CEP Discussion Papers dp0119, Centre for Economic Performance, LSE.
9. Daron Acemoglu & Andrew Scott, 1993. "Asymmetries in the Cyclical Behaviour of UK Markets," CEP Discussion Papers dp0146, Centre for Economic Performance, LSE.
10. Nicoletti, Giuseppe & Reichlin, Lucrezia, 1993. "Trends and Cycles in Labour Productivity in the Major OECD Countries," CEPR Discussion Papers 808, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
11. Lippi, Marco & Reichlin, Lucrezia, 1993. "Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle," CEPR Discussion Papers 775, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
12. Evans, George W & Reichlin, Lucrezia, 1993. "Information, Forecasts and Measurement of the Business Cycle," CEPR Discussion Papers 756, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
13. Giuseppe Nicoletti & Lucrezia Reichlin, 1993. "Trends and Cycles in Labour Productivity in the Major OECD Countries," OECD Economics Department Working Papers 129, OECD, Economics Department. [Downloadable!]

1992

1. Melvyn Fuss & Steven Murphy & Leonard Waverman, 1992. "The State of the North American and Japanese Motor Vehicle Industries: A Partially Calibrated Model to Examine the Impacts of Trade Policy Changes," NBER Working Papers 4225, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Begg, David & Portes, Richard, 1992. "Eastern Germany Since Unification: Wage Subsidies Remain a Better Way," CEPR Discussion Papers 730, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Begg, David & Portes, Richard, 1992. "Enterprise Debt and Economic Transformation: Financial Restructuring of the State Sector in Central and Eastern Europe," CEPR Discussion Papers 695, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1992. "The Ex-Ante Non-Optimality of the Dempster-Schafer Updating Rule For Ambiguous Beliefs," Economics Working Papers (Ensaios Economicos da EPGE) 185, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
5. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1992. "Nash Equilibrium Under Knightian Uncertainty: Breaking Down Backward Induction," Economics Working Papers (Ensaios Economicos da EPGE) 186, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
6. George W. Evans & L Reichlin, 1992. "Information," CEP Discussion Papers dp0111, Centre for Economic Performance, LSE.

1991

1. Melvyn A. Fuss & Leonard Waverman, 1991. "The Extent and Sources of Cost and Efficiency Differences Between U.S. and Japanese Automobile Producers," NBER Working Papers 1849, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Melvyn A. Fuss & Leonard Waverman, 1991. "Productivity Growth in the Automobile Industry, 1970-1980: A Comparisonof Canada, Japan and the United States," NBER Working Papers 1735, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Portes, Richard, 1991. "The Path of Reform in Central and Eastern Europe: An Introduction," CEPR Discussion Papers 559, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Portes, Richard, 1991. "The Transition to Convertibility in Eastern Europe and the USSR," CEPR Discussion Papers 500, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
5. George Alogoskoufis & Richard Portes, 1991. "International Costs and Benefits from EMU," NBER Working Papers 3384, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
6. Padoa-Schioppa, T. & Emerson, M. & Shigehara, K. & Portes, R., 1991. "Europe After 1992: Three Essays," Princeton Studies in International Economics 182, International Economics Section, Departement of Economics Princeton University,.
7. Nijman, T.E. & Palm, F.C. & Wolff, C.C.P., 1991. "Premia in Forward Foreign Exchange as Unobserved Components," Papers 9112, Tilburg - Center for Economic Research.
8. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1991. "Homothetic Preferences," Economics Working Papers (Ensaios Economicos da EPGE) 176, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
9. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1991. "Excess Volatility of Stock Prices and Knightian Uncertainty," Economics Working Papers (Ensaios Economicos da EPGE) 179, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
10. Gary Gorton & James Dow, 1991. "Trading, Communication and the Response of Price to New Information," NBER Working Papers 3687, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1990

1. Alogoskoufis, George & Portes, Richard, 1990. "International Costs and Benefits from EMU," CEPR Discussion Papers 424, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Cohen, Daniel & Portes, Richard, 1990. "The Price of LDC Debt," CEPR Discussion Papers 459, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Barry Eichengreen & Richard Portes, 1990. "Dealing With Debt: The 1930s and the 1980s," NBER Working Papers 2867, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
4. Fred G M C Nieuwland & Willem F C Verschoor & Christian C P Wolff, 1990. "EMS Exchange Rates," CEPR Financial Markets Paper 0002, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 53--56 Great Sutton Street, London EC1V 0DG.
5. Dow, James & Werlang, Sérgio Ribeiro da Costa & Madrigal, Vicente, 1990. "Preferences, Common Knowledge and Speculative Trade," Economics Working Papers (Ensaios Economicos da EPGE) 149, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

1989

1. Eichengreen, Barry & Portes, Richard, 1989. "Dealing with Debt: The 1930s and the 1980s," CEPR Discussion Papers 300, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Eichengreen, Barry & Portes, Richard, 1989. "Dealing with debt : the 1930's and the 1980's," Policy Research Working Paper Series 259, The World Bank. [Downloadable!]
3. Portes, Richard, 1989. "Macroeconomic Policy Coordination and the European Monetary System," CEPR Discussion Papers 342, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Richard Portes, 1989. "The Theory and Measurement of Macroeconomic Disequilibrium in Centrally Planned Economies," NBER Working Papers 1875, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
5. Barry Eichengreen & Richard Portes, 1989. "The Anatomy of Financial Crises," NBER Working Papers 2126, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
6. Martin, C. & Portes, R., 1989. "Effective Demands and Spillovers," DELTA Working Papers 89-03, DELTA (Ecole normale supérieure).
7. Eichengreen, B. & Portes, R., 1989. "Dealing with Debt: The 1930's and the 1980's," DELTA Working Papers 89-04, DELTA (Ecole normale supérieure).
8. Barry Eichengreen and Richard Portes., 1989. "Dealing with Debt: The 1930s and the 1980s," Economics Working Papers 89-104, University of California at Berkeley. [Downloadable!]
9. Dow, J. & Gorton, G., 1989. "Self-Generating Trade And Rational Fads: The Response Of Price To New Information," Weiss Center Working Papers 3-90, Wharton School - Weiss Center for International Financial Research.

1988

1. Eichengreen, Barry & Portes, Richard, 1988. "Foreign Lending in the Interwar Years: The Bondholders' Perspective," CEPR Discussion Papers 273, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Eichengreen, Barry & Portes, Richard, 1988. "Settling Defaults in the Era of Bond Finance," CEPR Discussion Papers 272, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Richard Portes & Anita Santorum, 1988. "Money and the Consumption Goods Market in China," NBER Working Papers 2143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
4. Barry Eichengreen and Richard Portes., 1988. "Foreign Lending in the Interwar Years: The Bondholders' Perspective," Economics Working Papers 8886, University of California at Berkeley.
5. Barry Eichengreen and Richard Portes., 1988. "Settling Defaults in the Era of Bond Finance," Economics Working Papers 8885, University of California at Berkeley.
6. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1988. "Uncertainty Aversion and the Optmal Choice of Portfolio," Economics Working Papers (Ensaios Economicos da EPGE) 115, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

1987

1. Richard Portes & Richard E. Quandt & David Winter & Stephen Yeo, 1987. "Macroeconomic Planning and Disequilibrium: Estimates for Poland, 1955-1980," NBER Working Papers 1182, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Wolff, Christian C, 1987. "Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach," CEPR Discussion Papers 189, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Wolff, Christian C, 1987. "Forward Exchange Rates and Expected Future Spot Rates," CEPR Discussion Papers 187, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Wolff, Christian C, 1987. "Exchange Rates, Innovations and Forecasting," CEPR Discussion Papers 188, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1986

1. Melvyn Fuss & Leonard Waverman, 1986. "The Canada-U.S. Auto Pact of 1965: An Experiment in Selective Trade Liberalization," NBER Working Papers 1953, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Eichengreen, Barry & Portes, Richard, 1986. "The Anatomy of Financial Crises," CEPR Discussion Papers 130, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Portes, Richard, 1986. "The Theory and Measurement of Macroeconomic Disequilibrium in Centrally Planned Economies," CEPR Discussion Papers 91, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Portes, Richard, 1986. "Finance, Trade and Development: Issues in Transatlantic Cooperation," CEPR Discussion Papers 100, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
5. Barry J. Eichengreen & Richard Portes, 1986. "Debt and Default in the 1930s: Causes and Consequences," NBER Working Papers 1772, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
6. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1986. "The Consistency of Welfare Judgements With A Representative Consumer," Economics Working Papers (Ensaios Economicos da EPGE) 87, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

