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Publications

by members of

Geneva Finance Research Institute (GFRI)
Université de Genève
Genève, Switzerland

(University of Geneva)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2018

  1. Nelson Camanho & Harald Hau & Hélène Rey, 2018. "Global Portfolio Rebalancing and Exchange Rates," NBER Working Papers 24320, National Bureau of Economic Research, Inc.

2017

  1. Max Reppen & Jean-Charles Rochet & H. Mete Soner, 2017. "Optimal dividend policies with random profitability," Papers 1706.01813, arXiv.org, revised Mar 2018.
  2. Rochet, Jean-Charles & Thanassoulis, John, 2017. "Intertemporal Price Discrimination with Multiple Products," CEPR Discussion Papers 12034, C.E.P.R. Discussion Papers.

2016

  1. Julien Daubanes & Jean-Charles Rochet, 2016. "The Rise of NGO Activism," CESifo Working Paper Series 5891, CESifo Group Munich.
  2. Collard, Fabrice & Habib, Michel Antoine & Rochet, Jean-Charles, 2016. "The Reluctant Defaulter: A Tale of High Government Debt," CEPR Discussion Papers 11299, C.E.P.R. Discussion Papers.
  3. Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet & Gianni De Nicolo, 2016. "Aggregate Bank Capital and Credit Dynamics," Swiss Finance Institute Research Paper Series 16-42, Swiss Finance Institute.
  4. Dominique Henriet & Nataliya Klimenko & Jean-Charles Rochet, 2016. "The Dynamics of Insurance Prices," Post-Print hal-01447876, HAL.
  5. Ines Chaieb & Vihang R. Errunza & Rajna Gibson, 2016. "How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?," Swiss Finance Institute Research Paper Series 16-52, Swiss Finance Institute.
  6. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016. "Predictability Hidden by Anomalous Observations," Papers 1612.05072, arXiv.org.
  7. Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI, 2016. "Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy," Swiss Finance Institute Research Paper Series 16-41, Swiss Finance Institute.
  8. Geng, Heng & Hau, Harald & Lai, Sandy, 2016. "Technological Progress and Ownership Structure," CEPR Discussion Papers 11064, C.E.P.R. Discussion Papers.
  9. Hau, Harald & Huang, Yi & Wang, Gewei, 2016. "Firm Response to Competitive Shocks: Evidence from China's Minimum Wage Policy," CEPR Discussion Papers 11429, C.E.P.R. Discussion Papers.

2015

  1. Gersbach, Hans & Rochet, Jean-Charles & Scheffel, Martin, 2015. "Taking Banks to Solow," CEPR Discussion Papers 10439, C.E.P.R. Discussion Papers.
  2. Gersbach, Hans & Rochet, Jean-Charles & Scheffel, Martin, 2015. "Financial Intermediation, Capital Accumulation, and Recovery," CEPR Discussion Papers 10964, C.E.P.R. Discussion Papers.
  3. B. Biais & J.-C. Rochet & P. Woolley, 2015. "Dynamics of Innovation and Risk," Post-Print halshs-01400249, HAL.
  4. Peter H. GRUBER & Claudio TEBALDI & Fabio TROJANI, 2015. "The Price of the Smile and Variance Risk Premia," Swiss Finance Institute Research Paper Series 15-36, Swiss Finance Institute.
  5. Paul Schneider & Fabio Trojani, 2015. "Divergence and the Price of Uncertainty," Swiss Finance Institute Research Paper Series 15-60, Swiss Finance Institute.
  6. Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2015. "History-Dependent Risk Preferences: Evidence from Individual Choices and Implications for the Disposition Effect," Swiss Finance Institute Research Paper Series 15-11, Swiss Finance Institute, revised Jul 2015.

2014

  1. Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014. "Ambiguity and Reality," Working Papers on Finance 1418, University of St. Gallen, School of Finance.
  2. Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014. "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," NBER Working Papers 20468, National Bureau of Economic Research, Inc.
  3. Alain Chaney & Martin Hoesli, 2014. "Multifamiliy Asset and Space Markets and Linkages with the Economy," ERES eres2014_71, European Real Estate Society (ERES).
  4. Martin Hoesli & Anjeza Kadilli & Kustrim Reka, 2014. "Commonality in liquidity and real estate securities," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 14051a, Institut d'Economie et Econométrie, Université de Genève.

2013

  1. Julien Daubanes & Jean-Charles Rochet, 2013. "Activists versus Captured Regulators," CESifo Working Paper Series 4444, CESifo Group Munich.
  2. Biais, Bruno & Rochet, Jean-Charles & Woolley, Paul, 2013. "The dynamics of innovation and risk," IDEI Working Papers 807, Institut d'Économie Industrielle (IDEI), Toulouse.
  3. Hau, Harald & Lai, Sandy, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers 9581, C.E.P.R. Discussion Papers.
  4. Efing, Matthias & Hau, Harald, 2013. "Structured Debt Ratings: Evidence on Conflicts of Interest," CEPR Discussion Papers 9465, C.E.P.R. Discussion Papers.
  5. Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2013. "Do Public Real Estate Returns Really Lead Private Returns?," ERES eres2013_145, European Real Estate Society (ERES).

2012

  1. Gersbach, Hans & Rochet, Jean-Charles, 2012. "Aggregate Investment Externalities and Macroprudential Regulation," CEPR Discussion Papers 8764, C.E.P.R. Discussion Papers.
  2. Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2012. "On the strategic value of risk management," IDEI Working Papers 739, Institut d'Économie Industrielle (IDEI), Toulouse.
  3. Xavier Freixas & Jean-Charles Rochet, 2012. "Taming SIFIs," Economics Working Papers 1328, Department of Economics and Business, Universitat Pompeu Fabra.
  4. Gersbach, Hans & Rochet, Jean-Charles, 2012. "Capital Regulation and Credit Fluctuations," CEPR Discussion Papers 9077, C.E.P.R. Discussion Papers.
  5. Hau, Harald & Lai, Sandy, 2012. "Real Effects of Stock Underpricing," CEPR Discussion Papers 8820, C.E.P.R. Discussion Papers.
  6. Hau, Harald & Langfield, Sam & Marqués Ibañez, David, 2012. "Bank ratings: What determines their quality?," CEPR Discussion Papers 9171, C.E.P.R. Discussion Papers.
  7. Martin Hoesli & Elias Oikarinen, 2012. "Are REITs real estate? Evidence from international sector level data," ERES eres2012_232, European Real Estate Society (ERES).

2011

  1. Krüger, Philipp & Landier, Augustin & Thesmar, David, 2011. "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," TSE Working Papers 11-222, Toulouse School of Economics (TSE).
  2. Martin Hoesli & Kustrim Reka, 2011. "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," ERES eres2011_63, European Real Estate Society (ERES).
  3. Martin Hoesli & Elias Oikarinen, 2011. "Are Reits Real Estate? Evidence from Sector Level Data," ERES eres2011_221, European Real Estate Society (ERES).

2010

  1. Biais, Bruno & Rochet, Jean-Charles & Woolley, Paul, 2010. "Innovations, Rents and Risk," IDEI Working Papers 644, Institut d'Économie Industrielle (IDEI), Toulouse.
  2. Dubois, Pierre & Rochet, Jean-Charles & Schlenker, Jean-Marc, 2010. "Productivity and Mobility in Academic Research: Evidence from Mathematicians," IDEI Working Papers 606, Institut d'Économie Industrielle (IDEI), Toulouse, revised Mar 2013.
  3. Dubois, Pierre & Rochet, Jean-Charles & Schlenker, Jean-Marc, 2010. "What Does It Take to Become a Good Mathematician?," TSE Working Papers 10-160, Toulouse School of Economics (TSE).
  4. Cherbonnier, Frédéric & Rochet, Jean-Charles, 2010. "Vertical Integration and Regulation in the Securities Settlement Industry," IDEI Working Papers 663, Institut d'Économie Industrielle (IDEI), Toulouse.
  5. Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2010. "Response speeds of direct and securitized real estate to shocks in the fundamentals," Discussion Papers 60, Aboa Centre for Economics.
  6. Bourassa, Steven & Hoesli, Martin & Scognamiglio, Donato, 2010. "Housing finance, prices, and tenure in Switzerland," MPRA Paper 45990, University Library of Munich, Germany.
  7. Kustrim Reka & Martin Hoesli, 2010. "Analysis Of The Asymmetric Volatility Spillovers In Real Estate Stock Returns," ERES eres2010_056, European Real Estate Society (ERES).

2009

  1. David Bardey & Jean-Charles Rochet, 2009. "Competition among health plans: a two-sided market approach," DOCUMENTOS DE TRABAJO 005217, UNIVERSIDAD DEL ROSARIO.
  2. Biais, Bruno & Rochet, Jean-Charles & Woolley, Paul, 2009. "The Lifecycle of the Financial Sector and Other Speculative Industries," IDEI Working Papers 549, Institut d'Économie Industrielle (IDEI), Toulouse.
  3. Jean-Charles Rochet & Bruno Biais & Paul Woolley, 2009. "Rents, learning and risk in the financial sector and other innovative industries," FMG Discussion Papers dp632, Financial Markets Group.
  4. Rochet, Jean-Charles & Wright, Julian, 2009. "Credit card interchange fees," Working Paper Series 1138, European Central Bank.
  5. Semyon MALAMUD & Fabio TROJANI, 2009. "Variance Covariance Orders and Median Preserving," Swiss Finance Institute Research Paper Series 09-13, Swiss Finance Institute.
  6. Harald Hau & Marcel Thum, 2009. "Subprime Crisis and Board (In-)Competence: Private vs. Public Banks in Germany," CESifo Working Paper Series 2640, CESifo Group Munich.
  7. Hau, Harald, 2009. "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," CEPR Discussion Papers 7348, C.E.P.R. Discussion Papers.
  8. Camilo SERRANO & Martin HOESLI, 2009. "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," Swiss Finance Institute Research Paper Series 09-08, Swiss Finance Institute.
  9. Steven C. BOURASSA & Martin HOESLI & Donato SCOGNAMIGLIO, 2009. "The Swiss Housing Market," Swiss Finance Institute Research Paper Series 09-16, Swiss Finance Institute.
  10. Martin Hoesli & Steven Bourassa & Eva Cantoni, 2009. "Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods," ERES eres2009_153, European Real Estate Society (ERES).
  11. Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2009. "Linkages Between Direct and Indirect Real Estate Returns," ERES eres2009_340, European Real Estate Society (ERES).

