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Citations of
Bryan R. Routledge

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," Working Papers 04-20, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Vasco Cúrdia, 2005. "Monetary Policy under Sudden Stops," International Finance 0510025, EconWPA, revised 02 Nov 2005. [Downloadable!]
      Other versions:
    2. Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006. "Recursive Smooth Ambiguity Preferences," Carlo Alberto Notebooks 17, Collegio Carlo Alberto, revised 2008. [Downloadable!]
      Other versions:
    3. 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)
    4. Raghu Suryanarayanan, 2006. "Implications of Anticipated Regret and Endogenous Beliefs for Equilibrium Asset Prices: A Theoretical Framework," CSEF Working Papers 162, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    5. Benjamin Eden, 2004. "Substitution and Risk Aversion: Is Risk Aversion Important for Understanding Asset Prices?," Working Papers 0422, Department of Economics, Vanderbilt University. [Downloadable!]
    6. Stephen Satchell & Susan Thorp, 2008. "Scenario Analysis With Recursive Utility: Dynamic Consumption Plans For Charitable Endowments," CAMA Working Papers 2008-03, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
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    7. Dirk Hackbarth & Jianjun Maio, 2007. "The Dynamics of Mergers and Acquisitions in Oligopolistic Industries," Boston University - Department of Economics - Working Papers Series WP2007-017, Boston University - Department of Economics. [Downloadable!]
    8. Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," NBER Working Papers 15026, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    9. Dominik Grafenhofer & Christian Jaag & Christian Keuschnigg & Mirela Keuschnigg, 2006. "Probabilistic Aging," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    10. Marcus Miller & Lei Zhang, 2007. "Temor y falla de mercados: Desequilibrios mundiales y “aseguramiento propio," RES Working Papers 4499, Inter-American Development Bank, Research Department. [Downloadable!]
    11. YANNIS M. IOANNIDES & Adriaan R. Soetevent, 2005. "Social Networking And Individual Outcomes: Individual Decisions And Market Context," Working Papers 05-16, NET Institute, revised Oct 2005. [Downloadable!]
    12. Gierlinger, Johannes & Gollier, Christian, 2008. "Socially Efficient Discounting under Ambiguity Aversion," IDEI Working Papers 561, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
    13. James M. Nason & Gregor W. Smith, 2007. "Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence," Working Papers 1140, Queen's University, Department of Economics. [Downloadable!]
      Other versions:
    14. Rozen, Kareen, 2008. "Foundations of Intrinsic Habit Formation," Working Papers 40, Yale University, Department of Economics. [Downloadable!]
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    15. Marcus Miller & Lei Zhang, 2006. "Capital Flows, Interest Rates and Precautionary Behaviour: a model of "global imbalances"," WEF Working Papers 0014, ESRC World Economy and Finance Research Programme, Birkbeck, University of London. [Downloadable!]
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    16. Vasco Cúrdia, 2008. "Optimal monetary policy under sudden stops," Staff Reports 323, Federal Reserve Bank of New York. [Downloadable!]
    17. Jianjun Miao, 2004. "Risk, uncertainty and option exercise," Finance 0410013, EconWPA. [Downloadable!]
      Other versions:
    18. Andrea Ferrero, 2007. "The long-run determinants of U.S. external imbalances," Staff Reports 295, Federal Reserve Bank of New York. [Downloadable!]
    19. Martin Cincibuch & Martina Hornikova, 2007. "Measuring the Financial Markets' Perception of EMU Enlargement: The Role of Ambiguity Aversion," Working Papers 2007/13, Czech National Bank, Research Department. [Downloadable!]
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    20. Niklas Karlsson & George Loewenstein & Duane Seppi, 2009. "The ostrich effect: Selective attention to information," Journal of Risk and Uncertainty, Springer, vol. 38(2), pages 95-115, April. [Downloadable!] (restricted)
    21. Miller, Marcus & Zhang, Lei, 2006. "Fear and Market Failure: Global Imbalances and 'Self-insurance'," CEPR Discussion Papers 6000, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    22. David Backus, 2005. "Recursive Preferences," Working Papers 05-19, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]