1985

1. Eichengreen, Barry & Portes, Richard, 1985. "Debt and Default in the 1930s: Causes and Consequences," CEPR Discussion Papers 75, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Richard Portes & Richard E. Quandt & David Winter & Stephen Yeo, 1985. "Planning the Consumption Goods Market: Preliminary Disequilibrium Estimates for Poland, 1955-1980," NBER Working Papers 1076, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1984

1. Richard Portes, 1984. "Central Planning and Monetarism: Fellow Travelers?," NBER Working Papers 0782, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1981

1. John Burkett & Richard Portes & David Winter, 1981. "Macroeconomic Adjustment and Foreign Trade of Centrally Planned Economies," NBER Working Papers 0736, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1971

1. Daniel Hamermesh & Richard Portes, 1971. "The Labor Market Under Central Planning: The Case of Hungary," Working Papers 397, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]

Undated

1. James Dow & Gary Gorton, . "Arbitrage Chains," Rodney L. White Center for Financial Research Working Papers 6-93, Wharton School Rodney L. White Center for Financial Research.
2. James Dow & Gary Gorton, . "Arbitrage Chains," Rodney L. White Center for Financial Research Working Papers 06-93, Wharton School Rodney L. White Center for Financial Research.
3. James Dow & Gary Gorton, . "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Rodney L. White Center for Financial Research Working Papers 16-95, Wharton School Rodney L. White Center for Financial Research.
4. James Dow & Gary Gorton, . "Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing (Reprint 052)," Rodney L. White Center for Financial Research Working Papers 05-93, Wharton School Rodney L. White Center for Financial Research.
5. James Dow & Gary Gorton, . "Self-Generating Trade and Rational Fads: The Response of Price to New Information," Rodney L. White Center for Financial Research Working Papers 3-90, Wharton School Rodney L. White Center for Financial Research.
6. James Dow & Gary Gorton, . "Self-Generating Trade and Rational Fads: The Response of Price to New Information," Rodney L. White Center for Financial Research Working Papers 40-89, Wharton School Rodney L. White Center for Financial Research.
7. James Dow & Gary Gorton, . "Self-Generating Trade and Rational Fads: The Response of Price to New Information," Rodney L. White Center for Financial Research Working Papers 03-90, Wharton School Rodney L. White Center for Financial Research.
8. James Dow & Gary Gorton, . "Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing (Reprint 052)," Rodney L. White Center for Financial Research Working Papers 5-93, Wharton School Rodney L. White Center for Financial Research.
9. James Dow & Gary Gorton, . "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Rodney L. White Center for Financial Research Working Papers 19-94, Wharton School Rodney L. White Center for Financial Research.
10. Martin Ellison & Andrew Scott, . "Sticky prices and volatile output," Bank of England working papers 127, Bank of England. [Downloadable!]
11. Allison Holland & Andrew Scott, . "The determinants of UK business cycles," Bank of England working papers 58, Bank of England. [Downloadable!]
12. Stephen Millard & Andrew Scott & Marianne Sensier, . "Business cycles and the labour market can theory fit the facts?," Bank of England working papers 93, Bank of England. [Downloadable!]
13. Viral Acharya & Tanju Yorulmazer, . "Cash-in-the-market pricing and optimal resolution of bank failures," Bank of England working papers 328, Bank of England. [Downloadable!]
14. Viral Acharya & Tanju Yorulmazer, . "Too many to fail - an analysis of time-inconsistency in bank closure policies," Bank of England working papers 319, Bank of England. [Downloadable!]
15. Efrem Castelnuovo & Paolo Surico, . "The price puzzle: fact or artefact?," Bank of England working papers 288, Bank of England. [Downloadable!]
16. Charlotta Groth & Jarkko Jääskelä & Paolo Surico, . "Fundamental inflation uncertainty," Bank of England working papers 309, Bank of England. [Downloadable!]
17. Haroon Mumtaz & Paolo Surico, . "Evolving international inflation dynamics: evidence from a time-varying dynamic factor model," Bank of England working papers 341, Bank of England. [Downloadable!]
18. Paolo Surico, . "Monetary policy shifts and inflation dynamics," Bank of England working papers 338, Bank of England. [Downloadable!]
19. Raghuram Rajan & Henri Servaes & Luigi Zingales, . "The Cost of Diversity: The Diversification Discount and Inefficient Investment," CRSP working papers 357, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
20. Raghuram Rajan & Henry Servaes & Luigi Zingales, . "The Cost of Diversity: The Diversification Discount and Inefficient Investment," CRSP working papers 463, Center for Research in Security Prices, Graduate School of Business, University of Chicago.

Journal articles

2009

1. Chen, Natalie & Imbs, Jean & Scott, Andrew, 2009. "The dynamics of trade and competition," Journal of International Economics, Elsevier, vol. 77(1), pages 50-62, February. [Downloadable!] (restricted)
2. Marcet, Albert & Scott, Andrew, 2009. "Debt and deficit fluctuations and the structure of bond markets," Journal of Economic Theory, Elsevier, vol. 144(2), pages 473-501, March. [Downloadable!] (restricted)
3. Viral V. Acharya & Alberto Bisin, 2009. "Managerial hedging, equity ownership, and firm value," RAND Journal of Economics, RAND Corporation, vol. 40(1), pages 47-77. [Downloadable!] (restricted)
4. Viral V. Acharya & Conor Kehoe & Michael Reyner, 2009. "Private Equity vs. PLC Boards in the U.K.: A Comparison of Practices and Effectiveness," Journal of Applied Corporate Finance, Morgan Stanley, vol. 21(1), pages 45-56. [Downloadable!] (restricted)
5. Acharya, Viral V., 2009. "A theory of systemic risk and design of prudential bank regulation," Journal of Financial Stability, Elsevier, vol. 5(3), pages 224-255, September. [Downloadable!] (restricted)
6. Emeric Henry, 2009. "Strategic Disclosure of Research Results: The Cost of Proving Your Honesty," Economic Journal, Royal Economic Society, vol. 119(539), pages 1036-1064, 07. [Downloadable!] (restricted)
7. Haroon Mumtaz & Paolo Surico, 2009. "The Transmission of International Shocks: A Factor-Augmented VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 71-100, 02. [Downloadable!] (restricted)
8. Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, 03. [Downloadable!] (restricted)
9. Haroon Mumtaz & Paolo Surico, 2009. "Time-varying yield curve dynamics and monetary policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 895-913. [Downloadable!]
10. Cocco, João F. & Gomes, Francisco J. & Martins, Nuno C., 2009. "Lending relationships in the interbank market," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 24-48, January. [Downloadable!] (restricted)
11. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009. "Optimal Savings with Taxable and Tax-Deferred Accounts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 718-735, October. [Downloadable!] (restricted)
12. Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009. "Opening The Black Box: Structural Factor Models With Large Cross Sections," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1319-1347, October. [Downloadable!]
13. Ajay Khorana & Henri Servaes & Peter Tufano, 2009. "Mutual Fund Fees Around the World," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(3), pages 1279-1310, March. [Downloadable!] (restricted)

