Publications
by members of
Stern School of Business
New York University (NYU)
New York City, New York (United States)
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. Find also a compilation of publications from alumni here.This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters | Software components |
Working papers
Undated material is listed at the end2025
- Viral V. Acharya & Robert F. Engle III & Olivier Wang, 2025. "Strategic Commitments to Decarbonize: The Role of Large Firms, Common Ownership, and Governments," NBER Working Papers 33335, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Heitor Almeida & Yakov Amihud & Ping Liu, 2025. "Corporate Resiliency and the Choice Between Financial and Operational Hedging," NBER Working Papers 33340, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Stefano Giglio & Stefano Pastore & Johannes Stroebel & Zhenhao Tan & Tiffany Yong, 2025.
"Climate Transition Risks and the Energy Sector,"
NBER Working Papers
33413, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Stefano Giglio & Stefano Pastore & Johannes Stroebel & Zhenhao Tan & Tiffany Yong, 2025. "Climate Transition Risks and the Energy Sector," CESifo Working Paper Series 11646, CESifo.
- Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang, 2025.
"Nature Loss and Climate Change: The Twin-Crises Multiplier,"
CESifo Working Paper Series
11619, CESifo.
- Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang, 2025. "Nature Loss and Climate Change: The Twin-Crises Multiplier," NBER Working Papers 33361, National Bureau of Economic Research, Inc.
2024
- Robert Engle & Shan Ge & Hyeyoon Jung & Xuran Zeng, 2024. "Physical Climate Risk and Insurers," Liberty Street Economics 20240403, Federal Reserve Bank of New York.
- Pauline Lam & Jeffrey Wurgler, 2024. "Green Bonds: New Label, Same Projects," NBER Working Papers 32960, National Bureau of Economic Research, Inc.
- Viral V. Acharya & V. Ravi Anshuman & S. Vish Viswanathan, 2024. "Bankruptcy Exemption of Repo Markets: Too Much Today for Too Little Tomorrow?," NBER Working Papers 32027, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Qian Jun & Yang Su & Zhishu Yang, 2024. "Fiscal Stimulus, Deposit Competition, and the Rise of Shadow Banking: Evidence from China," NBER Working Papers 32034, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Nicola Cetorelli & Bruce Tuckman, 2024.
"Where Do Banks End and NBFIs Begin?,"
NBER Working Papers
32316, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Nicola Cetorelli & Bruce Tuckman, 2024. "Where Do Banks End and NBFIs Begin?," Staff Reports 1119, Federal Reserve Bank of New York.
- Acharya, Viral & Cetorelli, Nicola & Tuckman, Bruce, 2024. "Where Do Banks End and NBFIs Begin?," CEPR Discussion Papers 18939, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Zhengyang Jiang & Robert J. Richmond & Ernst-Ludwig Von Thadden, 2024.
"International Policy Coordination in a Multisectoral Model of Trade and Health Policy,"
NBER Working Papers
32566, National Bureau of Economic Research, Inc.
- Acharya, Viral & Jiang, Zhengyang & Richmond, Robert & von Thadden, Ernst-Ludwig, 2024. "International Policy Coordination in a Multisectoral Model of Trade and Health Policy," CEPR Discussion Papers 19149, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Zhengyang Jiang & Robert J. Richmond & Ernst-Ludwig von Thadden, 2024. "International Policy Coordination in a Multisectoral Model of Trade and Health Policy," CRC TR 224 Discussion Paper Series crctr224_2024_612, University of Bonn and University of Mannheim, Germany.
- Viral V. Acharya & Markus K. Brunnermeier & Diane Pierret, 2024. "Systemic Risk Measures: Taking Stock from 1927 to 2023," NBER Working Papers 33211, National Bureau of Economic Research, Inc.
- Benjamin S. Manning & Kehang Zhu & John J. Horton, 2024. "Automated Social Science: Language Models as Scientist and Subjects," NBER Working Papers 32381, National Bureau of Economic Research, Inc.
- Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang, 2024.
"The Economics of Biodiversity Loss,"
NBER Working Papers
32678, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Kuchler, Theresa & Ströbel, Johannes & Wang, Olivier, 2024. "The Economics of Biodiversity Loss," CEPR Discussion Papers 19277, C.E.P.R. Discussion Papers.
- Maximilian Fuchs & Johannes Stroebel & Julian Terstegge, 2024. "Carbon VIX: Carbon Price Uncertainty and Decarbonization Investments," NBER Working Papers 32937, National Bureau of Economic Research, Inc.
- Luca Gemmi & Roxana Mihet, 2024. "Household Belief Formation in Uncertain Times," Swiss Finance Institute Research Paper Series 24-20, Swiss Finance Institute.
- Bernard M.S. van Praag & J. Peter Hop & William H. Greene, 2024. "Estimation of Linear Models from Coarsened Observations: A Method of Moments Approach," Working Papers 2024-06, University of South Florida, Department of Economics.
- Anna Airoldi & Petra Moser, 2024. "Inequality in Science: Who Becomes a Star?," NBER Working Papers 33063, National Bureau of Economic Research, Inc.
- Yuanzhi Li & David Yermack, 2024. "Partisan Politics and Annual Shareholder Meeting Formats," NBER Working Papers 32652, National Bureau of Economic Research, Inc.
- Christian Hellwig & Venky Venkateswaran, 2024.
"Dispersed Information, Nominal Rigidities and Monetary Business Cycles: A Hayekian Perspective,"
NBER Working Papers
33215, National Bureau of Economic Research, Inc.
- Hellwig, Christian & Venkateswaran, Venky, 2024. "Dispersed Information, Nominal Rigidities and Monetary Business Cycles: A Hayekian Perspective," TSE Working Papers 24-1594, Toulouse School of Economics (TSE).
- Zhengyang Jiang & Robert J. Richmond, 2024. "Reserve Asset Competition and the Global Fiscal Cycle," NBER Working Papers 32841, National Bureau of Economic Research, Inc.
- Abdoulaye Ndiaye, 2024. "Blockchain Price vs. Quantity Controls," Papers 2405.00235, arXiv.org.
- Abdoulaye Ndiaye, 2024.
"Parallel Execution Fee Mechanisms,"
Papers
2410.09555, arXiv.org, revised Feb 2025.
- Abdoulaye Ndiaye, 2024. "Parallel Execution Fee Mechanisms," CESifo Working Paper Series 11467, CESifo.
- Joshua Coven & Sebastian Golder & Arpit Gupta & Abdoulaye Ndiaye, 2024.
"Property Taxes and Housing Allocation under Financial Constraints,"
CESifo Working Paper Series
11203, CESifo.
- Coven, Joshua & Golder, Sebastian & Gupta, Arpit & Ndiaye, Abdoulaye, 2024. "Property Taxes and Housing Allocation Under Financial Constraints," CEPR Discussion Papers 19230, C.E.P.R. Discussion Papers.
- Bocar A. Ba & Abdoulaye Ndiaye & Roman G. Rivera & Alexander Whitefield, 2024.
"Mispricing Narratives after Social Unrest,"
CESifo Working Paper Series
11264, CESifo.
- Ba, Bocar A. & Ndiaye, Abdoulaye & Rivera, Roman G. & Whitefield, Alexander, 2024. "Mispricing Narratives after Social Unrest," CEPR Discussion Papers 19308, C.E.P.R. Discussion Papers.
- Bocar A. Ba & Abdoulaye Ndiaye & Roman G. Rivera & Alexander Whitefield, 2024. "Mispricing Narratives after Social Unrest," Opportunity and Inclusive Growth Institute Working Papers 096, Federal Reserve Bank of Minneapolis.
- Bocar A. Ba & Abdoulaye Ndiaye & Roman Rivera & Alexander Whitefield, 2024. "Mispricing Narratives after Social Unrest," NBER Working Papers 32730, National Bureau of Economic Research, Inc.
- Abdoulaye Ndiaye, 2024.
"A Theory of International Boycotts,"
CESifo Working Paper Series
11267, CESifo.
- Ndiaye, Abdoulaye, 2024. "A Theory of International Boycotts," CEPR Discussion Papers 18868, C.E.P.R. Discussion Papers.
- Abdoulaye Ndiaye & Kyle Herkenhoff & Abdoulaye Cissé & Alessandro Dell'Acqua & Ahmadou A. Mbaye, 2024.
"How to Fund Unemployment Insurance with Informality and False Claims: Evidence from Senegal,"
CESifo Working Paper Series
11271, CESifo.
- Ndiaye, Abdoulaye & Herkenhoff, Kyle & Cissé, Abdoulaye & Dell’Acqua, Alessandro & Mbaye, Ahmadou A., 2025. "How to fund unemployment insurance with informality and false claims: Evidence from Senegal," Journal of Monetary Economics, Elsevier, vol. 150(C).
- Ndiaye, Abdoulaye & Herkenhoff, Kyle & Cisse, Abdoulaye & Dell'Acqua, Alessandro & Mbaye, Aly, 2023. "How to Fund Unemployment Insurance with Informality and False Claims: Evidence from Senegal," CEPR Discussion Papers 18483, C.E.P.R. Discussion Papers.
- Abdoulaye Ndiaye & Kyle F. Herkenhoff & Abdoulaye Cisse & Alessandro Dell'Acqua & Ahmadou Aly Mbaye, 2023. "How to Fund Unemployment Insurance with Informality and False Claims: Evidence From Senegal," NBER Working Papers 31571, National Bureau of Economic Research, Inc.
- Meghana Gaur & John Grigsby & Jonathon Hazell & Abdoulaye Ndiaye, 2024.
"Bonus Question: How Does Flexible Incentive Pay Affect Wage Rigidity?,"
CESifo Working Paper Series
11273, CESifo.
- Meghana Gaur & John Grigsby & Jonathon Hazell & Abdoulaye Ndiaye, 2024. "Bonus Question: How Does Flexible Incentive Pay Affect Wage Rigidity?," Opportunity and Inclusive Growth Institute Working Papers 091, Federal Reserve Bank of Minneapolis.
- Gaur, Meghana & Grigsby, John & Hazell, Jonathon & Ndiaye, Abdoulaye, 2023. "Bonus Question: How Does Flexible Incentive Pay Affect Wage Rigidity?," CEPR Discussion Papers 18513, C.E.P.R. Discussion Papers.
- Abdoulaye Ndiaye, 2024. "Why Bitcoin and Ethereum Differ in Transaction Costs: A Theory of Blockchain Fee Policies," CESifo Working Paper Series 11274, CESifo.
- Ndiaye, Abdoulaye, 2024. "Why Bitcoin and Ethereum Differ in Transaction Fees: A Theory of Blockchain Fee Policies," CEPR Discussion Papers 18890, C.E.P.R. Discussion Papers.
2023
- Viral V Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023.
"Climate Stress Testing,"
CESifo Working Paper Series
10345, CESifo.
- Viral V. Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023. "Climate Stress Testing," Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 291-326, November.
- Viral V. Acharya & Richard Berner & Robert F. Engle III & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023. "Climate Stress Testing," NBER Working Papers 31097, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023. "Climate Stress Testing," Staff Reports 1059, Federal Reserve Bank of New York.
- Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2023.
"Estimating systemic risk for non-listed euro-area banks,"
Working Paper Series
2856, European Central Bank.
- Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2024. "Estimating systemic risk for non-listed Euro-area banks," Journal of Financial Stability, Elsevier, vol. 75(C).
- Robert Engle & Shan Ge & Hyeyoon Jung & Xuran Zeng, 2023. "Physical Climate Risk Factors and an Application to Measuring Insurers’ Climate Risk Exposure," Staff Reports 1066, Federal Reserve Bank of New York.
- Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2023.
"Factor mimicking portfolios for climate risk,"
ECON - Working Papers
429, Department of Economics - University of Zurich, revised Mar 2024.
- Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2024. "Factor-Mimicking Portfolios for Climate Risk," Financial Analysts Journal, Taylor & Francis Journals, vol. 80(3), pages 37-58, July.
- Mengyu Wang & Jeffrey Wurgler & Hong Zhang, 2023. "Policy Uncertainty Reduces Green Investment," NBER Working Papers 31401, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Rahul S. Chauhan & Raghuram Rajan & Sascha Steffen, 2023.
"Liquidity Dependence and the Waxing and Waning of Central Bank Balance Sheets,"
NBER Working Papers
31050, National Bureau of Economic Research, Inc.
- Acharya, Viral & Chauhan, Rahul & Rajan, Raghuram & Steffen, Sascha, 2022. "Liquidity Dependence and the Waxing and Waning of Central Bank Balance Sheets," CEPR Discussion Papers 17622, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Timothy Johnson & Suresh Sundaresan & Steven Zheng, 2023. "Disasters with Unobservable Duration and Frequency: Intensified Responses and Diminished Preparedness," NBER Working Papers 31067, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Matteo Crosignani & Tim Eisert & Christian Eufinger, 2023.
"How Do Supply Shocks to Inflation Generalize? Evidence from the Pandemic Era in Europe,"
NBER Working Papers
31790, National Bureau of Economic Research, Inc.
- Acharya, Viral & Crosignani, Matteo & Eisert, Tim & Eufinger, Christian, 2023. "How do supply shocks to inflation generalize? Evidence from the pandemic era in Europe," CEPR Discussion Papers 18530, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Toomas Laarits, 2023. "When do Treasuries Earn the Convenience Yield? — A Hedging Perspective," NBER Working Papers 31863, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Maximilian Jager & Sascha Steffen, 2023. "Contingent Credit Under Stress," NBER Working Papers 31909, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Abhishek Bhardwaj & Tuomas Tomunen, 2023. "Do Firms Mitigate Climate Impact on Employment? Evidence from US Heat Shocks," NBER Working Papers 31967, National Bureau of Economic Research, Inc.
- Jonathan V. Hall & John J. Horton & Daniel T. Knoepfle, 2023. "Ride-Sharing Markets Re-Equilibrate," NBER Working Papers 30883, National Bureau of Economic Research, Inc.
- Emma Wiles & Zanele T. Munyikwa & John J. Horton, 2023. "Algorithmic Writing Assistance on Jobseekers’ Resumes Increases Hires," NBER Working Papers 30886, National Bureau of Economic Research, Inc.
- John J. Horton, 2023. "Large Language Models as Simulated Economic Agents: What Can We Learn from Homo Silicus?," NBER Working Papers 31122, National Bureau of Economic Research, Inc.
- Erik Brynjolfsson & John J. Horton & Christos Makridis & Alexandre Mas & Adam Ozimek & Daniel Rock & Hong-Yi TuYe, 2023. "How Many Americans Work Remotely? A Survey of Surveys and Their Measurement Issues," NBER Working Papers 31193, National Bureau of Economic Research, Inc.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Zhenhao Tan & Stephen Utkus & Xiao Xu, 2023.
"Four Facts About ESG Beliefs and Investor Portfolios,"
NBER Working Papers
31114, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2025. "Four facts about ESG beliefs and investor portfolios," Journal of Financial Economics, Elsevier, vol. 164(C).
- Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts About Esg Beliefs And Investor Portfolios," SocArXiv dcb93_v1, Center for Open Science.
- Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts About Esg Beliefs And Investor Portfolios," SocArXiv dcb93, Center for Open Science.
- Giglio, Stefano & Maggiori, Matteo & Ströbel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts about ESG Beliefs and Investor Portfolios," CEPR Discussion Papers 18052, C.E.P.R. Discussion Papers.
- Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng, 2023.
"Biodiversity Risk,"
NBER Working Papers
31137, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Kuchler, Theresa & Stroebel, Johannes & Zeng, Xuran, 2023. "Biodiversity Risk," SocArXiv n7pbj, Center for Open Science.
- Giglio, Stefano & Kuchler, Theresa & Stroebel, Johannes & Zeng, Xuran, 2023. "Biodiversity Risk," SocArXiv n7pbj_v1, Center for Open Science.
- Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet, 2023.
"Fintech, investor sophistication and financial portfolio choices,"
Questioni di Economia e Finanza (Occasional Papers)
763, Bank of Italy, Economic Research and International Relations Area.
- Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet, 2023. "FinTech, Investor Sophistication, and Financial Portfolio Choices," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 12(4), pages 834-866.
- Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet, 2023. "FinTech, investor sophistication and financial portfolio choices," BIS Working Papers 1091, Bank for International Settlements.
- Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet, 2023. "FinTech, Investor Sophistication and Financial Portfolio Choices," Swiss Finance Institute Research Paper Series 23-27, Swiss Finance Institute.
- Gambacorta, Leonardo & Gambacorta, Romina & Mihet, Roxana, 2023. "FinTech, investor sophistication and financial portfolio choices," CEPR Discussion Papers 18173, C.E.P.R. Discussion Papers.
- Orlando Gomes & Roxana Mihet & Kumar Rishabh, 2023. "Growth and Innovation in the Modern Data Economy," Swiss Finance Institute Research Paper Series 23-86, Swiss Finance Institute.
- Albuquerque, Rui & Cabral, Luis, 2023. "Strategic Corporate Purpose," CEPR Discussion Papers 18121, C.E.P.R. Discussion Papers.
- Daniel Greenwald & Sabrina T. Howell & Cangyuan Li & Emmanuel Yimfor, 2023. "Regulatory Arbitrage or Random Errors? Implications of Race Prediction Algorithms in Fair Lending Analysis," NBER Working Papers 31646, National Bureau of Economic Research, Inc.
- Deb, Rahul & Pai, Mallesh & Said, Maher, 2023. "Indirect Persuasion," CEPR Discussion Papers 17955, C.E.P.R. Discussion Papers.
- Hanna Halaburda & David Yermack, 2023. "Bitcoin Mining Meets Wall Street: A Study of Publicly Traded Crypto Mining Companies," NBER Working Papers 30923, National Bureau of Economic Research, Inc.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl & Olivier Wang, 2023. "Deposit Franchise Runs," NBER Working Papers 31138, National Bureau of Economic Research, Inc.
- Cecchetti, Stephen & Feroli, Michael & Hooper, Peter & Mishkin, Frederic S & Schoenholtz, Kermit L., 2023. "Managing Disinflations," CEPR Discussion Papers 18068, C.E.P.R. Discussion Papers.
- Cecchetti, Stephen & Schoenholtz, Kermit L., 2023. "Making Banking Safe," CEPR Discussion Papers 18302, C.E.P.R. Discussion Papers.
- Acharya, Viral & Richardson, Matthew & Schoenholtz, Kermit L. & Tuckman, Bruce, 2023. "SVB and Beyond: The Banking Stress of 2023," CEPR Discussion Papers 18316, C.E.P.R. Discussion Papers.
- Lihong McPhail & Philipp Schnabl & Bruce Tuckman, 2023. "Do Banks Hedge Using Interest Rate Swaps?," NBER Working Papers 31166, National Bureau of Economic Research, Inc.
- Erik Brynjolfsson & Cathy Buffington & Nathan Goldschlag & J. Frank Li & Javier Miranda & Robert Seamans, 2023.
"The Characteristics and Geographic Distribution of Robot Hubs in U.S. Manufacturing Establishments,"
NBER Working Papers
31062, National Bureau of Economic Research, Inc.
- Erik Brynjolfsson & Catherine Buffington & Nathan Goldschlag & J. Frank Li & Javier Miranda & Robert Seamans, 2023. "The Characteristics and Geographic Distribution of Robot Hubs in U.S. Manufacturing Establishments," Jena Economics Research Papers 2023-014, Friedrich-Schiller-University Jena.
- Brynjolfsson, Erik & Buffington, Catherine & Goldschlag, Nathan & Li, J. Frank & Miranda, Javier & Seamans, Robert, 2023. "The characteristics and geographic distribution of robot hubs in U.S. manufacturing establishments," IWH Discussion Papers 7/2023, Halle Institute for Economic Research (IWH).
- Erik Brynjolfsson & Catherine Buffington & Nathan Goldschlag & J. Frank Li & Javier Miranda & Robert Seamans, 2023. "The Characteristics and Geographic Distribution of Robot Hubs in U.S. Manufacturing Establishments," Working Papers 23-14, Center for Economic Studies, U.S. Census Bureau.
- Arpit Gupta & Candy Martinez & Stijn Van Nieuwerburgh, 2023.
"Converting Brown Offices to Green Apartments,"
NBER Working Papers
31530, National Bureau of Economic Research, Inc.
- Gupta, Arpit & Martinez, Candy & Van Nieuwerburgh, Stijn, 2023. "Converting Brown Offices to Green Apartments," CEPR Discussion Papers 18396, C.E.P.R. Discussion Papers.
- Meghana Gaur & John Grigsby & Jonathon & Abdoulaye Ndiaye, 2023.
"Bonus Question: Does Flexible Incentive Pay Dampen Unemployment Dynamics?,"
Discussion Papers
2321, Centre for Macroeconomics (CFM).
- Meghana Gaur & John Grigsby & Jonathon Hazell & Abdoulaye Ndiaye, 2023. "Bonus Question: Does Flexible Incentive Pay Dampen Unemployment Dynamics?," Working Papers 2023-05, Princeton University. Economics Department..
- Gaur, Meghana & Grigsby, John & Hazell, Jonathon & Ndiaye, Abdoulaye, 2023. "Bonus Question: Does Flexible Incentive Pay Dampen Unemployment Dynamics?," IZA Discussion Papers 16481, Institute of Labor Economics (IZA).
- Meghana Gaur & John R. Grigsby & Jonathon Hazell & Abdoulaye Ndiaye, 2023. "Bonus Question: Does Flexible Incentive Pay Dampen Unemployment Dynamics?," NBER Working Papers 31722, National Bureau of Economic Research, Inc.
2022
- Meng-Chen Hsieh & Clifford Hurvich & Philippe Soulier, 2022. "Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes," Papers 2202.00793, arXiv.org.
- Robin Greenwood & Toomas Laarits & Jeffrey Wurgler, 2022. "Stock Market Stimulus," NBER Working Papers 29827, National Bureau of Economic Research, Inc.
- Viral V Acharya & Ryan Niladri & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022.
"Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels,"
BIS Working Papers
1002, Bank for International Settlements.
- Acharya, Viral & Banerjee, Ryan & Crosignani, Matteo & Eisert, Tim & Spigt, Renée, 2022. "Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels," CEPR Discussion Papers 17032, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Ryan Banerjee & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022. "Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels," NBER Working Papers 29777, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Ryan N. Banerjee & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022. "Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels," Staff Reports 1004, Federal Reserve Bank of New York.
- Acharya, Viral & Plantin, Guillaume, 2022.
"Monetary Easing, Leveraged Payouts and Lack of Investment,"
CEPR Discussion Papers
14958, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Guillaume Plantin, 2019. "Monetary Easing, Leveraged Payouts and Lack of Investment," NBER Working Papers 26471, National Bureau of Economic Research, Inc.
- Acharya, Viral & Rajan, Raghuram & Shim, Jack B., 2022.
"Sovereign Debt and Economic Growth when Government is Myopic and Self-interested,"
CEPR Discussion Papers
14961, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Raghuram G. Rajan & Jack B. Shim, 2023. "Sovereign Debt and Economic Growth When Government Is Myopic and Self-Interested," NBER Chapters, in: NBER International Seminar on Macroeconomics 2023, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Rajan, Raghuram G. & Shim, Jack B., 2024. "Sovereign debt and economic growth when government is myopic and self-interested," Journal of International Economics, Elsevier, vol. 150(C).
- Viral V. Acharya & Raghuram Rajan & Jack Shim, 2022. "Sovereign Debt and Economic Growth when Government is Myopic and Self-interested," NBER Working Papers 30296, National Bureau of Economic Research, Inc.
- Acharya, Viral & Parlatore Siritto, Cecilia & Sundaresan, Suresh, 2022.
"Financing Infrastructure in the Shadow of Expropriation,"
CEPR Discussion Papers
15288, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Cecilia Parlatore & Suresh Sundaresan, 2022. "Financing Infrastructure in the Shadow of Expropriation," NBER Working Papers 30131, National Bureau of Economic Research, Inc.
- Acharya, Viral & Crosignani, Matteo & Eisert, Tim & Steffen, Sascha, 2022.
"Zombie Lending: Theoretical, International, and Historical Perspectives,"
CEPR Discussion Papers
16685, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Matteo Crosignani & Tim Eisert & Sascha Steffen, 2022. "Zombie Lending: Theoretical, International, and Historical Perspectives," Annual Review of Financial Economics, Annual Reviews, vol. 14(1), pages 21-38, November.