  2. Bryan R. Routledge & Stanley E. Zin, 2003. "Generalized Disappointment Aversion and Asset Prices," NBER Working Papers 10107, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. David Dillenberger, 2008. "Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior," PIER Working Paper Archive 08-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    2. Raghu Suryanarayanan, 2006. "Implications of Anticipated Regret and Endogenous Beliefs for Equilibrium Asset Prices: A Theoretical Framework," CSEF Working Papers 162, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    3. Skander J. Van den Heuvel, 2008. "Temporal risk aversion and asset prices," Finance and Economics Discussion Series 2008-37, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    4. Dillenberger, David, 2008. "Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior," MPRA Paper 8342, University Library of Munich, Germany. [Downloadable!]
    5. Andrew Ang & Joseph Chen & Yuhang Xing, 2005. "Downside Risk," NBER Working Papers 11824, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," NBER Working Papers 10597, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Raghu Suryanarayanan, 2006. "A Model of Anticipated Regret and Endogenous Beliefs," CSEF Working Papers 161, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    8. David Backus, 2005. "Recursive Preferences," Working Papers 05-19, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]

  3. Bryan R. Routledge & Stanley E. Zin, 2001. "Model Uncertainty and Liquidity," NBER Working Papers 8683, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. Ricardo J. Caballero & Arvind Krishnamurthy, 2007. "Collective Risk Management in a Flight to Quality Episode," NBER Working Papers 12896, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Ricardo Caballero & Arvind Krishnamurthy, 2005. "Financial System Risk and Flight to Quality," NBER Working Papers 11834, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Ricardo J. Caballero & Arvind Krishnamurthy, 2006. "Flight to Quality and Collective Risk Management," NBER Working Papers 12136, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Jianjun Miao, 2003. "Consumption and Saving under Knightian Uncertainty," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-134, Boston University - Department of Economics. [Downloadable!]
    5. Raghu Suryanarayanan, 2006. "Implications of Anticipated Regret and Endogenous Beliefs for Equilibrium Asset Prices: A Theoretical Framework," CSEF Working Papers 162, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    6. Dirk Hackbarth & Jianjun Maio, 2007. "The Dynamics of Mergers and Acquisitions in Oligopolistic Industries," Boston University - Department of Economics - Working Papers Series WP2007-017, Boston University - Department of Economics. [Downloadable!]
    7. Larry Epstein & Martin Schneider, 2005. "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers 519, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
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    8. Isaac Kleshchelski & Nicolas Vincent, 2007. "Robust Equilibrium Yield Curves," Cahiers de recherche 08-02, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
    9. Liu, Jun & Pan, Jun & Wang, Tan, 2002. "An Equilibrium Model of Rare Event Premia," Working papers 4370-02, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    10. Larry Epstein & Martin Schneider, 2002. "Learning Under Ambiguity," RCER Working Papers 497, University of Rochester - Center for Economic Research (RCER), revised Mar 2005. [Downloadable!]
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    11. Jianjun Miao & Neng Wang, 2004. "Risk, Uncertainty, and Option Exercise," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-136, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    12. M. Sbracia & Alessandro Prati, 2002. "Currency Crises and Uncertainty About Fundamentals," IMF Working Papers 02/3, International Monetary Fund. [Downloadable!]
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    13. Luigi Guiso & Paola Sapienza & Luigi Zingales, 2005. "Trusting the Stock Market," NBER Working Papers 11648, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    14. Cao , Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007. "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper 6512, University Library of Munich, Germany. [Downloadable!]
    15. Matthew Pritsker, 2005. "Large investors: implications for equilibrium asset, returns, shock absorption, and liquidity," Finance and Economics Discussion Series 2005-36, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    16. David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," NBER Working Papers 10597, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    17. Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5148, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    18. Raghu Suryanarayanan, 2006. "A Model of Anticipated Regret and Endogenous Beliefs," CSEF Working Papers 161, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    19. Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5041, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    20. Ju, Nengjiu & Miao, Jianjun, 2009. "Ambiguity, Learning, and Asset Returns," MPRA Paper 14737, University Library of Munich, Germany, revised Apr 2009. [Downloadable!]
    21. Fabio Trojani & Markus Leippold & Paolo Vanini, 2005. "Learning and Asset Prices under Ambiguous Information," University of St. Gallen Department of Economics working paper series 2005 2005-03, Department of Economics, University of St. Gallen. [Downloadable!]
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  4. Chester Spatt & Bryan Routledge & Duane Seppi, 1998. "The Spark Spread: An equilibrium model of the Cross-Commodity Price Relationships in Electricity," GSIA Working Papers 1999-15, Carnegie Mellon University, Tepper School of Business.