2008

1. S. T. M. Straetmans & W. F. C. Verschoor & C. C. P. Wolff, 2008. "Extreme US stock market fluctuations in the wake of 9|11," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 17-42. [Downloadable!]
2. Ron Jongen & Willem F.C. Verschoor & Christian C.P. Wolff, 2008. "Foreign Exchange Rate Expectations: Survey And Synthesis," Journal of Economic Surveys, Blackwell Publishing, vol. 22(1), pages 140-165, 02. [Downloadable!] (restricted)
3. Elisa Faraglia & Albert Marcet & Andrew Scott, 2008. "Fiscal Insurance and Debt Management in OECD Economies," Economic Journal, Royal Economic Society, vol. 118(527), pages 363-386, 03. [Downloadable!] (restricted)
4. Ozdenoren, Emre & Peck, James, 2008. "Ambiguity aversion, games against nature, and dynamic consistency," Games and Economic Behavior, Elsevier, vol. 62(1), pages 106-115, January. [Downloadable!] (restricted)
5. Christopher L. House & Emre Ozdenoren, 2008. "Durable goods and conformity," RAND Journal of Economics, RAND Corporation, vol. 39(2), pages 452-468. [Downloadable!] (restricted)
6. Emre Ozdenoren & Kathy Yuan, 2008. "Feedback Effects and Asset Prices," Journal of Finance, American Finance Association, vol. 63(4), pages 1939-1975, 08. [Downloadable!] (restricted)
7. Harald Hau & Helene Rey, 2008. "Home Bias at the Fund Level," American Economic Review, American Economic Association, vol. 98(2), pages 333-38, May. [Downloadable!]
8. Viral V. Acharya & Tanju Yorulmazer, 2008. "Information Contagion and Bank Herding," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 215-231, 02. [Downloadable!] (restricted)
9. Viral V. Acharya & Tanju Yorulmazer, 2008. "Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(6), pages 2705-2742, November. [Downloadable!] (restricted)
10. Henry, Emeric, 2008. "The informational role of supermajorities," Journal of Public Economics, Elsevier, vol. 92(10-11), pages 2225-2239, October. [Downloadable!] (restricted)
11. Andrea M. Buffa & Giovanna Nicodano, 2008. "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Review of Finance, Oxford University Press for European Finance Association, vol. 12(4), pages 735-765. [Downloadable!] (restricted)
12. Paolo Surico, 2008. "Measuring the Time Inconsistency of US Monetary Policy," Economica, London School of Economics and Political Science, vol. 75(297), pages 22-38, 02. [Downloadable!] (restricted)
13. Luca Benati & Paolo Surico, 2008. "Evolving U.S. Monetary Policy and The Decline of Inflation Predictability," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 634-646, 04-05. [Downloadable!] (restricted)
14. Timothy Besley & Neil Meads & Paolo Surico, 2008. "Insiders versus Outsiders in Monetary Policymaking," American Economic Review, American Economic Association, vol. 98(2), pages 218-23, May. [Downloadable!]
15. Surico, Paolo, 2008. "The Cost Channel Of Monetary Policy And Indeterminacy," Macroeconomic Dynamics, Cambridge University Press, vol. 12(05), pages 724-735, November. [Downloadable!]
16. Paolo Surico & Haroon Mumtaz, 2008. "International influences on domestic prices and activities: a FAVAR approach to open economy," Proceedings, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
17. Francisco Gomes & Alexander Michaelides, 2008. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(1), pages 415-448, January. [Downloadable!] (restricted)
18. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Explaining The Great Moderation: It Is Not The Shocks," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05. [Downloadable!] (restricted)
19. Reichlin, Lucrezia, 2008. "Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2453-2459, August. [Downloadable!] (restricted)
20. Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008. "Nowcasting: The real-time informational content of macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May. [Downloadable!] (restricted)
21. De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?," Journal of Econometrics, Elsevier, vol. 146(2), pages 318-328, October. [Downloadable!] (restricted)
22. McConnell, John J. & Servaes, Henri & Lins, Karl V., 2008. "Changes in insider ownership and changes in the market value of the firm," Journal of Corporate Finance, Elsevier, vol. 14(2), pages 92-106, April. [Downloadable!] (restricted)

2007

1. Peter G. Dunne & Michael J. Moore & Richard Portes, 2007. "Benchmark Status in Fixed-Income Asset Markets," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 34(9-10), pages 1615-1634. [Downloadable!] (restricted)
2. Scott, Andrew, 2007. "Optimal taxation and OECD labor taxes," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 925-944, April. [Downloadable!] (restricted)
3. Chen, Yan & Katuscak, Peter & Ozdenoren, Emre, 2007. "Sealed bid auctions with ambiguity: Theory and experiments," Journal of Economic Theory, Elsevier, vol. 136(1), pages 513-535, September. [Downloadable!] (restricted)
4. Peter Klibanoff & Emre Ozdenoren, 2007. "Subjective recursive expected utility," Economic Theory, Springer, vol. 30(1), pages 49-87, January. [Downloadable!] (restricted)
5. Pierre-Olivier Gourinchas & Hélène Rey, 2007. "International Financial Adjustment," Journal of Political Economy, University of Chicago Press, vol. 115(4), pages 665-703, 08. [Downloadable!] (restricted)
6. Chernov, Mikhail, 2007. "On the Role of Risk Premia in Volatility Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 411-426, October. [Downloadable!] (restricted)
7. Mark Broadie & Mikhail Chernov & Suresh Sundaresan, 2007. "Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11," Journal of Finance, American Finance Association, vol. 62(3), pages 1341-1377, 06. [Downloadable!] (restricted)
8. Mark Broadie & Mikhail Chernov & Michael Johannes, 2007. "Model Specification and Risk Premia: Evidence from Futures Options," Journal of Finance, American Finance Association, vol. 62(3), pages 1453-1490, 06. [Downloadable!] (restricted)
9. Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric, 2007. "Efficient estimation of general dynamic models with a continuum of moment conditions," Journal of Econometrics, Elsevier, vol. 140(2), pages 529-573, October. [Downloadable!] (restricted)
10. Acharya, Viral V. & Bharath, Sreedhar T. & Srinivasan, Anand, 2007. "Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries," Journal of Financial Economics, Elsevier, vol. 85(3), pages 787-821, September. [Downloadable!] (restricted)
11. Acharya, Viral V. & Johnson, Timothy C., 2007. "Insider trading in credit derivatives," Journal of Financial Economics, Elsevier, vol. 84(1), pages 110-141, April. [Downloadable!] (restricted)
12. Acharya, Viral V. & Yorulmazer, Tanju, 2007. "Too many to fail--An analysis of time-inconsistency in bank closure policies," Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 1-31, January. [Downloadable!] (restricted)
13. Acharya, Viral V. & Almeida, Heitor & Campello, Murillo, 2007. "Is cash negative debt? A hedging perspective on corporate financial policies," Journal of Financial Intermediation, Elsevier, vol. 16(4), pages 515-554, October. [Downloadable!] (restricted)
14. Viral V. Acharya & Julian Franks & Henri Servaes, 2007. "Private Equity: Boom and Bust?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 19(4), pages 44-53. [Downloadable!] (restricted)
15. Surico, Paolo, 2007. "The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 305-324, January. [Downloadable!] (restricted)
16. Paolo Surico, 2007. "The Monetary Policy of the European Central Bank," Scandinavian Journal of Economics, Blackwell Publishing, vol. 109(1), pages 115-135, 03. [Downloadable!] (restricted)
17. Imbs, Jean, 2007. "Tornell and Westermann, boom-bust cycles and financial liberalization," Journal of International Economics, Elsevier, vol. 71(2), pages 515-523, April. [Downloadable!] (restricted)
18. Imbs, Jean, 2007. "Growth and volatility," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 1848-1862, October. [Downloadable!] (restricted)
19. Khorana, Ajay & Servaes, Henri & Wedge, Lei, 2007. "Portfolio manager ownership and fund performance," Journal of Financial Economics, Elsevier, vol. 85(1), pages 179-204, July. [Downloadable!] (restricted)

2006

1. Geoff Edwards & Leonard Waverman, 2006. "The Effects of Public Ownership and Regulatory Independence on Regulatory Outcomes," Journal of Regulatory Economics, Springer, vol. 29(1), pages 23-67, 01. [Downloadable!] (restricted)
2. Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006. "Optimal currency shares in international reserves: The impact of the euro and the prospects for the dollar," Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 508-547, December. [Downloadable!] (restricted)
3. Palm, Franz C. & Werner, Ingrid M. & Wolff, Christian C.P., 2006. "Introduction to the special issue on International Finance," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 393-395, October. [Downloadable!] (restricted)
4. Bose, Subir & Ozdenoren, Emre & Pape, Andreas, 2006. "Optimal auctions with ambiguity," Theoretical Economics, Society for Economic Theory, vol. 1(4), pages 411-438, December. [Downloadable!]
5. Harald Hau & Hélène Rey, 2006. "Exchange Rates, Equity Prices, and Capital Flows," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 19(1), pages 273-317. [Downloadable!] (restricted)
6. Philippe Martin & Hélène Rey, 2006. "Globalization and Emerging Markets: With or Without Crash?," American Economic Review, American Economic Association, vol. 96(5), pages 1631-1651, December. [Downloadable!]
7. Viral V. Acharya & Iftekhar Hasan & Anthony Saunders, 2006. "Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios," Journal of Business, University of Chicago Press, vol. 79(3), pages 1355-1412, May. [Downloadable!]
8. Viral Acharya & Jing-zhi Huang & Marti Subrahmanyam & Rangarajan Sundaram, 2006. "When does Strategic Debt-service Matter?," Economic Theory, Springer, vol. 29(2), pages 363-378, October. [Downloadable!] (restricted)
9. Imbs, Jean, 2006. "The real effects of financial integration," Journal of International Economics, Elsevier, vol. 68(2), pages 296-324, March. [Downloadable!] (restricted)
10. Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," Journal of Econometrics, Elsevier, vol. 132(1), pages 257-279, May. [Downloadable!] (restricted)
11. Domenico Giannone & Lucrezia Reichlin, 2006. "Does information help recovering structural shocks from past observations?," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 455-465, 04-05. [Downloadable!] (restricted)
12. Michael G. Jacobides, 2006. "The architecture and design of organizational capabilities," Industrial and Corporate Change, Oxford University Press, vol. 15(1), pages 151-171, February.