- Viral V. Acharya & Matteo Crosignani & Tim Eisert & Sascha Steffen, 2022. "Zombie Lending: Theoretical, International and Historical Perspectives," NBER Working Papers 29904, National Bureau of Economic Research, Inc.
- Acharya, Viral & Rajan, Raghuram, 2022.
"Liquidity, liquidity everywhere, not a drop to use - Why flooding banks with central bank reserves may not expand liquidity,"
CEPR Discussion Papers
16907, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Raghuram Rajan, 2022. "Liquidity, Liquidity Everywhere, Not a Drop to Use – Why Flooding Banks with Central Bank Reserves May Not Expand Liquidity," NBER Working Papers 29680, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Ryan N. Banerjee & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022. "The Making of Fallen Angels—and What QE and Credit Rating Agencies Have to Do with It," Liberty Street Economics 20220216a, Federal Reserve Bank of New York.
- Viral V. Acharya & Timothy Johnson & Suresh Sundaresan & Tuomas Tomunen, 2022. "Is Physical Climate Risk Priced? Evidence from Regional Variation in Exposure to Heat Stress," NBER Working Papers 30445, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Abhiman Das & Nirupama Kulkarni & Prachi Mishra & Nagpurnanand R. Prabhala, 2022. "Deposit and Credit Reallocation in a Banking Panic: The Role of State-Owned Banks," NBER Working Papers 30557, National Bureau of Economic Research, Inc.
- El Hadi Caoui & Chiara Farronato & John J. Horton & Robert Schultz, 2022. "Consumer Demand with Social Influences: Evidence from an E-Commerce Platform," NBER Working Papers 30351, National Bureau of Economic Research, Inc.
- Theresa Kuchler & Johannes Stroebel, 2022. "Social Interactions, Resilience, and Access to Economic Opportunity: A Research Agenda for the Field of Computational Social Science," CESifo Working Paper Series 9606, CESifo.
- Theresa Kuchler & Monika Piazzesi & Johannes Stroebel, 2022.
"Housing Market Expectations,"
CESifo Working Paper Series
9665, CESifo.
- Kuchler, Theresa & Piazzesi, Monika & Ströbel, Johannes, 2022. "Housing Market Expectations," CEPR Discussion Papers 17158, C.E.P.R. Discussion Papers.
- Theresa Kuchler & Monika Piazzesi & Johannes Stroebel, 2022. "Housing Market Expectations," NBER Working Papers 29909, National Bureau of Economic Research, Inc.
- Michael Bailey & Drew Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2022.
"The Social Integration of International Migrants: Evidence from the Networks of Syrians in Germany,"
CESifo Working Paper Series
9680, CESifo.
- Bailey, Michael & Johnston, Drew & Koenen, Martin & Kuchler, Theresa & Russel, Dominic & Ströbel, Johannes, 2022. "The Social Integration of International Migrants: Evidence from the Networks of Syrians in Germany," CEPR Discussion Papers 17174, C.E.P.R. Discussion Papers.
- Michael Bailey & Drew M. Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2022. "The Social Integration of International Migrants: Evidence from the Networks of Syrians in Germany," NBER Working Papers 29925, National Bureau of Economic Research, Inc.
- Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico González & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022.
"Social Capital I: Measurement and Associations with Economic Mobility,"
NBER Working Papers
30313, National Bureau of Economic Research, Inc.
- Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico Gonzalez & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022. "Social capital I: measurement and associations with economic mobility," Nature, Nature, vol. 608(7921), pages 108-121, August.
- Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico Gonzalez & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022.
"Social Capital II: Determinants of Economic Connectedness,"
NBER Working Papers
30314, National Bureau of Economic Research, Inc.
- Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico Gonzalez & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022. "Social capital II: determinants of economic connectedness," Nature, Nature, vol. 608(7921), pages 122-134, August.
- Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022. "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers 30703, National Bureau of Economic Research, Inc.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022.
"Non-Standard Errors,"
Swiss Finance Institute Research Paper Series
22-09, Swiss Finance Institute.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
- Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
- Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Mehmet Canayaz & Ilja Kantorovitch & Roxana Mihet, 2022. "Consumer Privacy and the Value of Consumer Data," Swiss Finance Institute Research Paper Series 22-68, Swiss Finance Institute.
- Deb, Rahul & Said, Maher & Pai, Mallesh, 2022.
"Dynamic Incentives for Buy-Side Analysts,"
CEPR Discussion Papers
17772, C.E.P.R. Discussion Papers.
- Rahul Deb & Mallesh M. Pai & Maher Said, 2019. "Dynamic Incentives for Buy-Side Analysts," Working Papers 19-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cecilia Parlatore & Thomas Philippon, 2022.
"Designing Stress Scenarios,"
NBER Working Papers
29901, National Bureau of Economic Research, Inc.
- Cecilia Parlatore, 2018. "Designing Stress Scenarios," 2018 Meeting Papers 1090, Society for Economic Dynamics.
- Parlatore Siritto, Cecilia & Philippon, Thomas, 2022. "Designing Stress Scenarios," CEPR Discussion Papers 17145, C.E.P.R. Discussion Papers.
- Thomas Philippon, 2022. "Additive Growth," NBER Working Papers 29950, National Bureau of Economic Research, Inc.
- Maryam Farboodi & Dhruv Singal & Laura Veldkamp & Venky Venkateswaran, 2022. "Valuing Financial Data," NBER Working Papers 29894, National Bureau of Economic Research, Inc.
- Michael Ewens & Arpit Gupta & Sabrina T. Howell, 2022.
"Local Journalism under Private Equity Ownership,"
NBER Working Papers
29743, National Bureau of Economic Research, Inc.
- Ewens, Michael & Gupta, Arpit & Howell, Sabrina, 2021. "Local Journalism under Private Equity Ownership," SocArXiv 6ynf4, Center for Open Science.
- Arpit Gupta & Vrinda Mittal & Stijn Van Nieuwerburgh, 2022. "Work From Home and the Office Real Estate Apocalypse," NBER Working Papers 30526, National Bureau of Economic Research, Inc.
- Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2022. "A Portfolio Approach to Global Imbalances," NBER Working Papers 30253, National Bureau of Economic Research, Inc.
- Zhengyang Jiang & Robert J. Richmond, 2022. "Origins of International Factor Structures," NBER Working Papers 30319, National Bureau of Economic Research, Inc.
- Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2022. "Understanding the Strength of the Dollar," NBER Working Papers 30558, National Bureau of Economic Research, Inc.
- Altman, Edward I. & Balzano, Marco & Giannozzi, Alessandro & Srhoj, Stjepan, 2022.
"Revisiting SME default predictors: The Omega Score,"
GLO Discussion Paper Series
1207, Global Labor Organization (GLO).
- Edward I. Altman & Marco Balzano & Alessandro Giannozzi & Stjepan Srhoj, 2023. "Revisiting SME default predictors: The Omega Score," Journal of Small Business Management, Taylor & Francis Journals, vol. 61(6), pages 2383-2417, November.
- Edward I. Altman & Marco Balzano & Alessandro Giannozzi & Stjepan Srhoj, 2022. "Revisiting SME default predictors: The Omega Score," Working Papers 2022-19, Faculty of Economics and Statistics, Universität Innsbruck.
- Lanfei Shi & Raveesh Mayya & Shun Ye, 2022. "Location Divide in Digital Platforms? Evidence from a Natural Experiment," Working Papers 22-02, NET Institute.
2021
- Acharya, Viral & Engle, Robert & Steffen, Sascha, 2021.
"Why did bank stocks crash during COVID-19?,"
CEPR Discussion Papers
15901, C.E.P.R. Discussion Papers.
- Viral V Acharya & Robert Engle & Maximilian Jager & Sascha Steffen, 2024. "Why Did Bank Stocks Crash during COVID-19?," The Review of Financial Studies, Society for Financial Studies, vol. 37(9), pages 2627-2684.
- Viral V. Acharya & Robert F. Engle III & Maximilian Jager & Sascha Steffen, 2021. "Why Did Bank Stocks Crash During COVID-19?," NBER Working Papers 28559, National Bureau of Economic Research, Inc.
- Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "The risk management approach to macro-prudential policy," Working Paper Series 2565, European Central Bank.
- Richard Berner & Robert Engle & Hyeyoon Jung, 2021.
"CRISK: Measuring the Climate Risk Exposure of the Financial System,"
Staff Reports
977, Federal Reserve Bank of New York.
- Hyeyoon Jung, 2023. "CRISK: Measuring the Climate Risk Exposure of the Financial System," Liberty Street Economics 20230420a, Federal Reserve Bank of New York.
- Christian Conrad & Robert F. Engle, 2021. "Modelling Volatility Cycles: The (MF)2 GARCH Model," Working Paper series 21-05, Rimini Centre for Economic Analysis.
- Nicholas Economides & Ioannis Lianos, 2021. "Privacy and antitrust in digital platforms," Working Papers 21-01, NET Institute.
- Zhihao Xu & Clifford M. Hurvich, 2021. "A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation," Papers 2108.06093, arXiv.org, revised Jun 2023.
- Johannes Stroebel & Jeffrey Wurgler, 2021.
"What Do You Think About Climate Finance?,"
NBER Working Papers
29136, National Bureau of Economic Research, Inc.
- Johannes Stroebel & Jeffrey Wurgler, 2021. "What Do You Think about Climate Finance?," CESifo Working Paper Series 9350, CESifo.
- Ströbel, Johannes & Wurgler, Jeffrey, 2021. "What do you think about climate finance?," CEPR Discussion Papers 16622, C.E.P.R. Discussion Papers.
- Acharya, Viral & Almeida, Heitor & Amihud, Yakov & Liu, Ping, 2021. "Efficiency or resiliency? Corporate choice between financial and operational hedging," CEPR Discussion Papers 15885, C.E.P.R. Discussion Papers.
- Acharya, Viral & , & Johnson, Timothy, 2021.
"Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives,"
CEPR Discussion Papers
16628, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Gündüz, Yalin & Johnson, Timothy C., 2022. "Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives," Journal of Financial Intermediation, Elsevier, vol. 50(C).
- Acharya, Viral V. & Gündüz, Yalin & Johnson, Tim, 2018. "Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives," Discussion Papers 26/2018, Deutsche Bundesbank.
- Acharya, Viral & Lenzu, Simone & Wang, Olivier, 2021.
"Zombie Lending and Policy Traps,"
CEPR Discussion Papers
16658, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Simone Lenzu & Olivier Wang, 2021. "Zombie Lending and Policy Traps," NBER Working Papers 29606, National Bureau of Economic Research, Inc.
- Acharya, Viral & Mukherjee, Saptarshi & Sundaram, Rangarajan K, 2021. "Investment and Contagion Tradeoffs between Fair Value and Historical Cost Accounting," CEPR Discussion Papers 16835, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Yang Liu & Mr. Yunhui Zhao, 2021. "COVID-19 Containment Measures and Expected Stock Volatility: High-Frequency Evidence from Selected Advanced Economies," IMF Working Papers 2021/157, International Monetary Fund.
- Apostolos Filippas & John J. Horton, 2021. "The Production and Consumption of Social Media," NBER Working Papers 28666, National Bureau of Economic Research, Inc.
- John J. Horton, 2021. "The Ruble Collapse in an Online Marketplace: Some Lessons for Market Designers," NBER Working Papers 28702, National Bureau of Economic Research, Inc.
- John J. Horton & Ramesh Johari & Philipp Kircher, 2021. "Sorting through Cheap Talk: Theory and Evidence from a Labor Market," NBER Working Papers 29445, National Bureau of Economic Research, Inc.
- Gaffney, Edward & McCann, Fergal & Stroebel, Johannes, 2021. "The economics of mortgage debt relief during a pandemic," Financial Stability Notes 6/FS/21, Central Bank of Ireland.
- Sabrina T. Howell & Theresa Kuchler & David Snitkof & Johannes Stroebel & Jun Wong, 2021.
"Racial Disparities in Access to Small Business Credit: Evidence from the Paycheck Protection Program,"
CESifo Working Paper Series
9345, CESifo.
- Ströbel, Johannes & Howell, Sabrina & Kuchler, Theresa & Snitkof, David, 2021. "Racial Disparities in Access to Small Business Credit: Evidence from the Paycheck Protection Program," CEPR Discussion Papers 16623, C.E.P.R. Discussion Papers.
- Sabrina T. Howell & Theresa Kuchler & David Snitkof & Johannes Stroebel & Jun Wong, 2021.
"Lender Automation and Racial Disparities in Credit Access,"
NBER Working Papers
29364, National Bureau of Economic Research, Inc.
- Sabrina T. Howell & Theresa Kuchler & David Snitkof & Johannes Stroebel & Jun Wong, 2024. "Lender Automation and Racial Disparities in Credit Access," Journal of Finance, American Finance Association, vol. 79(2), pages 1457-1512, April.
- Roxana Mihet, 2021. "Financial Technology and the Inequality Gap," Swiss Finance Institute Research Paper Series 21-04, Swiss Finance Institute.
- Mehmet Canayaz & Ilja Kantorovitch & Roxana Mihet, 2021. "Privacy Laws and Value of Personal Data," Swiss Finance Institute Research Paper Series 21-92, Swiss Finance Institute.
- Cabral, Luis & Duerr, Niklas & Schober, Dominik & Woll, Oliver, 2021. "Price Matching Guarantees and Collusion: Theory and Evidence from Germany," CEPR Discussion Papers 15823, C.E.P.R. Discussion Papers.
- Albuquerque, Rui & Cabral, Luis, 2021. "Strategic Leadership in Corporate Social Responsibility," CEPR Discussion Papers 16564, C.E.P.R. Discussion Papers.
- CABRAL Luis & HAUCAP Justus & PARKER Geoffrey & PETROPOULOS Georgios & VALLETTI Tommaso & VAN ALSTYNE Marshall, 2021. "The EU Digital Markets Act," JRC Research Reports JRC122910, Joint Research Centre.
- Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021. "Is There A Replication Crisis In Finance?," NBER Working Papers 28432, National Bureau of Economic Research, Inc.
- Barbara Biasi & David J. Deming & Petra Moser, 2021.
"Education and Innovation,"
NBER Working Papers
28544, National Bureau of Economic Research, Inc.
- Barbara Biasi & David Deming & Petra Moser, 2020. "Education and Innovation," NBER Chapters, in: The Role of Innovation and Entrepreneurship in Economic Growth, pages 537-551, National Bureau of Economic Research, Inc.
- Barbara Biasi & Michael S. Dahl & Petra Moser, 2021.
"Career Effects of Mental Health,"
NBER Working Papers
29031, National Bureau of Economic Research, Inc.
- Moser, Petra & Biasi, Barbara & Dahl, Michael S, 2021. "Career Effects of Mental Health," CEPR Discussion Papers 16401, C.E.P.R. Discussion Papers.
- Barbara Biasi & Michael S. Dahl & Petra Moser, 2021. "Mental Health, Creativity, and Wealth," NBER Working Papers 29422, National Bureau of Economic Research, Inc.
- Scott Daewon Kim & Petra Moser, 2021. "Women in Science. Lessons from the Baby Boom," NBER Working Papers 29436, National Bureau of Economic Research, Inc.
- Thomas Philippon & Olivier Wang, 2021.
"Let the Worst One Fail: A Credible Solution to the Too-Big-To-Fail Conundrum,"
NBER Working Papers
29560, National Bureau of Economic Research, Inc.
- Thomas Philippon & Olivier Wang, 2023. "Let the Worst One Fail: A Credible Solution to the Too-Big-To-Fail Conundrum," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 138(2), pages 1233-1271.
- Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2021. "The Price and Quantity of Interest Rate Risk," NBER Working Papers 28444, National Bureau of Economic Research, Inc.
- Xavier Giroud & Simone Lenzu & Quinn Maingi & Holger Mueller, 2021.
"Propagation and Amplification of Local Productivity Spillovers,"
NBER Working Papers
29084, National Bureau of Economic Research, Inc.
- Xavier Giroud & Simone Lenzu & Quinn Maingi & Holger Mueller, 2022. "Propagation and Amplification of Local Productivity Spillovers," Working Papers 22-32, Center for Economic Studies, U.S. Census Bureau.
- Mueller, Holger & Giroud, Xavier & Lenzu, Simone & Maingi, Quinn, 2021. "Propagation and Amplification of Local Productivity Spillovers," CEPR Discussion Papers 16388, C.E.P.R. Discussion Papers.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021.
"Monetary Policy and Racial Inequality,"
Staff Reports
959, Federal Reserve Bank of New York.
- Alina K Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2022. "Monetary Policy and Racial Inequality," Post-Print hal-03881327, HAL.
- Bartscher, Alina Kristin & Kuhn, Moritz & Schularick, Moritz & Wachtel, Paul, 2021. "Monetary Policy and Racial Inequality," LawFin Working Paper Series 15, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," Opportunity and Inclusive Growth Institute Working Papers 45, Federal Reserve Bank of Minneapolis.
- Alina K Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2022. "Monetary Policy and Racial Inequality," SciencePo Working papers Main hal-03881327, HAL.
- Kuhn, Moritz & Bartscher, Alina & Schularick, Moritz & Wachtel, Paul, 2021. "Monetary policy and racial inequality," CEPR Discussion Papers 15734, C.E.P.R. Discussion Papers.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," ECONtribute Policy Brief Series 014, University of Bonn and University of Cologne, Germany.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," ECONtribute Discussion Papers Series 061, University of Bonn and University of Cologne, Germany.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," CESifo Working Paper Series 8877, CESifo.
- Arpit Gupta & Vrinda Mittal & Jonas Peeters & Stijn Van Nieuwerburgh, 2021.
"Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate,"
NBER Working Papers
28675, National Bureau of Economic Research, Inc.
- Gupta, Arpit & Mittal, Vrinda & Peeters, Jonas & Van Nieuwerburgh, Stijn, 2022. "Flattening the curve: Pandemic-Induced revaluation of urban real estate," Journal of Financial Economics, Elsevier, vol. 146(2), pages 594-636.
- Van Nieuwerburgh, Stijn & Gupta, Arpit & Mittal, Vrinda & Peeters, Jonas, 2021. "Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate," CEPR Discussion Papers 16080, C.E.P.R. Discussion Papers.
- Arpit Gupta & Anup Malani & Bartek Woda, 2021. "Explaining the Income and Consumption Effects of COVID in India," NBER Working Papers 28935, National Bureau of Economic Research, Inc.
- Arpit Gupta & Anup Malani & Bartosz Woda, 2021. "Inequality in India Declined During COVID," NBER Working Papers 29597, National Bureau of Economic Research, Inc.
- Raveesh Mayya & Zhuoxin Li, 2021. "Growing Platforms by Adding Complementors without Consent: Evidence from On-Demand Food Delivery Platforms," Working Papers 21-14, NET Institute.
2020
- Robert F. Engle & Susana Campos-Martins, 2020. "Measuring and Hedging Geopolitical Risk," NIPE Working Papers 08/2020, NIPE - Universidade do Minho.
- Gianluca De Nard & Robert F. Engle & Olivier Ledoit & Michael Wolf, 2020.
"Large dynamic covariance matrices: enhancements based on intraday data,"
ECON - Working Papers
356, Department of Economics - University of Zurich, revised Jan 2022.
- De Nard, Gianluca & Engle, Robert F. & Ledoit, Olivier & Wolf, Michael, 2022. "Large dynamic covariance matrices: Enhancements based on intraday data," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Ahearn, Bertie & Singh Ahluwalia, Montek & Ahmed, Masood & Alphandéry, Edmond & Altwaijri, HE Dr Abdulaziz Altwaijri & Amato, Giuliano & Amersi, Mohamed & Arbour, Louise & Aria, Óscar & Aziz, Shaukat , 2020. "The COVID-19 pandemic: a letter to G20 leaders," LSE Research Online Documents on Economics 104370, London School of Economics and Political Science, LSE Library.
- Nicholas Economides & John Kwoka & Thomas Philippon & Robert Seamans & Hal Singer & Marshall Steinbaum & Lawrence J. White, 2020. "Economists’ Tunney Act Reply Comments on the DOJ’s Proposed Remedy in the Sprint/T-Mobile Merger Proceeding," Working Papers 20-02, NET Institute.
- Nicholas Economides & John Kwoka & Thomas Philippon & Robert Seamans & Hal Singer & Marshall Steinbaum & Lawrence J. White, 2020. "State of New York v. Deutsche Telecom AG. Brief of Amici Curiae Nicholas Economides, John Kwoka, Thomas Philippon, Robert Seamans, Hal Singer, Marshall Steinbaum, and Lawrence J. White in Support of P," Working Papers 20-01, NET Institute.
- Nicholas Economides & Ioannis Lianos, 2020. "Antitrust and Restrictions on Privacy in the Digital Economy," Working Papers 20-03, NET Institute.
- Nicholas Economides & John Kwoka & Thomas Philippon & Hal Singer & Lawrence J. White, 2020. "Comments on the DOJ/FTC Draft Vertical Merger Guidelines," Working Papers 20-04, NET Institute.
- Nicholas Economides & Ioannis Lianos, 2020.
"Restrictions on Privacy and Exploitation in the Digital Economy: A Market Failure Perspective,"
Working Papers
20-05, NET Institute.
- Nicholas Economides & Ioannis Lianos, 2021. "Restrictions on Privacy and Exploitation in the Digital Economy: A Market Failure Perspective," Working Papers 21-02, NET Institute, revised Jan 2021.
- Viral V. Acharya & Raghuram G. Rajan & Jack B. Shim, 2020.
"When is Debt Odious? A Theory of Repression and Growth Traps,"
Working Papers
2020-18, Becker Friedman Institute for Research In Economics.
- Viral V. Acharya & Raghuram Rajan & Jack Shim, 2020. "When is Debt Odious? A Theory of Repression and Growth Traps," NBER Working Papers 27221, National Bureau of Economic Research, Inc.
- Viral Acharya & Zhengyang Jiang & Robert J. Richmond & Ernst-Ludwig von Thadden, 2020.
"Divided We Fall: International Health and Trade Coordination During a Pandemic,"
CRC TR 224 Discussion Paper Series
crctr224_2020_248, University of Bonn and University of Mannheim, Germany.
- von Thadden, Ernst-Ludwig & Acharya, Viral & Jiang, Zhengyang & Richmond, Robert, 2021. "Divided we Fall: International Health and Trade Coordination during a Pandemic," CEPR Discussion Papers 15649, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Zhengyang Jiang & Robert J. Richmond & Ernst-Ludwig von Thadden, 2020. "Divided We Fall: International Health and Trade Coordination During a Pandemic," NBER Working Papers 28176, National Bureau of Economic Research, Inc.
- Acharya, Viral & Qian, Jun & Su, Yang & Yang, Zhishu, 2020. "In the Shadow of Banks: Wealth Management Products and Issuing Banks’ Risks in China," CEPR Discussion Papers 14957, C.E.P.R. Discussion Papers.
- Acharya, Viral & Bergant, Katharina & Crosignani, Matteo & Eisert, Tim & McCann, Fergal, 2020.
"The Anatomy of the Transmission of Macroprudential Policies,"
CEPR Discussion Papers
14959, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal Mccann, 2022. "The Anatomy of the Transmission of Macroprudential Policies," Journal of Finance, American Finance Association, vol. 77(5), pages 2533-2575, October.
- Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal McCann, 2020. "The Anatomy of the Transmission of Macroprudential Policies," IMF Working Papers 2020/058, International Monetary Fund.
- Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal J. McCann, 2020. "The Anatomy of the Transmission of Macroprudential Policies," NBER Working Papers 27292, National Bureau of Economic Research, Inc.
- Acharya, Viral & Crosignani, Matteo & Eisert, Tim & Eufinger, Christian, 2020.
"Zombie Credit and (Dis-)Inflation: Evidence from Europe,"
CEPR Discussion Papers
14960, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Matteo Crosignani & Tim Eisert & Christian Eufinger, 2024. "Zombie Credit and (Dis‐)Inflation: Evidence from Europe," Journal of Finance, American Finance Association, vol. 79(3), pages 1883-1929, June.
- Viral V. Acharya & Matteo Crosignani & Tim Eisert & Christian Eufinger, 2020. "Zombie Credit and (Dis-)Inflation: Evidence from Europe," Staff Reports 955, Federal Reserve Bank of New York.