2008

  1. Rochet, Jean-Charles & Tirole, Jean, 2008. "Must-Take Cards: Merchant Discounts and Avoided Costs," IDEI Working Papers 496, Institut d'Économie Industrielle (IDEI), Toulouse.
  2. Décamps, Jean-Paul & Mariotti, Thomas & Rochet, Jean-Charles & Villeneuve, Stéphane, 2008. "Free Cash-Flow, Issuance Costs and Stock Price Volatility," IDEI Working Papers 518, Institut d'Économie Industrielle (IDEI), Toulouse.
  3. Tony BERRADA & Julien HUGONNIER, 2008. "Incomplete information, idiosyncratic volatility and stock returns," Swiss Finance Institute Research Paper Series 08-23, Swiss Finance Institute.
  4. Davide La Vecchia & Fabio Trojani, 2008. "Infinitesimal Robustness for Diffusions," University of St. Gallen Department of Economics working paper series 2008 2008-09, Department of Economics, University of St. Gallen.
  5. Harald Hau & Hélène Rey, 2008. "Global Portfolio Rebalancing Under the Microscope," NBER Working Papers 14165, National Bureau of Economic Research, Inc.
  6. Harald Hau & Helene Rey, 2008. "Home Bias at the Fund Level," NBER Working Papers 14172, National Bureau of Economic Research, Inc.
  7. Dunne, Peter & Hau, Harald & Moore, Michael, 2008. "A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market," CEPR Discussion Papers 6969, C.E.P.R. Discussion Papers.
  8. Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2008. "Predicting House Prices with Spatial Dependence: Impacts of Alternative Submarket Definitions," Swiss Finance Institute Research Paper Series 08-01, Swiss Finance Institute.
  9. Steven C. BOURASSA & Martin HOESLI & Donato SCOGNAMIGLIO & Philippe SORMANI, 2008. "Constant-Quality House Price Indexes for Switzerland," Swiss Finance Institute Research Paper Series 08-10, Swiss Finance Institute.

2007

  1. Doh-Shin Jeon & Jean-Charles Rochet, 2007. "The pricing of academic journals: A two-sided market perspective," Economics Working Papers 1025, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2009.
  2. Jean-Charles Rochet & Jean Tirole, 2007. "Must-Take Cards and the Tourist Test," DNB Working Papers 127, Netherlands Central Bank, Research Department.
  3. Biais, Bruno & Mariotti, Thomas & Rochet, Jean-Charles & Villeneuve, Stéphane, 2007. "Large Risks, Limited Liability and Dynamic Moral Hazard," IDEI Working Papers 472, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2009.
  4. Léautier, Thomas-Olivier & Rochet, Jean-Charles & Villeneuve, Stéphane, 2007. "Defining Risk Apetite," IDEI Working Papers 513, Institut d'Économie Industrielle (IDEI), Toulouse.
  5. Guillaume Plantin & Jean-Charles Rochet, 2007. "Regulation and Ruin Theory: Controlling the Probability of Failure," Sciences Po publications info:hdl:2441/6udcqs4p1l9, Sciences Po.
  6. Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2007. "Ambiguity Aversion and the Term Structure of Interest Rates," University of St. Gallen Department of Economics working paper series 2007 2007-29, Department of Economics, University of St. Gallen.
  7. Francesco Audrino & Fabio Trojani, 2007. "Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent," University of St. Gallen Department of Economics working paper series 2007 2007-24, Department of Economics, University of St. Gallen.
  8. Loriano Mancini & Fabio Trojani, 2007. "Robust Value at Risk Prediction," University of St. Gallen Department of Economics working paper series 2007 2007-36, Department of Economics, University of St. Gallen.
  9. Hau, Harald, 2007. "A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change," CEPR Discussion Papers 6094, C.E.P.R. Discussion Papers.
  10. Steven Bourassa & Martin Hoesli, 2007. "Why Do Swiss Rent?," ERES eres2007_166, European Real Estate Society (ERES).

2006

  1. Rochet, Jean-Charles & Tirole, Jean, 2006. "Tying in Two-Sided Markets and the Honor All Cards Rule," IDEI Working Papers 440, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2007.
  2. Jean-Charles Rochet, 2006. "Optimal Sovereign Debt: An Analytical Approach," Research Department Publications 4477, Inter-American Development Bank, Research Department.
  3. Jean-Charles Rochet & Jean Tirole, 2006. "Externalities and Regulations in Card Payment Systems," Post-Print hal-00173720, HAL.
  4. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006. "Robust Subsampling," Swiss Finance Institute Research Paper Series 06-33, Swiss Finance Institute.
  5. Steven C. Bourassa & Martin Hoesli, 2006. "Why Do the Swiss Rent?," Swiss Finance Institute Research Paper Series 07-04, Swiss Finance Institute.

2005

  1. Rochet, Jean-Charles & Tirole, Jean, 2005. "Two-Sided Markets : A Progress Report," IDEI Working Papers 275, Institut d'Économie Industrielle (IDEI), Toulouse.
  2. Holthausen, Cornelia & Rochet, Jean-Charles, 2005. "Incorporating a "public good factor" into the pricing of large-value payment systems," Working Paper Series 507, European Central Bank.
  3. Tony Berrada & Julien Hugonnier & Marcel Rindisbacher, 2005. "Trading Volumes in Dynamically Efficient Markets," FAME Research Paper Series rp139, International Center for Financial Asset Management and Engineering.
  4. 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.
  5. Fabio Trojani & Francesco Audrino, 2005. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005 2005-04, Department of Economics, University of St. Gallen.
  6. Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen.
  7. Fabio Trojani & Roberto G. Ferretti, 2005. "General Analytical Solutions For Mertons'S-Type Consumption-Investment Problems," University of St. Gallen Department of Economics working paper series 2005 2005-02, Department of Economics, University of St. Gallen.
  8. Fabio Trojani & Francesco Audrino, 2005. "Accurate Yield Curve Scenarios Generation using Functional Gradient Descent," Computing in Economics and Finance 2005 14, Society for Computational Economics.
  9. Hau, Harald & Massa, Massimo & Peress, Joël, 2005. "Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change," CEPR Discussion Papers 4862, C.E.P.R. Discussion Papers.
  10. Martin Hoesli & Elion Jani & André Bender, 2005. "Monte Carlo Simulations for Real Estate Valuation," FAME Research Paper Series rp148, International Center for Financial Asset Management and Engineering.
  11. Angela Black & Patricia Fraser & Martin Hoesli, 2005. "House Prices, Fundamentals and Inflation," FAME Research Paper Series rp129, International Center for Financial Asset Management and Engineering.
  12. Steven C. BOURASSA & Donald R. HAURIN & Jessica L. HAURIN & Martin HOESLI & Jian SUN, 2005. "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," FAME Research Paper Series rp160, International Center for Financial Asset Management and Engineering.
  13. Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2005. "Spatial Dependence, Housing Submarkets, and House Prices," FAME Research Paper Series rp151, International Center for Financial Asset Management and Engineering.
  14. Martin Hoesli & Jon Lekander, 2005. "Suggested vs. Actual Institutional Allocattion to Real Estate in Europe: A Matter of Size," FAME Research Paper Series rp149, International Center for Financial Asset Management and Engineering.
  15. Philippe Gaud & Martin HOesli & André Bender, 2005. "Debt Equity Choice in Europe," FAME Research Paper Series rp152, International Center for Financial Asset Management and Engineering.
  16. Martin Hoesli & Jon Lekander, 2005. "Suggested vs. Actual Institutional Allocations to Real Estate: A Matter of Size?," ERES eres2005_196, European Real Estate Society (ERES).

2004

  1. Rochet, Jean-Charles & Villeneuve, Stéphane, 2004. "Liquidity Risk and Corporate Demand for Hedging and Insurance," IDEI Working Papers 254, Institut d'Économie Industrielle (IDEI), Toulouse.
  2. Rochet, Jean-Charles, 2004. "Macroeconomic Shocks and Banking Supervision," IDEI Working Papers 276, Institut d'Économie Industrielle (IDEI), Toulouse.
  3. Rochet, Jean-Charles, 2004. "Is Health Insurance an Appropriate Tool for Redistribution?," IDEI Working Papers 291, Institut d'Économie Industrielle (IDEI), Toulouse.
  4. Biais, Bruno & Mariotti, Thomas & Plantin, Guillaume & Rochet, Jean-Charles, 2004. "Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications," IDEI Working Papers 312, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2006.
  5. Biais, Bruno & Mariotti, Thomas & Plantin, Guillaume & Rochet, Jean-Charles, 2004. "Dynamic Security Design," CEPR Discussion Papers 4753, C.E.P.R. Discussion Papers.
  6. 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.
  7. Dunne, Peter & Hau, Harald & Moore, Michael, 2004. "Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns," CEPR Discussion Papers 4806, C.E.P.R. Discussion Papers.
  8. Helene Rey (Princeton) & Harald Hau (INSEAD), 2004. "Exchange rates, equity returns and capital flows," Econometric Society 2004 North American Winter Meetings 623, Econometric Society.
  9. Séverine CAUCHIE & Martin HOESLI, 2004. "The Integration of Securitized Real Estate and Financial Assets," FAME Research Paper Series rp111, International Center for Financial Asset Management and Engineering.
  10. Philippe GAUD & Martin HOESLI & André BENDER, 2004. "Further Evidence on Debt-Equity Choice," FAME Research Paper Series rp114, International Center for Financial Asset Management and Engineering.
  11. Steven C. Bourassa & Martin Hoesli & Jian Sun, 2004. "A Simple Alternative House Price Index Method," FAME Research Paper Series rp119, International Center for Financial Asset Management and Engineering.