2005

1. Portes, Richard & Rey, Helene, 2005. "The determinants of cross-border equity flows," Journal of International Economics, Elsevier, vol. 65(2), pages 269-296, March. [Downloadable!] (restricted)
2. Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005. "An evaluation framework for alternative VaR-models," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 944-958, October. [Downloadable!] (restricted)
3. James Dow & Clara C. Raposo, 2005. "CEO Compensation, Change, and Corporate Strategy," Journal of Finance, American Finance Association, vol. 60(6), pages 2701-2727, December. [Downloadable!] (restricted)
4. James Dow & Gary Gorton & Arvind Krishnamurthy, 2005. "Equilibrium Investment and Asset Prices under Imperfect Corporate Control," American Economic Review, American Economic Association, vol. 95(3), pages 659-681, June. [Downloadable!]
5. Jean Imbs & Haroon Mumtaz & Morten Ravn & Hélène Rey, 2005. "PPP Strikes Back: Aggregation and the Real Exchange Rate," The Quarterly Journal of Economics, MIT Press, vol. 120(1), pages 1-43, January.
6. Pierre-Olivier Gourinchas & Hélène Rey, 2005. "International financial adjustment," Proceedings, Federal Reserve Bank of San Francisco. [Downloadable!]
7. Viral V. Acharya & Alberto Bisin, 2005. "Optimal Financial-Market Integration and Security Design," Journal of Business, University of Chicago Press, vol. 78(6), pages 2397-2434, November. [Downloadable!]
8. Acharya, Viral V. & Pedersen, Lasse Heje, 2005. "Asset pricing with liquidity risk," Journal of Financial Economics, Elsevier, vol. 77(2), pages 375-410, August. [Downloadable!] (restricted)
9. Antonio M. Bento & Lawrence H. Goulder & Emeric Henry & Mark R. Jacobsen & Roger H. von Haefen, 2005. "Distributional and Efficiency Impacts of Gasoline Taxes: An Econometrically Based Multi-market Study," American Economic Review, American Economic Association, vol. 95(2), pages 282-287, May. [Downloadable!]
10. Francisco Gomes & Alexander Michaelides, 2005. "Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," Journal of Finance, American Finance Association, vol. 60(2), pages 869-904, 04. [Downloadable!] (restricted)
11. Cristadoro, Riccardo & Forni, Mario & Reichlin, Lucrezia & Veronese, Giovanni, 2005. "A Core Inflation Indicator for the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 539-60, June.
12. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September. [Downloadable!] (restricted)
13. Khorana, Ajay & Servaes, Henri & Tufano, Peter, 2005. "Explaining the size of the mutual fund industry around the world," Journal of Financial Economics, Elsevier, vol. 78(1), pages 145-185, October. [Downloadable!] (restricted)
14. Keith C. Brown, 2005. "Corporate Governance, Incentives, and Industry Consolidations," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 18(1), pages 241-270. [Downloadable!] (restricted)

2004

1. De Bondt, Werner & Palm, Franz & Wolff, Christian, 2004. "Introduction to the special issue on behavioral finance," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 423-427, September. [Downloadable!] (restricted)
2. Bams, Dennis & Walkowiak, Kim & Wolff, Christian C. P., 2004. "More evidence on the dollar risk premium in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 23(2), pages 271-282, March. [Downloadable!] (restricted)
3. Lehnert, Thorsten & Wolff, Christian C. P., 2004. "Scale-consistent Value-at-Risk," Finance Research Letters, Elsevier, vol. 1(2), pages 127-134, June. [Downloadable!] (restricted)
4. James Dow, 2004. "Is Liquidity Self-Fulfilling?," Journal of Business, University of Chicago Press, vol. 77(4), pages 895-908, October. [Downloadable!]
5. Levin, Dan & Ozdenoren, Emre, 2004. "Auctions with uncertain numbers of bidders," Journal of Economic Theory, Elsevier, vol. 118(2), pages 229-251, October. [Downloadable!] (restricted)
6. Martin, Philippe & Rey, Helene, 2004. "Financial super-markets: size matters for asset trade," Journal of International Economics, Elsevier, vol. 64(2), pages 335-361, December. [Downloadable!] (restricted)
7. Harald Hau & Hélène Rey, 2004. "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?," American Economic Review, American Economic Association, vol. 94(2), pages 126-133, May. [Downloadable!]
8. Efrem Castelnuovo & Paolo Surico, 2004. "Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(1), pages 105-126, 02. [Downloadable!] (restricted)
9. Jean Imbs, 2004. "Trade, Finance, Specialization, and Synchronization," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 723-734, October. [Downloadable!] (restricted)
10. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2004. "The generalized dynamic factor model consistency and rates," Journal of Econometrics, Elsevier, vol. 119(2), pages 231-255, April. [Downloadable!] (restricted)

2003

1. Bams, Dennis & Wolff, Christian C. P., 2003. "Risk premia in the term structure of interest rates: a panel data approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 211-236, July. [Downloadable!] (restricted)
2. James Dow, 2003. "Informed Trading, Investment, and Welfare," Journal of Business, University of Chicago Press, vol. 76(3), pages 439-454, July. [Downloadable!]
3. Al-Najjar, Nabil I. & Casadesus-Masanell, Ramon & Ozdenoren, Emre, 2003. "Probabilistic representation of complexity," Journal of Economic Theory, Elsevier, vol. 111(1), pages 49-87, July. [Downloadable!] (restricted)
4. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey, 2003. "Nonlinearities and Real Exchange Rate Dynamics," Journal of the European Economic Association, MIT Press, vol. 1(2-3), pages 639-649, 04/05. [Downloadable!] (restricted)
5. Chernov, Mikhail, 2003. "Empirical reverse engineering of the pricing kernel," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 329-364. [Downloadable!] (restricted)
6. Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003. "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 225-257. [Downloadable!] (restricted)
7. Chernov, Mikhail, 2003. "Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 485-88, October.
8. Viral V. Acharya, 2003. "Is the International Convergence of Capital Adequacy Regulation Desirable?," Journal of Finance, American Finance Association, vol. 58(6), pages 2745-2782, December. [Downloadable!] (restricted)
9. Efrem Castelnuovo & Paolo Surico, 2003. "What does Monetary Policy Reveal about a Central Bank's Preferences?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 32(3), pages 335-359, November. [Downloadable!] (restricted)
10. Paolo Surico, 2003. "Geographic Concentration and Increasing Returns," Journal of Economic Surveys, Blackwell Publishing, vol. 17(5), pages 693-708, December. [Downloadable!] (restricted)
11. Paolo Surico, 2003. "Asymmetric Reaction Functions for the Euro Area," Oxford Review of Economic Policy, Oxford University Press, vol. 19(1), pages 44-57.
12. Paolo Surico, 2003. "The Agglomeration Dilemma: "Should I Stay or Should I Go?"," Growth and Change, Gatton College of Business and Economics, University of Kentucky, vol. 34(3), pages 261-275. [Downloadable!] (restricted)
13. Francisco Gomes & Alexander Michaelides, 2003. "Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 729-766, October. [Downloadable!] (restricted)
14. Jean Imbs & Romain Wacziarg, 2003. "Stages of Diversification," American Economic Review, American Economic Association, vol. 93(1), pages 63-86, March. [Downloadable!]
15. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003. "Do financial variables help forecasting inflation and real activity in the euro area?," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1243-1255, September. [Downloadable!] (restricted)
16. Dittmar, Amy & Mahrt-Smith, Jan & Servaes, Henri, 2003. "International Corporate Governance and Corporate Cash Holdings," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(01), pages 111-133, March. [Downloadable!]

2002

1. Verschoor, Willem F C & Wolff, Chritian C P, 2002. "Scandinavian Exchange Rate Expectations," Applied Economics Letters, Taylor and Francis Journals, vol. 9(2), pages 111-16, February. [Downloadable!] (restricted)
2. Ozdenoren, Emre, 2002. "Completing the State Space with Subjective States," Journal of Economic Theory, Elsevier, vol. 105(2), pages 531-539, August. [Downloadable!] (restricted)
3. Viral V. Acharya & Iftekhar Hasan & Anthony Saunders, 2002. "The effects of focus and diversification on bank risk and return: evidence from individual bank loan portfolios," Proceedings, Federal Reserve Bank of Chicago, issue May. [Downloadable!]
4. Viral V. Acharya & Iftekhar Hasan & Anthony Saunders, 2002. "Should banks be diversified? evidence from individual bank portfolios," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 308-334.
5. Viral V. Acharya & Jennifer N. Carpenter, 2002. "Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(5), pages 1355-1383.
6. Karl V. Lins & Henri Servaes, 2002. "Is Corporate Diversification Beneficial in Emerging Market?," Financial Management, Financial Management Association, vol. 31(2), Summer.