- Viral V. Acharya & Matteo Crosignani & Tim Eisert & Christian Eufinger, 2020. "Zombie Credit and (Dis-)Inflation: Evidence from Europe," NBER Working Papers 27158, National Bureau of Economic Research, Inc.
- Acharya, Viral & Bhadury, Soumya & Surti, Jay, 2020.
"Financial Vulnerability and Risks to Growth in Emerging Markets,"
CEPR Discussion Papers
14962, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Soumya Bhadury & Jay Surti, 2020. "Financial Vulnerability and Risks to Growth in Emerging Markets," NBER Working Papers 27411, National Bureau of Economic Research, Inc.
- Acharya, Viral & Steffen, Sascha & Steinruecke, Lea & Jager, Maximilian, 2020.
"Kicking the can down the road: government interventions in the European banking sector,"
CEPR Discussion Papers
15009, C.E.P.R. Discussion Papers.
- Viral V Acharya & Lea Borchert & Maximilian Jager & Sascha Steffen, 2021. "Kicking the Can Down the Road: Government Interventions in the European Banking Sector," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4090-4131.
- Viral V. Acharya & Lea Borchert & Maximilian Jager & Sascha Steffen, 2020. "Kicking the Can Down the Road: Government Interventions in the European Banking Sector," NBER Working Papers 27537, National Bureau of Economic Research, Inc.
- Acharya, Viral & Byoun, Soku & Xu, Zhaoxia, 2020.
"The Sensitivity of Cash Savings to the Cost of Capital,"
CEPR Discussion Papers
15059, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Soku Byoun & Zhaoxia Xu, 2020. "The Sensitivity of Cash Savings to the Cost of Capital," NBER Working Papers 27517, National Bureau of Economic Research, Inc.
- Acharya, Viral & Steffen, Sascha, 2020.
"The risk of being a fallen angel and the corporate dash for cash in the midst of COVID,"
CEPR Discussion Papers
15073, C.E.P.R. Discussion Papers.
- Viral V Acharya & Sascha Steffen, 2020. "The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 9(3), pages 430-471.
- Viral V. Acharya & Sascha Steffen, 2020. "The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID," NBER Working Papers 27601, National Bureau of Economic Research, Inc.
- Acharya, Viral & Iyer, Aaditya M. & Sundaram, Rangarajan K, 2020.
"Risk-Sharing and the Creation of Systemic Risk,"
CEPR Discussion Papers
15269, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Aaditya M. Iyer & Rangarajan K. Sundaram, 2020. "Risk-Sharing and the Creation of Systemic Risk," JRFM, MDPI, vol. 13(8), pages 1-38, August.
- Acharya, Viral & Vij, Siddharth, 2020.
"Foreign Currency Borrowing of Corporations as Carry Trades: Evidence from India,"
CEPR Discussion Papers
15440, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Siddharth Vij, 2020. "Foreign Currency Borrowing of Corporations as Carry Trades: Evidence from India," NBER Working Papers 28096, National Bureau of Economic Research, Inc.
- Acharya, Viral & Johnson, Timothy & Sundaresan, Suresh & Zheng, Steven, 2020.
"The Value of a Cure: An Asset Pricing Perspective,"
CEPR Discussion Papers
15558, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Timothy Johnson & Suresh Sundaresan & Steven Zheng, 2020. "The Value of a Cure: An Asset Pricing Perspective," NBER Working Papers 28127, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Matteo Crosignani & Tim Eisert & Christian Eufinger, 2020. "How Does Zombie Credit Affect Inflation? Lessons from Europe," Liberty Street Economics 20201222, Federal Reserve Bank of New York.
- Erik Brynjolfsson & John J. Horton & Adam Ozimek & Daniel Rock & Garima Sharma & Hong-Yi TuYe, 2020. "COVID-19 and Remote Work: An Early Look at US Data," NBER Working Papers 27344, National Bureau of Economic Research, Inc.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020.
"Inside the Mind of a Stock Market Crash,"
Papers
2004.01831, arXiv.org, revised May 2020.
- Giglio, Stefano & Maggiori, Matteo & Ströbel, Johannes & Utkus, Stephen P., 2020. "Inside the Mind of a Stock Market Crash," CEPR Discussion Papers 14813, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020. "Inside the Mind of a Stock Market Crash," CESifo Working Paper Series 8334, CESifo.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020. "Inside the Mind of a Stock Market Crash," NBER Working Papers 27272, National Bureau of Economic Research, Inc.
- Michael Bailey & Drew Johnston & Theresa Kuchler & Dominic Russel & Bogdan State & Johannes Stroebel, 2020. "Online Appendix & Additional Results for The Determinants of Social Connectedness in Europe," Papers 2007.12177, arXiv.org.
- Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2020.
"The Geographic Spread of Covid-19 Correlates with Structure of Social Networks as Measured by Facebook,"
CESifo Working Paper Series
8241, CESifo.
- Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2020. "The Geographic Spread of COVID-19 Correlates with the Structure of Social Networks as Measured by Facebook," NBER Working Papers 26990, National Bureau of Economic Research, Inc.
- Michael Bailey & Abhinav Gupta & Sebastian Hillenbrand & Theresa Kuchler & Robert Richmond & Johannes Stroebel, 2020.
"International Trade and Social Connectedness,"
CESifo Working Paper Series
8248, CESifo.
- Bailey, Michael & Gupta, Abhinav & Hillenbrand, Sebastian & Kuchler, Theresa & Richmond, Robert & Stroebel, Johannes, 2021. "International trade and social connectedness," Journal of International Economics, Elsevier, vol. 129(C).
- Ströbel, Johannes & Bailey, Michael & Kuchler, Theresa & Gupta, Abhinav & Richmond, Robert & Hillenbrand, Sebastian, 2020. "International Trade and Social Connectedness," CEPR Discussion Papers 14624, C.E.P.R. Discussion Papers.
- Michael Bailey & Abhinav Gupta & Sebastian Hillenbrand & Theresa Kuchler & Robert J. Richmond & Johannes Stroebel, 2020. "International Trade and Social Connectedness," NBER Working Papers 26960, National Bureau of Economic Research, Inc.
- Michael Bailey & Theresa Kuchler & Dominic Russel & Bogdan State & Johannes Stroebel, 2020. "The Determinants and Effects of Social Connectedness in Europe," CESifo Working Paper Series 8310, CESifo.
- Georgij Alekseev & Safaa Amer & Manasa Gopal & Theresa Kuchler & JW Schneider & Johannes Stroebel & Nils Wernerfelt, 2020.
"The Effects of Covid-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees,"
CESifo Working Paper Series
8578, CESifo.
- Georgij Alekseev & Safaa Amer & Manasa Gopal & Theresa Kuchler & J. W. Schneider & Johannes Stroebel & Nils Wernerfelt, 2023. "The Effects of COVID-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees," Management Science, INFORMS, vol. 69(1), pages 7-24, January.
- Georgij Alekseev & Safaa Amer & Manasa Gopal & Theresa Kuchler & JW Schneider & Johannes Stroebel & Nils C. Wernerfelt, 2020. "The Effects of COVID-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees," NBER Working Papers 27833, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Alekseev, Georgij & Amer, Safaa & Gopal, Manasa & Kuchler, Theresa & Schneider, JW & Wernerfelt, Nils, 2020. "The Effects of COVID-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees," CEPR Discussion Papers 15290, C.E.P.R. Discussion Papers.
- Theresa Kuchler & Johannes Stroebel, 2020.
"Social Finance,"
CESifo Working Paper Series
8658, CESifo.
- Theresa Kuchler & Johannes Stroebel, 2021. "Social Finance," Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 37-55, November.
- Ströbel, Johannes & Kuchler, Theresa, 2020. "Social Finance," CEPR Discussion Papers 15556, C.E.P.R. Discussion Papers.
- Theresa Kuchler & Johannes Stroebel, 2020. "Social Finance," NBER Working Papers 27973, National Bureau of Economic Research, Inc.
- Michael Bailey & Drew Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2020.
"Social Distancing during a Pandemic: The Role of Friends,"
CESifo Working Paper Series
8771, CESifo.
- Ströbel, Johannes & Bailey, Michael & Johnston, Drew & Koenen, Martin & Kuchler, Theresa & Russel, Dominic, 2020. "Social Distancing During a Pandemic - The Role of Friends," CEPR Discussion Papers 15593, C.E.P.R. Discussion Papers.
- Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2020.
"Climate Finance,"
CESifo Working Paper Series
8772, CESifo.
- Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2021. "Climate Finance," Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 15-36, November.
- Stefano Giglio & Bryan T. Kelly & Johannes Stroebel, 2020. "Climate Finance," NBER Working Papers 28226, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Giglio, Stefano & Kelly, Bryan, 2020. "Climate Finance," CEPR Discussion Papers 15557, C.E.P.R. Discussion Papers.
- Ströbel, Johannes & Kuchler, Theresa & Li, Yan & Peng, Lin & Zhou, Dexin, 2020.
"Social Proximity to Capital: Implications for Investors and Firms,"
CEPR Discussion Papers
14806, C.E.P.R. Discussion Papers.
- Theresa Kuchler & Yan Li & Lin Peng & Johannes Stroebel & Dexin Zhou, 2022. "Social Proximity to Capital: Implications for Investors and Firms," The Review of Financial Studies, Society for Financial Studies, vol. 35(6), pages 2743-2789.
- Theresa Kuchler & Yan Li & Lin Peng & Johannes Stroebel & Dexin Zhou, 2020. "Social Proximity to Capital: Implications for Investors and Firms," NBER Working Papers 27299, National Bureau of Economic Research, Inc.
- Michael Bailey & Drew M. Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2020.
"Social Networks Shape Beliefs and Behavior: Evidence from Social Distancing During the COVID-19 Pandemic,"
NBER Working Papers
28234, National Bureau of Economic Research, Inc.
- Michael Bailey & Drew Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2024. "Social Networks Shape Beliefs and Behavior: Evidence from Social Distancing during the COVID-19 Pandemic," Journal of Political Economy Microeconomics, University of Chicago Press, vol. 2(3), pages 463-494.
- Bailey, Michael & Kuchler, Theresa & Russel, Dominic & State, Bogdan & Stroebel, Johannes, 2020.
"Social Connectedness in Europe,"
SocArXiv
3wh67, Center for Open Science.
- Bailey, Michael & Kuchler, Theresa & Russel, Dominic & State, Bogdan & Stroebel, Johannes, 2020. "Social Connectedness in Europe," SocArXiv 3wh67_v1, Center for Open Science.
- Cabral, Luis, 2020.
"Merger Policy in Digital Industries,"
CEPR Discussion Papers
14785, C.E.P.R. Discussion Papers.
- Cabral, Luís, 2021. "Merger policy in digital industries," Information Economics and Policy, Elsevier, vol. 54(C).
- Lei Xu & Tingting Nian & Luis Cabral, 2020.
"What Makes Geeks Tick? A Study of Stack Overflow Careers,"
Post-Print
hal-03052632, HAL.
- Lei Xu & Tingting Nian & Luis Cabral, 2018. "What Makes Geeks Tick? A Study of Stack Overflow Careers," Working Papers 18-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Bryan T. Kelly & Semyon Malamud & Lasse H. Pedersen, 2020.
"Principal Portfolios,"
NBER Working Papers
27388, National Bureau of Economic Research, Inc.
- Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen, 2020. "Principal Portfolios," Swiss Finance Institute Research Paper Series 20-67, Swiss Finance Institute.
- Michela Giorcelli & Petra Moser, 2020. "Copyright and Creativity. Evidence from Italian Opera During the Napoleonic Age," NBER Working Papers 26885, National Bureau of Economic Research, Inc.
- Petra Moser, 2020.
"Economics of Research and Innovation in Agriculture,"
NBER Working Papers
27080, National Bureau of Economic Research, Inc.
- Petra Moser, 2021. "Economics of Research and Innovation in Agriculture," NBER Books, National Bureau of Economic Research, Inc, number mose-1.
- Wang, Olivier, 2020. "Banks, low interest rates, and monetary policy transmission," Working Paper Series 2492, European Central Bank.
- Olivier Wang & Iván Werning, 2020.
"Dynamic Oligopoly and Price Stickiness,"
NBER Working Papers
27536, National Bureau of Economic Research, Inc.
- Olivier Wang & Iván Werning, 2022. "Dynamic Oligopoly and Price Stickiness," American Economic Review, American Economic Association, vol. 112(8), pages 2815-2849, August.
- Ivan Werning, 2018. "Dynamic Oligopoly and Price Stickiness," 2018 Meeting Papers 1029, Society for Economic Dynamics.
- Callum J. Jones & Thomas Philippon & Venky Venkateswaran, 2020.
"Optimal Mitigation Policies in a Pandemic: Social Distancing and Working from Home,"
NBER Working Papers
26984, National Bureau of Economic Research, Inc.
- Callum Jones & Thomas Philippon & Venky Venkateswaran, 2021. "Optimal Mitigation Policies in a Pandemic: Social Distancing and Working from Home [A simple planning problem for covid-19 lockdown]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5188-5223.
- Olivier J Blanchard & Thomas Philippon & Jean Pisani-Ferry, 2020.
"A new policy toolkit is needed as countries exit COVID-19 lockdowns,"
Policy Briefs
PB20-8, Peterson Institute for International Economics.
- Olivier Blanchard & Thomas Philippon & Jean Pisani-Ferry, 2020. "A new policy toolkit is needed as countries exit COVID-19 lockdowns," Bruegel Policy Contributions 37232, Bruegel.
- Germán Gutiérrez & Thomas Philippon, 2020. "Some Facts about Dominant Firms," NBER Working Papers 27985, National Bureau of Economic Research, Inc.
- Rishabh Kirpalani & Thomas Philippon, 2020. "Data Sharing and Market Power with Two-Sided Platforms," NBER Working Papers 28023, National Bureau of Economic Research, Inc.
- Thomas Philippon, 2020. "Efficient Programs to Support Businesses During and After Lockdowns," NBER Working Papers 28211, National Bureau of Economic Research, Inc.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2020.
"Scarring Body and Mind: The Long-Term Belief-Scarring Effects of COVID-19,"
Working Papers
2020-009, Federal Reserve Bank of St. Louis.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2020. "Scarring Body and Mind: The Long-Term Belief-Scarring Effects of COVID-19," NBER Working Papers 27439, National Bureau of Economic Research, Inc.
- Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2020. "Where Has All the Data Gone?," NBER Working Papers 26927, National Bureau of Economic Research, Inc.
- Itamar Drechsler & Alan Moreira & Alexi Savov, 2020. "Liquidity and Volatility," NBER Working Papers 27959, National Bureau of Economic Research, Inc.
- Cecchetti, Stephen & Schoenholtz, Kermit L., 2020. "Finance and Technology: What is changing and what is not," CEPR Discussion Papers 15352, C.E.P.R. Discussion Papers.
- Cecchetti, Stephen & Feroli, Michael & Kashyap, Anil & Mann, Catherine L. & Schoenholtz, Kermit L., 2020. "Monetary Policy in the Next Recession?," CEPR Discussion Papers 15365, C.E.P.R. Discussion Papers.
- Derrick Choe & Alexander Oettl & Robert Seamans, 2020. "What’s Driving Entrepreneurship and Innovation in the Transport Sector?," NBER Working Papers 27284, National Bureau of Economic Research, Inc.
- Milena Almagro & Joshua Coven & Arpit Gupta & Angelo Orane-Hutchinson, 2020. "Racial Disparities in Frontline Workers and Housing Crowding during COVID-19: Evidence from Geolocation Data," Opportunity and Inclusive Growth Institute Working Papers 37, Federal Reserve Bank of Minneapolis.
- Arpit Gupta & Stijn Van Nieuwerburgh & Constantine Kontokosta, 2020.
"Take the Q Train: Value Capture of Public Infrastructure Projects,"
NBER Working Papers
26789, National Bureau of Economic Research, Inc.
- Gupta, Arpit & Van Nieuwerburgh, Stijn & Kontokosta, Constantine, 2022. "Take the Q train: Value capture of public infrastructure projects," Journal of Urban Economics, Elsevier, vol. 129(C).
- Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020.
"Which Investors Matter for Equity Valuations and Expected Returns?,"
NBER Working Papers
27402, National Bureau of Economic Research, Inc.
- Ralph S J Koijen & Robert J Richmond & Motohiro Yogo, 2024. "Which Investors Matter for Equity Valuations and Expected Returns?," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(4), pages 2387-2424.
- Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2020. "Which Investors Matter for Equity Valuations and Expected Returns?," CEPR Discussion Papers 14890, C.E.P.R. Discussion Papers.
- Pawel Doligalski & Abdoulaye Ndiaye & Nicolas Werquin, 2020.
"Redistribution with Performance Pay,"
Bristol Economics Discussion Papers
20/721, School of Economics, University of Bristol, UK.
- Paweł Doligalski & Abdoulaye Ndiaye & Nicolas Werquin, 2023. "Redistribution with Performance Pay," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(2), pages 371-402.
- Pawel Doligalski & Abdoulaye Ndiaye & Nicolas Werquin, 2020. "Redistribution with Performance Pay," CESifo Working Paper Series 8267, CESifo.
- Doligalski, Pawel & Werquin, Nicolas & Ndiaye, Abdoulaye, 2020. "Redistribution with Performance Pay," TSE Working Papers 20-1092, Toulouse School of Economics (TSE).
- Doligalski, Pawel & Ndiaye, Abdoulaye & Werquin, Nicolas, 2020. "Redistribution with Performance Pay," MPRA Paper 102652, University Library of Munich, Germany.
- Doligalski, Pawel & Ndiaye, Abdoulaye & Werquin, Nicolas, 2022. "Redistribution with Performance Pay," CEPR Discussion Papers 14648, C.E.P.R. Discussion Papers.
2019
- Robert Engle & Stefano Giglio & Heebum Lee & Bryan Kelly & Johannes Stroebel, 2019.
"Hedging climate change news,"
CESifo Working Paper Series
7655, CESifo.
- Robert F Engle & Stefano Giglio & Bryan Kelly & Heebum Lee & Johannes Stroebel, 2020. "Hedging Climate Change News," The Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1184-1216.
- Robert F. Engle III & Stefano Giglio & Bryan T. Kelly & Heebum Lee & Johannes Stroebel, 2019. "Hedging Climate Change News," NBER Working Papers 25734, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Engle, Robert & Giglio, Stefano & Kelly, Bryan & Lee, Heebum, 2019. "Hedging Climate Change News," CEPR Discussion Papers 13730, C.E.P.R. Discussion Papers.
- Nicholas Economides & John Kwoka & Thomas Philippon & Robert Seamans & Hal Singer & Marshall Steinbaum & Lawrence J. White, 2019. "Assessing DOJ’s Proposed Remedy in Sprint/T-Mobile: Can Ex Ante Competitive Conditions in Wireless Markets Be Restored?," Working Papers 19-14, NET Institute.
- Nicholas Economides & Ioannis Lianos, 2019. "Restrictions on Privacy and Exploitation in the Digital Economy: A Competition Law Perspective," Working Papers 19-15, NET Institute.
- Viral V. Acharya & Nirupama Kulkarni, 2019. "Government Guarantees and Bank Vulnerability during a Crisis: Evidence from an Emerging Market," NBER Working Papers 26564, National Bureau of Economic Research, Inc.
- Viral Acharya & Guillaume Plantin, 2019. "Monetary Easing, Investment and Financial Instability," SciencePo Working papers hal-03393106, HAL.
- Viral Acharya & Guillaume Plantin, 2019. "Monetary Easing, Investment and Financial Instability," SciencePo Working papers Main hal-03393106, HAL.
- Apostolos Filippas & John J. Horton & Joseph M. Golden, 2019. "Reputation Inflation," NBER Working Papers 25857, National Bureau of Economic Research, Inc.
- Moshe A. Barach & Joseph M. Golden & John J. Horton, 2019. "Steering in Online Markets: The Role of Platform Incentives and Credibility," NBER Working Papers 25917, National Bureau of Economic Research, Inc.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019.
"Five facts about beliefs and portfolios,"
CESifo Working Paper Series
7666, CESifo.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021. "Five Facts about Beliefs and Portfolios," American Economic Review, American Economic Association, vol. 111(5), pages 1481-1522, May.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019. "Five Facts about Beliefs and Portfolios," NBER Working Papers 25744, National Bureau of Economic Research, Inc.
- Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P., 2019. "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers 13657, C.E.P.R. Discussion Papers.
- Michael Bailey & Drew Johnston & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2019.
"Peer effects in product adoption,"
CESifo Working Paper Series
7685, CESifo.
- Michael Bailey & Drew Johnston & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2022. "Peer Effects in Product Adoption," American Economic Journal: Applied Economics, American Economic Association, vol. 14(3), pages 488-526, July.
- Michael Bailey & Drew M. Johnston & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2019. "Peer Effects in Product Adoption," NBER Working Papers 25843, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Bailey, Michael & Johnston, Drew & Kuchler, Theresa & Wong, Arlene, 2019. "Peer Effects in Product Adoption," CEPR Discussion Papers 13731, C.E.P.R. Discussion Papers.
- Theresa Kuchler & Arlene Wong & Johannes Stroebel, 2018. "Peer effects in product adoption," 2018 Meeting Papers 1001, Society for Economic Dynamics.
- Michael Bailey & Drew Johnston & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2021. "Peer Effects in Product Adoption," Working Papers 2021-66, Princeton University. Economics Department..
- Ströbel, Johannes & Bailey, Michael & Kuchler, Theresa & Farrell, Patrick, 2019.
"Social Connectedness in Urban Areas,"
CEPR Discussion Papers
13822, C.E.P.R. Discussion Papers.
- Bailey, Michael & Farrell, Patrick & Kuchler, Theresa & Stroebel, Johannes, 2020. "Social connectedness in urban areas," Journal of Urban Economics, Elsevier, vol. 118(C).
- Michael Bailey & Patrick Farrell & Theresa Kuchler & Johannes Stroebel, 2019. "Social Connectedness in Urban Areas," NBER Working Papers 26029, National Bureau of Economic Research, Inc.
- Veldkamp, Laura & Farboodi, Maryam & Mihet, Roxana, 2019.
"Big Data and Firm Dynamics,"
CEPR Discussion Papers
13489, C.E.P.R. Discussion Papers.
- Maryam Farboodi & Roxana Mihet & Thomas Philippon & Laura Veldkamp, 2019. "Big Data and Firm Dynamics," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 38-42, May.
- Maryam Farboodi & Roxana Mihet & Thomas Philippon & Laura Veldkamp, 2019. "Big Data and Firm Dynamics," NBER Working Papers 25515, National Bureau of Economic Research, Inc.
- Greene, W.H.; & Harris, M.N.; & Knott, R.; & Rice, N.;, 2019.
"Specification and testing of hierarchical ordered response models with anchoring vignettes,"
Health, Econometrics and Data Group (HEDG) Working Papers
19/18, HEDG, c/o Department of Economics, University of York.
- William H. Greene & Mark N. Harris & Rachel J. Knott & Nigel Rice, 2021. "Specification and testing of hierarchical ordered response models with anchoring vignettes," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(1), pages 31-64, January.
- Cabral, Luis & Gilbukh, Sonia, 2019.
"Rational Buyers Search When Prices Increase,"
CEPR Discussion Papers
13940, C.E.P.R. Discussion Papers.
- Cabral, Luís & Gilbukh, Sonia, 2020. "Rational buyers search when prices increase," Journal of Economic Theory, Elsevier, vol. 187(C).
- Max Raskin & Fahad Saleh & David Yermack, 2019. "How Do Private Digital Currencies Affect Government Policy?," NBER Working Papers 26219, National Bureau of Economic Research, Inc.
- Germán Gutiérrez & Thomas Philippon, 2019.
"Fading Stars,"
NBER Working Papers
25529, National Bureau of Economic Research, Inc.
- Germán Gutiérrez & Thomas Philippon, 2019. "Fading Stars," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 312-316, May.
- Germán Gutiérrez & Callum Jones & Thomas Philippon, 2019.
"Entry Costs and the Macroeconomy,"
NBER Working Papers
25609, National Bureau of Economic Research, Inc.