2003

  1. Biais, Bruno & Casamatta, Catherine & Rochet, Jean-Charles, 2003. "Operational Risk and Capital Requirements in the European Investment Fund Industry," IDEI Working Papers 239, Institut d'Économie Industrielle (IDEI), Toulouse.
  2. Rochet, Jean-Charles & Tirole, Jean, 2003. "Platform Competition in Two-Sided Markets," IDEI Working Papers 152, Institut d'Économie Industrielle (IDEI), Toulouse.
  3. Freixas, Xavier & Parigi, Bruno M. & Rochet, Jean-Charles, 2003. "The Lender of Last Resort: A 21th Century Approach," IDEI Working Papers 215, Institut d'Économie Industrielle (IDEI), Toulouse.
  4. Rochet, Jean-Charles, 2003. "Rebalancing the 3 Pillars of Basel 2," IDEI Working Papers 224, Institut d'Économie Industrielle (IDEI), Toulouse.
  5. Bommier, Antoine & Rochet, Jean-Charles, 2003. "Risk Aversion and Planning Horizon," IDEI Working Papers 204, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2004.
  6. Holthausen, Cornelia & Rochet, Jean-Charles, 2003. "Efficient Pricing of Large Value Interbank Payment Systems," CEPR Discussion Papers 3943, C.E.P.R. Discussion Papers.
  7. Décamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoît, 2003. "The Three Pillars of Basel II, Optimizing the Mix," IDEI Working Papers 179, Institut d'Économie Industrielle (IDEI), Toulouse.
  8. Tony Berrada, 2003. "Bounded Rationality and Asset Pricing," Swiss Finance Institute Research Paper Series 06-07, Swiss Finance Institute, revised Jun 2006.
  9. Hau, Harald & Rey, Hélène, 2003. "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers 3735, C.E.P.R. Discussion Papers.
  10. H.Hau & W.Killeen & M.Moore, 2003. "How has the euro Changed the Foreign Exchange Market?," DNB Staff Reports (discontinued) 79, Netherlands Central Bank.
  11. Foort HAMELINK & Martin HOESLI, 2003. "Maximum Drawdown and the Allocation to Real Estate," FAME Research Paper Series rp87, International Center for Financial Asset Management and Engineering.
  12. Martin Hoesli & Jon Lekander & Witold Witkiewicz, 2003. "International Evidence on Real Estate as a Portfolio Diversifier," FAME Research Paper Series rp70, International Center for Financial Asset Management and Engineering.
  13. Steven C. BOURASSA & Martin HOESLI & Jian SUN, 2003. "The Price of Aesthetic Externalities," FAME Research Paper Series rp98, International Center for Financial Asset Management and Engineering.
  14. Steven C. Bourassa & Martin Hoesli & Jian Sun, 2003. "What’s in a View?," FAME Research Paper Series rp79, International Center for Financial Asset Management and Engineering.
    • Steven Bourassa & Hoesli Martin & Sun Jian, 2003. "Whatís in a View?," ERES eres2003_124, European Real Estate Society (ERES).
  15. Åke GUNNELIN & Patric H. HENDERSHOTT & Martin HOESLI & Bo SÖDERBERG, 2003. "Determinants of Cross-Sectional Variation in Discount Rates, Growth Rates, and Exit Cap Rates," FAME Research Paper Series rp90, International Center for Financial Asset Management and Engineering.
  16. Séverine CAUCHIE & Martin HOESLI & Dušan ISAKOV, 2003. "The Determinants of Stock Returns in a Small Open Economy," FAME Research Paper Series rp54, International Center for Financial Asset Management and Engineering.
  17. Philippe Gaud & Elion Jani & Martin Hoesli & André Bender, 2003. "The capital structure of Swiss companies: an empirical analysis using dynamic panel data," FAME Research Paper Series rp68, International Center for Financial Asset Management and Engineering.
  18. Martin Hoesli & Hamelink Foort, 2003. "The Maximum drawdown as a Risk Measure: the Role of Real Estate in the Optimal Portfolio," ERES eres2003_172, European Real Estate Society (ERES).

2002

  1. Rochet, Jean-Charles & Vives, Xavier, 2002. "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," CEPR Discussion Papers 3233, C.E.P.R. Discussion Papers.
  2. Jean-Charles Rochet, 2002. "Comments on the impact of regulatory practices," Proceedings 824, Federal Reserve Bank of Chicago.
  3. Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI, 2002. "A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities," FAME Research Paper Series rp48, International Center for Financial Asset Management and Engineering.
  4. Sbuelz, A. & Trojani, F., 2002. "Equilibrium Asset Pricing with Time-Varying Pessimism," Discussion Paper 2002-102, Tilburg University, Center for Economic Research.
  5. Hau, Harald, 2002. "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," CEPR Discussion Papers 3651, C.E.P.R. Discussion Papers.
  6. Englund, Peter & Gunnelin, Åke & Hoesli, Martin & Söderberg, Bo, 2002. "Implicit Forward Rents as Predictors of Future Rents," SIFR Research Report Series 12, Institute for Financial Research.
  7. Steven C. BOURASSA & Martin HOESLI & Vincent S. PENG, 2002. "Do Housing Submarkets Really Matter?," FAME Research Paper Series rp58, International Center for Financial Asset Management and Engineering.
  8. Hamelink, Foort & Hoesli, Martin, 2002. "What Factors Determine International Real Estate Security Returns?," SIFR Research Report Series 7, Institute for Financial Research.
  9. Hamelink, F. & Hoesli, M., 2002. "What factors determine real estate security returns?," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

2001

  1. Bender, A. & Hoesli, M., 2001. "Le Benchmarking Immobilier un outil de gestion de performant," Papers 2001.11, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  2. Thion, B. & Favarger, P. & Hoesli, M., 2001. "Indices des ventes repetees et modification de l'environnement immobilier," Papers 2001.02, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  3. Din, A. & Hoesli, M. & Bender, A., 2001. "Environmental Variables and Real Estate Prices," Papers 2001.04, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

2000

  1. Hau, Harald, 2000. "Real Exchange Rate Volatility and Economic Openness: Theory and Evidence," CEPR Discussion Papers 2356, C.E.P.R. Discussion Papers.
  2. Hau, Harald & Killeen, William & Moore, Michael J, 2000. "The Euro as an International Currency: Explaining Puzzling First Evidence," CEPR Discussion Papers 2510, C.E.P.R. Discussion Papers.
  3. Hoesli, M., 2000. "Role de l'immobilier dans la diversification d'un portefeuille : une analyse de la stabilite des conclusions," Papers 2000.22, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  4. Hamelink, F. & Hoesli, M. & Lizieri, C. & MacGregor, B.D., 2000. "Homogenenous Commercial Property Market Groupings and Portfolio Construction in the UK," Papers 2000.02, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  5. Bender, A. & Hoesli, M. & Gaud, P., 2000. "Fonds de placement immobiliers et societes anonymes d'investissement immobilier Analyse comparative et conditions de developpement," Papers 2000.20, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  6. Fraser, P. & Hamelink, F. & Hoesli, M. & MacGregor, B., 2000. "Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK," Papers 2000.03, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  7. Bernard Thion & Philippe Favarger & Martin Hoesli, 2000. "111 ´ Repeat Sales ª, Indicateurs De Prix Et Modification De Líenvironnement Immobilier," ERES eres2000_111, European Real Estate Society (ERES).

1999

  1. Freixas, Xavier & Parigi, Bruno & Rochet, Jean-Charles, 1999. "Systemic Risk, Interbank Relations and Liquidity Provision by the Central Bank," CEPR Discussion Papers 2325, C.E.P.R. Discussion Papers.
  2. Rochet, Jean-Charles & Tirole, Jean, 1999. "Cooperation Among Competitors: The Economics of Credit Card Associations," CEPR Discussion Papers 2101, C.E.P.R. Discussion Papers.
  3. Cremer, Helmuth & Pestieau, Pierre & Rochet, Jean-Charles, 1999. "Capital Income Taxation when Inherited wealth is not Observable," IDEI Working Papers 109, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2001.
  4. CREMER, Helmuth & PESTIEAU, Pierre & ROCHET, Jean-Charles, 1999. "Direct versus indirect taxation: the design of the tax structure revisited," CORE Discussion Papers 1999010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Hau, Harald, 1999. "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers 2297, C.E.P.R. Discussion Papers.
  6. Bender, A. & Hoesli, M., 1999. "Indices et evaluation de l'immobilier: developpements recents," Papers 99.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  7. Bender, A. & Din, A. & Hoesli, M. & Brocher, S., 1999. "Environmental Preferences of Homeowners: Further Evidence using the AHP Method," Papers 99.10, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

1998

  1. Couffinhal, A. & Rochet, J.-C., 1998. "Couverture maladie ou acces gratuit aux soins," Papers 98.511, Toulouse - GREMAQ.
  2. Henriet, D. & Rochet, J.-C., 1998. "Is Public Health Insurance an Appropriate Instrument for Redistribution," Papers 98.512, Toulouse - GREMAQ.
  3. Biais, Bruno & Martimort, David & Rochet, Jean-Charles, 1998. "Competing Mechanisms in a Commun Value Environment," IDEI Working Papers 75, Institut d'Économie Industrielle (IDEI), Toulouse.
  4. Christian Gollier & Jean-Charles Rochet, 1998. "Discounting an Uncertain Future," CESifo Working Paper Series 168, CESifo Group Munich.
  5. Bender, A. & Din, A. & Hoesli, M. & Laakso, J., 1998. "Environmental Quality Perceptions of Urban Commercial Real Estate," Papers 98.7, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

1997

  1. Cremer, J. & Khalil, F. & Rochet, J-C., 1997. "Contracts and Productive Information Gathering," Papers 97.468, Toulouse - GREMAQ.
  2. Elvezio Ronchetti & Fabio Trojani, 1997. "Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 97.02, Institut d'Economie et Econométrie, Université de Genève.
  3. Hoesli, M & MacGregor, B, 1997. "Inflation Hedging Versus Inflation Protection in the US and the UK," Papers 97.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  4. Bourassa, S.C. & Hoesli, M. & Macgregor, R.D., 1997. "Defining Residential Submarkets: Evidence from Sydney and Melbourne," Papers 97.14, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  5. Hoesli, M, 1997. "An Examination of the Role of Geneva and Zurich Housing in Swiss Institutional Portfolios," Papers 97.03, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

1996

  1. Maderner, N. & Rochet, J.C., 1996. "Is It Legitimate to Encourage Work Sharing?," Papers 96.404, Toulouse - GREMAQ.
  2. Cremer, J. & Khalil, F & Rochet, J.-C., 1996. "Strategic Information Gathering Before a Contract is Offered," Papers 976.425, Toulouse - GREMAQ.
  3. Biais, Bruno & Bossaerts, Peter & Rochet, Jean-Charles, 1996. "An optimal IPO mechanism," IDEI Working Papers 59, Institut d'Économie Industrielle (IDEI), Toulouse.
  4. Christian Gollier & Pierre-François Koehl & Jean-Charles Rochet, 1996. "Risk-Taking Behavior with Limited Liability and Risk Aversion," Center for Financial Institutions Working Papers 96-13, Wharton School Center for Financial Institutions, University of Pennsylvania.
  5. Giliberto, M. & Hamelink, F. & Hoesli, M. & Macgregor, B., 1996. "Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK," Papers 96.12, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  6. Hoesli, M. & Favarger, P., 1996. "Real Estate Price Indices and Performance: The Case of Geneva," Papers 96.13, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  7. Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996. "The Short Term Inflation Hedging Characteristics of UK Real Estate," Papers 96.15, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  8. Hoesli, M. & Lizieri, C. & Macgregor, B., 1996. "The Spatial Dimensions of the Investment preformance of UK Commercial Property," Papers 96.14, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  9. Bender, A. & Din, A. & Favarger, P. & Hoesli, M. & Laakso, J., 1996. "An Analysis of Perceptions Concerning the Environmental Quality of Housing in Geneva," Papers 96.18, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  10. Bender, A.R. & Hoesli, M., 1996. "Analyse de la rentabilite de l'investissement immobilier, comment tirer parti d'une evaluation periodique des biens," Papers 96.19, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  11. M. Hoesli & G. Matysiak & Bryan D. Macgregor & N. Nanthakumaran, 1996. "Property's Inflation Hedging Characteristics: A Cointegrating Vector Approach," ERES eres1996_146, European Real Estate Society (ERES).
  12. Martin Hoesli & Bryan D. Macgregor & Colin Lizieri, 1996. "Portfolio Diversification Strategies and Urban Structure: Lessons from Cluster Analytic Procedures," ERES eres1996_100, European Real Estate Society (ERES).