2001

1. Lars-Hendrik Roller & Leonard Waverman, 2001. "Telecommunications Infrastructure and Economic Development: A Simultaneous Approach," American Economic Review, American Economic Association, vol. 91(4), pages 909-923, September. [Downloadable!] (restricted)
2. Portes, Richard & Rey, Helene & Oh, Yonghyup, 2001. "Information and capital flows: The determinants of transactions in financial assets," European Economic Review, Elsevier, vol. 45(4-6), pages 783-796, May. [Downloadable!] (restricted)
3. Verschoor, Willem F. C. & Wolff, Christian C. P., 2001. "Scandinavian forward discount bias risk premia," Economics Letters, Elsevier, vol. 73(1), pages 65-72, October. [Downloadable!] (restricted)
4. Verschoor, Willem F. C. & Wolff, Christian C. P., 2001. "Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market," International Review of Financial Analysis, Elsevier, vol. 10(2), pages 157-174. [Downloadable!] (restricted)
5. Rey, Helene, 2001. "International Trade and Currency Exchange," Review of Economic Studies, Blackwell Publishing, vol. 68(2), pages 443-64, April.
6. Forni, Mario & Reichlin, Lucrezia, 2001. "Federal policies and local economies: Europe and the US," European Economic Review, Elsevier, vol. 45(1), pages 109-134, January. [Downloadable!] (restricted)
7. Christophe Croux & Mario Forni & Lucrezia Reichlin, 2001. "A Measure Of Comovement For Economic Variables: Theory And Empirics," The Review of Economics and Statistics, MIT Press, vol. 83(2), pages 232-241, May. [Downloadable!] (restricted)

2000

1. Wolff, Christian C. P., 2000. "Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(1), pages 1-8, January. [Downloadable!] (restricted)
2. Nieuwland, Frederick G M C & Verschoor, Willem F C & Wolff, Christian C P, 2000. "Exchange Risk Premia in the European Monetary System," Applied Financial Economics, Taylor and Francis Journals, vol. 10(4), pages 351-60, August. [Downloadable!] (restricted)
3. Wolff, Christian C P, 2000. "Forward Foreign Exchange Rates and Expected Future Spot Rates," Applied Financial Economics, Taylor and Francis Journals, vol. 10(4), pages 371-77, August. [Downloadable!] (restricted)
4. Dow, James & Rahi, Rohit, 2000. "Should Speculators Be Taxed?," Journal of Business, University of Chicago Press, vol. 73(1), pages 89-107, January. [Downloadable!] (restricted)
5. Dow, James, 2000. "What Is Systemic Risk? Moral Hazard, Initial Shocks, and Propagation," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 18(2), pages 1-24, December. [Downloadable!]
6. Ellison, Martin & Scott, Andrew, 2000. "Sticky prices and volatile output," Journal of Monetary Economics, Elsevier, vol. 46(3), pages 621-632, December. [Downloadable!] (restricted)
7. Scott, Andrew, 2000. "Optimal consumption when capital markets are imperfect," Economics Letters, Elsevier, vol. 66(1), pages 65-70, January. [Downloadable!] (restricted)
8. Casadesus-Masanell, Ramon & Klibanoff, Peter & Ozdenoren, Emre, 2000. "Maxmin Expected Utility over Savage Acts with a Set of Priors," Journal of Economic Theory, Elsevier, vol. 92(1), pages 35-65, May. [Downloadable!] (restricted)
9. Casadesus-Masanell, Ramon & Klibanoff, Peter & Ozdenoren, Emre, 2000. "Maxmin expected utility through statewise combinations," Economics Letters, Elsevier, vol. 66(1), pages 49-54, January. [Downloadable!] (restricted)
10. Martin, Philippe & Rey, H., 2000. "Financial integration and asset returns," European Economic Review, Elsevier, vol. 44(7), pages 1327-1350, June. [Downloadable!] (restricted)
11. Chernov, Mikhail & Ghysels, Eric, 2000. "A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation," Journal of Financial Economics, Elsevier, vol. 56(3), pages 407-458, June. [Downloadable!] (restricted)
12. Acharya, Viral V. & John, Kose & Sundaram, Rangarajan K., 2000. "On the optimality of resetting executive stock options," Journal of Financial Economics, Elsevier, vol. 57(1), pages 65-101, July. [Downloadable!] (restricted)
13. Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000. "The Generalized Dynamic-Factor Model: Identification And Estimation," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November. [Downloadable!] (restricted)
14. Raghuram Rajan & Henri Servaes & Luigi Zingales, 2000. "The Cost of Diversity: The Diversification Discount and Inefficient Investment," Journal of Finance, American Finance Association, vol. 55(1), pages 35-80, 02. [Downloadable!] (restricted)

1999

1. Scott, Andrew & Uhlig, Harald, 1999. "Fickle investors: An impediment to growth?," European Economic Review, Elsevier, vol. 43(7), pages 1345-1370, June. [Downloadable!] (restricted)
2. Ghoshal, Sumantra & Hahn, Martin & Moran, Peter, 1999. "Management Competence, Firm Growth and Economic Progress," Contributions to Political Economy, Oxford University Press, vol. 18(0), pages 121-50.
3. Imbs, Jean M., 1999. "Technology, growth and the business cycle," Journal of Monetary Economics, Elsevier, vol. 44(1), pages 65-80, August. [Downloadable!] (restricted)
4. Forni, Mario & Reichlin, Lucrezia, 1999. "Risk and potential insurance in Europe," European Economic Review, Elsevier, vol. 43(7), pages 1237-1256, June. [Downloadable!] (restricted)
5. Karl Lins & Henri Servaes, 1999. "International Evidence on the Value of Corporate Diversification," Journal of Finance, American Finance Association, vol. 54(6), pages 2215-2239, December. [Downloadable!] (restricted)
6. Khorana, Ajay & Servaes, Henri, 1999. "The Determinants of Mutual Fund Starts," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(5), pages 1043-74.

1998

1. Portes, Richard & Rey, Helene, 1998. "The Euro and International Equity Flows," Journal of the Japanese and International Economies, Elsevier, vol. 12(4), pages 406-423, December. [Downloadable!] (restricted)
2. Richard Portes & Hélène Rey, 1998. "The emergence of the euro as an international currency," Economic Policy, CEPR, CES, MSH, vol. 13(26), pages 305-343, 04. [Downloadable!] (restricted)
3. Nieuwland, Frederick G. M. C. & Verschoor, Willem F. C. & C.P. Wolff, Christian, 1998. "EMS exchange rate expectations and time-varying risk premia," Economics Letters, Elsevier, vol. 60(3), pages 351-355, September. [Downloadable!] (restricted)
4. Harald A. Benink & Christian C.P. Wolff, 1998. "Survey data and the interest rate sensitivity of U.S. bank stock returns," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 454-463.
5. Stefano Cavaglia & Willem F. C. Verschoor & Christian C. P. Wolff & Kees G. Koedijk, 1998. "Interest expectations and exchange rates news," Empirical Economics, Springer, vol. 23(4), pages 525-534. [Downloadable!] (restricted)
6. Dow, James, 1998. "Arbitrage, Hedging, and Financial Innovation," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 11(4), pages 739-55.
7. Holland, Allison & Scott, Andrew, 1998. "The Determinants of UK Business Cycles," Economic Journal, Royal Economic Society, vol. 108(449), pages 1067-92, July. [Downloadable!] (restricted)
8. Forni, Mario & Reichlin, Lucrezia, 1998. "Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics," Review of Economic Studies, Blackwell Publishing, vol. 65(3), pages 453-73, July. [Downloadable!] (restricted)