    Cited by:

    1. Bent Jesper Christensen & Thomas Elgaard Jensen & Rune Mølgaard, 2007. "Market Power in Power Markets: Evidence from Forward Prices of Electricity," CREATES Research Papers 2007-30, School of Economics and Management, University of Aarhus. [Downloadable!]
    2. Hipòlit Torró & Julio Lucia, 2008. "Short-term electricity futures prices: Evidence on the time-varying risk premium," Working Papers. Serie EC 2008-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    3. Martínez de Albeniz, Victor & Vendrell, Josep M., 2008. "A capacitated commodity trading model with market power," IESE Research Papers D/728, IESE Business School. [Downloadable!]
    4. Francis Longstaff & Ashley Wang, 2002. "Electricity Forward Prices: A High-Frequency Empirical Analysis," University of California at Los Angeles, Anderson Graduate School of Management 1046, Anderson Graduate School of Management, UCLA. [Downloadable!]

  5. Bryan Routledge, . "Co-Evolution and Spatial Interactoin," GSIA Working Papers 1997-46, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

    Cited by:

    1. Oliver Kirchkamp, 1995. "Asynchronous Evolution of Pairs - How spatial evolution leads to inequality," Game Theory and Information 9510004, EconWPA. [Downloadable!]
      Other versions:

  6. Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, . "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies," GSIA Working Papers 2004-E54, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

    Cited by:

    1. Laurent E. Calvet & Adlai J. Fisher, 2006. "Multifrequency Jump-Diffusions: An Equilibrium Approach," NBER Working Papers 12797, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    2. Murray Carlson & Zeigham Khokher & Sheridan Titman, 2006. "Equilibrium Exhaustible Resource Price Dynamics," NBER Working Papers 12000, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    3. Joao Miguel Ejarque, 2008. "Evaluating the Economic Cost of Strategic Storage of Natural Gas," Economics Discussion Papers 658, University of Essex, Department of Economics. [Downloadable!]
    4. Miguel Herce & John E. Parsons & Robert C. Ready, 2006. "Using Futures Prices to Filter Short-term Volatility and Recover a Latent, Long-term Price Series for Oil," Working Papers 0605, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research. [Downloadable!]
    5. Leonid Kogan & Dmitry Livdan & Amir Yaron, 2005. "Futures Prices in a Production Economy with Investment Constraints," NBER Working Papers 11509, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  7. Bryan Routledge & Duane Seppi & Chester Spatt, . "Equilibrium Forward Curves for Commodities," GSIA Working Papers 1997-50, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Lence, Sergio H. & Hayes, Dermot J., 2002. "Option Pricing on Renewable Commodity Markets," Staff General Research Papers 4093, Iowa State University, Department of Economics. [Downloadable!]
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    2. Luca Pieroni & Matteo Ricciarelli, 2005. "Modelling Dynamic Storage Function in Commodity Markets:Theory and Evidence," Quaderni del Dipartimento di Economia, Finanza e Statistica 11/2005, Università di Perugia, Dipartimento Economia, Finanza e Statistica. [Downloadable!]
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    3. Bent Jesper Christensen & Thomas Elgaard Jensen & Rune Mølgaard, 2007. "Market Power in Power Markets: Evidence from Forward Prices of Electricity," CREATES Research Papers 2007-30, School of Economics and Management, University of Aarhus. [Downloadable!]
    4. Svetlana Borovkova & Helyette Geman, 2006. "Seasonal and stochastic effects in commodity forward curves," Review of Derivatives Research, Springer, vol. 9(2), pages 167-186, September. [Downloadable!] (restricted)
    5. Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, 2005. "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology," NBER Working Papers 11864, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Xavier Brusset, 2005. "How information influences the cost of transport in a supply chain, a monte carlo simulation," Econometrics 0512008, EconWPA. [Downloadable!]
    7. Mark W. French, 2005. "Why and when do spot prices of crude oil revert to futures price levels?," Finance and Economics Discussion Series 2005-30, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    8. Eyal Dvir & Ken Rogoff, 2009. "The Three Epochs of Oil," Boston College Working Papers in Economics 706, Boston College Department of Economics. [Downloadable!]
    9. Murray Carlson & Zeigham Khokher & Sheridan Titman, 2006. "Equilibrium Exhaustible Resource Price Dynamics," NBER Working Papers 12000, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Peterson, Hikaru H. & Tomek, William G., 2003. "How Much Of Commodity Price Behavior Can A Rational Expectations Storage Model Explain?," Staff Papers 30712, Kansas State University, Department of Agricultural Economics. [Downloadable!]
    11. Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2007. "The Fundamentals of Commodity Futures Returns," NBER Working Papers 13249, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Richter, Martin & Sørensen, Carsten, 2002. "Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans," Working Papers 2002-4, Copenhagen Business School, Department of Finance. [Downloadable!]
    13. Lin, Chuanyi & Roberts, Matthew C., 2006. "Storability on Modeling Commodity Futures Prices," 2006 Annual meeting, July 23-26, Long Beach, CA 21484, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    14. Power, Gabriel J. & Turvey, Calum G., 2008. "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37608, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
    15. Eyal Dvir & Kenneth S. Rogoff, 2009. "Three Epochs of Oil," NBER Working Papers 14927, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    16. Martínez de Albeniz, Victor & Vendrell, Josep M., 2008. "A capacitated commodity trading model with market power," IESE Research Papers D/728, IESE Business School. [Downloadable!]
    17. Alvaro Cartea & Marcelo G. Figueroa & Helyette Geman, 2008. "Modelling Electricity Prices with Forward Looking Capacity Constraints," Birkbeck Working Papers in Economics and Finance 0802, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
    18. Creti, Anna & Villeneuve, Bertrand, 2008. "Equilibrium Storage in a Markov Economy," MPRA Paper 11944, University Library of Munich, Germany. [Downloadable!]
    19. Bühler, Wolfgang & Korn, Olaf, 1998. "Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?," ZEW Discussion Papers 98-20, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    20. Geman, Hélyette & Roncoroni, Andrea, 2003. "A Class of Marked Point Processes for Modelling Electricity Prices," ESSEC Working Papers DR 03004, ESSEC Research Center, ESSEC Business School. [Downloadable!]
    21. Rodriguez, J.C., 2007. "A Preference-Free Formula to Value Commodity Derivatives," Discussion Paper 2007-92, Tilburg University, Center for Economic Research. [Downloadable!]
    22. Goto, Mika & Karolyi, G. Andrew, 2004. "Understanding Electricity Price Volatility within and across Markets," Working Paper Series 2004-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    23. Miguel Herce & John E. Parsons & Robert C. Ready, 2006. "Using Futures Prices to Filter Short-term Volatility and Recover a Latent, Long-term Price Series for Oil," Working Papers 0605, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research. [Downloadable!]
    24. Paschke, Raphael & Prokopczuk, Marcel, 2007. "Integrating Multiple Commodities in a Model of Stochastic Price Dynamics," MPRA Paper 5412, University Library of Munich, Germany. [Downloadable!]
    25. CHATON Corinne & CRETI Anna & VILLENEUVE Bertrand, 2006. "The Economics of Seasonal Gas Storage," Working Papers 06.01.194, LERNA, University of Toulouse. [Downloadable!]
      Other versions:
    26. Francis Longstaff & Ashley Wang, 2002. "Electricity Forward Prices: A High-Frequency Empirical Analysis," University of California at Los Angeles, Anderson Graduate School of Management 1046, Anderson Graduate School of Management, UCLA. [Downloadable!]
    27. Frode Brevik & Axel Kind, 2004. "What is going on in the oil market?," Financial Markets and Portfolio Management, Springer, vol. 18(4), pages 442-457, December. [Downloadable!] (restricted)
    28. Leonid Kogan & Dmitry Livdan & Amir Yaron, 2005. "Futures Prices in a Production Economy with Investment Constraints," NBER Working Papers 11509, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    29. Serena Ng & Francisco Ruge-Murcia, 1997. "Explaining the Persistence of Commodity Prices," Boston College Working Papers in Economics 374, Boston College Department of Economics. [Downloadable!]
      Other versions:

Articles

  1. Bryan Routledge & Stanley Zin, 2009. "Model Uncertainty and Liquidity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 543-566, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Routledge, Bryan R. & von Amsberg, Joachim, 2003. "Social capital and growth," Journal of Monetary Economics, Elsevier, vol. 50(1), pages 167-193, January. [Downloadable!] (restricted)

    Cited by:

    1. Fabio Sabatini, 2005. "Social Capital, Public Spending and the Quality of Economic Development," Others 0506014, EconWPA. [Downloadable!]
    2. David, Antonio C., 2007. "HIV/AIDS and social capital in a cross-section of countries," Policy Research Working Paper Series 4263, The World Bank. [Downloadable!]
    3. Fabio Sabatini, 2005. "The empirics of social capital and economic development. A critical perspective," Development and Comp Systems 0512015, EconWPA. [Downloadable!]
    4. Sanchez-Pages, Santiago & Straub, Stéphane, 2008. "The Emergence of Institutions," IDEI Working Papers 545, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
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    5. Fabio Sabatini, 2005. "Measuring Social Capital in Italy. An Exploratory Analysis," Development and Comp Systems 0504003, EconWPA. [Downloadable!]
    6. Antoci, Angelo & Sacco, Pier Luigi & Vanin, Paolo, 2008. "Participation, growth and social poverty: social capital in a homogeneous society," MPRA Paper 13661, University Library of Munich, Germany. [Downloadable!]
    7. Yuan K. Chou, 2003. "Modelling the Impact of Network Social Capital on Business and Technological Innovations," Department of Economics - Working Papers Series 890, The University of Melbourne. [Downloadable!]
    8. Paul Frijters & Dirk Bezemer & Uwe Dulleck, 2005. "Contacts, Social Capital and Market Institutions - A Theory of Development," Paul Frijters Discussion Papers 2005-1, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
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    9. Sabatini Fabio, 2007. "The empirics of social capital and economic development: A critical perspective," wp.comunite 0031, Department of Communication, University of Teramo. [Downloadable!]
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    10. Bartolini, Stefano & Bonatti, Luigi, 2007. "Endogenous growth, decline in social capital and expansion of market activities," MPRA Paper 3341, University Library of Munich, Germany. [Downloadable!]
    11. Fabio Sabatini, 2006. "Social Capital and Labour Productivity in Italy," Working Papers 2006.30, Fondazione Eni Enrico Mattei. [Downloadable!]
    12. Angelo Antoci & Fabio Sabatini & Mauro Sodini, 2009. "The fragility of social capital," Department of Economics University of Siena 551, Department of Economics, University of Siena. [Downloadable!]
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    13. Fabio Sabatini, 2005. "Social capital as social networks. A new framework for measurement," Others 0506013, EconWPA. [Downloadable!]
    14. Eric Rasmusen, 2007. "A Reputation Model of Quality in North-South Trade," Working Papers 2007-06, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy. [Downloadable!]
    15. Fabio, Sabatini, 2005. "The empirics of social capital and economic development: a critical perspective," MPRA Paper 2366, University Library of Munich, Germany, revised Mar 2007. [Downloadable!]
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    16. Stefano Bartolini & Luigi Bonatti, 2006. "How Can the Decline in Social Capital be Reconciled with a Satisfactory Growth Performance?," Department of Economics University of Siena 477, Department of Economics, University of Siena. [Downloadable!]
    17. Adriana Castelli & Rowena Jacobs & Maria Goddard & Peter C Smith, 2009. "Exploring the impact of public services on quality of life indicators," Working Papers 046cherp, Centre for Health Economics, University of York. [Downloadable!]
    18. Edward Miguel & Paul Gertler & David Levine, 2004. "Did Industrialization Destroy Social Capital in Indonesia?," Development and Comp Systems 0407006, EconWPA. [Downloadable!]
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    19. David, Antonio C. & Li, Carmen A., 2008. "Exploring the links between HIV/AIDS, social capital, and development," Policy Research Working Paper Series 4679, The World Bank. [Downloadable!]
    20. Fabio Sabatini, 2006. "Social Capital, Public Spending and the Quality of Economic Development: The Case of Italy," Working Papers 2006.14, Fondazione Eni Enrico Mattei. [Downloadable!]