1995

  1. Xavier Freixas & Jean Charles Rochet, 1995. "Fair pricing of deposit insurance. Is it possible? Yes. Is it desirable? No," Economics Working Papers 130, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1995.
  2. Foort Hamelink & Martin Hoesli, 1995. "The Role of Real Estate in the Mixed-Asset Portfolio: A Reexamination using a QTARCh Methodology," ERES eres1995_116, European Real Estate Society (ERES).
  3. Martin Hoesli & Bryan D. Macgregor & N. Nanthakumaran, 1995. "The Inflation Hedging Characteristics of UK Real Estate (Some Conceptual and Empirical Elaborations)," ERES eres1995_134, European Real Estate Society (ERES).
  4. Martin Hoesli & J. Laakso & A. Bender & A. Din & P. Favarager, 1995. "An Empirical Study of Perception Concerning Environmental Quality of Real Estate," ERES eres1995_160, European Real Estate Society (ERES).

1994

  1. Bajeux, I. & Rochet, J.C., 1994. "Dynamic Spanning: Are Options an Appropriate Instrument?," Papers 94.329, Toulouse - GREMAQ.
  2. GOLLIER, Christian & Eric RENAULT & Jean-Charles ROCHET, 1994. "Recursive Utility, Precautionary Saving and the Demand for Insurance," Working Papers 019, Risk and Insurance Archive.
  3. P. Eichholtz & M. Hoesli & Bryan D. Macgregor & N. Nanthakumaran, 1994. "Real Estate Diversification: by sector or by region," ERES eres1994_108, European Real Estate Society (ERES).

1993

  1. Kerfriden, C. & Rochet, J.C., 1993. "Actuarial Pricing of Deposit Insurance," Papers 93.289, Toulouse - GREMAQ.
  2. Rochet, J.C. & Vila, J.L., 1993. "Insider Trading Without Normality," Papers 93.b, Toulouse - GREMAQ.
  3. Gollier, Christian & Pierre-Francois KOEHL & Jean-Charles ROCHET, 1993. "Risk-Taking Behaviour With Expected Utility and Limited Liability: Applications to the Regulation of Financial Intermediaries," Working Papers 016, Risk and Insurance Archive.
  4. Martin Hoesli, 1993. "International evidence on real estate securities as an inflation hedge," ERES eres1993_108, European Real Estate Society (ERES).

1992

  1. Guesnerie, R. & Rochet, J.C., 1992. "(De)Stabilizing Speculation on Futures Markets: An Alternative View Point," DELTA Working Papers 92-14, DELTA (Ecole normale supérieure).
  2. Koehl, P.F. & Rochet, J.C., 1992. "Equilibrium in Reinsurance Market: Introducing Taxes," Papers 92.282, Toulouse - GREMAQ.
  3. Gabrielle Demange & Rochet Jean-Charles, 1992. "Méthodes Mathématiques de la Finance," Post-Print halshs-00576784, HAL.

1991

  1. Rochet, Jean-Charles. & Vila, Jean-Luc., 1991. "Insider trading and market manipulations--existence and uniqueness of equilibrium," Working papers 3318-91., Massachusetts Institute of Technology (MIT), Sloan School of Management.

1990

  1. Jean-Charles Rochet & Jean-Luc Vila, 1990. "Insider Trading and Market Manipulations: A Weak Invisible Hand Result," CEPR Financial Markets Paper 0011, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ..

1989

  1. CHAMPSAUR, Paul & ROCHET, Jean-Charles, 1989. "Multiproduct duopolists," CORE Discussion Papers RP 854, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1985

  1. Rochet, J.C., 1985. "Vers une Tarification Equitable de L'assurance," Cahiers de recherche 8544, Universite de Montreal, Departement de sciences economiques.
  2. CHAMPSAUR, P. & ROCHET, J.-Ch., 1985. "Product differentiation and duopoly," CORE Discussion Papers 1985015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Champsaur, P. & Rochet, J.-Ch., 1985. "Price competition and multi-product firms," CORE Discussion Papers 1985032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Undated

  1. Ines CHAIEB & Stefano MAZZOTTA, "undated". "The unconditional and conditional exchange rate exposure of U.S. firms," Swiss Finance Institute Research Paper Series 11-15, Swiss Finance Institute.
  2. Ines CHAIEB & Vihang ERRUNZA & Rajna GIBSON BRANDON, "undated". "Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects," Swiss Finance Institute Research Paper Series 14-47, Swiss Finance Institute.
  3. Ines CHAIEB & Vihang ERRUNZA, "undated". "Exchange Risk and Market Integration," Swiss Finance Institute Research Paper Series 14-10, Swiss Finance Institute.
  4. Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI, "undated". "Robust Resampling Methods for Time Series," Swiss Finance Institute Research Paper Series 09-38, Swiss Finance Institute.
  5. Fabio TROJANI & Christian WIEHENKAMP & Jan WRAMPELMEYER, "undated". "Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much," Swiss Finance Institute Research Paper Series 11-33, Swiss Finance Institute.
  6. Ilaria Piatti & Fabio Trojani, "undated". "Dividend Growth Predictability and the Price-Dividend Ratio," Swiss Finance Institute Research Paper Series 12-42, Swiss Finance Institute.
  7. Harald HAU & Sandy LAI, "undated". "The Role of Equity Funds in the Financial Crisis Propagation," Swiss Finance Institute Research Paper Series 11-35, Swiss Finance Institute.
  8. Elias OIKARINEN & Martin HOESLI & Camilo SERRANO, "undated". "Linkages Between Direct and Securitized Real Estate," Swiss Finance Institute Research Paper Series 09-26, Swiss Finance Institute.
  9. Martin Hoesli & Colin Lizieri & Bryan MacGregor, "undated". "The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach," Swiss Finance Institute Research Paper Series 06-04, Swiss Finance Institute.
  10. Alain CHANEY & Martin HOESLI, "undated". "The Interest Rate Sensitivity of Real Estate," Swiss Finance Institute Research Paper Series 10-13, Swiss Finance Institute, revised Feb 2010.
  11. Camilo SERRANO & Martin HOESLI, "undated". "Global Securitized Real Estate Benchmarks and Performance," Swiss Finance Institute Research Paper Series 08-39, Swiss Finance Institute.
  12. Patricia Fraser & Martin Hoesli & Lynn Mc Alevey, "undated". "House Prices and Bubbles in New Zealand," Swiss Finance Institute Research Paper Series 06-20, Swiss Finance Institute.
  13. Camilo Serrano & Martin Hoesli, "undated". "Forecasting EREIT Returns," Swiss Finance Institute Research Paper Series 07-35, Swiss Finance Institute.
  14. Martin HOESLI & Kustrim REKA, "undated". "Volatility Spillovers, Asymmetry and Extreme Events in Securitized Real Estate Returns," Swiss Finance Institute Research Paper Series 10-40, Swiss Finance Institute.
  15. Camilo Serrano & Martin Hoesli, "undated". "Are Securitized Real Estate Returns more Predictable than Stock Returns?," Swiss Finance Institute Research Paper Series 08-27, Swiss Finance Institute.
  16. Steven C. BOURASSA & Donald R. HAURIN & Patric H. HENDERSHOTT & Martin HOESLI, "undated". "We present a comprehensive model of household tenure choice that allows for the taxation of imputed rental income and capital gains, deductions of mortgage interest and property taxes, subsidies to ow," Swiss Finance Institute Research Paper Series 11-49, Swiss Finance Institute.
  17. Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, "undated". "Are Behavioral Biases Stable Across Markets and Prevalent Across Individuals? Evidence from Individual Betting Choices OR from SSRN: Individual Reaction to Past Performance Sequences: Evidence from a ," Swiss Finance Institute Research Paper Series 14-19, Swiss Finance Institute.
  18. Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, "undated". "A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry," Swiss Finance Institute Research Paper Series 14-42, Swiss Finance Institute.

Journal articles

2017

  1. Gersbach, Hans & Rochet, Jean-Charles, 2017. "Capital regulation and credit fluctuations," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 113-124.
  2. Klimenko, Nataliya & Pfeil, Sebastian & Rochet, Jean-Charles, 2017. "A simple macroeconomic model with extreme financial frictions," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 92-102.
  3. Dominique Henriet & Jean-Charles Rochet, 2017. "Modèles macroéconomiques avec frictions financières et cycles d'assurance," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 85-92.
  4. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2017. "Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 15(3), pages 505-505.
  5. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2017. "Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 15(3), pages 377-387.

2016

  1. Dominique Henriet & Nataliya Klimenko & Jean-Charles Rochet, 2016. "The Dynamics of Insurance Prices," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 41(1), pages 2-18, March.
  2. Jean-Charles Rochet & Guillaume Roger, 2016. "Risky utilities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 361-382, June.
  3. Hau, Harald & Lai, Sandy, 2016. "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, vol. 120(2), pages 309-329.

2015

  1. Fabrice Collard & Michel Habib & Jean-Charles Rochet, 2015. "Sovereign Debt Sustainability In Advanced Economies," Journal of the European Economic Association, European Economic Association, vol. 13(3), pages 381-420, June.
  2. Bruno Biais & Jean-Charles Rochet & Paul Woolley, 2015. "Dynamics of Innovation and Risk," Review of Financial Studies, Society for Financial Studies, vol. 28(5), pages 1353-1380.
  3. Michael Magill & Martine Quinzii & Jean‐Charles Rochet, 2015. "A Theory of the Stakeholder Corporation," Econometrica, Econometric Society, vol. 83(5), pages 1685-1725, September.
  4. KLIMENKO, Natalya & Rochet, Jean-Charles, 2015. "La controverse du capital bancaire," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(4), pages 385-397, Décembre.
  5. Gianluca Oderda & Tony Berrada & Reda Jurg Messikh & Olivier Pictet, 2015. "Beta-arbitrage strategies: when do they work, and why?," Quantitative Finance, Taylor & Francis Journals, vol. 15(2), pages 185-203, February.
  6. Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2015. "Die Dosis macht das Gift – eine Analyse zum Einfluss von Bonuszahlungen auf die Profitabilität und das Risiko von Banken," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(03), pages 23-31, February.
  7. Efing, Matthias & Hau, Harald & Kampkötter, Patrick & Steinbrecher, Johannes, 2015. "Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks," Journal of International Economics, Elsevier, vol. 96(S1), pages 123-140.
  8. Efing, Matthias & Hau, Harald, 2015. "Structured debt ratings: Evidence on conflicts of interest," Journal of Financial Economics, Elsevier, vol. 116(1), pages 46-60.
  9. Peter G. Dunne & Harald Hau & Michael J. Moore, 2015. "Dealer Intermediation Between Markets," Journal of the European Economic Association, European Economic Association, vol. 13(5), pages 770-804, October.
  10. Alain Chaney & Martin Hoesli, 2015. "Transaction-Based and Appraisal-Based Capitalization Rate Determinants," International Real Estate Review, Asian Real Estate Society, vol. 18(1), pages 1-43.