1997

1. Waverman, Leonard & Sirel, Esen, 1997. "European Telecommunications Markets on the Verge of Full Liberalization," Journal of Economic Perspectives, American Economic Association, vol. 11(4), pages 113-26, Fall. [Downloadable!] (restricted)
2. Barry Eichengreen & Richard Portes, 1997. "Managing financial crises in emerging markets," Proceedings, Federal Reserve Bank of Kansas City, pages 193-225. [Downloadable!]
3. Richard E. Baldwin & Joseph F. Francois & Richard Portes, 1997. "The costs and benefits of eastern enlargement: the impact on the EU and central Europe," Economic Policy, CEPR, CES, MSH, vol. 12(24), pages 125-176, 04. [Downloadable!] (restricted)
4. Dow, James & Gorton, Gary, 1997. " Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Journal of Finance, American Finance Association, vol. 52(3), pages 1087-1129, July. [Downloadable!] (restricted)
5. Dow, James & Gorton, Gary, 1997. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 1024-50, October.
6. Millard, Stephen & Scott, Andrew & Sensier, Marianne, 1997. "The Labour Market over the Business Cycle: Can Theory Fit the Facts?," Oxford Review of Economic Policy, Oxford University Press, vol. 13(3), pages 70-92, Autumn.
7. Barber, Colin & Robertson, Donald & Scott, Andrew, 1997. "Property and Inflation: The Hedging Characteristics of U.K. Commercial Property, 1967-1994," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 59-76, July. [Downloadable!] (restricted)
8. Acemoglu, Daron & Scott, Andrew, 1997. "Asymmetric business cycles: Theory and time-series evidence," Journal of Monetary Economics, Elsevier, vol. 40(3), pages 501-533, December. [Downloadable!] (restricted)
9. Willem H. Buiter & Ricardo Lago & Hélène Rey, 1997. "A portfolio approach to a cross-sectoral and cross-national investment strategy in transition economies," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 5(1), pages 63-96, 05. [Downloadable!] (restricted)
10. Rajan, Raghuram & Servaes, Henri, 1997. " Analyst Following of Initial Public Offerings," Journal of Finance, American Finance Association, vol. 52(2), pages 507-29, June. [Downloadable!] (restricted)

1996

1. Portes, Richard, 1996. "Implementing EMU," American Economic Review, American Economic Association, vol. 86(2), pages 139-42, May. [Downloadable!] (restricted)
2. Koedijk, Kees G. & Wolff, Christian C. P., 1996. "Exchange rate returns, 'news', and risk premia," Economics Letters, Elsevier, vol. 50(1), pages 127-134, January. [Downloadable!] (restricted)
3. Cavaglia, Stefano M. F. G. & Wolff, Christian C. P., 1996. "A note on the determinants of unexpected exchange rate movements," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 179-188, January. [Downloadable!] (restricted)
4. Forni, Mario & Reichlin, Lucrezia, 1996. "Dynamic Common Factors in Large Cross-Sections," Empirical Economics, Springer, vol. 21(1), pages 27-42.
5. Servaes, Henri & Zenner, Marc, 1996. "The Role of Investment Banks in Acquisitions," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 9(3), pages 787-815. [Downloadable!] (restricted)
6. Servaes, Henri, 1996. " The Value of Diversification during the Conglomerate Merger Wave," Journal of Finance, American Finance Association, vol. 51(4), pages 1201-25, September. [Downloadable!] (restricted)

1995

1. Cole, Harold L & Dow, James & English, William B, 1995. "Default, Settlement, and Signalling: Lending Resumption in a Reputational Model of Sovereign Debt," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(2), pages 365-85, May. [Downloadable!] (restricted)
2. Dow James & Gorton Gary, 1995. "Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing," Journal of Economic Theory, Elsevier, vol. 67(2), pages 327-369, December. [Downloadable!] (restricted)
3. McConnell, John J. & Servaes, Henri, 1995. "Equity ownership and the two faces of debt," Journal of Financial Economics, Elsevier, vol. 39(1), pages 131-157, September. [Downloadable!] (restricted)

1994

1. Portes, Richard, 1994. "Transformation Traps," Economic Journal, Royal Economic Society, vol. 104(426), pages 1178-89, September. [Downloadable!] (restricted)
2. Cavaglia, Stefano M F G & Verschoor, Willem F C & Wolff, Christian C P, 1994. "On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia?," Journal of Business, University of Chicago Press, vol. 67(3), pages 321-43, July. [Downloadable!] (restricted)
3. Nieuwland, Frederick G M C & Verschoor, Willem F C & Wolff, Christian C P, 1994. "Stochastic trends and jumps in EMS exchange rates," Journal of International Money and Finance, Elsevier, vol. 13(6), pages 699-727, December. [Downloadable!] (restricted)
4. Dow, James & Gorton, Gary, 1994. " Arbitrage Chains," Journal of Finance, American Finance Association, vol. 49(3), pages 819-49, July. [Downloadable!] (restricted)
5. Dow James & Werlang Sergio Ribeiro Da Costa, 1994. "Nash Equilibrium under Knightian Uncertainty: Breaking Down Backward Induction," Journal of Economic Theory, Elsevier, vol. 64(2), pages 305-324, December. [Downloadable!] (restricted)
6. Acemoglu, Daron & Scott, Andrew, 1994. "Consumer Confidence and Rational Expectations: Are Agents' Beliefs Consistent with the Theory?," Economic Journal, Royal Economic Society, vol. 104(422), pages 1-19, January. [Downloadable!] (restricted)
7. Acemoglu, Daron & Scott, Andrew, 1994. "Asymmetries in the Cyclical Behaviour of UK Labour Markets," Economic Journal, Royal Economic Society, vol. 104(427), pages 1303-23, November. [Downloadable!] (restricted)
8. Harvey, Andrew & Scott, Andrew, 1994. "Seasonality in Dynamic Regression Models," Economic Journal, Royal Economic Society, vol. 104(427), pages 1324-45, November. [Downloadable!] (restricted)
9. Lippi, Marco & Reichlin, Lucrezia, 1994. "Common and uncommon trends and cycles," European Economic Review, Elsevier, vol. 38(3-4), pages 624-635, April. [Downloadable!] (restricted)
10. Evans, George & Reichlin, Lucrezia, 1994. "Information, forecasts, and measurement of the business cycle," Journal of Monetary Economics, Elsevier, vol. 33(2), pages 233-254, April. [Downloadable!] (restricted)
11. Lippi, Marco & Reichlin, Lucrezia, 1994. "VAR analysis, nonfundamental representations, blaschke matrices," Journal of Econometrics, Elsevier, vol. 63(1), pages 307-325, July. [Downloadable!] (restricted)
12. Lippi, Marco & Reichlin, Lucrezia, 1994. "Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle," Review of Economic Studies, Blackwell Publishing, vol. 61(1), pages 19-30, January. [Downloadable!] (restricted)
13. Henri Servaes & Marc Zenner, 1994. "Taxes and the Return to Foreign Acquisitions in the United States," Financial Management, Financial Management Association, vol. 23(4), Winter.
14. Servaes, Henri, 1994. "Do Takeover Targets Overinvest?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 7(2), pages 253-77. [Downloadable!] (restricted)

1993

1. Begg, David & Portes, Richard, 1993. "Enterprise debt and financial restructuring in Central and Eastern Europe," European Economic Review, Elsevier, vol. 37(2-3), pages 396-407, April. [Downloadable!] (restricted)
2. Nijman, Theo E & Palm, Franz C & Wolff, Christian C P, 1993. "Premia in Forward Foreign Exchange as Unobserved Components: A Note," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 361-65, July.
3. Cavaglia, Stefano & Verschoor, Willem F. C. & Wolff, Christian C. P., 1993. "Further evidence on exchange rate expectations," Journal of International Money and Finance, Elsevier, vol. 12(1), pages 78-98, February. [Downloadable!] (restricted)
4. Baillie, Richard T. & Palm, Franz C. & Pfann, Gerard A. & Vermaelen, Theo J. & Wolff, Christian C. P., 1993. "Statement by the editors," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 1-2, June. [Downloadable!] (restricted)
5. Cavaglia Stefano & Verschoor Willem F. C. & Wolff Christian C. P., 1993. "Asian Exchange Rate Expectations," Journal of the Japanese and International Economies, Elsevier, vol. 7(1), pages 57-77, March. [Downloadable!] (restricted)
6. Dow, James & Gorton, Gary, 1993. "Trading, Communication and the Response of Asset Prices to News," Economic Journal, Royal Economic Society, vol. 103(418), pages 639-46, May. [Downloadable!] (restricted)
7. Dow, James & Gorton, Gary, 1993. "Security market returns and the social discount rate : A note on welfare in the overlapping generations model," Economics Letters, Elsevier, vol. 43(1), pages 23-26. [Downloadable!] (restricted)
8. Robertson, Donald & Scott, Andrew, 1993. "The Estimation of Single Equation Rational Expectations Models: An Application to UK Consumption," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(2), pages 237-44, May.
9. Dinenis, Elias & Scott, Andrew, 1993. "What Determines Institutional Investment? An Examination of UK Pension Funds in the 1980s," Oxford Economic Papers, Oxford University Press, vol. 45(2), pages 292-310, April. [Downloadable!] (restricted)
10. Lippi, Marco & Reichlin, Lucrezia, 1993. "The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment," American Economic Review, American Economic Association, vol. 83(3), pages 644-52, June. [Downloadable!] (restricted)