- Germán Gutiérrez & Callum Jones & Mr. Thomas Philippon, 2019. "Entry Costs and the Macroeconomy," IMF Working Papers 2019/233, International Monetary Fund.
- Matias Covarrubias & Germán Gutiérrez & Thomas Philippon, 2019.
"From Good to Bad Concentration? U.S. Industries over the past 30 years,"
NBER Working Papers
25983, National Bureau of Economic Research, Inc.
- Matias Covarrubias & Germán Gutiérrez & Thomas Philippon, 2019. "From Good to Bad Concentration? US Industries over the Past 30 Years," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 1-46, National Bureau of Economic Research, Inc.
- Germán Gutiérrez & Thomas Philippon, 2019.
"The Failure of Free Entry,"
NBER Working Papers
26001, National Bureau of Economic Research, Inc.
- Gutierrez, German, 2019. "The Failure of Free Entry," CEPR Discussion Papers 14219, C.E.P.R. Discussion Papers.
- Joseba Martinez & Thomas Philippon & Markus Sihvonen, 2019.
"Does a Currency Union Need a Capital Market Union? Risk Sharing via Banks and Markets,"
NBER Working Papers
26026, National Bureau of Economic Research, Inc.
- Martinez, Joseba & Sihvonen, Markus, 2019. "Does a Currency Union Need a Capital Market Union? Risk Sharing via Banks and Markets," CEPR Discussion Papers 14220, C.E.P.R. Discussion Papers.
- Gilbert Cette & Lorraine Koehl & Thomas Philippon, 2019.
"Labor Shares in Some Advanced Economies,"
NBER Working Papers
26136, National Bureau of Economic Research, Inc.
- G. Cette & L. Koehl & T. Philippon, 2019. "Labor Share in Some Advanced Countries," Documents de Travail de l'Insee - INSEE Working Papers g2019-15, Institut National de la Statistique et des Etudes Economiques.
- Gilbert Cette & Lorraine Koehl & Thomas Philippon, 2019. "Labor Shares in Some Advanced Economies," Working papers 727, Banque de France.
- Gilbert Cette & Lorraine Koehl & Thomas Philippon, 2019. "The Labor Share in the Long Term: A Decline?," Post-Print hal-02446713, HAL.
- Thomas Philippon, 2019. "On Fintech and Financial Inclusion," NBER Working Papers 26330, National Bureau of Economic Research, Inc.
- Sylvain Chassang & Kei Kawai & Jun Nakabayashi & Juan M. Ortner, 2019.
"Data Driven Regulation: Theory and Application to Missing Bids,"
NBER Working Papers
25654, National Bureau of Economic Research, Inc.
- Sylvain Chassang & Kei Kawai & Jun Nakabayashi & Juan Ortner, 2019. "Data Driven Regulation: Theory and Application to Missing Bids," Boston University - Department of Economics - Working Papers Series WP2019-04, Boston University - Department of Economics.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2019. "How Monetary Policy Shaped the Housing Boom," NBER Working Papers 25649, National Bureau of Economic Research, Inc.
- Cecchetti, Stephen & Berner, Richard & Schoenholtz, Kermit L., 2019.
"Stress Testing Networks: The Case of Central Counterparties,"
CEPR Discussion Papers
13604, C.E.P.R. Discussion Papers.
- Richard B. Berner & Stephen G. Cecchetti & Kermit L. Schoenholtz, 2019. "Stress Testing Networks: The Case of Central Counterparties," NBER Working Papers 25686, National Bureau of Economic Research, Inc.
- Cecchetti, Stephen & Schoenholtz, Kermit L., 2019. "Improving U.S. Monetary Policy Communications," CEPR Discussion Papers 13915, C.E.P.R. Discussion Papers.
- Simone Lenzu & Francesco Manaresi, 2019. "Sources and implications of resource misallocation: new evidence from firm-level marginal products and user costs," Questioni di Economia e Finanza (Occasional Papers) 485, Bank of Italy, Economic Research and International Relations Area.
- Arpit Gupta & Kunal Sachdeva, 2019. "Skin or Skim? Inside Investment and Hedge Fund Performance," NBER Working Papers 26113, National Bureau of Economic Research, Inc.
- Arpit Gupta & Stijn Van Nieuwerburgh, 2019.
"Valuing Private Equity Strip by Strip,"
NBER Working Papers
26514, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Gupta, Arpit, 2019. "Valuing Private Equity Strip by Strip," CEPR Discussion Papers 14241, C.E.P.R. Discussion Papers.
- German Gutierrez & Sophie Piton, 2019.
"Revisiting the Global Decline of the (Non-Housing) Labor Share,"
Discussion Papers
1913, Centre for Macroeconomics (CFM).
- Germán Gutiérrez & Sophie Piton, 2020. "Revisiting the Global Decline of the (Non-housing) Labor Share," American Economic Review: Insights, American Economic Association, vol. 2(3), pages 321-338, September.
- Gutiérrez, Germán & Piton, Sophie, 2019. "Revisiting the global decline of the (non-housing) labor share," Bank of England working papers 811, Bank of England.
2018
- Malcolm Baker & Daniel Bergstresser & George Serafeim & Jeffrey Wurgler, 2018. "Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds," NBER Working Papers 25194, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Diane Pierret & Sascha Steffen, 2018. "Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis," Swiss Finance Institute Research Paper Series 18-35, Swiss Finance Institute.
- Plantin, Guillaume & Acharya, Viral, 2018.
"Monetary Easing, Investment and Financial Instability,"
CEPR Discussion Papers
13072, C.E.P.R. Discussion Papers.
- Guillaume Plantin & Viral Acharya, 2018. "Monetary Easing, Investment and Financial Instability," Working Papers hal-03393126, HAL.
- Viral Acharya & Guillaume Plantin, 2019. "Monetary Easing, Investment and Financial Instability," Working Papers hal-03393106, HAL.
- Viral V. Acharya & Arvind Krishnamurthy, 2018.
"Capital Flow Management with Multiple Instruments,"
NBER Working Papers
24443, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Arvind Krishnamurthy, 2019. "Capital Flow Management with Multiple Instruments," Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 6, pages 169-203, Central Bank of Chile.
- Krishnamurthy, Arvind & Archarya, Viral V., 2018. "Capital Flow Management with Multiple Instruments," Research Papers 3646, Stanford University, Graduate School of Business.
- Romer, Paul M., 2018. "On the Possibility of Progress," Nobel Prize in Economics documents 2018-4, Nobel Prize Committee.
- Pontus Mattsson & Jonas Mansson & William H. Greene, 2018. "TFP Change and its Components for Swedish Manufacturing Firms During the 2008-2009 Financial Crisis," Working Papers 18-27, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luis & Schober, Dominik & Woll, Oliver, 2018.
"Search and Equilibrium Prices: Theory and Evidence from Retail Diesel,"
CEPR Discussion Papers
12813, C.E.P.R. Discussion Papers.
- Cabral, Luís M. B. & Schober, Dominik & Woll, Oliver, 2019. "Search and equilibrium prices: Theory and evidence from retail diesel," ZEW Discussion Papers 19-018, ZEW - Leibniz Centre for European Economic Research.
- Cabral, Luis & Natividad, Gabriel, 2018.
"Mixed Bundling in Retail DVD Sales: Facts and Theories,"
CEPR Discussion Papers
13040, C.E.P.R. Discussion Papers.
- Luis Cabral & Gabriel Natividad, 2018. "Mixed Bundling in Retail DVD Sales: Facts and Theories," Working Papers 18-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luis, 2018.
"Towards a Theory of Platform Dynamics,"
CEPR Discussion Papers
13052, C.E.P.R. Discussion Papers.
- Luís Cabral, 2019. "Towards a theory of platform dynamics," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 28(1), pages 60-72, January.
- Cabral, Luis, 2018. "Standing on the Shoulders of Dwarfs: Dominant Firms and Innovation Incentives," CEPR Discussion Papers 13115, C.E.P.R. Discussion Papers.
- Michael Hellwig & Dominik Schober & Luis Cabral, 2018.
"Incentive Regulation: Evidence From German Electricity Networks,"
Working Papers
18-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Hellwig, Michael & Schober, Dominik & Cabral, Luís, 2019. "Incentive regulation: Evidence from German electricity networks," ZEW Discussion Papers 18-010, ZEW - Leibniz Centre for European Economic Research, revised 2019.
- Luis Cabral & Dominik Schober & Oliver Woll, 2018. "Search & Equilibrium Prices: Theory & Evidence from Retail Diesel," Working Papers 18-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luis Cabral & Gabriel Natividad, 2018. "Exporting Movies: Country Proximity, Release Strategy, and Performance," Working Papers 18-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- Pedersen, Lasse Heje & Asness, Clifford S. & Liew, John M. & Thapar, Ashwin K, 2018. "Deep Value," CEPR Discussion Papers 12685, C.E.P.R. Discussion Papers.
- Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018.
"Risk Everywhere: Modeling and Managing Volatility,"
CEPR Discussion Papers
12687, C.E.P.R. Discussion Papers.
- Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen, 2018. "Risk Everywhere: Modeling and Managing Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2729-2773.
- Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Israel, Ronen, 2018.
"Size Matters, if You Control Your Junk,"
CEPR Discussion Papers
12684, C.E.P.R. Discussion Papers.
- Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H., 2018. "Size matters, if you control your junk," Journal of Financial Economics, Elsevier, vol. 129(3), pages 479-509.
- Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim, 2018.
"Betting Against Correlation: Testing Theories of the Low-Risk Effect,"
CEPR Discussion Papers
12686, C.E.P.R. Discussion Papers.
- Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje, 2020. "Betting against correlation: Testing theories of the low-risk effect," Journal of Financial Economics, Elsevier, vol. 135(3), pages 629-652.
- Barbara Biasi & Petra Moser, 2018. "Effects of Copyrights on Science - Evidence from the US Book Republication Program," NBER Working Papers 24255, National Bureau of Economic Research, Inc.
- Sabrina T. Howell & Marina Niessner & David Yermack, 2018. "Initial Coin Offerings: Financing Growth with Cryptocurrency Token Sales," NBER Working Papers 24774, National Bureau of Economic Research, Inc.
- David Yermack, 2018. "FinTech in Sub-Saharan Africa: What Has Worked Well, and What Hasn't," NBER Working Papers 25007, National Bureau of Economic Research, Inc.
- Sandeep Dahiya & David Yermack, 2018. "Investment Returns and Distribution Policies of Non-Profit Endowment Funds," NBER Working Papers 25323, National Bureau of Economic Research, Inc.
- Germán Gutiérrez & Thomas Philippon, 2018. "How European Markets Became Free: A Study of Institutional Drift," NBER Working Papers 24700, National Bureau of Economic Research, Inc.
- Philippon, Thomas & Gutierrez, German, 2018. "How EU Markets Became More Competitive Than US Markets: A Study of Institutional Drift," CEPR Discussion Papers 12983, C.E.P.R. Discussion Papers.
- Eduardo Davila & Thomas Philippon, 2018. "Incompleteness Shocks," 2018 Meeting Papers 109, Society for Economic Dynamics.
- Pricila Maziero, 2018. "CEO Compensation and the Capital Structure of Firms," 2018 Meeting Papers 511, Society for Economic Dynamics.
- W. Scott Frame & Larry D. Wall & Lawrence J. White, 2018.
"Technological Change and Financial Innovation in Banking: Some Implications for Fintech,"
FRB Atlanta Working Paper
2018-11, Federal Reserve Bank of Atlanta.
- W. Scott Frame & Larry Wall & Lawrence J. White, 2018. "Technological Change and Financial Innovation in Banking: Some Implications for FinTech," Working Papers 18-28, New York University, Leonard N. Stern School of Business, Department of Economics.
- Veldkamp, Laura & Venkateswaran, Venky, 2018.
"The Tail that Wags the Economy: Beliefs and Persistent Stagnation,"
CEPR Discussion Papers
11352, C.E.P.R. Discussion Papers.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2020. "The Tail That Wags the Economy: Beliefs and Persistent Stagnation," Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 2839-2879.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015. "The Tail that Wags the Economy: Beliefs and Persistent Stagnation," NBER Working Papers 21719, National Bureau of Economic Research, Inc.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019. "The Tail that Wags the Economy: Beliefs and Persistent Stagnation," Working Papers 2019-6, Federal Reserve Bank of St. Louis.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018.
"Market-making with Search and Information Frictions,"
Working Papers
18-20, Federal Reserve Bank of Philadelphia.
- Lester, Benjamin & Shourideh, Ali & Venkateswaran, Venky & Zetlin-Jones, Ariel, 2023. "Market-making with search and information frictions," Journal of Economic Theory, Elsevier, vol. 212(C).
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018. "Market-making with Search and Information Frictions," NBER Working Papers 24648, National Bureau of Economic Research, Inc.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018. "Market-making with Search and Information Frictions," Working Papers 18-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018.
"The Tail that Keeps the Riskless Rate Low,"
NBER Working Papers
24362, National Bureau of Economic Research, Inc.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019. "The Tail That Keeps the Riskless Rate Low," NBER Macroeconomics Annual, University of Chicago Press, vol. 33(1), pages 253-283.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail That Keeps the Riskless Rate Low," NBER Chapters, in: NBER Macroeconomics Annual 2018, volume 33, pages 253-283, National Bureau of Economic Research, Inc.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," Working Papers 18-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers 1111, Society for Economic Dynamics.
- Ezra Oberfield & Venky Venkateswaran, 2018. "Expertise and Firm Dynamics," 2018 Meeting Papers 1132, Society for Economic Dynamics.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018.
"Banking on Deposits: Maturity Transformation without Interest Rate Risk,"
NBER Working Papers
24582, National Bureau of Economic Research, Inc.
- Schnabl, Philipp & Savov, Alexi & Drechsler, Itamar, 2018. "Banking on Deposits: Maturity Transformation without Interest Rate Risk," CEPR Discussion Papers 12950, C.E.P.R. Discussion Papers.
- Lenzu, Simone & Manaresi, Francesco, 2018. "Do Marginal Products Differ from User Costs? Micro-Level Evidence from Italian Firms," Working Papers 276, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Schnabl, Philipp & Vickery, James & Plosser, Matthew, 2018.
"The Role of Technology in Mortgage Lending,"
CEPR Discussion Papers
12961, C.E.P.R. Discussion Papers.
- Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2019. "The Role of Technology in Mortgage Lending," The Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1854-1899.
- Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2018. "The Role of Technology in Mortgage Lending," NBER Working Papers 24500, National Bureau of Economic Research, Inc.
- Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2018. "The role of technology in mortgage lending," Staff Reports 836, Federal Reserve Bank of New York.
- Josef C. Brada & Paul Wachtel, 2018.
"Comparative Economic Studies and Comparative Economics: Six Decades and Counting,"
Working Papers
18-29, New York University, Leonard N. Stern School of Business, Department of Economics.
- Josef C. Brada & Paul Wachtel, 2018. "Comparative Economic Studies and Comparative Economics: Six Decades and Counting," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(4), pages 638-656, December.
- Catherine Buffington & Javier Miranda & Robert Seamans, 2018. "Development of Survey Questions on Robotics Expenditures and Use in U.S. Manufacturing Establishments," Working Papers 18-44, Center for Economic Studies, U.S. Census Bureau.
- Robert Seamans & Manav Raj, 2018. "AI, Labor, Productivity and the Need for Firm-Level Data," NBER Working Papers 24239, National Bureau of Economic Research, Inc.
- Jason Furman & Robert Seamans, 2018.
"AI and the Economy,"
NBER Working Papers
24689, National Bureau of Economic Research, Inc.
- Jason Furman & Robert Seamans, 2019. "AI and the Economy," Innovation Policy and the Economy, University of Chicago Press, vol. 19(1), pages 161-191.
- Jason Furman & Robert Seamans, 2018. "AI and the Economy," NBER Chapters, in: Innovation Policy and the Economy, Volume 19, pages 161-191, National Bureau of Economic Research, Inc.
- German Gutierrez, 2018. "Investigating Global Labor and Pro t Shares," 2018 Meeting Papers 165, Society for Economic Dynamics.
2017
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2017.
"Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity,"
Econometrics Working Papers Archive
2017_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2017. "Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity," Econometrics, MDPI, vol. 5(2), pages 1-24, April.
- Brownlees, Christian & Engle, Robert F., 2017.
"SRISK: a conditional capital shortfall measure of systemic risk,"
ESRB Working Paper Series
37, European Systemic Risk Board.
- Christian Brownlees & Robert F. Engle, 2017. "SRISK: A Conditional Capital Shortfall Measure of Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 48-79.
- Nicholas Economides, 2017. "Net Neutrality is in the Public Interest Submission to FCC, Docket 17-108," Working Papers 17-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Terence C. Burnham & Harry Gakidis & Jeffrey Wurgler, 2017. "Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications," NBER Working Papers 23557, National Bureau of Economic Research, Inc.
- Acharya, Viral & Eisert, Tim & Eufinger, Christian & Hirsch, Christian, 2017.
"Whatever it takes: The Real Effects of Unconventional Monetary Policy,"
CEPR Discussion Papers
12005, C.E.P.R. Discussion Papers.
- Viral V Acharya & Tim Eisert & Christian Eufinger & Christian Hirsch, 2019. "Whatever It Takes: The Real Effects of Unconventional Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3366-3411.
- Acharya, Viral & Eisert, Tim & Eufinger, Christian & Hirsch, Christian, 2017. "Whatever it takes: The real effects of unconventional monetary policy," SAFE Working Paper Series 152, Leibniz Institute for Financial Research SAFE, revised 2017.
- Acharya, Viral & Plantin, Guillaume, 2017. "Monetary easing and financial instability," LSE Research Online Documents on Economics 70715, London School of Economics and Political Science, LSE Library.
- Viral V. Acharya & Sascha Steffen, 2017. "The Importance of a Banking Union and Fiscal Union for a Capital Markets Union," European Economy - Discussion Papers 062, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Viral V. Acharya & Michael J. Fleming & Warren B. Hrung & Asani Sarkar, 2017. "Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities?," Liberty Street Economics 20170510, Federal Reserve Bank of New York.
- John Horton, 2017. "Price Floors and Employer Preferences: Evidence from a Minimum Wage Experiment," CESifo Working Paper Series 6548, CESifo.
- Moshe A. Barach & John Horton, 2017.
"How Do Employers Use Compensation History?: Evidence from a Field Experiment,"
CESifo Working Paper Series
6559, CESifo.
- Moshe A. Barach & John J. Horton, 2020. "How Do Employers Use Compensation History?: Evidence From a Field Experiment," NBER Working Papers 26627, National Bureau of Economic Research, Inc.
- John Horton & William R. Kerr & Christopher Stanton, 2017.
"Digital Labor Markets and Global Talent Flows,"
NBER Working Papers
23398, National Bureau of Economic Research, Inc.
- John Horton & William R. Kerr & Christopher Stanton, 2017. "Digital Labor Markets and Global Talent Flows," NBER Chapters, in: High-Skilled Migration to the United States and Its Economic Consequences, pages 71-108, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Bailey, Michael & Cao, Ruiqing & Kuchler, Theresa & Wong, Arlene, 2017.
"Measuring Social Connectedness,"
CEPR Discussion Papers
12146, C.E.P.R. Discussion Papers.
- Michael Bailey & Ruiqing (Rachel) Cao & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2017. "Measuring Social Connectedness," NBER Working Papers 23608, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Kuchler, Theresa & Dávila, Eduardo & Bailey, Michael, 2017.
"House Price Beliefs And Mortgage Leverage Choice,"
CEPR Discussion Papers
12476, C.E.P.R. Discussion Papers.
- Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2019. "House Price Beliefs And Mortgage Leverage Choice," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(6), pages 2403-2452.
- Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2017. "House Price Beliefs And Mortgage Leverage Choice," NBER Working Papers 24091, National Bureau of Economic Research, Inc.
- Massimo Filippini & William Greene & Nilkanth Kumar & Adan Martinez-Cruz, 2017.
"A note on the different interpretation of the correlation parameters in the Bivariate Probit and the Recursive Bivariate Probit,"
CER-ETH Economics working paper series
17/275, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Filippini, Massimo & Greene, William H. & Kumar, Nilkanth & Martinez-Cruz, Adan L., 2018. "A note on the different interpretation of the correlation parameters in the Bivariate Probit and the Recursive Bivariate Probit," Economics Letters, Elsevier, vol. 167(C), pages 104-107.
- Ajay Bhaskarbhatla & Luis Cabral & Deepak Hegde & Thomas (T.L.P.R.) Peeters, 2017. "Human Capital, Firm Capabilities, and Innovation," Tinbergen Institute Discussion Papers 17-115/VII, Tinbergen Institute, revised 03 Mar 2020.
- Rahul Deb & Mallesh M. Pai & Maher Said, 2017.
"Evaluating Strategic Forecasters,"
Working Papers
17-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Rahul Deb & Mallesh M. Pai & Maher Said, 2018. "Evaluating Strategic Forecasters," American Economic Review, American Economic Association, vol. 108(10), pages 3057-3103, October.
- Rahul Deb & Mallesh Pai & Maher Said, 2017. "Evaluating Strategic Forecasters," Working Papers tecipa-578, University of Toronto, Department of Economics.
- Rahul Deb & Mallesh M. Pai & Maher Said, 2018. "Evaluating Strategic Forecasters," Working Papers 18-23, New York University, Leonard N. Stern School of Business, Department of Economics.
- Jongsub Lee & Junho Oh & David Yermack, 2017. "Credit Default Swaps, Agency Problems, and Management Incentives," NBER Working Papers 24064, National Bureau of Economic Research, Inc.
- Philippe Martin & Thomas Philippon, 2017.
"Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone,"
SciencePo Working papers Main
hal-03391984, HAL.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," American Economic Review, American Economic Association, vol. 107(7), pages 1904-1937, July.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," Post-Print hal-03391984, HAL.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," SciencePo Working papers Main hal-03460217, HAL.
- Martin, Philippe & Philippon, Thomas, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," CEPR Discussion Papers 10189, C.E.P.R. Discussion Papers.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," Working Papers hal-03460217, HAL.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," NBER Working Papers 20572, National Bureau of Economic Research, Inc.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," SciencePo Working papers hal-03460217, HAL.
- Thomas Philippon & Pierre Pessarossi & Boubacar Camara, 2017.
"Backtesting European Stress Tests,"
NBER Working Papers
23083, National Bureau of Economic Research, Inc.
- B. Camara & P. Pessarossi & T. Philippon, 2017. "Back-testing European stress tests," Debats Economiques et financiers 26, Banque de France.
- Philippon, Thomas & Camara, Boubacar & Pessarossi, Pierre, 2017. "Backtesting European Stress Tests," CEPR Discussion Papers 11805, C.E.P.R. Discussion Papers.
- Germán Gutiérrez & Thomas Philippon, 2017.
"Declining Competition and Investment in the U.S,"
NBER Working Papers
23583, National Bureau of Economic Research, Inc.
- Philippon, Thomas & Gutierrez, German, 2017. "Declining Competition and Investment in the U.S," CEPR Discussion Papers 12536, C.E.P.R. Discussion Papers.
- Philippe Martin & Thomas Philippon, 2017.
"Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone,"
SciencePo Working papers Main
hal-03391984, HAL.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," American Economic Review, American Economic Association, vol. 107(7), pages 1904-1937, July.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," Post-Print hal-03391984, HAL.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," SciencePo Working papers Main hal-03460217, HAL.
- Martin, Philippe & Philippon, Thomas, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," CEPR Discussion Papers 10189, C.E.P.R. Discussion Papers.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," Working Papers hal-03460217, HAL.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," NBER Working Papers 20572, National Bureau of Economic Research, Inc.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," SciencePo Working papers hal-03460217, HAL.
- Pricila Maziero, 2017. "Optimal Domestic Taxation and Sovereign Lending," 2017 Meeting Papers 1547, Society for Economic Dynamics.
- Joel M. David & Venky Venkateswaran, 2017.
"The Sources of Capital Misallocation,"
NBER Working Papers
23129, National Bureau of Economic Research, Inc.
- Joel M. David & Venky Venkateswaran, 2019. "The Sources of Capital Misallocation," American Economic Review, American Economic Association, vol. 109(7), pages 2531-2567, July.