2014

  1. Akyildirim, Erdinç & Güney, I. Ethem & Rochet, Jean-Charles & Soner, H. Mete, 2014. "Optimal dividend policy with random interest rates," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 93-101.
  2. Cerasi, Vittoria & Rochet, Jean-Charles, 2014. "Rethinking the regulatory treatment of securitization," Journal of Financial Stability, Elsevier, vol. 10(C), pages 20-31.
  3. Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2014. "On the strategic value of risk management," International Journal of Industrial Organization, Elsevier, vol. 37(C), pages 153-169.
  4. Pierre Dubois & Jean-Charles Rochet & Jean-Marc Schlenker, 2014. "Productivity and mobility in academic research: evidence from mathematicians," Scientometrics, Springer;Akadémiai Kiadó, vol. 98(3), pages 1669-1701, March.
  5. Andrea Buraschi & Fabio Trojani & Andrea Vedolin, 2014. "When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia," Journal of Finance, American Finance Association, vol. 69(1), pages 101-137, February.
  6. Andrea Buraschi & Fabio Trojani & Andrea Vedolin, 2014. "Economic Uncertainty, Disagreement, and Credit Markets," Management Science, INFORMS, vol. 60(5), pages 1281-1296, May.
  7. Andrea Buraschi & Robert Kosowski & Fabio Trojani, 2014. "When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns," Review of Financial Studies, Society for Financial Studies, vol. 27(2), pages 581-616.
  8. Hau, Harald, 2014. "The exchange rate effect of multi-currency risk arbitrage," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 304-331.
  9. Martin Hoesli & Eva Liljeblom & Anders Loflund, 2014. "The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight," International Real Estate Review, Asian Real Estate Society, vol. 17(1), pages 1-22.

2013

  1. Bruno Biais & David Martimort & Jean‐Charles Rochet, 2013. "Corrigendum to "Competing Mechanisms in a Common Value Environment"," Econometrica, Econometric Society, vol. 81(1), pages 393-406, January.
  2. Xavier Freixas & Jean‐Charles Rochet, 2013. "Taming Systemically Important Financial Institutions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45, pages 37-58, August.
  3. Bertrand Jacquillat & Jean-Charles Rochet, 2013. "Introduction," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 9-16.
  4. Berrada, Tony & Hugonnier, Julien, 2013. "Incomplete information, idiosyncratic volatility and stock returns," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 448-462.
  5. Chaieb, Ines & Mazzotta, Stefano, 2013. "Unconditional and conditional exchange rate exposure," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 781-808.
  6. Francesca Carrieri & Ines Chaieb & Vihang Errunza, 2013. "Do Implicit Barriers Matter for Globalization?," Review of Financial Studies, Society for Financial Studies, vol. 26(7), pages 1694-1739.
  7. Ines Chaieb & Vihang Errunza & Basma Majerbi, 2013. "Do emerging markets provide currency diversification benefits?," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 102-120.
  8. Harald Hau & Sam Langfield & David Marques-Ibanez, 2013. "Bank ratings: what determines their quality?," Economic Policy, CEPR;CES;MSH, vol. 28(74), pages 289-333, April.
  9. Hau, Harald & Lai, Sandy, 2013. "Real effects of stock underpricing," Journal of Financial Economics, Elsevier, vol. 108(2), pages 392-408.
  10. Harald Hau, 2013. "Europas Bankenunion oder der Triumph der Hoffnung über die Erfahrung," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 14(3-4), pages 186-197, August.
  11. Martin Hoesli & Kustrim Reka, 2013. "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 1-35, July.
  12. Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2013. "Robust Repeat Sales Indexes," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(3), pages 517-541, September.

2012

  1. Hans Gersbach & Jean‐Charles Rochet, 2012. "Aggregate Investment Externalities and Macroprudential Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 73-109, December.
  2. Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, vol. 167(1), pages 197-210.
  3. Camilo Serrano & Martin Hoesli, 2012. "Fractional Cointegration Analysis of Securitized Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 319-338, April.
  4. Hoesli, Martin & Oikarinen, Elias, 2012. "Are REITs real estate? Evidence from international sector level data," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1823-1850.

2011

  1. Rochet, Jean-Charles & Villeneuve, Stéphane, 2011. "Liquidity management and corporate demand for hedging and insurance," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 303-323, July.
  2. Jean‐Charles Rochet & Jean Tirole, 2011. "Must‐Take Cards: Merchant Discounts And Avoided Costs," Journal of the European Economic Association, European Economic Association, vol. 9(3), pages 462-495, June.
  3. Jean‐Paul Décamps & Thomas Mariotti & Jean‐Charles Rochet & Stéphane Villeneuve, 2011. "Free Cash Flow, Issuance Costs, and Stock Prices," Journal of Finance, American Finance Association, vol. 66(5), pages 1501-1544, October.
  4. Audrino, Francesco & Trojani, Fabio, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 138-149.
  5. Loriano Mancini & Fabio Trojani, 2011. "Robust Value at Risk Prediction," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(2), pages 281-313, Spring.
  6. Stephan Paul & Christian Farruggio & Gerhard Schick & Jan Weder & Jochen Zimmermann & Harald Hau & Bernd Lucke, 2011. "Banken unter Druck: Gibt es Auswege aus der neuen Bankenkrise?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(22), pages 03-18, November.
  7. Harald Hau, 2011. "Global versus Local Asset Pricing: A New Test of Market Integration," Review of Financial Studies, Society for Financial Studies, vol. 24(12), pages 3891-3940.
  8. Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2011. "The Long-Run Dynamics between Direct and Securitized Real Estate," Journal of Real Estate Research, American Real Estate Society, vol. 33(1), pages 73-104.
  9. Bourassa, Steven C. & Hoesli, Martin & Scognamiglio, Donato & Zhang, Sumei, 2011. "Land leverage and house prices," Regional Science and Urban Economics, Elsevier, vol. 41(2), pages 134-144, March.

2010

  1. Bruno Biais & Thomas Mariotti & Jean-Charles Rochet & StÈphane Villeneuve, 2010. "Large Risks, Limited Liability, and Dynamic Moral Hazard," Econometrica, Econometric Society, vol. 78(1), pages 73-118, January.
  2. Doh-Shin Jeon & Jean-Charles Rochet, 2010. "The Pricing of Academic Journals: A Two-Sided Market Perspective," American Economic Journal: Microeconomics, American Economic Association, vol. 2(2), pages 222-255, May.
  3. David Bardey & Jean-Charles Rochet, 2010. "Competition Among Health Plans: A Two-Sided Market Approach," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 19(2), pages 435-451, June.
  4. Rochet, Jean-Charles & Wright, Julian, 2010. "Credit card interchange fees," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1788-1797, August.
  5. Jean-Charles Rochet, 2010. "Commentary: Systemic Risk: Changing the Regulatory Perspective," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 259-276, December.
  6. Rochet, JC., 2010. "An industrial organisation approach to the too-big-to-fail problem," Financial Stability Review, Banque de France, issue 14, pages 93-100, July.
  7. Andrea Buraschi & Paolo Porchia & Fabio Trojani, 2010. "Correlation Risk and Optimal Portfolio Choice," Journal of Finance, American Finance Association, vol. 65(1), pages 393-420, February.
  8. La Vecchia, Davide & Trojani, Fabio, 2010. "Infinitesimal Robustness for Diffusions," Journal of the American Statistical Association, American Statistical Association, vol. 105(490), pages 703-712.
  9. Dunne, Peter & Hau, Harald & Moore, Michael, 2010. "International order flows: Explaining equity and exchange rate returns," Journal of International Money and Finance, Elsevier, vol. 29(2), pages 358-386, March.
  10. Harald Hau & Massimo Massa & Joel Peress, 2010. "Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change," Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1681-1717, April.
  11. Alain Chaney & Martin Hoesli, 2010. "The interest rate sensitivity of real estate," Journal of Property Research, Taylor & Francis Journals, vol. 27(1), pages 61-85, May.
  12. Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2010. "Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods," Journal of Real Estate Research, American Real Estate Society, vol. 32(2), pages 139-160.
  13. Steven Bourassa & Martin Hoesli, 2010. "Why Do the Swiss Rent?," The Journal of Real Estate Finance and Economics, Springer, vol. 40(3), pages 286-309, April.
  14. Martin Hoesli, 2010. "A Review of “Mass Appraisal Methods: An International Perspective for Property Valuers”," International Journal of Housing Policy, Taylor & Francis Journals, vol. 10(1), pages 102-104.
  15. Camilo Serrano & Martin Hoesli, 2010. "Are Securitized Real Estate Returns more Predictable than Stock Returns?," The Journal of Real Estate Finance and Economics, Springer, vol. 41(2), pages 170-192, August.

2009

  1. Mathis, Jérôme & McAndrews, James & Rochet, Jean-Charles, 2009. "Rating the raters: Are reputation concerns powerful enough to discipline rating agencies?," Journal of Monetary Economics, Elsevier, vol. 56(5), pages 657-674, July.
  2. Jean-Charles Rochet, 2009. "Regulating Systemic Institutions," Finnish Economic Papers, Finnish Economic Association, vol. 22(2), pages 35-46, Autumn.
  3. Rochet, Jean-Charles, 2009. "Monopoly regulation without the Spence-Mirrlees assumption," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 693-700, September.
  4. Dewatripont, M. & Rochet, JC., 2009. "The treatment of distressed banks," Financial Stability Review, Banque de France, issue 13, pages 65-74, September.
  5. Jean-Charles Rochet, 2009. "Policies to stabilize financial markets," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 191-197.
  6. Tony Berrada, 2009. "Bounded Rationality and Asset Pricing with Intermediate Consumption," Review of Finance, European Finance Association, vol. 13(4), pages 693-725.
  7. Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2009. "Ambiguity Aversion and the Term Structure of Interest Rates," Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 4157-4188, October.
  8. Harald Hau & Marcel Thum, 2009. "Subprime crisis and board (in-) competence: private versus public banks in Germany," Economic Policy, CEPR;CES;MSH, vol. 24, pages 701-752, October.
  9. Steven C. Bourassa & Donald R. Haurin & Jessica L. Haurin & Martin Hoesli & Jian Sun, 2009. "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(2), pages 259-278.