  3. Routledge, Bryan R., 2001. "Genetic Algorithm Learning To Choose And Use Information," Macroeconomic Dynamics, Cambridge University Press, vol. 5(02), pages 303-325, April. [Downloadable!]

    Cited by:

    1. Colin Fyfe & John Marney & Heather Tarbert, 2005. "Risk adjusted returns from technical trading: a genetic programming approach," Applied Financial Economics, Taylor and Francis Journals, vol. 15(15), pages 1073-1077, October. [Downloadable!] (restricted)
    2. John Duffy, 2004. "Agent-Based Models and Human Subject Experiments," Computational Economics 0412001, EconWPA. [Downloadable!]
      Other versions:
    3. Noe, Thomas H. & Rebello, Michael J. & Wang, Jun, 2004. "The Evolution of Security Designs," SIFR Research Report Series 26, Institute for Financial Research. [Downloadable!]
      Other versions:

  4. Bryan R. Routledge & Duane J. Seppi & Chester S. Spatt, 2000. "Equilibrium Forward Curves for Commodities," Journal of Finance, American Finance Association, vol. 55(3), pages 1297-1338, 06. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Routledge, Bryan R, 1999. "Adaptive Learning in Financial Markets," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(5), pages 1165-1202.

    Cited by:

    1. Diks, C.G.H. & Dindo, P.D.E., 2006. "Informational differences and learning in an asset market with boundedly rational agents," CeNDEF Working Papers 06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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    2. Marc-Andreas Muendler, 2004. "The Existence of Informationally Efficient Markets When Individuals Are Rational," University of California at San Diego, Economics Working Paper Series 2004-09, Department of Economics, UC San Diego. [Downloadable!]
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    3. Gaunersdorfer, A. & Hommes, C.H.,, 2005. "A nonlinear structural model for volatility clustering," CeNDEF Working Papers 05-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
      Other versions:
    4. Maik Heinemann, 2007. "E–stability and stability of adaptive learning in models with asymmetric information," Working Paper Series in Economics 69, University of Lüneburg, Institute of Economics. [Downloadable!]
    5. Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini, 2003. "Asset Price Dynamics among Heterogeneous Interacting Agents," Computational Economics, Springer, vol. 22(2), pages 213-223, October. [Downloadable!] (restricted)
      Other versions:
    6. Henrik Amilon, 2003. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Research Paper Series 107, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    7. David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets," Working Papers Rutgers University, Newark 2004-009, Department of Economics, Rutgers University, Newark. [Downloadable!]
      Other versions:
    8. Carl Chiarella & Xue-Zhong He, 2000. "Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker," Research Paper Series 35, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
      Other versions:
    9. Amilon, Henrik, 2005. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Working Paper Series 177, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]

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This page was last updated on 2009-11-16.

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