- Joel M. David & Venky Venkateswaran, 2017. "The Sources of Capital Misallocation," Working Papers 17-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Venky Venkateswaran & Ariel Zetlin-Jones & Ali Shourideh & Benjamin Lester, 2017. "Market-Making with Search and Private Information," 2017 Meeting Papers 1554, Society for Economic Dynamics.
- Venky Venkateswaran & Joel David, 2017. "Capital Misallocation: Frictions or Distortions?," 2017 Meeting Papers 1636, Society for Economic Dynamics.
- Cecchetti, Stephen & Feroli, Michael & Hooper, Peter & Kashyap, Anil & Schoenholtz, Kermit L., 2017. "Deflating Inflation Expectations: The Implications of Inflation’s Simple Dynamics," CEPR Discussion Papers 11925, C.E.P.R. Discussion Papers.
- Cecchetti, Stephen & Schoenholtz, Kermit L., 2017. "Regulatory Reform: A Scorecard," CEPR Discussion Papers 12465, C.E.P.R. Discussion Papers.
- Amihud, Yakov & Schmid, Markus & Davidoff Solomon, Steven, 2017. "Settling the Staggered Board Debate," Working Papers on Finance 1713, University of St. Gallen, School of Finance.
- Daniel Paravisini & Veronica Rappoport & Philipp Schnabl, 2017.
"Specialization in bank lending: evidence from exporting firms,"
CEP Discussion Papers
dp1492, Centre for Economic Performance, LSE.
- Paravisini, Daniel & Rappoport, Veronica & Schnabl, Philipp, 2017. "Specialization in bank lending: evidence from exporting firms," LSE Research Online Documents on Economics 86584, London School of Economics and Political Science, LSE Library.
- Rappoport, Veronica & Paravisini, Daniel & Schnabl, Philipp, 2017. "Specialization in Bank Lending: Evidence from Exporting Firms," CEPR Discussion Papers 12156, C.E.P.R. Discussion Papers.
- Daniel Paravisini & Veronica Rappoport & Philipp Schnabl, 2015. "Specialization in Bank Lending: Evidence from Exporting Firms," NBER Working Papers 21800, National Bureau of Economic Research, Inc.
- Schularick, Moritz & Wachtel, Paul & Richter, Björn, 2017.
"When to Lean Against the Wind,"
CEPR Discussion Papers
12188, C.E.P.R. Discussion Papers.
- Björn Richter & Moritz Schularick & Paul Wachtel, 2021. "When to Lean against the Wind," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(1), pages 5-39, February.
- Bjorn Richter & Moritz Schularick & Paul Wachtel, 2018. "When to Lean Against the Wind," Working Papers 18-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Paul Wachtel, 2017.
"Credit Deepening: Precursor to growth or crisis?,"
Working Papers
17-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Paul Wachtel, 2018. "Credit Deepening: Precursor to Growth or Crisis?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(1), pages 34-43, March.
- Geraldo Cerqueiro & María Fabiana Penas & Robert Seamans, 2017. "Personal Bankruptcy Law and Entrepreneurship," Working Papers 17-42, Center for Economic Studies, U.S. Census Bureau.
- Hanno Lustig & Robert J. Richmond, 2017. "Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates," NBER Working Papers 23773, National Bureau of Economic Research, Inc.
- Abdoulaye Ndiaye, 2017.
"Flexible Retirement and Optimal Taxation,"
Working Paper Series
WP-2018-18, Federal Reserve Bank of Chicago.
- Ndiaye, Abdoulaye, 2018. "Flexible Retirement and Optimal Taxation," MPRA Paper 102651, University Library of Munich, Germany, revised 14 Aug 2020.
- Abdoulaye Ndiaye, 2018. "Flexible Retirement and Optimal Taxation," 2018 Meeting Papers 535, Society for Economic Dynamics.
2016
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2016.
"Copula--based Specification of vector MEMs,"
Papers
1604.01338, arXiv.org.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2016. "Copula--based Specification of vector MEMs," Econometrics Working Papers Archive 2016_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Robert F. Engle & Olivier Ledoit & Michael Wolf, 2016.
"Large dynamic covariance matrices,"
ECON - Working Papers
231, Department of Economics - University of Zurich, revised Apr 2017.
- Robert F. Engle & Olivier Ledoit & Michael Wolf, 2019. "Large Dynamic Covariance Matrices," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 363-375, April.
- Malcolm Baker & Mathias F. Hoeyer & Jeffrey Wurgler, 2016. "The Risk Anomaly Tradeoff of Leverage," NBER Working Papers 22116, National Bureau of Economic Research, Inc.
- Viral Acharya & Hanh Le & Hyun Song Shin, 2016.
"Bank capital and dividend externalities,"
BIS Working Papers
580, Bank for International Settlements.
- Viral V. Acharya & Hanh T. Le & Hyun Song Shin, 2017. "Bank Capital and Dividend Externalities," The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 988-1018.
- Shin, Hyun Song & Acharya, Viral & Le, Hanh, 2014. "Bank Capital and Dividend Externalities," CEPR Discussion Papers 9865, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hanh Le & Hyun Song Shin, 2013. "Bank Capital and Dividend Externalities," NBER Working Papers 19707, National Bureau of Economic Research, Inc.
- Shin, Hyun Song & Acharya, Viral & Le, Hanh, 2013. "Bank Capital and Dividend Externalities," CEPR Discussion Papers 9479, C.E.P.R. Discussion Papers.
- Acharya, Viral & Anginer, Deniz & Warburton, Joe, 2016. "The End of Market Discipline? Investor Expectations of Implicit Government Guarantees," MPRA Paper 79700, University Library of Munich, Germany.
- Acharya, Viral & Pierret, Diane & Steffen, Sascha, 2016. "Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus," ZEW Discussion Papers 16-019, ZEW - Leibniz Centre for European Economic Research.
- Acharya, Viral V. & Steffen, Sascha, 2016.
"Capital markets union in Europe: Why other unions must lead the way,"
ZEW policy briefs
4/2016, ZEW - Leibniz Centre for European Economic Research.
- Viral V. Acharya & Sascha Steffen, 2016. "Capital Markets Union in Europe: Why Other Unions Must Lead the Way," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 152(4), pages 319-329, October.
- Viral V. Acharya & Sascha Steffen, 2016. "Capital Markets Union in Europe: Why other Unions must lead the Way," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 152(IV), pages 319-329, December.
- Horton, John J. & Zeckhauser, Richard J., 2016.
"Owning, Using and Renting: Some Simple Economics of the "Sharing Economy","
Working Paper Series
16-007, Harvard University, John F. Kennedy School of Government.
- Apostolos Filippas & John J. Horton & Richard J. Zeckhauser, 2020. "Owning, Using, and Renting: Some Simple Economics of the “Sharing Economy”," Management Science, INFORMS, vol. 66(9), pages 4152-4172, September.
- John J. Horton & Richard J. Zeckhauser, 2016. "Owning, Using and Renting: Some Simple Economics of the "Sharing Economy"," NBER Working Papers 22029, National Bureau of Economic Research, Inc.
- Horton, John J. & Zeckhauser, Richard J., 2016.
"The Causes of Peer Effects in Production: Evidence from a Series of Field Experiments,"
Working Paper Series
16-027, Harvard University, John F. Kennedy School of Government.
- John J. Horton & Richard J. Zeckhauser, 2016. "The Causes of Peer Effects in Production: Evidence from a Series of Field Experiments," NBER Working Papers 22386, National Bureau of Economic Research, Inc.
- Chen, Daniel L. & Horton, John J., 2016.
"Are Online Labor Markets Spot Markets for Tasks?: A Field Experiment on the Behavioral Response to Wage Cuts,"
IAST Working Papers
16-37, Institute for Advanced Study in Toulouse (IAST).
- Chen, Daniel L. & Horton, John J., 2016. "Are Online Labor Markets Spot Markets for Tasks?: A Field Experiment on the Behavioral Response to Wage Cuts," TSE Working Papers 16-675, Toulouse School of Economics (TSE).
- Michael Bailey & Ruiqing Cao & Theresa Kuchler & Johannes Ströbel & Sam Ruiqing Cao, 2016.
"Social Networks and Housing Markets,"
CESifo Working Paper Series
5905, CESifo.
- Michael Bailey & Ruiqing Cao & Theresa Kuchler & Johannes Stroebel, 2016. "Social Networks and Housing Markets," NBER Working Papers 22258, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Kuchler, Theresa & Bailey, Michael & Cao, Ruiqing, 2016. "Social Networks and Housing Markets," CEPR Discussion Papers 11272, C.E.P.R. Discussion Papers.
- Johannes Stroebel, 2016. "Social Networks and Housing Market Investments," 2016 Meeting Papers 485, Society for Economic Dynamics.
- P. A. V. B. Swamya & S. G. Hall & G. S. Tavlas & I. Chang & H. D. Gibson & W. H. Greene & J. S. Mehta, 2016.
"A Method for Measuring Treatment Effects on the Treated without Randomization,"
Discussion Papers in Economics
16/02, Division of Economics, School of Business, University of Leicester.
- P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta, 2016. "A Method for Measuring Treatment Effects on the Treated without Randomization," Econometrics, MDPI, vol. 4(2), pages 1-23, March.
- P. A. V. B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016.
"Removing Specification Errors from the Usual Formulation of Binary Choice Models,"
Discussion Papers in Economics
16/11, Division of Economics, School of Business, University of Leicester.
- P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016. "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Econometrics, MDPI, vol. 4(2), pages 1-21, June.
- Massimo Filippini & William Greene & Giuliano Masiero, 2016. "Persistent and transient productive inefficiency in a regulated industry: electricity distribution in New Zealand," IdEP Economic Papers 1603, USI Università della Svizzera italiana.
- William Greene & Mark N. Harris & Bruce Hollingsworth & Rachel Knott & Nigel Rice, 2016. "Reporting heterogeneity effects in modelling self reports of health," Working Papers 16-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Emran,M. Shahe & Greene,William & Shilpi,Forhad J., 2016.
"When measure matters: coresidency, truncation bias, and intergenerational mobility in developing countries,"
Policy Research Working Paper Series
7608, The World Bank.
- M. Shahe Emran & William Greene & Forhad Shilpi, 2018. "When Measure Matters: Coresidency, Truncation Bias, and Intergenerational Mobility in Developing Countries," Journal of Human Resources, University of Wisconsin Press, vol. 53(3), pages 589-607.
- Cabral, Luis & Vasconcelos, Helder & Brito, Duarte, 2016. "Competitive Effects of Partial Control in an Input Supplier," CEPR Discussion Papers 11397, C.E.P.R. Discussion Papers.
- Albuquerque, Rui & Cabral, Luis & Guedes, Jose, 2016.
"Incentive Pay and Systemic Risk,"
CEPR Discussion Papers
11693, C.E.P.R. Discussion Papers.
- Rui Albuquerque & Luís Cabral & José Guedes, 2019. "Incentive Pay and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 32(11), pages 4304-4342.
- Rui Albuquerque & Luis Cabral & Jose Guedes, 2018. "Incentive Pay and Systemic Risk," Working Papers 18-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lasse Pedersen & David Lando & Christian Skov Jensen, 2016.
"Generalized Recovery,"
2016 Meeting Papers
935, Society for Economic Dynamics.
- Jensen, Christian Skov & Lando, David & Pedersen, Lasse Heje, 2019. "Generalized recovery," Journal of Financial Economics, Elsevier, vol. 133(1), pages 154-174.
- Pedersen, Lasse Heje & Skov Jensen, Christian & Lando, David, 2018. "Generalized Recovery," CEPR Discussion Papers 12665, C.E.P.R. Discussion Papers.
- Petra Moser, 2016. "Patents and Innovation in Economic History," NBER Working Papers 21964, National Bureau of Economic Research, Inc.
- Max Raskin & David Yermack, 2016. "Digital Currencies, Decentralized Ledgers, and the Future of Central Banking," NBER Working Papers 22238, National Bureau of Economic Research, Inc.
- Yehuda Izhakian & David Yermack & Jaime F. Zender, 2016. "Ambiguity and the Tradeoff Theory of Capital Structure," NBER Working Papers 22870, National Bureau of Economic Research, Inc.
- Agrawal, Ashwini & Tambe, Prasanna, 2016. "Private equity and workers’ career paths: the role of technological change," LSE Research Online Documents on Economics 69476, London School of Economics and Political Science, LSE Library.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016.
"The Analytics of the Greek Crisis,"
NBER Working Papers
22370, National Bureau of Economic Research, Inc.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2017. "The Analytics of the Greek Crisis," NBER Macroeconomics Annual, University of Chicago Press, vol. 31(1), pages 1-81.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016. "The Analytics of the Greek Crisis," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 1-81, National Bureau of Economic Research, Inc.
- Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri, 2017. "The analytics of the Greek crisis," LSE Research Online Documents on Economics 82433, London School of Economics and Political Science, LSE Library.
- Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri, 2017. "The Analytics of the Greek Crisis," Department of Economics, Working Paper Series qt2cg7m1gf, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016. "The Analytics of the Greek Crisis," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 100, Hellenic Observatory, LSE.
- Vayanos, Dimitri & Gourinchas, Pierre-Olivier & Philippon, Thomas, 2016. "The Analytics of the Greek Crisis," CEPR Discussion Papers 11334, C.E.P.R. Discussion Papers.
- Thomas Philippon, 2016.
"The FinTech Opportunity,"
NBER Working Papers
22476, National Bureau of Economic Research, Inc.
- Philippon, Thomas, 2016. "The FinTech Opportunity," CEPR Discussion Papers 11409, C.E.P.R. Discussion Papers.
- Thomas Philippon, 2017. "The FinTech Opportunity," BIS Working Papers 655, Bank for International Settlements.
- Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri, 2016. "The analytics of the Greek crisis: celebratory centenary issue," LSE Research Online Documents on Economics 67368, London School of Economics and Political Science, LSE Library.
- Germán Gutiérrez & Thomas Philippon, 2016.
"Investment-less Growth: An Empirical Investigation,"
NBER Working Papers
22897, National Bureau of Economic Research, Inc.
- Germán Gutiérrez & Thomas Philippon, 2017. "Investmentless Growth: An Empirical Investigation," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(2 (Fall)), pages 89-190.
- Philippon, Thomas & Gutierrez, German, 2016. "Investment-less Growth: An Empirical Investigation," CEPR Discussion Papers 11673, C.E.P.R. Discussion Papers.
- Virgiliu Midrigan & Thomas Philippon & Callum Jones, 2016. "Beyond the Liquidity Trap: the Secular Stagnation of Investment," 2016 Meeting Papers 1429, Society for Economic Dynamics.
- Pricila Maziero, 2016. "CEO replacement and the capital structure of firms," 2016 Meeting Papers 1259, Society for Economic Dynamics.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2016.
"Screening and adverse selection in frictional markets,"
Working Papers
16-10, Federal Reserve Bank of Philadelphia.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2019. "Screening and Adverse Selection in Frictional Markets," Journal of Political Economy, University of Chicago Press, vol. 127(1), pages 338-377.
- Venky Venkateswaran & Ariel Zetlin-Jones & Ali Shourideh & Benjamin Lester, 2015. "Screening and Adverse Selection in Frictional Markets," 2015 Meeting Papers 1379, Society for Economic Dynamics.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2015. "Screening and Adverse Selection in Frictional Markets," NBER Working Papers 21833, National Bureau of Economic Research, Inc.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2016. "Screening and Adverse Selection in Frictional Markets," Working Papers 16-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2017. "Screening and Adverse Selection in Frictional Markets," Working Papers 17-35, Federal Reserve Bank of Philadelphia.
- Venky Venkateswaran & Ariel Zetlin-Jones & Ali Shourideh & Benjamin Lester, 2016. "Adverse Selection, Search Frictions and Liquidity in Financial Markets," 2016 Meeting Papers 1438, Society for Economic Dynamics.
- Joel M. David & Venky Venkateswaran, 2016. "Frictional Investment and the Sources of Misallocation," Working Papers 16-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2016.
"The Deposits Channel of Monetary Policy,"
NBER Working Papers
22152, National Bureau of Economic Research, Inc.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2017. "The Deposits Channel of Monetary Policy," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1819-1876.
- Thierno Barry & Amine Tarazi & Paul Wachtel, 2016.
"Falling under the control of a different type of owner : risk-taking implications for Banks,"
Working Papers
hal-01333492, HAL.
- Thierno Amadou Barry & Amine Tarazi & Paul Wachtel, 2019. "Falling under the control of a different type of owner:risk-taking implications for banks," Applied Economics, Taylor & Francis Journals, vol. 51(8), pages 831-847, February.
- Thierno Amadou Barry & Thierno Amine Tarazi & Paul Wachtel, 2016. "Falling under the control of a different type of owner : risk-taking implications for Banks," Working Papers 16-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Thierno Barry & Amine Tarazi & Paul Wachtel, 2019. "Falling under the control of a different type of owner : risk-taking implications for Banks," Post-Print hal-01882587, HAL.
- Peter L. Rousseau & Paul Wachtel, 2016.
"Episodes of financial deepening: credit booms or growth generators?,"
Vanderbilt University Department of Economics Working Papers
16-00013, Vanderbilt University Department of Economics.
- Peter L. Rousseau & Paul Wachtel, 2015. "Episodes of Financial Deepening: Credit Booms or Growth Generators?," Working Papers 15-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Peter L. Rousseau & Paul Wachtel, 2017. "Episodes of financial deepening: credit booms or growth generators?," Vanderbilt University Department of Economics Working Papers 17-00009, Vanderbilt University Department of Economics.
- Rainer Haselmann & Paul Wachtel & Jonas Sobott, 2016. "Credit Institutions, Ownership and Bank Lending in Transition Countries," Working Papers 16-10, New York University, Leonard N. Stern School of Business, Department of Economics.
2015
- Nicholas Economides, 2015. "Economic Features of the Internet and Network Neutrality," Working Papers 15-01, NET Institute.
- Nicholas Economides, 2015.
"Testimony on Network Neutrality to US Congress,"
Working Papers
15-18, NET Institute.
- Nicholas Economides, 2015. "Testimony on Network Neutrality to US Congress," Working Papers 15-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2015.
"Does Lack of Financial Stability Impair the Transmission of Monetary Policy?,"
HIT-REFINED Working Paper Series
24, Institute of Economic Research, Hitotsubashi University.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2020. "Does the lack of financial stability impair the transmission of monetary policy?," Journal of Financial Economics, Elsevier, vol. 138(2), pages 342-365.
- Viral V. Acharya & Björn Imbierowicz & Sascha Steffen & Daniel Teichmann, 2019. "Does the Lack of Financial Stability Impair the Transmission of Monetary Policy?," NBER Working Papers 26479, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2019. "Does the lack of financial stability impair the transmission of monetary policy?," CFS Working Paper Series 620, Center for Financial Studies (CFS).
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2019. "Does the lack of financial stability impair the transmission of monetary policy?," Discussion Papers 48/2019, Deutsche Bundesbank.
- John J. Horton, 2015. "The Tragedy of Your Upstairs Neighbors: Is the Airbnb Negative Externality Internalized?," Papers 1611.05688, arXiv.org.
- Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Strö & Johannes bel, 2015.
"Do Banks Pass Through Credit Expansions? The Marginal Profitability of Consumer Lending During the Great Recession,"
CESifo Working Paper Series
5521, CESifo.
- Agarwal, Sumit & Ströbel, Johannes & Chomsisengphet, Souphala & Mahoney, Neale, 2015. "Do Banks Pass Through Credit Expansions? The Marginal Profitability of Consumer Lending During the Great Recession," CEPR Discussion Papers 10839, C.E.P.R. Discussion Papers.
- Johannes Ströbel & Joseph Vavra, 2015.
"House Prices, Local Demand, and Retail Prices,"
CESifo Working Paper Series
5607, CESifo.
- Johannes Stroebel & Joseph Vavra, 2019. "House Prices, Local Demand, and Retail Prices," Journal of Political Economy, University of Chicago Press, vol. 127(3), pages 1391-1436.
- Ströbel, Johannes & Vavra, Joseph, 2015. "House Prices, Local Demand, and Retail Prices," CEPR Discussion Papers 10612, C.E.P.R. Discussion Papers.
- Johannes Stroebel & Joseph Vavra, 2014. "House Prices, Local Demand, and Retail Prices," NBER Working Papers 20710, National Bureau of Economic Research, Inc.
- Stefano Giglio & Matteo Maggiori & Johannes Ströbel & Andreas Weber, 2015.
"Climate Change and Long-Run Discount Rates: Evidence from Real Estate,"
CESifo Working Paper Series
5608, CESifo.
- Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate [Abrupt climate change]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3527-3571.
- Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo & Weber, Andreas, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CEPR Discussion Papers 10958, C.E.P.R. Discussion Papers.
- Matteo Maggiori & Stefano Giglio & Johannes Stroebel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," Working Paper 323746, Harvard University OpenScholar.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," NBER Working Papers 21767, National Bureau of Economic Research, Inc.
- Monika Piazzesi & Martin Schneider & Johannes Stroebel, 2015.
"Segmented Housing Search,"
NBER Working Papers
20823, National Bureau of Economic Research, Inc.
- Monika Piazzesi & Martin Schneider & Johannes Stroebel, 2020. "Segmented Housing Search," American Economic Review, American Economic Association, vol. 110(3), pages 720-759, March.
- Martin Schneider & Johannes Stroebel & Monika Piazzesi, 2012. "Segmented Housing Search," 2012 Meeting Papers 670, Society for Economic Dynamics.
- Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2015.
"Do Banks Pass Through Credit Expansions to Consumers Who Want to Borrow?,"
NBER Working Papers
21567, National Bureau of Economic Research, Inc.
- Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2018. "Do Banks Pass through Credit Expansions to Consumers Who want to Borrow?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 129-190.
- Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel & Sumit Agarwal, 2015. "Stimulating Household Borrowing During the Great Recession," 2015 Meeting Papers 1489, Society for Economic Dynamics.
- Emran, M. Shahe & Greene, William H & Shilpi, Forhad, 2015. "When measure matters: coresident sample selection bias in estimating intergenerational mobility in developing countries," MPRA Paper 65920, University Library of Munich, Germany.
- Luis Cabral & Lingfang Li, 2015.
"A dollar for your thoughts: Feedback-conditional rebates on eBay,"
Natural Field Experiments
00578, The Field Experiments Website.
- Luís Cabral & Lingfang (Ivy) Li, 2015. "A Dollar for Your Thoughts: Feedback-Conditional Rebates on eBay," Management Science, INFORMS, vol. 61(9), pages 2052-2063, September.
- Luis Cabral & Lingfang (Ivy) Li, 2012. "A Dollar for Your Thoughts: Feedback-Conditional Rebates on eBay," Working Papers 12-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicolae B. Gârleanu & Lasse H. Pedersen, 2015.
"Efficiently Inefficient Markets for Assets and Asset Management,"
NBER Working Papers
21563, National Bureau of Economic Research, Inc.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2018. "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, vol. 73(4), pages 1663-1712, August.
- Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2018. "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers 12664, C.E.P.R. Discussion Papers.
- Pedersen, Lasse Heje & Vestergaard Jensen, Mads, 2015.
"Early Option Exercise: Never Say Never,"
CEPR Discussion Papers
11019, C.E.P.R. Discussion Papers.
- Jensen, Mads Vestergaard & Pedersen, Lasse Heje, 2016. "Early option exercise: Never say never," Journal of Financial Economics, Elsevier, vol. 121(2), pages 278-299.
- Joerg Baten & Nicola Bianchi & Petra Moser, 2015. "Does Compulsory Licensing Discourage Invention? Evidence From German Patents After WWI," NBER Working Papers 21442, National Bureau of Economic Research, Inc.
- Petra Moser & Joerg Ohmstedt & Paul W. Rhode, 2015. "Patent Citations and the Size of the Inventive Step - Evidence from Hybrid Corn," NBER Working Papers 21443, National Bureau of Economic Research, Inc.
- Xing Li & Megan MacGarvie & Petra Moser, 2015.
"Dead Poet's Property - How Does Copyright Influence Price?,"
NBER Working Papers
21522, National Bureau of Economic Research, Inc.
- Xing Li & Megan MacGarvie & Petra Moser, 2014. "Dead Poets’ Property - How Does Copyright Influence Price," Discussion Papers 14-001, Stanford Institute for Economic Policy Research.