2008

  1. Rochet, Jean Charles & Tirole, Jean, 2008. "Tying in two-sided markets and the honor all cards rule," International Journal of Industrial Organization, Elsevier, vol. 26(6), pages 1333-1347, November.
  2. Rochet, J C., 2008. "Procyclicality of financial systems: is there a need to modify current accounting and regulatory rules?," Financial Stability Review, Banque de France, issue 12, pages 95-99, October.
  3. Rochet, J C., 2008. "Liquidity regulation and the lender of last resort," Financial Stability Review, Banque de France, issue 11, pages 45-52, February.
  4. Jean-Charles Rochet, 2008. "Comment réformer la réglementation prudentielle : les leçons à tirer de la crise des « subprimes »," Revue d'Économie Financière, Programme National Persée, vol. 7(1), pages 387-390.
  5. Rochet, Jean-Charles, 2008. "Commentary : rethinking capital regulation," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 473-483.
  6. Markus Leippold & Fabio Trojani & Paolo Vanini, 2008. "Learning and Asset Prices Under Ambiguous Information," Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2565-2597, November.
  7. Sbuelz, Alessandro & Trojani, Fabio, 2008. "Asset prices with locally constrained-entropy recursive multiple-priors utility," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3695-3717, November.
  8. Harald Hau & Helene Rey, 2008. "Home Bias at the Fund Level," American Economic Review, American Economic Association, vol. 98(2), pages 333-338, May.
  9. Harald Hau & Marcel Thum, 2008. "Wie (in-)kompetent sind die Aufsichtsräte deutscher Banken?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(19), pages 27-29, October.
  10. Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2008. "The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 36(2), pages 183-206, February.
  11. Patricia Fraser & Martin Hoesli & Lynn McAlevey, 2008. "House Prices and Bubbles in New Zealand," The Journal of Real Estate Finance and Economics, Springer, vol. 37(1), pages 71-91, July.
  12. Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio & Philippe Sormani, 2008. "Constant-Quality House Price Indexes for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(IV), pages 561-575, December.

2007

  1. Jean-Charles Rochet, 2007. "Some economics of horizontal integration in the payments industry," Proceedings – Payments System Research Conferences, Federal Reserve Bank of Kansas City.
  2. Jean-Charles Rochet & Ken Howes, 2007. "Competition: horizontal integration: general discussion," Proceedings – Payments System Research Conferences, Federal Reserve Bank of Kansas City.
  3. Bruno Biais & Thomas Mariotti & Guillaume Plantin & Jean-Charles Rochet, 2007. "Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications," Review of Economic Studies, Oxford University Press, vol. 74(2), pages 345-390.
  4. Jean-Charles Rochet & Jean Tirole, 2007. "Introduction to the Symposium," CPI Journal, Competition Policy International, vol. 3.
  5. Berrada, Tony & Hugonnier, Julien & Rindisbacher, Marcel, 2007. "Heterogeneous preferences and equilibrium trading volume," Journal of Financial Economics, Elsevier, vol. 83(3), pages 719-750, March.
  6. Chaieb, Ines & Errunza, Vihang, 2007. "International asset pricing under segmentation and PPP deviations," Journal of Financial Economics, Elsevier, vol. 86(2), pages 543-578, November.
  7. Fabio Trojani, 2007. "Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(4), pages 591-623, Fall.
  8. Steven Bourassa & Eva Cantoni & Martin Hoesli, 2007. "Spatial Dependence, Housing Submarkets, and House Price Prediction," The Journal of Real Estate Finance and Economics, Springer, vol. 35(2), pages 143-160, August.
  9. Gaud, Philippe & Hoesli, Martin & Bender, Andre, 2007. "Debt-equity choice in Europe," International Review of Financial Analysis, Elsevier, vol. 16(3), pages 201-222.

2006

  1. Antoine Bommier & Jean-Charles Rochet, 2006. "Risk Aversion and Planning Horizons," Journal of the European Economic Association, MIT Press, vol. 4(4), pages 708-734, June.
  2. Holthausen, Cornelia & Rochet, Jean-Charles, 2006. "Efficient Pricing of Large Value Interbank Payment Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1797-1818, October.
  3. Rochet Jean-Charles & Tirole Jean, 2006. "Externalities and Regulation in Card Payment Systems," Review of Network Economics, De Gruyter, vol. 5(1), pages 1-14, March.
  4. Jean‐Charles Rochet & Jean Tirole, 2006. "Two‐sided markets: a progress report," RAND Journal of Economics, RAND Corporation, vol. 37(3), pages 645-667, September.
  5. Jean‐Charles Rochet & Jean Tirole, 2006. "Introduction," RAND Journal of Economics, RAND Corporation, vol. 37(3), pages 643-644, September.
  6. Dominique Henriet & Jean-Charles Rochet, 2006. "Is public health insurance an appropriate instrument for redistribution?," Annals of Economics and Statistics, GENES, issue 83-84, pages 61-88.
  7. Tony Berrada, 2006. "Incomplete Information, Heterogeneity, and Asset Pricing," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(1), pages 136-160.
  8. Fabio Trojani & Francesco Audrino, 2006. "Estimating and predicting multivariate volatility thresholds in global stock markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 345-369.
  9. Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2006. "Equilibrium impact of value-at-risk regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1277-1313, August.
  10. Trojani, Fabio, 2006. "Semiparametric Regression for the Applied Econometrician. Adonis Yatchew," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 397-398, March.
  11. Harald Hau & Hélène Rey, 2006. "Exchange Rates, Equity Prices, and Capital Flows," Review of Financial Studies, Society for Financial Studies, vol. 19(1), pages 273-317.
  12. Harald Hau, 2006. "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," Journal of the European Economic Association, MIT Press, vol. 4(4), pages 862-890, June.
  13. Séverine Cauchie & Martin Hoesli, 2006. "Further Evidence of the Integration of Securitized Real Estate and Financial Assets," Journal of Property Research, Taylor & Francis Journals, vol. 23(1), pages 1-38, March.
  14. Angela Black & Patricia Fraser & Martin Hoesli, 2006. "House Prices, Fundamentals and Bubbles," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(9-10), pages 1535-1555.
  15. Bourassa, Steven C. & Hoesli, Martin & Sun, Jian, 2006. "A simple alternative house price index method," Journal of Housing Economics, Elsevier, vol. 15(1), pages 80-97, March.

2005

  1. Rochet, Jean-Charles, 2005. "Prudential Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(S1), pages 93-119, October.
  2. Jean-Charles Rochet, 2005. "The interchange fee mysteries : commentary on Evans and Schmalensee," Proceedings – Payments System Research Conferences, Federal Reserve Bank of Kansas City, issue May, pages 139-144.
  3. Jean-Charles Rochet & Stéphane Villeneuve, 2005. "Corporate portfolio management," Annals of Finance, Springer, vol. 1(3), pages 225-243, August.
  4. Bruno Jullien & Jean-Charles Rochet, 2005. "La régulation en pratique," Revue d'économie politique, Dalloz, vol. 115(3), pages 273-283.
  5. Bruno Biais & Catherine Casamatta & Jean-Charles Rochet, 2005. "Risque opérationnel et régulation du capital dans l’industrie de la gestion de fonds d’investissement en Europe," Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 197-211.
  6. Gagliardini, Patrick & Trojani, Fabio & Urga, Giovanni, 2005. "Robust GMM tests for structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 139-182.
  7. Ortelli, Claudio & Trojani, Fabio, 2005. "Robust efficient method of moments," Journal of Econometrics, Elsevier, vol. 128(1), pages 69-97, September.
  8. Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 628-641, June.
  9. Philippe Gaud & Elion Jani & Martin Hoesli & André Bender, 2005. "The Capital Structure of Swiss Companies: an Empirical Analysis Using Dynamic Panel Data," European Financial Management, European Financial Management Association, vol. 11(1), pages 51-69.

2004

  1. Jean-Charles Rochet, 2004. "Rebalancing the three pillars of Basel II," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 7-21.
  2. Rochet, Jean-Charles, 2004. "Macroeconomic shocks and banking supervision," Journal of Financial Stability, Elsevier, vol. 1(1), pages 93-110, September.
  3. Xavier Freixas & Jean-Charles Rochet & Bruno M. Parigi, 2004. "The Lender of Last Resort: A Twenty-First Century Approach," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1085-1115, December.
  4. Beatrice Rey & Jean-Charles Rochet, 2004. "Health and Wealth: How do They Affect Individual Preferences?," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 29(1), pages 43-54, June.
  5. Jean-Charles Rochet & Xavier Vives, 2004. "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1116-1147, December.
  6. Decamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoit, 2004. "The three pillars of Basel II: optimizing the mix," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 132-155, April.
  7. Béatrice Rey & Jean-Charles Rochet, 2004. "Health and Wealth: How do They Affect Individual Preferences?*," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 29(1), pages 43-54, June.
  8. Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2004. "A geometric approach to multiperiod mean variance optimization of assets and liabilities," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1079-1113, March.
  9. Fabio Trojani & Paolo Vanini, 2004. "Robustness and Ambiguity Aversion in General Equilibrium," Review of Finance, Springer, vol. 8(2), pages 279-324.
  10. 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.
  11. Foort Hamelink & Martin Hoesli, 2004. "Maximum drawdown and the allocation to real estate," Journal of Property Research, Taylor & Francis Journals, vol. 21(1), pages 5-29, January.
  12. Martin Hoesli & Jon Lekander & Witold Witkiewicz, 2004. "New International Evidence on Real Estate as a Portfolio Diversifier," Journal of Real Estate Research, American Real Estate Society, vol. 26(2), pages 161-206.
  13. Peter Englund & Åke Gunnelin & Martin Hoesli & Bo Söderberg, 2004. "Implicit Forward Rents as Predictors of Future Rents," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(2), pages 183-215, June.
  14. Steven C Bourassa & Martin Hoesli & Jian Sun, 2004. "What's in a view?," Environment and Planning A, Pion Ltd, London, vol. 36(8), pages 1427-1450, August.
  15. Foort Hamelink & Martin Hoesli, 2004. "What Factors Determine International Real Estate Security Returns?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(3), pages 437-462, September.
  16. Cauchie, Severine & Hoesli, Martin & Isakov, Dusan, 2004. "The determinants of stock returns in a small open economy," International Review of Economics & Finance, Elsevier, vol. 13(2), pages 167-185.
  17. Åke Gunnelin & Patric H. Hendershott & Martin Hoesli & Bo Söderberg, 2004. "Determinants of Cross-Sectional Variation in Discount Rates, Growth Rates and Exit Cap Rates," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(2), pages 217-237, June.
  18. Patricia Fraser & Foort Hamelink & Martin Hoesli & Bryan Macgregor, 2004. "Time-varying betas and the cross-sectional return-risk relation: evidence from the UK," The European Journal of Finance, Taylor & Francis Journals, vol. 10(4), pages 255-276.