1992

1. Portes, Richard, 1992. "Structural reform in Central and Eastern Europe," European Economic Review, Elsevier, vol. 36(2-3), pages 661-669, April. [Downloadable!] (restricted)
2. Dow, James & da Costa Werlang, Sergio Ribeiro, 1992. "Excess volatility of stock prices and Knightian uncertainty," European Economic Review, Elsevier, vol. 36(2-3), pages 631-638, April. [Downloadable!] (restricted)
3. Dow, James & da Costa Werlang, Sergio Ribeiro, 1992. "Homothetic preferences," Journal of Mathematical Economics, Elsevier, vol. 21(4), pages 389-394. [Downloadable!] (restricted)
4. Dow, James & Werlang, Sergio Ribeiro da Costa, 1992. "Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio," Econometrica, Econometric Society, vol. 60(1), pages 197-204, January. [Downloadable!] (restricted)
5. Lippi, Marco & Reichlin, Lucrezia, 1992. "On persistence of shocks to economic variables : A common misconception," Journal of Monetary Economics, Elsevier, vol. 29(1), pages 87-93, February. [Downloadable!] (restricted)

1991

1. Dow, James, 1991. "Search Decisions with Limited Memory," Review of Economic Studies, Blackwell Publishing, vol. 58(1), pages 1-14, January. [Downloadable!] (restricted)
2. Lippi, Marco & Reichlin, Lucrezia, 1991. "Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter?," Economic Journal, Royal Economic Society, vol. 101(405), pages 314-23, March. [Downloadable!] (restricted)
3. Reichlin, Lucrezia, 1991. "Real business cycle under test; A multi-country, multi-sector exercise : by Horst Entorf," European Economic Review, Elsevier, vol. 35(4), pages 966-969, May. [Downloadable!] (restricted)
4. Servaes, Henri, 1991. " Tobin's Q and the Gains from Takeovers," Journal of Finance, American Finance Association, vol. 46(1), pages 409-19, March. [Downloadable!] (restricted)
5. John J. McConnell & Henri Servaes, 1991. "The Economics Of Prepackaged Bankruptcy," Journal of Applied Corporate Finance, Morgan Stanley, vol. 4(2), pages 93-98. [Downloadable!] (restricted)

1990

1. Waverman, Leonard & Reynolds, Clark W., 1990. "Introduction," North American Review of Economics and Finance, Elsevier, vol. 1(2), pages 181-186. [Downloadable!] (restricted)
2. Fuss, Melvyn & Waverman, Leonard, 1990. "The extent and sources of cost and efficiency differences between U.S. and Japanese motor vehicle producers," Journal of the Japanese and International Economies, Elsevier, vol. 4(3), pages 219-256, September. [Downloadable!] (restricted)
3. Martin, Christopher & Portes, Richard, 1990. " Effective Demand and Spillovers," Scandinavian Journal of Economics, Blackwell Publishing, vol. 92(1), pages 109-20.
4. Eichengreen, Barry & Portes, Richard, 1990. "The Interwar Debt Crisis and Its Aftermath," World Bank Research Observer, Oxford University Press, vol. 5(1), pages 69-94, January.
5. McConnell, John J. & Servaes, Henri, 1990. "Additional evidence on equity ownership and corporate value," Journal of Financial Economics, Elsevier, vol. 27(2), pages 595-612, October. [Downloadable!] (restricted)

1989

1. Leonard Waverman & Thomas A. Wilson, 1989. "Is the Process the Message?," Canadian Public Policy, University of Toronto Press, vol. 15(s1), pages 1-9, February. [Downloadable!] (restricted)
2. Portes, Richard, 1989. "Economic reforms, international capital flows and the development of the domestic capital market in CPEs," European Economic Review, Elsevier, vol. 33(2-3), pages 466-471, March. [Downloadable!] (restricted)
3. Portes, Richard & Quandt, Richard E., 1989. "Macroeconomic disequilibrium in centrally planned economies: Comment," Journal of Comparative Economics, Elsevier, vol. 13(4), pages 576-579, December. [Downloadable!] (restricted)
4. Rappoport, Peter & Reichlin, Lucrezia, 1989. "Segmented Trends and Non-stationary Time Series," Economic Journal, Royal Economic Society, vol. 99(395), pages 168-77, Supplemen. [Downloadable!] (restricted)
5. Reichlin, Lucrezia, 1989. "Structural change and unit root econometrics," Economics Letters, Elsevier, vol. 31(3), pages 231-233, December. [Downloadable!] (restricted)
6. Lucrezia Reichlin, 1989. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 8(1), pages 123-131. [Downloadable!] (restricted)

1988

1. Portes, Richard & Quandt, Richard E & Yeo, Stephen, 1988. "Tests of the Chronic Shortage Hypothesis: The Case of Poland," The Review of Economics and Statistics, MIT Press, vol. 70(2), pages 288-95, May. [Downloadable!] (restricted)
2. Wolff, Christian C. P., 1988. "Models of exchange rates : A comparison of forecasting results," International Journal of Forecasting, Elsevier, vol. 4(4), pages 605-607. [Downloadable!] (restricted)
3. Wolff, Christian C. P., 1988. "Exchange rates, innovations and forecasting," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 49-61, March. [Downloadable!] (restricted)
4. Wolff, Christian C. L., 1988. "Time-varying parameters and the out-of-sample forecasting performance of structural exchange rate models : Christian C.P. Wolff, Journal of Business & Economic Statistics 5 (1987) 87-97," International Journal of Forecasting, Elsevier, vol. 4(4), pages 629-630. [Downloadable!] (restricted)
5. Wolff, Christian C. P., 1988. "Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models," Economics Letters, Elsevier, vol. 27(2), pages 141-143. [Downloadable!] (restricted)
6. Dow, James & da Costa Werlang, Sergio Ribeiro, 1988. "The consistency of welfare judgments with a representative consumer," Journal of Economic Theory, Elsevier, vol. 44(2), pages 269-280, April. [Downloadable!] (restricted)

1987

1. Leonard Waverman, 1987. "L'impact du prix du pétrole: à $15(US): bonne ou mauvaise nouvelle?," Canadian Public Policy, University of Toronto Press, vol. 13(1), pages 9-18, March. [Downloadable!] (restricted)
2. Leonard Waverman, 1987. "The Impact of $(US)15 Oil: Good News and/or Bad News?," Canadian Public Policy, University of Toronto Press, vol. 13(1), pages 1-18, March. [Downloadable!] (restricted)
3. Portes, Richard, 1987. "Investment and the inflation-unemployment tradeoff in a macroeconomic rationing model with monopolistic competition: By H.R. Sneessens," European Economic Review, Elsevier, vol. 31(3), pages 812-815, April. [Downloadable!] (restricted)
4. Portes, Richard, et al, 1987. "Macroeconomic Planning and Disequilibrium: Estimates for Poland, 1955-1980," Econometrica, Econometric Society, vol. 55(1), pages 19-41, January. [Downloadable!] (restricted)
5. Portes, Richard & Santorum, Anita, 1987. "Money and the consumption goods market in China," Journal of Comparative Economics, Elsevier, vol. 11(3), pages 354-371, September. [Downloadable!] (restricted)
6. Wolff, Christian C P, 1987. " Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach," Journal of Finance, American Finance Association, vol. 42(2), pages 395-406, June. [Downloadable!] (restricted)
7. Wolff, Christian C P, 1987. "Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(1), pages 87-97, January.