- David Yermack, 2015. "Donor Governance and Financial Management in Prominent U.S. Art Museums," NBER Working Papers 21066, National Bureau of Economic Research, Inc.
- David Yermack, 2015. "Corporate Governance and Blockchains," NBER Working Papers 21802, National Bureau of Economic Research, Inc.
- Stephen O'Connell & Allan Collard-Wexler & Hunt Allcott, 2015. "How Do Electricity Shortages A\00ffect Production? Evidence from India," 2015 Meeting Papers 159, Society for Economic Dynamics.
- Miguel Faria-e-Castro & Joseba Martinez & Thomas Philippon, 2015.
"Runs versus Lemons: Information Disclosure and Fiscal Capacity,"
NBER Working Papers
21201, National Bureau of Economic Research, Inc.
- Miguel Faria-e-Castro & Joseba Martinez & Thomas Philippon, 2017. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(4), pages 1683-1707.
- Thomas Philippon & Joseba Martinez & Miguel de Faria e Castro, 2015. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," 2015 Meeting Papers 1146, Society for Economic Dynamics.
- Philippon, Thomas & Faria e castro, Miguel & Martinez, Joseba, 2016. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," CEPR Discussion Papers 11408, C.E.P.R. Discussion Papers.
- Philippon, Thomas & Martinez, Joseba & Faria e castro, Miguel, 2015. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," CEPR Discussion Papers 10614, C.E.P.R. Discussion Papers.
- Thomas Philippon & Joseba Martinez, 2015.
"Does a Currency Union Need a Capital Market Union?,"
2015 Meeting Papers
501, Society for Economic Dynamics.
- Martinez, Joseba & Philippon, Thomas & Sihvonen, Markus, 2022. "Does a currency union need a capital market union?," Journal of International Economics, Elsevier, vol. 139(C).
- Joseba Martinez & Markus Sihvonen & Thomas Philippon, 2019. "Does a Currency Union Need a Capital market Union?," 2019 Meeting Papers 822, Society for Economic Dynamics.
- Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2015. "The Real Value of China's Stock Market," NBER Working Papers 20957, National Bureau of Economic Research, Inc.
- Luis Gonzalo Llosa & Venky Venkateswaran, 2015.
"Efficiency with Endogenous Information Choice,"
Working Papers
44, Peruvian Economic Association.
- Venky Venkateswaran & Luis Llosa, 2012. "Efficiency With Endogenous Information Choice," 2012 Meeting Papers 660, Society for Economic Dynamics.
- Venky Venkateswaran & Laura Veldkamp & Julian Kozlowski, 2015.
"The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation,"
2015 Meeting Papers
800, Society for Economic Dynamics.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," Working Papers 15-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Venky Venkateswaran & Laura Veldkamp & Julian Kozlowski, 2016. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," 2016 Meeting Papers 245, Society for Economic Dynamics.
- Christian Hellwig & Venky Venkateswaran, 2015. "Dispersed Information, Sticky Prices and Monetary Business Cycles: A Hayekian Perspective," Working Papers 15-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2015. "The Crowding Out Effect of Portfolio Re-Allocations: Evidence from Sovereign Markets," Working Paper 349626, Harvard University OpenScholar.
- Paravisini, Daniel & Rappoport, Veronica & Schnabl, Philipp & Wolfenzon, Daniel, 2015.
"Dissecting the effect of credit supply on trade: evidence from matched credit-export data,"
LSE Research Online Documents on Economics
59575, London School of Economics and Political Science, LSE Library.
- Daniel Paravisini & Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon, 2015. "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(1), pages 333-359.
- Daniel Paravisini & Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon, 2011. "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," NBER Working Papers 16975, National Bureau of Economic Research, Inc.
- Paravisini, Daniel & Rappoport, Veronica & Schnabl, Philipp & Wolfenzon, Daniel, 2010. "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," Working Papers 2010-022, Banco Central de Reserva del Perú.
- Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon & Daniel Paravisini, 2011. "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," 2011 Meeting Papers 180, Society for Economic Dynamics.
- Veronica Rappoport & Philipp Schnabl & Daniel Paravisini, 2015. "Comparative Advantage and Specialization in Bank Lending," 2015 Meeting Papers 499, Society for Economic Dynamics.
- Evan Rawley & Robert Seamans, 2015. "Intra-Firm Spillovers? The Stock and Flow Effects of Collocation," Working Papers 15-01, Center for Economic Studies, U.S. Census Bureau.
- Gallardo, German Gutierrez & Schuermann, Til & Duane, Michael, 2015.
"Stress Testing Convergence,"
Working Papers
15-11, University of Pennsylvania, Wharton School, Weiss Center.
- Gallardo, German Gutierrez & Schuermann, Til & Duane, Michael, 2016. "Stress testing convergence," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 9(1), pages 32-45, January.
2014
- Bertaud, Alain, 2014. "Converting land into affordable housing floor space," Policy Research Working Paper Series 6870, The World Bank.
- Acharya, Viral & Engle, Robert & Pierret, Diane, 2014.
"Testing macroprudential stress tests: The risk of regulatory risk weights,"
LIDAM Reprints ISBA
2014022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Acharya, Viral & Engle, Robert & Pierret, Diane, 2014. "Testing macroprudential stress tests: The risk of regulatory risk weights," Journal of Monetary Economics, Elsevier, vol. 65(C), pages 36-53.
- Viral V. Acharya & Robert Engle & Diane Pierret, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," NBER Working Papers 18968, National Bureau of Economic Research, Inc.
- Engle, Robert & Acharya, Viral & Pierret, Diane, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9431, C.E.P.R. Discussion Papers.
- Engle, Robert & Acharya, Viral & Pierret, Diane, 2014. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9800, C.E.P.R. Discussion Papers.
- Robert Engle & Emil Siriwardane, 2014.
"Structural GARCH: The Volatility-Leverage Connection,"
Working Papers
14-07, Office of Financial Research, US Department of the Treasury.
- Robert F. Engle & Emil N. Siriwardane, 2018. "Structural GARCH: The Volatility-Leverage Connection," The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 449-492.
- Nicholas Economides & Benjamin Hermalin, 2014.
"The Strategic Use of Download Limits by a Monopoly Platform,"
Working Papers
14-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Benjamin E. Hermalin, 2015. "The strategic use of download limits by a monopoly platform," RAND Journal of Economics, RAND Corporation, vol. 46(2), pages 297-327, June.
- Nicholas Economides & Benjamin Hermalin, 2013. "The Strategic Use of Download Limits by a Monopoly Platform," Working Papers 13-26, NET Institute.
- Nicholas Economides, 2014.
"Bundling and Tying,"
Working Papers
14-22, NET Institute.
- Nicholas Economides, 2015. "Bundling and Tying," Working Papers 15-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Przemyslaw Jeziorski, 2014.
"Mobile Money in Tanzania,"
Working Papers
14-24, NET Institute.
- Nicholas Economides & Przemyslaw Jeziorski, 2017. "Mobile Money in Tanzania," Marketing Science, INFORMS, vol. 36(6), pages 815-837, November.
- Nicholas Economides & Przemyslaw Jeziorski, 2015. "Mobile Money in Tanzania," Working Papers 15-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Alexander Aue & Lajos Horváth & Clifford M. Hurvich & Philippe Soulier, 2014.
"Limit Laws in Transaction-Level Asset Price Models,"
Post-Print
hal-00583372, HAL.
- Aue, Alexander & Horváth, Lajos & Hurvich, Clifford & Soulier, Philippe, 2014. "Limit Laws In Transaction-Level Asset Price Models," Econometric Theory, Cambridge University Press, vol. 30(3), pages 536-579, June.
- Acharya, Viral & Hirsch, Christian & Eisert, Tim & Eufinger, Christian, 2014.
"Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans,"
CEPR Discussion Papers
10108, C.E.P.R. Discussion Papers.
- Viral V Acharya & Tim Eisert & Christian Eufinger & Christian Hirsch, 2018. "Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans," The Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 2855-2896.
- Acharya, Viral, 2014.
"Financial Dependence and Innovation: The Case of Public versus Private Firms,"
CEPR Discussion Papers
9829, C.E.P.R. Discussion Papers.
- Acharya, Viral & Xu, Zhaoxia, 2017. "Financial dependence and innovation: The case of public versus private firms," Journal of Financial Economics, Elsevier, vol. 124(2), pages 223-243.
- Viral V. Acharya & Zhaoxia Xu, 2013. "Financial Dependence and Innovation: The Case of Public versus Private Firms," NBER Working Papers 19708, National Bureau of Economic Research, Inc.
- Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Perez, Ander, 2014. "Bank lines of credit as contingent liquidity: A study of covenant violations and their implications," Working Paper Series 1702, European Central Bank.
- Acharya, Viral & Litov, Lubomir P. & Sepe, Simone M., 2014. "Seeking Alpha, Taking Risk: Evidence from Non-executive Pay in U.S. Bank Holding Companies," Working Papers 13-18, University of Pennsylvania, Wharton School, Weiss Center.
- Acharya, Viral V. & Steffen, Sascha, 2014. "Falling short of expectations? Stress-testing the European banking system," CEPS Papers 8803, Centre for European Policy Studies.
- Viral V. Acharya & Michael J. Fleming & Warren B. Hrung & Asani Sarkar, 2014.
"Dealer financial conditions and lender-of-last resort facilities,"
Staff Reports
673, Federal Reserve Bank of New York.
- Acharya, Viral V. & Fleming, Michael J. & Hrung, Warren B. & Sarkar, Asani, 2017. "Dealer financial conditions and lender-of-last-resort facilities," Journal of Financial Economics, Elsevier, vol. 123(1), pages 81-107.
- Marco Pagano & Sam Langfield & Viral V. Acharya & Arnoud Boot & Markus K. Brunnermeier & Claudia Buch & Martin F. Hellwig & André Sapir & Ieke van den Burg, 2014.
"Is Europe Overbanked?,"
Report of the Advisory Scientific Committee
4, European Systemic Risk Board.
- Marco Pagano & ESRB Advisory Scientific Committee, 2014. "Is Europe Overbanked?," mBank - CASE Seminar Proceedings 132, CASE-Center for Social and Economic Research.
- Acharya, Viral V. & Steffen, Sascha, 2014. "Making sense of the comprehensive assessment," SAFE Policy Letters 32, Leibniz Institute for Financial Research SAFE.
- Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo, 2014.
"No-Bubble Condition: Model-Free Tests in Housing Markets,"
CEPR Discussion Papers
9978, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2016. "No‐Bubble Condition: Model‐Free Tests in Housing Markets," Econometrica, Econometric Society, vol. 84, pages 1047-1091, May.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014. "No-Bubble Condition: Model-free Tests in Housing Markets," NBER Working Papers 20154, National Bureau of Economic Research, Inc.
- Matteo Maggiori & Stefano Giglio & Johannes Stroebel, "undated". "No-Bubble Condition: Model-Free Tests in Housing Markets," Working Paper 181786, Harvard University OpenScholar.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014.
"Very long-run discount rates,"
Globalization Institute Working Papers
182, Federal Reserve Bank of Dallas.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014. "Very Long-Run Discount Rates," NBER Working Papers 20133, National Bureau of Economic Research, Inc.
- Matteo Maggiori & Johannes Stroebel & Stefano Giglio, 2014. "Very Long Run Discount Rates," 2014 Meeting Papers 1281, Society for Economic Dynamics.
- Pablo Kurlat & Johannes Stroebel, 2014.
"Testing for Information Asymmetries in Real Estate Markets,"
NBER Working Papers
19875, National Bureau of Economic Research, Inc.
- Pablo Kurlat & Johannes Stroebel, 2015. "Testing for Information Asymmetries in Real Estate Markets," The Review of Financial Studies, Society for Financial Studies, vol. 28(8), pages 2429-2461.
- Joe Vavra & Johannes Stroebel, 2014. "House Prices and Retail Prices," 2014 Meeting Papers 72, Society for Economic Dynamics.
- Mr. Stijn Claessens & Swart R. Ghosh & Miss Roxana Mihet, 2014.
"Macro-Prudential Policies to Mitigate Financial System Vulnerabilities,"
IMF Working Papers
2014/155, International Monetary Fund.
- Claessens, Stijn & Ghosh, Swati R. & Mihet, Roxana, 2013. "Macro-prudential policies to mitigate financial system vulnerabilities," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 153-185.
- Nicholas Bloom & Paul M. Romer & Stephen J. Terry & John Van Reenen, 2014.
"Trapped Factors and China's Impact on Global Growth,"
NBER Working Papers
19951, National Bureau of Economic Research, Inc.
- Nicholas Bloom & Paul Romer & Stephen J Terry & John Van Reenen, 2021. "Trapped Factors and China’s Impact on Global Growth [Competition and innovation: an inverted-U relationship]," The Economic Journal, Royal Economic Society, vol. 131(633), pages 156-191.
- Bloom, Nick & Romer, Paul & Terry, Stephen & Van Reenen, John, 2020. "Trapped factors and China’s impact on global growth," LSE Research Online Documents on Economics 105013, London School of Economics and Political Science, LSE Library.
- Nicholas Bloom & Paul Romer & Stephen Terry & John Van Reenen, 2014. "Trapped Factors and China's Impact on Global Growth," CEP Discussion Papers dp1261, Centre for Economic Performance, LSE.
- Bloom, Nicholas & Romer, Paul & Terry, Stephen & Van Reenen, John, 2015. "Trapped factors and China’s impact on global growth," LSE Research Online Documents on Economics 60272, London School of Economics and Political Science, LSE Library.
- Fuller, Brandon & Romer, Paul, 2014. "Urbanization as opportunity," Policy Research Working Paper Series 6874, The World Bank.
- Massimo Filippini & William Greene, 2014.
"Persistent and Transient Productive Inefficiency: A Maximum Simulated Likelihood Approach,"
CER-ETH Economics working paper series
14/197, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Massimo Filippini & William Greene, 2016. "Persistent and transient productive inefficiency: a maximum simulated likelihood approach," Journal of Productivity Analysis, Springer, vol. 45(2), pages 187-196, April.
- Thomas Geissmann & Massimo Filippini & William Greene, 2014.
"Persistent and Transient Cost Efficiency – An Application to the Swiss Hydropower Sector,"
CER-ETH Economics working paper series
16/251, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Massimo Filippini & Thomas Geissmann & William H. Greene, 2018. "Persistent and transient cost efficiency—an application to the Swiss hydropower sector," Journal of Productivity Analysis, Springer, vol. 49(1), pages 65-77, February.
- Wenhua Di & William H. Greene & Sherrie L. W. Rhine & Emily Ryder Perlmeter, 2014.
"Savings account ownership during the great recession,"
Perspectives
6, Federal Reserve Bank of Dallas.
- Sherrie L. W. Rhine & Wenhua Di & William H. Greene & Emily Perlmeter, 2016. "Savings Account Ownership During the Great Recession," Journal of Family and Economic Issues, Springer, vol. 37(3), pages 333-348, September.
- Brown, Sarah & Greene, William H. & Harris, Mark N., 2014.
"A New Formulation for Latent Class Models,"
IZA Discussion Papers
8283, Institute of Labor Economics (IZA).
- Sarah Brown & William Greene & Mark N. Harris, 2014. "A New Formulation for Latent Class Models," Working Papers 2014006, The University of Sheffield, Department of Economics.
- William Greene & Mark N Harris & Christopher Spencer, 2014.
"Estimating the Standard Errors of Individual-Specific Parameters in Random Parameters Models,"
Discussion Paper Series
2014_01, Department of Economics, Loughborough University, revised Jan 2014.
- William H Greene & Mark N Harris & Christopher Spencer, 2013. "Estimating the Standard Errors of Individual-Specific Parameters in Random Parameters Models," Bankwest Curtin Economics Centre Working Paper series WP1309, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
- Felix Chan & Mark N. Harris & William Greene & László Kónya, 2014. "Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity," Working Papers 14-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- William H. Greene & Mark N. Harris & Bruce Hollingsworth, 2014.
"Inflated Responses in Measures of Self-Assessed Health,"
Working Papers
14-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- William H. Greene & Mark N. Harris & Bruce Hollingsworth, 2015. "Inflated Responses in Measures of Self-Assessed Health," American Journal of Health Economics, University of Chicago Press, vol. 1(4), pages 461-493, Fall.
- William H. Greene & Mark N. Harris & Bruce Hollingsworth, 2015. "Inflated Responses in Measures of Self-Assessed Health," American Journal of Health Economics, MIT Press, vol. 1(4), pages 461-493, Fall.
- Cabral, Luis, 2014.
"Staggered Contracts, Market Power, and Welfare,"
CEPR Discussion Papers
10095, C.E.P.R. Discussion Papers.
- Luis Cabral, 2014. "Staggered Contracts, Market Power and Welfare," Working Papers 14-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luis, 2014.
"We're Number 1: Price Wars for Market Share Leadership,"
CEPR Discussion Papers
9818, C.E.P.R. Discussion Papers.
- Luís Cabral, 2018. "We’re Number 1: Price Wars for Market Share Leadership," Management Science, INFORMS, vol. 64(5), pages 2013-2030, May.
- Luis Cabral, 2014. "We're Number 1: Price Wars for Market Share Leadership," Working Papers 14-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Petra Moser & Alessandra Voena & Fabian Waldinger, 2014.
"German-Jewish Emigres and U.S. Invention,"
NBER Working Papers
19962, National Bureau of Economic Research, Inc.
- Petra Moser & Alessandra Voena & Fabian Waldinger, 2014. "German Jewish ?migr?s and US Invention," American Economic Review, American Economic Association, vol. 104(10), pages 3222-3255, October.
- Moser, Petra & Voena, Alessandra & Waldinger, Fabian, 2014. "German Jewish émigrés and US invention," LSE Research Online Documents on Economics 68322, London School of Economics and Political Science, LSE Library.
- Moser, Petra & Voena, Alessandra & Waldinger, Fabian, 2014. "German Jewish Emigres and US Invention," Munich Reprints in Economics 68900, University of Munich, Department of Economics.
- Marinho Bertanha & Petra Moser, 2014.
"Spatial Errors in Count Data Regressions,"
NBER Working Papers
20374, National Bureau of Economic Research, Inc.
- Bertanha Marinho & Moser Petra, 2016. "Spatial Errors in Count Data Regressions," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 49-69, January.
- David Backus & Axelle Ferriere & Stanley Zin, 2014.
"Risk and Ambiguity in Models of Business Cycles,"
NBER Working Papers
20319, National Bureau of Economic Research, Inc.
- Backus, David & Ferriere, Axelle & Zin, Stanley, 2015. "Risk and ambiguity in models of business cycles," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 42-63.
- Yehuda Izhakian & David Yermack, 2014. "Risk, Ambiguity, and the Exercise of Employee Stock Options," NBER Working Papers 19975, National Bureau of Economic Research, Inc.
- David Yermack & Yuanzhi Li, 2014. "Evasive Shareholder Meetings," NBER Working Papers 19991, National Bureau of Economic Research, Inc.
- Hunt Allcott & Allan Collard-Wexler & Stephen D. O'Connell, 2014.
"How Do Electricity Shortages Affect Industry? Evidence from India,"
NBER Working Papers
19977, National Bureau of Economic Research, Inc.
- Hunt Allcott & Allan Collard-Wexler & Stephen D. O'Connell, 2016. "How Do Electricity Shortages Affect Industry? Evidence from India," American Economic Review, American Economic Association, vol. 106(3), pages 587-624, March.
- Allan Collard-Wexler & Gautam Gowrisankaran & Robin S. Lee, 2014.
"“Nash-in-Nash” Bargaining: A Microfoundation for Applied Work,"
NBER Working Papers
20641, National Bureau of Economic Research, Inc.
- Allan Collard-Wexler & Gautam Gowrisankaran & Robin S. Lee, 2019. ""Nash-in-Nash" Bargaining: A Microfoundation for Applied Work," Journal of Political Economy, University of Chicago Press, vol. 127(1), pages 163-195.
- Barbara G. Katz & Joel Owen, 2014. "An Evaluation of Shareholder Activism," Working Papers 14-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Philippe Martin & Thomas Philippon, 2014.
"Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone,"
NBER Working Papers
20572, National Bureau of Economic Research, Inc.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," American Economic Review, American Economic Association, vol. 107(7), pages 1904-1937, July.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," Post-Print hal-03391984, HAL.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," SciencePo Working papers Main hal-03460217, HAL.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," SciencePo Working papers Main hal-03391984, HAL.
- Martin, Philippe & Philippon, Thomas, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," CEPR Discussion Papers 10189, C.E.P.R. Discussion Papers.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," Working Papers hal-03460217, HAL.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," SciencePo Working papers hal-03460217, HAL.
- Yalincak, Orhun hakan, 2014. "Critical Analysis of Acquitted Conduct Sentencing in the U.S.: "Kafka-esque," "Repugnant," "Uniquely Malevolent" and "Pernicious"?," MPRA Paper 59143, University Library of Munich, Germany.
- Pricila Maziero, 2014. "Income distribution and the incentives to default," 2014 Meeting Papers 1332, Society for Economic Dynamics.
- Joel M. David & Hugo A. Hopenhayn & Venky Venkateswaran, 2014.
"Information, Misallocation and Aggregate Productivity,"
NBER Working Papers
20340, National Bureau of Economic Research, Inc.
- Joel M. David & Hugo A. Hopenhayn & Venky Venkateswaran, 2016. "Information, Misallocation, and Aggregate Productivity," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(2), pages 943-1005.
- Venky Venkateswaran & Hugo A. Hopenhayn & Joel David, 2014. "Information, Misallocation and Aggregate Productivity," 2014 Meeting Papers 526, Society for Economic Dynamics.
- Venky Venkateswaran & Ali Shourideh & Benjamin Lester, 2014. "OTC Trading vs. Exchanges: A welfare comparison," 2014 Meeting Papers 1107, Society for Economic Dynamics.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2014.
"A Model of Monetary Policy and Risk Premia,"
NBER Working Papers
20141, National Bureau of Economic Research, Inc.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018. "A Model of Monetary Policy and Risk Premia," Journal of Finance, American Finance Association, vol. 73(1), pages 317-373, February.
- Alan Moreira & Alexi Savov, 2014.
"The Macroeconomics of Shadow Banking,"
NBER Working Papers
20335, National Bureau of Economic Research, Inc.
- Alexi Savov & Alan Moreira, 2014. "The Macroeconomics of Shadow Banking," 2014 Meeting Papers 254, Society for Economic Dynamics.
- Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2014.
"Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy,"
Working Paper
220976, Harvard University OpenScholar.
- Bottero, Margherita & Lenzu, Simone & Mezzanotti, Filippo, 2020. "Sovereign debt exposure and the bank lending channel: Impact on credit supply and the real economy," Journal of International Economics, Elsevier, vol. 126(C).
- Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2015. "Sovereign debt exposure and the bank lending channel: impact on credit supply and the real economy," Temi di discussione (Economic working papers) 1032, Bank of Italy, Economic Research and International Relations Area.
- Behn, Markus & Haselmann, Rainer & Wachtel, Paul, 2014.
"Pro-cyclical capital regulation and lending,"
Discussion Papers
32/2014, Deutsche Bundesbank.
- Markus Behn & Rainer Haselmann & Paul Wachtel, 2016. "Procyclical Capital Regulation and Lending," Journal of Finance, American Finance Association, vol. 71(2), pages 919-956, April.
- Markus Behn & Rainer Haselmann & Paul Wachtel, 2013. "Pro-Cyclical Capital Regulation and Lending," Working Papers 13-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Bonin, John & Hasan, Iftekhar & Wachtel, Paul, 2014.
"Banking in transition countries,"
BOFIT Discussion Papers
8/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Paul Wachtel & Iftekhar Hasan & John Bonin, 2008. "Banking in Transition Countries," Working Papers 08-22, New York University, Leonard N. Stern School of Business, Department of Economics.
- John Bonin & Iftekhar Hasan & Paul Wachtel, 2013. "Banking in Transition Countries," Wesleyan Economics Working Papers 2013-008, Wesleyan University, Department of Economics.
- Bonin, John & Hasan, Iftekhar & Wachtel, Paul, 2008. "Banking in transition countries," BOFIT Discussion Papers 12/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
- Abdallah Salami & Robert Seamans, 2014. "The Effect of the Internet on Newspaper Readability," Working Papers 14-13, NET Institute.