2003

  1. Jean-Charles Rochet & Jean Tirole, 2003. "Platform Competition in Two-Sided Markets," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 990-1029, June.
  2. Rochet, Jean Charles, 2003. "Obituary," Research in Economics, Elsevier, vol. 57(4), pages 285-286, December.
  3. Cremer, Helmuth & Pestieau, Pierre & Rochet, Jean-Charles, 2003. "Capital income taxation when inherited wealth is not observable," Journal of Public Economics, Elsevier, vol. 87(11), pages 2475-2490, October.
  4. Rochet Jean-Charles & Tirole Jean, 2003. "An Economic Analysis of the Determination of Interchange Fees in Payment Card Systems," Review of Network Economics, De Gruyter, vol. 2(2), pages 1-11, June.
  5. Rochet Jean-Charles, 2003. "The Theory of Interchange Fees: A Synthesis of Recent Contributions," Review of Network Economics, De Gruyter, vol. 2(2), pages 1-28, June.
  6. Jean-Charles Rochet, 2003. "Réglementation prudentielle et discipline de marché," Revue d'Économie Financière, Programme National Persée, vol. 73(4), pages 201-212.
  7. Jean-Charles Rochet, 2003. "Why Are There so Many Banking Crises?," CESifo Economic Studies, CESifo, vol. 49(2), pages 141-155.
  8. Dell'Aquila, Rosario & Ronchetti, Elvezio & Trojani, Fabio, 2003. "Robust GMM analysis of models for the short rate process," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 373-397, May.
  9. Bourassa, Steven C. & Hoesli, Martin & Peng, Vincent S., 2003. "Do housing submarkets really matter?," Journal of Housing Economics, Elsevier, vol. 12(1), pages 12-28, March.
  10. Kenneth Gibb & Martin Hoesli, 2003. "Developments in Urban Housing and Property Markets," Urban Studies, Urban Studies Journal Limited, vol. 40(5-6), pages 887-896, May.

2002

  1. Jean-Charles Rochet & Jean Tirole, 2002. "Cooperation Among Competitors: Some Economics Of Payment Card Associations," RAND Journal of Economics, The RAND Corporation, vol. 33(4), pages 549-570, Winter.
  2. Bruno Biais & Peter Bossaerts & Jean-Charles Rochet, 2002. "An Optimal IPO Mechanism," Review of Economic Studies, Oxford University Press, vol. 69(1), pages 117-146.
  3. Jean-Charles Rochet & Lars A. Stole, 2002. "Nonlinear Pricing with Random Participation," Review of Economic Studies, Oxford University Press, vol. 69(1), pages 277-311.
  4. Trojani, Fabio & Vanini, Paolo, 2002. "A note on robustness in Merton's model of intertemporal consumption and portfolio choice," Journal of Economic Dynamics and Control, Elsevier, vol. 26(3), pages 423-435, March.
  5. Fabio Trojani & Paolo Vanini & Luigi Vignola, 2002. "A Note on the Three-Portfolios Matching Problem," European Financial Management, European Financial Management Association, vol. 8(4), pages 515-527.
  6. Hau, Harald, 2002. "Real Exchange Rate Volatility and Economic Openness: Theory and Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 611-630, August.
  7. Hau, Harald & Killeen, William & Moore, Michael, 2002. "The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 21(3), pages 351-383, June.
  8. Harald Hau & William Killeen & Michael Moore, 2002. "How has the euro changed the foreign exchange market?," Economic Policy, CEPR;CES;MSH, vol. 17(34), pages 149-192, April.

2001

  1. Cremer, Helmuth & Pestieau, Pierre & Rochet, Jean-Charles, 2001. "Direct versus Indirect Taxation: The Design of the Tax Structure Revisted," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(3), pages 781-799, August.
  2. Ronchetti, Elvezio & Trojani, Fabio, 2001. "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, vol. 101(1), pages 37-69, March.
  3. Hau, Harald, 2001. "Geographic patterns of trading profitability in Xetra," European Economic Review, Elsevier, vol. 45(4-6), pages 757-769, May.
  4. Harald Hau, 2001. "Location Matters: An Examination of Trading Profits," Journal of Finance, American Finance Association, vol. 56(5), pages 1959-1983, October.
  5. Bernard Thion & Philippe Favarger & Martin Hoesli, 2001. "Indices des ventes répétées et modification de l'environnement immobilier," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(5), pages 809-830.
  6. Allan Din & Martin Hoesli & Andre Bender, 2001. "Environmental Variables and Real Estate Prices," Urban Studies, Urban Studies Journal Limited, vol. 38(11), pages 1989-2000, October.

2000

  1. Bruno Biais & David Martimort & Jean-Charles Rochet, 2000. "Competing Mechanisms in a Common Value Environment," Econometrica, Econometric Society, vol. 68(4), pages 799-838, July.
  2. Freixas, Xavier & Parigi, Bruno M & Rochet, Jean-Charles, 2000. "Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 611-638, August.
  3. Jean-Charles Rochet, 2000. "Le financement des services bancaires de base," Revue d'Économie Financière, Programme National Persée, vol. 58(3), pages 241-250.
  4. Hau, Harald, 2000. "Exchange rate determination: The role of factor price rigidities and nontradeables," Journal of International Economics, Elsevier, vol. 50(2), pages 421-447, April.
  5. Harald Hau & Marcel Thum, 2000. "Lawyers, Legislation and Social Welfare," European Journal of Law and Economics, Springer, vol. 9(3), pages 231-254, May.
  6. Foort Hamelink & Martin Hoesli & Colin Lizieri & Bryan D MacGregor, 2000. "Homogeneous commercial property market groupings and portfolio construction in the United Kingdom," Environment and Planning A, Pion Ltd, London, vol. 32(2), pages 323-344, February.

1999

  1. Armstrong, Mark & Rochet, Jean-Charles, 1999. "Multi-dimensional screening:: A user's guide," European Economic Review, Elsevier, vol. 43(4-6), pages 959-979, April.
  2. Rochet, Jean-Charles, 1999. "Solvency regulations and the management of banking risks," European Economic Review, Elsevier, vol. 43(4-6), pages 981-990, April.
  3. David Martimort & Jean-Charles Rochet, 1999. "Le partage public-privé dans le financement de l'économie," Revue Française d'Économie, Programme National Persée, vol. 14(3), pages 33-77.
  4. Harald Hau, 1999. "Comment on ‘Corporate Risk Management for Multinational Corporations: Financial and Operational Hedging Policies’," Review of Finance, European Finance Association, vol. 2(2), pages 247-249.
  5. Bourassa, Steven C. & Hamelink, Foort & Hoesli, Martin & MacGregor, Bryan D., 1999. "Defining Housing Submarkets," Journal of Housing Economics, Elsevier, vol. 8(2), pages 160-183, June.

1998

  1. Jean-Charles Rochet & Philippe Chone, 1998. "Ironing, Sweeping, and Multidimensional Screening," Econometrica, Econometric Society, vol. 66(4), pages 783-826, July.
  2. Laffont, Jean-Jacques & Rochet, Jean-Charles, 1998. "Regulation of a Risk Averse Firm," Games and Economic Behavior, Elsevier, vol. 25(2), pages 149-173, November.
  3. Freixas, Xavier & Rochet, Jean-Charles, 1998. "Fair pricing of deposit insurance. Is it possible? Yes. Is it desirable? No," Research in Economics, Elsevier, vol. 52(3), pages 217-232, September.
  4. Cremer, Jacques & Khalil, Fahad & Rochet, Jean-Charles, 1998. "Strategic Information Gathering before a Contract Is Offered," Journal of Economic Theory, Elsevier, vol. 81(1), pages 163-200, July.
  5. Cremer, Jacques & Khalil, Fahad & Rochet, Jean-Charles, 1998. "Contracts and Productive Information Gathering," Games and Economic Behavior, Elsevier, vol. 25(2), pages 174-193, November.
  6. Rochet, Jean-Charles, 1998. " Comment on P. J. Hammond and A. Villar, "Efficiency with Non-convexities: Extending the 'Scandinavian Consensus' Approaches."," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 33-36, March.
  7. Hau, Harald, 1998. "Privatization under political interference: Evidence from Eastern Germany," European Economic Review, Elsevier, vol. 42(7), pages 1177-1201, July.
  8. Hau, Harald, 1998. "Competitive Entry and Endogenous Risk in the Foreign Exchange Market," Review of Financial Studies, Society for Financial Studies, vol. 11(4), pages 757-787.

1997

  1. Jean-Charles Rochet & Jean-Paul DÊcamps, 1997. "A variational approach for pricing options and corporate bonds," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(3), pages 557-569.
  2. Laffont, Jean-Jacques & Rochet, Jean-Charles, 1997. " Collusion in Organizations," Scandinavian Journal of Economics, Wiley Blackwell, vol. 99(4), pages 485-495, December.
  3. Marie Allard & Jean-Paul Cresta & Jean-Charles Rochet, 1997. "Pooling and Separating Equilibria in Insurance Markets with Adverse Selection and Distribution Costs*," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 22(2), pages 103-120, December.
  4. Renault, Éric & Rochet, Jean-Charles, 1997. "Les techniques quantitatives de la gestion de portefeuille," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 265-310, mars-juin.
  5. Martin Hoesli & Philippe Favarger & Carmelo Giaccotto, 1997. "Real Estate Price Indices and Performance: The Case of Geneva," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 133(I), pages 29-48, March.
  6. Hoesli, Martin & MacGregor, Bryan D, 1997. "European Real Estate Research and Education: Development, Globalization, and Maturity," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 5-9, July.
  7. Hoesli, Martin & MacGregor, Bryan D. & Matysiak, George & Nanthakumaran, Nanda, 1997. "The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 27-57, July.
  8. Martin Hoesli & Bernard Thion & Craig Watkins, 1997. "A hedonic investigation of the rental value of apartments in central Bordeaux," Journal of Property Research, Taylor & Francis Journals, vol. 14(1), pages 15-26, January.
  9. Hoesli, Martin & Giaccotto, Carmelo & Favarger, Philippe, 1997. "Three New Real Estate Price Indices for Geneva, Switzerland," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 93-109, July.
  10. Crocker H. Liu & David J. Hartzell & Martin E. Hoesli, 1997. "International Evidence on Real Estate Securities as an Inflation Hedge," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(2), pages 193-221.
  11. Martin Hoesli & Colin Lizieri & Bryan MacGregor, 1997. "The Spatial Dimensions of the Investment Performance of UK Commercial Property," Urban Studies, Urban Studies Journal Limited, vol. 34(9), pages 1475-1494, August.
  12. Andre Bender & Allan Din & Philippe Favarger & Martin Hoesli & Janne Laakso, 1997. "An Analysis of Perceptions Concerning the Environmental Quality of Housing in Geneva," Urban Studies, Urban Studies Journal Limited, vol. 34(3), pages 503-513, March.