1986

1. Eichengreen, Barry & Portes, Richard, 1986. "Debt and default in the 1930s : Causes and consequences," European Economic Review, Elsevier, vol. 30(3), pages 599-640, June. [Downloadable!] (restricted)
2. Wolff, Christian C. P., 1986. "Exchange rate models and innovations : A derivation," Economics Letters, Elsevier, vol. 20(4), pages 373-376. [Downloadable!] (restricted)

1985

1. G. C. Watkins & Leonard Waverman, 1985. "Canadian Natural Gas Export Pricing Behaviour," Canadian Public Policy, University of Toronto Press, vol. 11(s1), pages 415-426, July. [Downloadable!] (restricted)

1981

1. Portes, Richard, 1981. "'Disequilibrium dynamics with inventories and anticipatory price-setting' by Green and Laffont," European Economic Review, Elsevier, vol. 16(1), pages 229-232. [Downloadable!] (restricted)
2. Portes, Richard, 1981. "Macroeconomic Equilibrium and Disequilibrium in Centrally Planned Economies," Economic Inquiry, Oxford University Press, vol. 19(4), pages 559-78, October.
3. Portes, Richard, 1981. "Reply to E . Dirksen, "The Control of Inflation? Errors in the Interpretation of CPE Data."," Economica, London School of Economics and Political Science, vol. 48(191), pages 309-11, August. [Downloadable!] (restricted)

1980

1. Portes, Richard, 1980. "'International adjustment with wage rigidity' by Branson and Rotemberg," European Economic Review, Elsevier, vol. 13(3), pages 339-341, May. [Downloadable!] (restricted)
2. Portes, Richard & Winter, David, 1980. "Disequilibrium Estimates for Consumption Goods Markets in Centrally Planned Economies," Review of Economic Studies, Blackwell Publishing, vol. 47(1), pages 137-59, January. [Downloadable!] (restricted)

1979

1. Portes, R, 1979. "SOVMOD: A Macroeconometric Model of the Soviet Union: Review Article," Economic Journal, Royal Economic Society, vol. 89(355), pages 669-72, September. [Downloadable!] (restricted)
2. Portes, Richard, 1979. "Internal and external balance in a centrally planned economy," Journal of Comparative Economics, Elsevier, vol. 3(4), pages 325-345, December. [Downloadable!] (restricted)

1978

1. Portes, Richard & Winter, David, 1978. "The Demand for Money and for Consumption Goods in Centrally Planned Economies," The Review of Economics and Statistics, MIT Press, vol. 60(1), pages 8-18, February. [Downloadable!] (restricted)
2. Muellbauer, John & Portes, Richard, 1978. "Macroeconomic Models with Quantity Rationing," Economic Journal, Royal Economic Society, vol. 88(352), pages 788-821, December. [Downloadable!] (restricted)

1977

1. Donald N. Dewees & Leonard Waverman, 1977. "Energy Conservation: Policies for the Transport Sector," Canadian Public Policy, University of Toronto Press, vol. 3(2), pages 171-185, Spring. [Downloadable!] (restricted)
2. Portes, Richard, 1977. "The Control of Inflation: Lessons from East European Experience," Economica, London School of Economics and Political Science, vol. 44(174), pages 109-29, May. [Downloadable!] (restricted)
3. Portes, Richard & Winter, David, 1977. "The supply of consumption goods in centrally planned economies," Journal of Comparative Economics, Elsevier, vol. 1(4), pages 351-365, December. [Downloadable!] (restricted)

1975

1. Waverman, Leonard, 1975. "Peak-Load Pricing under Regulatory Constraint: A Proof of Inefficiency," Journal of Political Economy, University of Chicago Press, vol. 83(3), pages 645-54, June. [Downloadable!] (restricted)
2. Leonard Waverman, 1975. "The Two Price System in Energy: Subsidies Forgotten," Canadian Public Policy, University of Toronto Press, vol. 1(1), pages 76-88, Winter. [Downloadable!] (restricted)

1974

1. Kotowitz, Yehuda & Portes, Richard, 1974. "The `tax on wage increases' : A theoretical analysis," Journal of Public Economics, Elsevier, vol. 3(2), pages 113-132, May. [Downloadable!] (restricted)

1973

1. A.B. Atkinson & L. Waverman, 1973. "Resource Allocation and the Regulated Firm: Comment," Bell Journal of Economics, The RAND Corporation, vol. 4(1), pages 283-287, Spring. [Downloadable!] (restricted)

1972

1. Waverman, Leonard, 1972. "The Preventive Tariff and the Dual in Linear Programming," American Economic Review, American Economic Association, vol. 62(4), pages 620-29, September. [Downloadable!] (restricted)
2. A. Rodney Dobell & Lester D. Taylor & Leonard Waverman & Tsuang-Hua Liu & Michael D. G. Copeland, 1972. "Telephone Communications in Canada: Demand, Production, and Investment Decisions," Bell Journal of Economics, The RAND Corporation, vol. 3(1), pages 175-219, Spring. [Downloadable!] (restricted)
3. Leonard Waverman, 1972. "National Policy and Natural Gas: The Costs of a Border," Canadian Journal of Economics, Canadian Economics Association, vol. 5(3), pages 331-48, August. [Downloadable!] (restricted)
4. Hamermesh, Daniel S & Portes, Richard D, 1972. "The Labour Market under Central Planning: The Case of Hungary," Oxford Economic Papers, Oxford University Press, vol. 24(2), pages 241-58, July. [Downloadable!] (restricted)

1971

1. Donald D. Cowan & Leonard Waverman, 1971. "The Interdependence of Communications and Data Processing: Issues in Economies of Integration and Public Policy," Bell Journal of Economics, The RAND Corporation, vol. 2(2), pages 657-677, Autumn. [Downloadable!] (restricted)
2. Portes, Richard D, 1971. "Long-Run Scale Adjustments of a Perfectly Competitive Firm and Industry: An Alternative Approach," American Economic Review, American Economic Association, vol. 61(3), pages 430-34, June.
3. Portes, Richard D, 1971. "Decentralized Planning Procedures and Centrally Planned Economies," American Economic Review, American Economic Association, vol. 61(2), pages 422-29, May. [Downloadable!] (restricted)

1970

1. Portes, Richard D, 1970. "Economic Reforms in Hungary," American Economic Review, American Economic Association, vol. 60(2), pages 307-13, May. [Downloadable!] (restricted)

1969

1. Portes, Richard D, 1969. "The Enterprise under Central Planning," Review of Economic Studies, Blackwell Publishing, vol. 36(106), pages 197-212, April. [Downloadable!] (restricted)

Undated

1. James Dow, . "Neighborhood effects and the distribution of income in cities," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV. [Downloadable!]

Books

2008

1. Lucrezia Reichlin & Kenneth West, 2008. "NBER International Seminar on Macroeconomics 2006," NBER Books, National Bureau of Economic Research, Inc, number reic08-1.

Chapters

2008

1. Richard Portes & Grant Spencer, 2008. "Discussion of 'The Unfolding Turmoil of 2007–2008: Lessons and Responses'," RBA Annual Conference Volume, in: Paul Bloxham & Christopher Kent (ed.), Lessons from the Financial Turmoil of 2007 and 2008 Reserve Bank of Australia. [Downloadable!]
2. Chryssi Giannitsarou & Andrew Scott, 2008. "Inflation Implications of Rising Government Debt," NBER Chapters, in: NBER International Seminar on Macroeconomics 2006, pages 393-442 National Bureau of Economic Research, Inc. [Downloadable!]
3. Lucrezia Reichlin & Kenneth D. West, 2008. "Introduction to "NBER International Seminar on Macroeconomics 2006"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2006, pages 1-5 National Bureau of Economic Research, Inc. [Downloadable!]
4. Lucrezia Reichlin, 2008. "Comment on "How Has the Euro Changed the Monetary Transmission"," NBER Chapters, in: NBER Macroeconomics Annual 2008 National Bureau of Economic Research, Inc. [Downloadable!]

2007

1. Pierre-Olivier Gourinchas & Hélène Rey, 2007. "From World Banker to World Venture Capitalist: U.S. External Adjustment and the Exorbitant Privilege," NBER Chapters, in: G7 Current Account Imbalances: Sustainability and Adjustment, pages 11-66 National Bureau of Economic Research, Inc. [Downloadable!]
2. Lucrezia Reichlin, 2007. "Comment on "Global Forces and Monetary Policy Effectiveness"," NBER Chapters, in: International Dimensions of Monetary Policy National Bureau of Economic Research, Inc. [Downloadable!]

2005

1. Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 161-224 National Bureau of Economic Research, Inc. [Downloadable!]

2001

1. John Y. Campbell & João F. Cocco & Francisco J. Gomes & Pascal J. Maenhout, 2001. "Investing Retirement Wealth: A Life-Cycle Model," NBER Chapters, in: Risk Aspects of Investment-Based Social Security Reform, pages 439-482 National Bureau of Economic Research, Inc. [Downloadable!]

Software components

2009

1. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009. "Code and data files for "Optimal Savings with Taxable and Tax-deferred Accounts"," Computer Codes 07-198, Review of Economic Dynamics. [Downloadable!]

This page was last updated on 2009-12-2.