- Georges Vivien Houngbonon & Arthur Bauer & Abdoulaye Ndiaye & Clara Champagne & Tite Yokossi & Nathalie Ferrière & Hédi Brahimi & Jeanne Avril, 2014. "Assessing the Inclusiveness of Growth in Africa: Evidence from Cameroon, Senegal, and Tanzania," WIDER Working Paper Series wp-2014-120, World Institute for Development Economic Research (UNU-WIDER).
2013
- Turan G. Bali & Robert F. Engle & Yi Tang, 2013.
"Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns,"
Koç University-TUSIAD Economic Research Forum Working Papers
1305, Koc University-TUSIAD Economic Research Forum.
- Turan G. Bali & Robert F. Engle & Yi Tang, 2017. "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, vol. 63(11), pages 3760-3779, November.
- Malcolm Baker & Jeffrey Wurgler, 2013. "Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly," NBER Working Papers 19018, National Bureau of Economic Research, Inc.
- Acharya, Viral & Steffen, Sascha, 2013.
"The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks,"
CEPR Discussion Papers
9432, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Steffen, Sascha, 2015. "The “greatest” carry trade ever? Understanding eurozone bank risks," Journal of Financial Economics, Elsevier, vol. 115(2), pages 215-236.
- Viral V. Acharya & Sascha Steffen, 2013. "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," NBER Working Papers 19039, National Bureau of Economic Research, Inc.
- Acharya, Viral & Kovner, Anna & Afonso, Gara, 2013.
"How do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007,"
CEPR Discussion Papers
9457, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Afonso, Gara & Kovner, Anna, 2017. "How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007," Journal of Financial Intermediation, Elsevier, vol. 30(C), pages 1-34.
- Viral V. Acharya & Gara M. dup Afonso & Anna Kovner, 2013. "How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007," Staff Reports 623, Federal Reserve Bank of New York.
- Acharya, Viral & Tuckman, Bruce, 2013.
"Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage,"
CEPR Discussion Papers
9784, C.E.P.R. Discussion Papers.
- Viral V Acharya & Bruce Tuckman, 2014. "Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(4), pages 606-655, November.
- Viral V. Acharya & Bruce Tuckman, 2013. "Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage," NBER Working Papers 19773, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Heitor Almeida & Filippo Ippolito & Ander Perez, 2013.
"Credit Lines as Monitored Liquidity Insurance: Theory and Evidence,"
NBER Working Papers
18892, National Bureau of Economic Research, Inc.
- Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Perez, Ander, 2014. "Credit lines as monitored liquidity insurance: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 112(3), pages 287-319.
- Heitor Almeida & Filippo Ippolito & Ander Perez & Viral Acharya, 2012. "Credit Lines as Monitored Liquidity Insurance: Theory and Evidence," 2012 Meeting Papers 823, Society for Economic Dynamics.
- André Sapir & Martin F. Hellwig & Marco Pagano & Viral V. Acharya & Leszek Balcerowicz & Arnoud Boot & Markus K. Brunnermeier & Claudia Buch & Ieke van den Burg & Charles Calomiris & Daniel Gros & Da, 2013. "The consequences of the single supervisory mechanism for Europe's macro-prudential policy framework," Report of the Advisory Scientific Committee 3, European Systemic Risk Board.
- Ajay Agrawal & John Horton & Nicola Lacetera & Elizabeth Lyons, 2013.
"Digitization and the Contract Labor Market: A Research Agenda,"
NBER Working Papers
19525, National Bureau of Economic Research, Inc.
- Ajay Agrawal & John Horton & Nicola Lacetera & Elizabeth Lyons, 2015. "Digitization and the Contract Labor Market: A Research Agenda," NBER Chapters, in: Economic Analysis of the Digital Economy, pages 219-250, National Bureau of Economic Research, Inc.
- Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2013.
"Regulating Consumer Financial Products: Evidence from Credit Cards,"
NBER Working Papers
19484, National Bureau of Economic Research, Inc.
- Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2015. "Regulating Consumer Financial Products: Evidence from Credit Cards," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 130(1), pages 111-164.
- Johannes Stroebel, 2014. "Regulating Consumer Financial Products: Evidence from Credit Cards," 2014 Meeting Papers 126, Society for Economic Dynamics.
- Nicholas Bloom & Paul Romer & Stephen Terry & John Van Reenen, 2013.
"A Trapped Factors Model of Innovation,"
CEP Discussion Papers
dp1189, Centre for Economic Performance, LSE.
- Nicholas Bloom & Paul M. Romer & Stephen J. Terry & John Van Reenen, 2013. "A Trapped-Factors Model of Innovation," American Economic Review, American Economic Association, vol. 103(3), pages 208-213, May.
- Bloom, Nicholas & Romer, Paul & Terry, Stephen & Van Reenen, John, 2013. "A trapped factors model of innovation," LSE Research Online Documents on Economics 48920, London School of Economics and Political Science, LSE Library.
- Bloom, Nicholas & Romer, Paul M. & Terry, Stephen J. & Van Reenen, John, 2013. "A trapped-factors model of innovation," LSE Research Online Documents on Economics 59326, London School of Economics and Political Science, LSE Library.
- William H.Greene & Max Gillman & Mark N. Harris & Christopher Spencer, 2013.
"The Tempered Ordered Probit (TOP) model with an application to monetary policy,"
Discussion Paper Series
2013_10, Department of Economics, Loughborough University, revised Sep 2013.
- Greene, William H. & Gillman, Max & Harris, Mark N. & Spencer, Christopher, 2013. "The Tempered Ordered Probit (TOP) Model with an Application to Monetary Policy," CEI Working Paper Series 2013-04, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- William H Greene & Mark N Harris & Preety Srivastava & Xueyan Zhao, 2013. "Econometric Modelling of Social Bads," Bankwest Curtin Economics Centre Working Paper series WP1305, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
- Cabral, Luis & Xu, Daniel Yi & Wang, Zhu, 2013.
"Competitors, Complementors, Parents and Places: Explaining Regional Agglomeration in the U.S. Auto Industry,"
CEPR Discussion Papers
9435, C.E.P.R. Discussion Papers.
- Luis Cabral & Zhu Wang & Daniel Yi Xu, 2018. "Competitor, Complementors, Parents and Places: Explaining Regional Agglomeration in the U.S. Auto Industry," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 1-29, October.
- Luis Cabral & Zhu Wang & Daniel Yi Xu, 2013. "Competitors, Complementors, Parents and Places: Explaining Regional Agglomeration in the U.S. Auto Industry," Working Papers 13-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luis Cabral & Zhu Wang & Daniel Yi Xu, 2013. "Competitors, complementors, parents and places: Explaining regional agglomeration in the U.S. auto industry," Working Paper 13-04, Federal Reserve Bank of Richmond.
- Luís Cabral & Zhu Wang & Daniel Yi Xu, 2013. "Competitors, Complementors, Parents and Places: Explaining Regional Agglomeration in the U.S. Auto Industry," NBER Working Papers 18973, National Bureau of Economic Research, Inc.
- Ralph S.J. Koijen & Tobias J. Moskowitz & Lasse Heje Pedersen & Evert B. Vrugt, 2013.
"Carry,"
NBER Working Papers
19325, National Bureau of Economic Research, Inc.
- Koijen, Ralph S.J. & Moskowitz, Tobias J. & Pedersen, Lasse Heje & Vrugt, Evert B., 2018. "Carry," Journal of Financial Economics, Elsevier, vol. 127(2), pages 197-225.
- Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B., 2013. "Carry," CEPR Discussion Papers 9771, C.E.P.R. Discussion Papers.
- Andrea Frazzini & David Kabiller & Lasse H. Pedersen, 2013.
"Buffett's Alpha,"
NBER Working Papers
19681, National Bureau of Economic Research, Inc.
- Pedersen, Lasse Heje & Frazzini, Andrea & Kabiller, David, 2013. "Buffett?s Alpha," CEPR Discussion Papers 9769, C.E.P.R. Discussion Papers.
- Megan MacGarvie & Petra Moser, 2013.
"Copyright and the Profitability of Authorship: Evidence from Payments to Writers in the Romantic Period,"
NBER Working Papers
19521, National Bureau of Economic Research, Inc.
- Megan MacGarvie & Petra Moser, 2015. "Copyright and the Profitability of Authorship: Evidence from Payments to Writers in the Romantic Period," NBER Chapters, in: Economic Analysis of the Digital Economy, pages 357-379, National Bureau of Economic Research, Inc.
- Rahul Deb & Maher Said, 2013.
"Dynamic Screening with Limited Commitment,"
Working Papers
tecipa-485, University of Toronto, Department of Economics.
- Deb, Rahul & Said, Maher, 2015. "Dynamic screening with limited commitment," Journal of Economic Theory, Elsevier, vol. 159(PB), pages 891-928.
- David Backus & Mikhail Chernov & Stanley E. Zin, 2013.
"Identifying Taylor Rules in Macro-Finance Models,"
NBER Working Papers
19360, National Bureau of Economic Research, Inc.
- David Backus & Mikhail Chernov & Stanley Zin, 2013. "Identifying Taylor Rules in Macro-finance Models," Working Papers 13-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Backus, David & Zin, Stanley E. & Chernov, Mikhail & Zviadadze, Irina, 2013.
"Monetary policy risk: Rules vs. discretion,"
CEPR Discussion Papers
9611, C.E.P.R. Discussion Papers.
- David Backus & Mikhail Chernov & Stanley E. Zin & Irina Zviadadze, 2021. "Monetary Policy Risk: Rules vs. Discretion," NBER Working Papers 28983, National Bureau of Economic Research, Inc.
- Tanja Artiga González & Markus Schmid & David Yermack, 2013. "Smokescreen: How Managers Behave When They Have Something To Hide," NBER Working Papers 18886, National Bureau of Economic Research, Inc.
- David Yermack, 2013. "Is Bitcoin a Real Currency? An economic appraisal," NBER Working Papers 19747, National Bureau of Economic Research, Inc.
- Allan Collard-Wexler & Jan De Loecker, 2013.
"Reallocation and Technology: Evidence from the U.S. Steel Industry,"
NBER Working Papers
18739, National Bureau of Economic Research, Inc.
- Allan Collard-Wexler & Jan De Loecker, 2015. "Reallocation and Technology: Evidence from the US Steel Industry," American Economic Review, American Economic Association, vol. 105(1), pages 131-171, January.
- Allan Collard-Wexler & Jan De Loecker, 2012. "Reallocation and Technology: Evidence from the U.S. Steel Industry," Working Papers 1402, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Allan Collard-Wexler & Jan De Loecker, 2013. "Reallocation and technology: evidence from the U.S. steel industry," Working Papers of Department of Economics, Leuven 507290, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- De loecker, Jan & Collard-Wexler, Allan, 2013. "Reallocation and Technology: Evidence from the U.S. Steel Industry," CEPR Discussion Papers 9331, C.E.P.R. Discussion Papers.
- Allan Collard-Wexler & Jan De Loecker, 2013. "Reallocation and technology: evidence from the U.S. steel industry," Working Papers of Department of Economics, Leuven 507414, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Allan Collard-Wexler & Jan De Loecker, 2013. "Reallocation and Technology: Evidence From The U.S. Steel Industry," Working Papers 13-06, Center for Economic Studies, U.S. Census Bureau.
- Barbara Katz & Joel Owen, 2013. "Activism's Impact on Diversified Investors and the Market," Working Papers 13-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Agrawal, Ashwini K. & Matsa, David A., 2013.
"Labor unemployment risk and corporate financing decisions,"
LSE Research Online Documents on Economics
69608, London School of Economics and Political Science, LSE Library.
- Agrawal, Ashwini K. & Matsa, David A., 2013. "Labor unemployment risk and corporate financing decisions," Journal of Financial Economics, Elsevier, vol. 108(2), pages 449-470.
- Agrawal, Ashwini K., 2013.
"The impact of investor protection law on corporate policy and performance: evidence from the blue sky laws,"
LSE Research Online Documents on Economics
69607, London School of Economics and Political Science, LSE Library.
- Agrawal, Ashwini K., 2013. "The impact of investor protection law on corporate policy and performance: Evidence from the blue sky laws," Journal of Financial Economics, Elsevier, vol. 107(2), pages 417-435.
- Michael Cohen & Marc Rysman, 2013.
"Payment choice with consumer panel data,"
Working Papers
13-6, Federal Reserve Bank of Boston.
- Cohen, Michael & Rysman, Marc, 2012. "Payment Choice with Consumer Panel Data," Working Paper series 148348, University of Connecticut, Charles J. Zwick Center for Food and Resource Policy.
- Michael Cohen & Marc Rysman, 2012. "Payment choice with consumer panel data," Working Papers 13, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2013.
"Have Financial Markets Become More Informative?,"
NBER Working Papers
19728, National Bureau of Economic Research, Inc.
- Bai, Jennie & Philippon, Thomas & Savov, Alexi, 2016. "Have financial markets become more informative?," Journal of Financial Economics, Elsevier, vol. 122(3), pages 625-654.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2012. "Have financial markets become more informative?," Staff Reports 578, Federal Reserve Bank of New York.
- Yalincak, Orhun Hakan, 2013. "Freedom of Movement Rights of Turkish Nationals in the European Union," MPRA Paper 63158, University Library of Munich, Germany.
- Kosuke Uetake & Ken ONISHI & Kei Kawai, 2013. "Signaling in Online Credit Markets," 2013 Meeting Papers 516, Society for Economic Dynamics.
- Kei Kawai, 2013. "Campaign Finance in U.S. House Elections," 2013 Meeting Papers 1158, Society for Economic Dynamics.
- Pricila Maziero & Pierre Yared & Laurence Ales, 2013. "A Theory of Economic and Political Cycles," 2013 Meeting Papers 1261, Society for Economic Dynamics.
- Everett, Craig R. & K., John, 2013. "Private Businesses Predict Limited Growth for 2013," MPRA Paper 55528, University Library of Munich, Germany.
- Lawrence J. White, 2013. "Monopoly and Dominant Firms: Antitrust Economics and Policy Approaches," Working Papers 13-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2013.
"Credit Rating Agencies: An Overview,"
Working Papers
13-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2013. "Credit Rating Agencies: An Overview," Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 93-122, November.
- Lawrence J. White, 2013. "A Close Connection between the Disciplines of Industrial Organization and Finance: A Worthy Objective or a Bridge Too Far?," Working Papers 13-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Venky Venkateswaran & Randall Wright, 2013.
"Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity,"
NBER Working Papers
19009, National Bureau of Economic Research, Inc.
- Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 227-270, National Bureau of Economic Research, Inc.
- Venky Venkateswaran & Randall Wright, 2014. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 227-270.
- Vaidyanathan Venkateswaran & Hugo A. Hopenhayn & Joel David, 2013. "The Informativeness of Stock Prices, Misallocation and Aggregate Productivity," 2013 Meeting Papers 455, Society for Economic Dynamics.
- Andrew T. Ching & Tülin Erdem & Michael P. Keane, 2013. "Learning Models: An Assessment of Progress, Challenges and New Developments," Economics Papers 2013-W07, Economics Group, Nuffield College, University of Oxford.
- Paul Wachtel, 2013. "Is Macro Prudential Regulation Possible?," Working Papers 13-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2013.
"Institutional development and stock price synchronicity: Evidence from China,"
BOFIT Discussion Papers
20/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
- Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2014. "Institutional development and stock price synchronicity: Evidence from China," Journal of Comparative Economics, Elsevier, vol. 42(1), pages 92-108.
- John Bonin & Iftekhar Hasan & Paul Wachtel, 2013.
"Banking in Transition Countries,"
Wesleyan Economics Working Papers
2013-008, Wesleyan University, Department of Economics.
- Paul Wachtel & Iftekhar Hasan & John Bonin, 2008. "Banking in Transition Countries," Working Papers 08-22, New York University, Leonard N. Stern School of Business, Department of Economics.
- Bonin, John & Hasan, Iftekhar & Wachtel, Paul, 2014. "Banking in transition countries," BOFIT Discussion Papers 8/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Bonin, John & Hasan, Iftekhar & Wachtel, Paul, 2008. "Banking in transition countries," BOFIT Discussion Papers 12/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
- Jason Chan & Anindya Ghose & Robert Seamans, 2013. "The Internet and Hate Crime: Offline Spillovers from Online Access," Working Papers 13-02, NET Institute.
2012
- Annez, Patricia Clarke & Bertaud, Alain & Bertaud, Marie-Agnes & Bhatt, Bijal & Bhatt, Chirayu & Patel, Bimal & Phatak, Vidyadhar, 2012. "Ahmedabad : more but different government for"slum free"and livable cities," Policy Research Working Paper Series 6267, The World Bank.
- Robert F. Engle & Martin Klint Hansen & Asger Lunde, 2012. "And Now, The Rest of the News: Volatility and Firm Specific News Arrival," CREATES Research Papers 2012-56, Department of Economics and Business Economics, Aarhus University.
- Robert F. Engle & Eric Jondeau & Michael Rockinger, 2012.
"Systemic Risk in Europe,"
Swiss Finance Institute Research Paper Series
12-45, Swiss Finance Institute.
- Eric Jondeau & Michael Rockinger, 2014. "Systemic Risk in Europe," World Scientific Book Chapters, in: Risk Management Institute (ed.), Global Credit Review, chapter 1, pages 1-6, World Scientific Publishing Co. Pte. Ltd..
- Robert Engle & Eric Jondeau & Michael Rockinger, 2015. "Systemic Risk in Europe," Review of Finance, European Finance Association, vol. 19(1), pages 145-190.
- Eric Jondeau & Michael Rockinger, 2013. "Systemic Risk in Europe," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-6.
- Robert Engle & Michael J. Fleming & Eric Ghysels & Giang Nguyen, 2012.
"Liquidity and volatility in the U.S. treasury market,"
Staff Reports
590, Federal Reserve Bank of New York.
- Nguyen, Giang & Engle, Robert & Fleming, Michael & Ghysels, Eric, 2020. "Liquidity and volatility in the U.S. Treasury market," Journal of Econometrics, Elsevier, vol. 217(2), pages 207-229.
- Wen Cao & Clifford Hurvich & Philippe Soulier, 2012.
"Drift in Transaction-Level Asset Price Models,"
Working Papers
hal-00756372, HAL.
- Pierre Perron & Eduardo Zorita & Wen Cao & Clifford Hurvich & Philippe Soulier, 2017. "Drift in Transaction-Level Asset Price Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(5), pages 769-790, September.
- Malcolm Baker & Jeffrey Wurgler, 2012.
"Dividends as Reference Points: A Behavioral Signaling Approach,"
NBER Working Papers
18242, National Bureau of Economic Research, Inc.
- Malcolm Baker & Brock Mendel & Jeffrey Wurgler, 2016. "Dividends as Reference Points: A Behavioral Signaling Approach," The Review of Financial Studies, Society for Financial Studies, vol. 29(3), pages 697-738.
- Lambrecht, Bart & Acharya, Viral, 2012.
"A Theory of Income Smoothing When Insiders Know More Than Outsiders,"
CEPR Discussion Papers
8729, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Bart M. Lambrecht, 2015. "A Theory of Income Smoothing When Insiders Know More Than Outsiders," The Review of Financial Studies, Society for Financial Studies, vol. 28(9), pages 2534-2574.
- Viral V. Acharya & Bart M. Lambrecht, 2011. "A Theory of Income Smoothing When Insiders Know More Than Outsiders," NBER Working Papers 17696, National Bureau of Economic Research, Inc.
- Acharya, Viral & Schnabl, Philipp & Suarez, Gustavo, 2012.
"Securitization Without Risk Transfer,"
CEPR Discussion Papers
8769, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Schnabl, Philipp & Suarez, Gustavo, 2013. "Securitization without risk transfer," Journal of Financial Economics, Elsevier, vol. 107(3), pages 515-536.
- Viral V. Acharya & Philipp Schnabl & Gustavo Suarez, 2010. "Securitization without risk transfer," NBER Working Papers 15730, National Bureau of Economic Research, Inc.
- Thakor, Anjan & Acharya, Viral & Mehran, Hamid & Schuermann, Til, 2012.
"Robust Capital Regulation,"
CEPR Discussion Papers
8792, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2012. "Robust capital regulation," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 18(May).
- Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2011. "Robust capital regulation," Staff Reports 490, Federal Reserve Bank of New York.
- Shin, Hyun Song & Acharya, Viral & Gujral, Irvind & Kulkarni, Nirupama, 2012.
"Dividends and Bank Capital in the Financial Crisis of 2007-2009,"
CEPR Discussion Papers
8801, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Irvind Gujral & Nirupama Kulkarni & Hyun Song Shin, 2011. "Dividends and Bank Capital in the Financial Crisis of 2007-2009," NBER Working Papers 16896, National Bureau of Economic Research, Inc.
- Thakor, Anjan & Acharya, Viral & Mehran, Hamid, 2012.
"Caught between Scylla and Charybdis? Regulating bank leverage when there is rent-seeking and risk-shifting,"
CEPR Discussion Papers
8822, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2016. "Caught between Scylla and Charybdis? Regulating Bank Leverage When There Is Rent Seeking and Risk Shifting," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 5(1), pages 36-75.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting," Working Papers (Old Series) 1024, Federal Reserve Bank of Cleveland.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting," Staff Reports 469, Federal Reserve Bank of New York.
- Richardson, Matthew P & Philippon, Thomas & Acharya, Viral & Pedersen, Lasse Heje, 2012.
"Measuring Systemic Risk,"
CEPR Discussion Papers
8824, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2017. "Measuring Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 2-47.
- Viral V. Acharya & Christian Brownlees & Robert Engle & Farhang Farazmand & Matthew Richardson, 2013. "Measuring Systemic Risk," World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 3, pages 65-98, World Scientific Publishing Co. Pte. Ltd..
- Viral V. Acharya, 2011. "Measuring Systemic Risk," World Scientific Book Chapters, in: Stijn Claessens & Douglas D Evanoff & George G Kaufman & Laura E Kodres (ed.), Macroprudential Regulatory Policies The New Road to Financial Stability?, chapter 10, pages 133-143, World Scientific Publishing Co. Pte. Ltd..
- Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2010. "Measuring systemic risk," Working Papers (Old Series) 1002, Federal Reserve Bank of Cleveland.
- Viral V. Acharya, 2010. "Measuring systemic risk," Proceedings 1140, Federal Reserve Bank of Chicago.
- Acharya, Viral & Naqvi, Hassan, 2012.
"The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking over the Business Cycle,"
CEPR Discussion Papers
8851, C.E.P.R. Discussion Papers.
- Acharya, Viral & Naqvi, Hassan, 2012. "The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle," Journal of Financial Economics, Elsevier, vol. 106(2), pages 349-366.
- Acharya, Viral & Merrouche, Ouarda, 2012.
"Precautionary hoarding of liquidity and inter-bank markets: Evidence from the sub-prime crisis,"
CEPR Discussion Papers
8859, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Ouarda Merrouche, 2013. "Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis," Review of Finance, European Finance Association, vol. 17(1), pages 107-160.
- Viral V. Acharya & Ouarda Merrouche, 2010. "Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis," NBER Working Papers 16395, National Bureau of Economic Research, Inc.
- Viral Acharya & Ouarda Merrouche, 2013. "Precautionary Hoarding of Liquidity and the Interbank Markets: Evidence from the Sub-Prime Crisis," Post-Print hal-01638078, HAL.
- Pagano, Marco & Acharya, Viral & Volpin, Paolo, 2012.
"Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent,"
CEPR Discussion Papers
8905, C.E.P.R. Discussion Papers.
- Viral Acharya & Marco Pagano & Paolo Volpin, 2016. "Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent," The Review of Financial Studies, Society for Financial Studies, vol. 29(10), pages 2565-2599.
- Viral Acharya & Marco Pagano & Paolo Volpin, 2013. "Seeking Alpha - Excess Risk Taking and Competition for Managerial Talent," EIEF Working Papers Series 1303, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2016.
- Viral Acharya & Marco Pagano & Paolo Volpin, 2012. "Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent," CSEF Working Papers 312, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 07 May 2016.
- Viral V. Acharya & Marco Pagano & Paolo Volpin, 2013. "Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent," NBER Working Papers 18891, National Bureau of Economic Research, Inc.
- Acharya, Viral & Almeida, Heitor & Campello, Murillo, 2012.