1996

  1. Rochet, Jean-Charles & Tirole, Jean, 1996. "Interbank Lending and Systemic Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(4), pages 733-762, November.
  2. Rochet, Jean-Charles & Tirole, Jean, 1996. "Controlling Risk in Payment Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(4), pages 832-862, November.
  3. Rochet, Jean-Charles, 1996. "Proceedings 1995 : Minutes of General Assembly 3 September 1995, Congress Palace, Vysehrad, Prague," European Economic Review, Elsevier, vol. 40(3-5), pages 1143-1144, April.
  4. Rochet, Jean-Charles, 1996. "Report of the chairman of the standing committee for student's affairs," European Economic Review, Elsevier, vol. 40(3-5), pages 1158-1158, April.
  5. Isabelle Bajeux-Besnainou & Jean-Charles Rochet, 1996. "Dynamic Spanning: Are Options An Appropriate Instrument?," Mathematical Finance, Wiley Blackwell, vol. 6(1), pages 1-16.
  6. Jean-Charles Rochet, 1996. "Les atouts et les limites des systèmes publics d'assurance-maladie," Revue Française d'Économie, Programme National Persée, vol. 11(1), pages 183-189.

1995

  1. Maderner, Nina & Rochet, Jean-Charles, 1995. " Is It Legitimate to Encourage Work Sharing?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 97(4), pages 621-633, December.
  2. Jean-Charles Rochet & Antoine Mérieux & Christophe Marchand, 1995. "Le point de vue théorique," Revue d'Économie Financière, Programme National Persée, vol. 35(4), pages 33-44.
  3. Jean-Charles Rochet & Antoine Mérieux & Christophe Marchand, 1995. "Analyse économique de l'interbancarité," Revue d'Économie Financière, Programme National Persée, vol. 35(4), pages 99-117.
  4. Sandra Buchel & Martin Hoesli, 1995. "A Hedonic Analysis of Rent and Rental Revenue in the Subsidised and Unsubsidised Housing Sectors in Geneva," Urban Studies, Urban Studies Journal Limited, vol. 32(7), pages 1199-1213, August.

1994

  1. Pierre-François Koehl & Jean-Charles Rochet, 1994. "Equilibrium in a Reinsurance Market: Introducing Taxes," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 19(2), pages 101-117, December.
  2. André Grimaud & Jean-Charles Rochet, 1994. "L'apport du modèle de concurrence monopolistique à l'économie bancaire," Revue Économique, Programme National Persée, vol. 45(3), pages 715-726.
  3. Jean-Charles Rochet & Jean-Luc Vila, 1994. "Insider Trading without Normality," Review of Economic Studies, Oxford University Press, vol. 61(1), pages 131-152.

1993

  1. Guesnerie, Roger & Rochet, Jean-Charles, 1993. "(De)stabilizing speculation on futures markets : An alternative view point," European Economic Review, Elsevier, vol. 37(5), pages 1043-1063, June.
  2. Christian Kerfriden & Jean-Charles Rochet, 1993. "Actuarial Pricing of Deposit Insurance," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 18(2), pages 111-130, December.
  3. Terence Khoo & David Hartzell & Martin Hoesli, 1993. "An Investigation of the Change in Real Estate Investment Trust Betas," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 21(2), pages 107-130.
  4. Martin E. Hoesli & Brahim Gacem & André R. Bender, 1993. "Estimating the Value of Swiss Residential Real Estate," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 129(IV), pages 673-687, December.

1992

  1. Rochet, Jean-Charles, 1992. "Capital requirements and the behaviour of commercial banks," European Economic Review, Elsevier, vol. 36(5), pages 1137-1170, June.
  2. Jean-Charles Rochet, 1992. "Concurrence imparfaite et stratégie bancaire," Revue Économique, Programme National Persée, vol. 43(2), pages 261-276.

1991

  1. Jean-Charles Rochet, 1991. "Incentives, Redistribution and Social Insurance," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 16(2), pages 143-165, December.
  2. Jean-Charles Rochet, 1991. "Déréglementation et risque du secteur bancaire," Revue d'Économie Financière, Programme National Persée, vol. 19(4), pages 57-68.

1989

  1. Champsaur, Paul & Rochet, Jean-Charles, 1989. "Multiproduct Duopolists," Econometrica, Econometric Society, vol. 57(3), pages 533-557, May.

1988

  1. Laffont, Jean-Jacques & Rochet, Jean-Charles, 1988. " Stock Market Portfolios and the Segmentation of the Insurance Market," Scandinavian Journal of Economics, Wiley Blackwell, vol. 90(3), pages 435-446.
  2. Jean-Charles Rochet, 1988. "Théorie de la négociation : une sélection de quelques résultats récents," Annals of Economics and Statistics, GENES, issue 12, pages 1-25.

1987

  1. Chiappori, Pierre-Andre & Rochet, Jean-Charles, 1987. "Revealed Preferences and Differentiable Demand: Notes and Comments," Econometrica, Econometric Society, vol. 55(3), pages 687-691, May.
  2. Henriet, Dominique & Rochet, Jean-Charles, 1987. "Some reflections on insurance pricing," European Economic Review, Elsevier, vol. 31(4), pages 863-885, June.
  3. Rochet, Jean-Charles, 1987. "Some recent results in bargaining theory," European Economic Review, Elsevier, vol. 31(1-2), pages 326-335.
  4. Rochet, Jean-Charles, 1987. "A necessary and sufficient condition for rationalizability in a quasi-linear context," Journal of Mathematical Economics, Elsevier, vol. 16(2), pages 191-200, April.
  5. Henriet, Dominique & Rochet, Jean-Claude, 1987. "Price regulation in insurance markets with asymmetric information," Economics Letters, Elsevier, vol. 24(4), pages 327-329.
  6. Henriet, Dominique & Henry, Claude & Rey, Patrick & Rochet, Jean-Charles, 1987. "Intérêt public, intérêt privé et discrimination," L'Actualité Economique, Société Canadienne de Science Economique, vol. 63(2), pages 98-117, juin et s.

1986

  1. Paul Champsaur & Jean-Charles Rochet, 1986. "Concurrence par les prix et variété de produits," Annals of Economics and Statistics, GENES, issue 1, pages 155-173.
  2. Dominique Henriet & Jean-Charles Rochet, 1986. "La logique des systèmes bonus-malus en assurance automobile: une approche théorique," Annals of Economics and Statistics, GENES, issue 1, pages 133-152.

1985

  1. Quinzii, Martine & Rochet, Jean-Charles, 1985. "Multidimensional signalling," Journal of Mathematical Economics, Elsevier, vol. 14(3), pages 261-284, June.
  2. Rochet, J. C., 1985. "The taxation principle and multi-time Hamilton-Jacobi equations," Journal of Mathematical Economics, Elsevier, vol. 14(2), pages 113-128, April.
  3. Rochet, Jean-Charles, 1985. "Bilateral monopoly with imperfect information," Journal of Economic Theory, Elsevier, vol. 36(2), pages 214-236, August.
  4. Rochet, Jean-Charles, 1985. "Vers une tarification équitable de l’assurance?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 61(4), pages 453-471, décembre.

1983

  1. Champsaur, Paul & Rochet, Jean-Charles, 1983. "On planning procedures which are locally strategy proof," Journal of Economic Theory, Elsevier, vol. 30(2), pages 353-369, August.
  2. Lollivier, Stefan & Rochet, Jean-Charles, 1983. "Bunching and second-order conditions: A note on optimal tax theory," Journal of Economic Theory, Elsevier, vol. 31(2), pages 392-400, December.
  3. Guy Laroque & Jean-Charles Rochet, 1983. "Myopic Versus Intertemporal Manipulation in Decentralized Planning Procedures," Review of Economic Studies, Oxford University Press, vol. 50(1), pages 187-195.

Books

2015

  1. Mathias Dewatripont & Jean-Charles Rochet & Jean Tirole, 2015. "Balancing the Banks: Global Lessons from the Financial Crisis," Economics Books, Princeton University Press, edition 1, number 9155.

2013

  1. Morten Balling & Patricia Jackson & Ernest Gnan & Jean-Pierre Danthine & Jean-Charles Rochet & Lorenzo Bini Smaghi & Thorvald Grung Moe & Malgorzata Pawlowska & Jerzy Marzec & Andrew R. Gimber & Alex , 2013. "States, Banks and the Financing of the Economy: Monetary Policy and Regulatory Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/3 edited by Morten Balling & Patricia Jackson & Ernest Gnan.

2011

  1. Beneplanc, Gilles & Rochet, Jean-Charles, 2011. "Risk Management in Turbulent Times," OUP Catalogue, Oxford University Press, number 9780199774081.

2008

  1. Xavier Freixas & Jean-Charles Rochet, 2008. "Microeconomics of Banking, 2nd Edition," MIT Press Books, The MIT Press, edition 2, volume 1, number 0262062704, January.

1997

  1. Xavier Freixas & Jean-Charles Rochet, 1997. "Microeconomics of Banking," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262061937, January.

Chapters

2015

  1. Mathias Dewatripont & Jean-Charles Rochet & Jean Tirole, 2015. "Introduction," Introductory Chapters,in: Balancing the Banks: Global Lessons from the Financial Crisis Princeton University Press.

2014

  1. Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014. "Incentive Pay and Bank Risk-taking: Evidence from Austrian, German, and Swiss Banks," NBER Chapters,in: NBER International Seminar on Macroeconomics 2014, pages 123-140 National Bureau of Economic Research, Inc.

2013

  1. Jean-Charles Rochet, 2013. "Liquidity and interbank markets," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.

2010

  1. Mathias Dewatripont & Jean-Charles Rochet & Jean Tirole, 2010. "Lessons from the Crisis," Introductory Chapters,in: Balancing the Banks: Global Lessons from the Financial Crisis Princeton University Press.

2008

  1. Jean-Charles Rochet, 2008. "Introduction to Why Are There So Many Banking Crises? The Politics and Policy of Bank Regulation," Introductory Chapters,in: Why Are There So Many Banking Crises? The Politics and Policy of Bank Regulation Princeton University Press.

2007

  1. Guillaume Plantin & Jean-Charles Rochet, 2007. "Introduction to When Insurers Go Bust: An Economic Analysis of the Role and Design of Prudential Regulation," Introductory Chapters,in: When Insurers Go Bust: An Economic Analysis of the Role and Design of Prudential Regulation Princeton University Press.

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