"Aggregate Risk and the Choice between Cash and Lines of Credit,"
CEPR Discussion Papers
8913, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Heitor Almeida & Murillo Campello, 2013. "Aggregate Risk and the Choice between Cash and Lines of Credit," Journal of Finance, American Finance Association, vol. 68(5), pages 2059-2116, October.
- Viral V. Acharya & Heitor Almeida & Murillo Campello, 2010. "Aggregate Risk and the Choice between Cash and Lines of Credit," NBER Working Papers 16122, National Bureau of Economic Research, Inc.
- Acharya, Viral & Öncü, T Sabri, 2012.
"A proposal for the resolution of systemically important assets and liabilities: The case of the repo market,"
CEPR Discussion Papers
8927, C.E.P.R. Discussion Papers.
- Viral V. Acharya & T. Sabri Öncü, 2013. "A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market," World Scientific Book Chapters, in: Viral V Acharya & Thorsten Beck & Douglas D Evanoff & George G Kaufman & Richard Portes (ed.), The Social Value of the Financial Sector Too Big to Fail or Just Too Big?, chapter 10, pages 159-214, World Scientific Publishing Co. Pte. Ltd..
- Viral V. Acharya & T. Sabri Öncü, 2013. "A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 291-351, January.
- Acharya, Viral & Volpin, Paolo & Gabarro, Marc, 2012.
"Competition for Managers and Corporate Governance,"
CEPR Discussion Papers
8936, C.E.P.R. Discussion Papers.
- Acharya, Viral & Gabarro, Marc & Volpin, Paolo, 2021. "Competition for Managers and Corporate Governance," Journal of Law, Finance, and Accounting, now publishers, vol. 6(1), pages 179-219, May.
- Viral V. Acharya, 2012.
"The Dodd-Frank Act and Basel III : Intentions, Unintended Consequences, and Lessons for Emerging Markets,"
Finance Working Papers
23352, East Asian Bureau of Economic Research.
- Viral V. Acharya, 2012. "The Dodd-Frank Act and Basel III : Intentions, Unintended Consequences, and Lessons for Emerging Markets," Governance Working Papers 23352, East Asian Bureau of Economic Research.
- Acharya, Viral V., 2012. "The Dodd-Frank Act and Basel III: Intentions, Unintended Consequences, and Lessons for Emerging Markets," ADBI Working Papers 392, Asian Development Bank Institute.
- Viral V. Acharya, 2012. "The Dodd-Frank Act and Basel III : Intentions, Unintended Consequences, and Lessons for Emerging Markets," Macroeconomics Working Papers 23352, East Asian Bureau of Economic Research.
- Viral V. Acharya & Ramin P. Baghai & Krishnamurthy V. Subramanian, 2012.
"Wrongful Discharge Laws and Innovation,"
NBER Working Papers
18516, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Ramin P. Baghai & Krishnamurthy V. Subramanian, 2014. "Wrongful Discharge Laws and Innovation," The Review of Financial Studies, Society for Financial Studies, vol. 27(1), pages 301-346, January.
- Hellwig, Martin F. & Sapir, André & Pagano, Marco & Acharya, Viral & Balcerowicz, Leszek & Boot, Arnoud & Brunnermeier, Markus K. & Buch, Claudia M. & van den Burg, Ieke & Calomiris, Charles & Gros, D, 2012. "Forbearance, resolution and deposit insurance," Report of the Advisory Scientific Committee 1, European Systemic Risk Board.
- Sourav Bhattacharya & Joyee Deb & Tapas Kundu, 2012.
"Mobility and Conflict,"
CESifo Working Paper Series
3699, CESifo.
- Sourav Bhattacharya & Joyee Deb & Tapas Kundu, 2015. "Mobility and Conflict," American Economic Journal: Microeconomics, American Economic Association, vol. 7(1), pages 281-319, February.
- Sourav Bhattacharya & Joyee Deb & Tapas Kundu, 2011. "Mobility and Conflict," Working Papers 11-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- Heski Bar-Isaac & Joyee Deb, 2012. "Reputation for a Servant of Two Masters," Working Papers 12-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Oya Celasun & Mr. Lev Ratnovski & Miss Roxana Mihet, 2012. "Commodity Prices and Inflation Expectations in the United States," IMF Working Papers 2012/089, International Monetary Fund.
- Miss Roxana Mihet, 2012.
"Effects of Culture on Firm Risk-Taking: A Cross-Country and Cross-Industry Analysis,"
IMF Working Papers
2012/210, International Monetary Fund.
- Roxana Mihet, 2013. "Effects of culture on firm risk-taking: a cross-country and cross-industry analysis," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 37(1), pages 109-151, February.
- Hynes, Stephen & Greene, William, 2012. "Panel Travel Cost Count Data Models for On-Site Samples that Incorporate Unobserved Heterogeneity with Respect to the Impact of the Explanatory Variables," Working Papers 148834, National University of Ireland, Galway, Socio-Economic Marine Research Unit.
- William Greene & Colin McKenzie, 2012. "LM Tests for Random Effects," Working Papers 12-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- Mikołaj Czajkowski & Marek Giergiczny & William H. Greene, 2012. "Learning and Fatigue Effects Revisited. The Impact of Accounting for Unobservable Preference and Scale Heterogeneity on Perceived Ordering Effects in Multiple Choice Task Discrete Choice Experiments," Working Papers 2012-08, Faculty of Economic Sciences, University of Warsaw.
- Abigail S. Hornstein & William H. Greene, 2012.
"Usage of an estimated coefficient as a dependent variable,"
Wesleyan Economics Working Papers
2012-011, Wesleyan University, Department of Economics.
- Hornstein, Abigail S. & Greene, William H., 2012. "Usage of an estimated coefficient as a dependent variable," Economics Letters, Elsevier, vol. 116(3), pages 316-318.
- Cabral, Luis, 2012.
"Switching Costs and Equilibrium Prices,"
CEPR Discussion Papers
8970, C.E.P.R. Discussion Papers.
- Luis Cabral, 2012. "Switching Costs and Equilibrium Prices," Working Papers 12-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Zhu Wang & Daniel Yi Xu & Luis Cabral, 2012. "The Determinants of Geographic Concentration of Industry: A Quantitative Analysis," 2012 Meeting Papers 615, Society for Economic Dynamics.
- Luis Cabral & Ben Polak, 2012. "Standing on the Shoulders of Babies: Dominant Firms and Incentives to Innovate," Working Papers 12-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luis Cabral, 2012. "Living Up to Expectations: Corporate Reputation and Sustainable Competitive Advantage," Working Papers 12-19, New York University, Leonard N. Stern School of Business, Department of Economics.
- Andrea Frazzini & Lasse H. Pedersen, 2012.
"Embedded Leverage,"
NBER Working Papers
18558, National Bureau of Economic Research, Inc.
- Andrea Frazzini & Lasse Heje Pedersen, 2022. "Embedded Leverage [Asset pricing with liquidity risk]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(1), pages 1-52.
- Ryan L. Lampe & Petra Moser, 2012. "Do Patent Pools Encourage Innovation? Evidence from 20 U.S. Industries under the New Deal," NBER Working Papers 18316, National Bureau of Economic Research, Inc.
- Petra Moser, 2012. "Patent Laws and Innovation: Evidence from Economic History," NBER Working Papers 18631, National Bureau of Economic Research, Inc.
- David Yermack, 2012. "Tailspotting: Identifying and profiting from CEO vacation trips," NBER Working Papers 17940, National Bureau of Economic Research, Inc.
- Barbara G. Katz & Joel Owen, 2012.
"Exploring Tax Evasion in the Context of Political Uncertainty,"
Working Papers
12-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- Katz, Barbara G. & Owen, Joel, 2013. "Exploring tax evasion in the context of political uncertainty," Economic Systems, Elsevier, vol. 37(2), pages 141-154.
- Agrawal, Ashwini, 2012.
"Corporate governance objectives of labor union shareholders: evidence from proxy voting,"
LSE Research Online Documents on Economics
69609, London School of Economics and Political Science, LSE Library.
- Ashwini K. Agrawal, 2012. "Corporate Governance Objectives of Labor Union Shareholders: Evidence from Proxy Voting," The Review of Financial Studies, Society for Financial Studies, vol. 25(1), pages 187-226.
- Thomas Philippon, 2012.
"Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation,"
NBER Working Papers
18077, National Bureau of Economic Research, Inc.
- Thomas Philippon, 2015. "Has the US Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation," American Economic Review, American Economic Association, vol. 105(4), pages 1408-1438, April.
- Philippon, Thomas, 2014. "Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation," CEPR Discussion Papers 9792, C.E.P.R. Discussion Papers.
- Mikhail Golosov & Pricila Maziero & Guido Menzio, 2012.
"Taxation and Redistribution of Residual Income Inequality,"
NBER Working Papers
18151, National Bureau of Economic Research, Inc.
- Mikhail Golosov & Pricila Maziero & Guido Menzio, 2013. "Taxation and Redistribution of Residual Income Inequality," Journal of Political Economy, University of Chicago Press, vol. 121(6), pages 1160-1204.
- Mikhail Golosov & Pricila Maziero & Guido Menzio, 2012. "Taxation and Redistribution of Residual Income Inequality," PIER Working Paper Archive 12-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Laurence Ales & Pricila Maziero & Pierre Yared, 2012.
"A Theory of Political and Economic Cycles,"
NBER Working Papers
18354, National Bureau of Economic Research, Inc.
- Ales, Laurence & Maziero, Pricila & Yared, Pierre, 2014. "A theory of political and economic cycles," Journal of Economic Theory, Elsevier, vol. 153(C), pages 224-251.
- Francis, Bill & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2012.
"Urban agglomeration and CEO compensation,"
Bank of Finland Research Discussion Papers
17/2012, Bank of Finland.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Lawrence J. White, 2012. "Market Power: How Does it Arise? How is it Measured?," Working Papers 12-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Larry D. Wall & Lawrence J. White, 2012.
"The devil's in the tail: residential mortgage finance and the U.S. Treasury,"
FRB Atlanta Working Paper
2012-12, Federal Reserve Bank of Atlanta.
- W. Scott Frame & Larry D. Wall & Lawrence J. White, 2012. "The Devil's in the Tail: Residential Mortgage Finance and the U.S. Treasury," Working Papers 12-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Simone LENZU & Gabriele TEDESCHI, 2012.
"Systemic risk on different interbank network topologies,"
Working Papers
375, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Lenzu, Simone & Tedeschi, Gabriele, 2012. "Systemic risk on different interbank network topologies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4331-4341.
- Moritz Schularick & Paul Wachtel, 2012.
"The Making of America's Imbalances,"
Working Papers
12-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Schularick, Moritz & Wachtel, Paul, 2012. "The making of America's imbalances," Discussion Papers 2012/16, Free University Berlin, School of Business & Economics.
2011
- Nicholas Economides & Roy C. Smith, 2011.
"Trichet Bonds To Resolve the European Sovereign Debt Problem,"
Working Papers
11-01, NET Institute.
- Nicholas Economides & Roy C. Smith, 2011. "Trichet Bonds to Resolve the European Sovereign Debt Problem," Working Papers 11-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Joacim Tåg, 2011.
"Network Neutrality and Network Management Regulation: Quality of Service, Price Discrimination, and Exclusive Contracts,"
Working Papers
11-02, NET Institute.
- Economides, Nicholas & Tåg, Joacim, 2011. "Network Neutrality and Network Management Regulation: Quality of Service, Price Discrimination, and Exclusive Contracts," Working Paper Series 890, Research Institute of Industrial Economics.
- Nicholas Economides & Joacim Tag, 2011. "Network Neutrality and Network Management Regulation: Quality of Service, Price Discrimination, and Exclusive Contracts," Working Papers 11-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & David Henriques, 2011.
"To Surcharge or Not To Surcharge? A Two-Sided Market Perspective of the No-Surcharge Rule,"
Working Papers
11-03, NET Institute.
- Economides, Nicholas & Henriques, David, 2011. "To surcharge or not to surcharge? A two-sided market perspective of the no-surchage rule," Working Paper Series 1388, European Central Bank.
- Malcolm Baker & Jeffrey Wurgler, 2011.
"Behavioral Corporate Finance: An Updated Survey,"
NBER Working Papers
17333, National Bureau of Economic Research, Inc.
- Baker, Malcolm & Wurgler, Jeffrey, 2013. "Behavioral Corporate Finance: An Updated Survey," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 357-424, Elsevier.
- Rajan, Raghuram & Acharya, Viral, 2011.
"Sovereign debt, government myopia, and the financial sector,"
CEPR Discussion Papers
8668, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Raghuram G. Rajan, 2013. "Sovereign Debt, Government Myopia, and the Financial Sector," The Review of Financial Studies, Society for Financial Studies, vol. 26(6), pages 1526-1560.
- Viral V. Acharya & Raghuram G. Rajan, 2011. "Sovereign Debt, Government Myopia, and the Financial Sector," NBER Working Papers 17542, National Bureau of Economic Research, Inc.
- Acharya, Viral & Schnabl, Philipp & Drechsler, Itamar, 2011.
"A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk,"
CEPR Discussion Papers
8679, C.E.P.R. Discussion Papers.
- Viral Acharya & Itamar Drechsler & Philipp Schnabl, 2014. "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk," Journal of Finance, American Finance Association, vol. 69(6), pages 2689-2739, December.
- Viral V. Acharya & Itamar Drechsler & Philipp Schnabl, 2011. "A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk," NBER Working Papers 17136, National Bureau of Economic Research, Inc.
- Acharya, Viral & Skeie, David, 2011.
"A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets,"
CEPR Discussion Papers
8705, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Skeie, David, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 436-447.
- Viral V. Acharya & David R. Skeie, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Staff Reports 498, Federal Reserve Bank of New York.
- Acharya, Viral & Mora, Nada, 2011.
"Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis,"
CEPR Discussion Papers
8706, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Nada Mora, 2012. "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," NBER Working Papers 17838, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Nada Mora, 2011. "Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis," Research Working Paper RWP 11-06, Federal Reserve Bank of Kansas City.
- Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter, 2011.
"Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises,"
Finance Working Papers
23273, East Asian Bureau of Economic Research.
- Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter, 2011. "Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises," Macroeconomics Working Papers 23273, East Asian Bureau of Economic Research.
- Acharya, Viral V. & Cooley, Thomas & Richardson, Matthew & Walter, Ingo, 2011. "Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises," ADBI Working Papers 264, Asian Development Bank Institute.
- Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter, 2011. "Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises," Governance Working Papers 23273, East Asian Bureau of Economic Research.
- Viral V. Acharya & Jean Imbs & Jason Sturgess, 2011.
"The Efficiency of Capital Allocation: Do Bank Regulations Matter?,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00612321, HAL.
- Viral V. Acharya & Jean Imbs & Jason Sturgess, 2011. "The Efficiency of Capital Allocation: Do Bank Regulations Matter?," Post-Print hal-00612321, HAL.
- Viral V. Acharya & Jean Imbs & Jason Sturgess, 2011. "The Efficiency of Capital Allocation: Do Bank Regulations Matter?," PSE-Ecole d'économie de Paris (Postprint) hal-00612321, HAL.
- Viral V. Acharya & Alberto Bisin, 2011.
"Counterparty Risk Externality: Centralized Versus Over-the-counter Markets,"
NBER Working Papers
17000, National Bureau of Economic Research, Inc.
- Acharya, Viral & Bisin, Alberto, 2014. "Counterparty risk externality: Centralized versus over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 149(C), pages 153-182.
- Viral Acharya & Alberto Bisin, 2011. "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers 618, Society for Economic Dynamics.
- Viral V. Acharya, 2011.
"A Transparency Standard for Derivatives,"
NBER Working Papers
17558, National Bureau of Economic Research, Inc.
- Acharya, V. V., 2013. "A transparency standard for derivatives," Financial Stability Review, Banque de France, issue 17, pages 81-89, April.
- Viral V. Acharya, 2012. "A Transparency Standard for Derivatives," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 83-95, National Bureau of Economic Research, Inc.
- Rui Castro & Gian Luca Clementi & Yoonsoo Lee, 2011.
"Cross-Sectoral Variation in The Volatility of Plant-Level Idiosyncratic Shocks,"
NBER Working Papers
17659, National Bureau of Economic Research, Inc.
- Rui Castro & Gian Luca Clementi & Yoonsoo Lee, 2015. "Cross Sectoral Variation in the Volatility of Plant Level Idiosyncratic Shocks," Journal of Industrial Economics, Wiley Blackwell, vol. 63(1), pages 1-29, March.
- CASTRO, Rui & CLEMENTI, Gian Luca & LEE, Yoonsoo, 2014. "Cross-sectoral variation in the volatility of plant-level idiosyncratic shocks," Cahiers de recherche 2014-09, Universite de Montreal, Departement de sciences economiques.
- Rui CASTRO & Gian Luca CLEMENTI & Yoonsoo LEE, 2014. "Cross–Sectoral Variation in The Volatility of Plant–Level Idiosyncratic Shocks," Cahiers de recherche 15r-2010, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Hynes, Stephen & Greene, William, 2011.
"Estimating recreation demand with on-site panel data: An application of a latent class truncated and endogenously stratified count data model,"
Working Papers
135171, National University of Ireland, Galway, Socio-Economic Marine Research Unit.
- Hynes, Stephen & Greene, William, 2011. "Estimating recreation demand with on-site panel data: An application of a latent class truncated and endogenously stratified count data model," Working Papers 148925, National University of Ireland, Galway, Socio-Economic Marine Research Unit.
- Greene, William & Orea, Luis & Wall, Alan, 2011. "A one-stage random effect counterpart of the fixed-effect vector decomposition model with an application to UK electricity distribution utilities," Efficiency Series Papers 2011/01, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
- Luís Cabral & Arthur Fishman, 2011.
"Business as Usual: A Consumer Search Theory of Sticky Prices and Asymmetric Price Adjustment,"
Working Papers
2011-01, Bar-Ilan University, Department of Economics.
- Cabral, Luís & Fishman, Arthur, 2012. "Business as usual: A consumer search theory of sticky prices and asymmetric price adjustment," International Journal of Industrial Organization, Elsevier, vol. 30(4), pages 371-376.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2011.
"Margin-Based Asset Pricing and Deviations from the Law of One Price,"
NBER Working Papers
16777, National Bureau of Economic Research, Inc.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2011. "Margin-based Asset Pricing and Deviations from the Law of One Price," The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 1980-2022.
- John Geanakoplos & Lasse H. Pedersen, 2011.
"Monitoring Leverage,"
Cowles Foundation Discussion Papers
1838, Cowles Foundation for Research in Economics, Yale University.
- John Geanakoplos & Lasse Heje Pedersen, 2012. "Monitoring Leverage," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 113-127, National Bureau of Economic Research, Inc.
- Petra Moser & Paul W. Rhode, 2011.
"Did Plant Patents Create the American Rose?,"
NBER Working Papers
16983, National Bureau of Economic Research, Inc.
- Petra Moser & Paul W. Rhode, 2011. "Did Plant Patents Create the American Rose?," NBER Chapters, in: The Rate and Direction of Inventive Activity Revisited, pages 413-438, National Bureau of Economic Research, Inc.
- Ryan L. Lampe & Petra Moser, 2011. "Patent Pools and the Direction of Innovation - Evidence from the 19th-century Sewing Machine Industry," NBER Working Papers 17573, National Bureau of Economic Research, Inc.
- Ralph Boleslavsky & Maher Said, 2011.
"Progressive Screening: Long-Term Contracting with a Privately Known Stochastic Process,"
Working Papers
2011-5, University of Miami, Department of Economics.
- Raphael Boleslavsky & Maher Said, 2013. "Progressive Screening: Long-Term Contracting with a Privately Known Stochastic Process," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(1), pages 1-34.
- Backus, David & Zin, Stanley E. & Chernov, Mikhail, 2011.
"Sources of entropy in representative agent models,"
CEPR Discussion Papers
8488, C.E.P.R. Discussion Papers.
- David Backus & Mikhail Chernov & Stanley Zin, 2014. "Sources of Entropy in Representative Agent Models," Journal of Finance, American Finance Association, vol. 69(1), pages 51-99, February.
- David Backus & Mikhail Chernov & Stanley E. Zin, 2011. "Sources of Entropy in Representative Agent Models," NBER Working Papers 17219, National Bureau of Economic Research, Inc.
- David Backus & Mikhail Chernov & Stanley Zin, 2011. "Sources of Entropy in Representative Agent Models," Working Papers 11-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- Allan Collard-Wexler & John Asker & Jan De Loecker, 2011.
"Productivity Volatility and the Misallocation of Resources in Developing Economies,"
NBER Working Papers
17175, National Bureau of Economic Research, Inc.
- Allan Collard-Wexler & John Asker & Jan De Loecker, 2011. "Productivity Volatility and the Misallocation of Resources in Developing Economies," Working Papers 11-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- De loecker, Jan & Asker, John & Collard-Wexler, Allan, 2011. "Productivity volatility and the misallocation of resources in developing economies," CEPR Discussion Papers 8469, C.E.P.R. Discussion Papers.
- Allan Collard-Wexler & John Asker & Jan De Loecker, 2011. "Productivity volatility and the misallocation of resources in developing economies," Working Papers of Department of Economics, Leuven 507418, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- John Asker & Allan Collard-Wexler & Jan De Loecker, 2011. "Productivity volatility and the misallocation of resources in developing economies," Working Papers of Department of Economics, Leuven 507295, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Allan Collard-Wexler, 2011.
"Productivity Dispersion and Plant Selection in the Ready-Mix Concrete Industry,"
Working Papers
11-25, Center for Economic Studies, U.S. Census Bureau.
- Allan Collard-Wexler, 2010. "Productivity Dispersion and Plant Selection in the Ready-Mix Concrete Industry," 2010 Meeting Papers 105, Society for Economic Dynamics.
- Barbara G. Katz & Joel Owen, 2011. "The Crime of Tax Evasion in Transition Economies," Working Papers 11-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Philippon, Thomas & Midrigan, Virgiliu, 2011.
"Household Leverage and the Recession,"
CEPR Discussion Papers
8381, C.E.P.R. Discussion Papers.
- Callum Jones & Virgiliu Midrigan & Thomas Philippon, 2011. "Household Leverage and the Recession," NBER Working Papers 16965, National Bureau of Economic Research, Inc.
- Philippon, Thomas & Midrigan, Virgiliu, 2016. "Household Leverage and the Recession," CEPR Discussion Papers 11407, C.E.P.R. Discussion Papers.
- Thomas Philippon & Virgiliu Midrigan, 2011. "Household Leverage and the Recession," 2011 Meeting Papers 261, Society for Economic Dynamics.
- Thomas Philippon & Virgiliu Midrigan, 2013. "Household Leverage and the Recession," 2013 Meeting Papers 335, Society for Economic Dynamics.
- Philippon, Thomas & Schnabl, Philipp, 2011.
"Informational Rents, Macroeconomic Rents, and Efficient Bailouts,"
CEPR Discussion Papers
8216, C.E.P.R. Discussion Papers.
- Thomas Philippon & Philipp Schnabl, 2011. "Informational Rents, Macroeconomic Rents, and Efficient Bailouts," NBER Working Papers 16727, National Bureau of Economic Research, Inc.
- Emiliano Pagnotta & Thomas Philippon, 2011.
"Competing on Speed,"
NBER Working Papers
17652, National Bureau of Economic Research, Inc.
- Emiliano S. Pagnotta & Thomas Philippon, 2018. "Competing on Speed," Econometrica, Econometric Society, vol. 86(3), pages 1067-1115, May.
- Philippon, Thomas & Pagnotta, Emiliano, 2012. "Competing on Speed," CEPR Discussion Papers 8786, C.E.P.R. Discussion Papers.
- Thomas Philippon & Emiliano S. Pagnotta, 2011. "The Welfare Effects of Financial Innovation: High-Frequency Trading in Equity Markets," 2011 Meeting Papers 1246, Society for Economic Dynamics.
- Pricila Maziero & Pierre Yared & Laurence Ales, 2011. "Imperfect Information and Political Economy," 2011 Meeting Papers 101, Society for Economic Dynamics.
- Mike Golosov & Guido Menzio & Pricila Maziero, 2011. "Social Insurance for Frictional Wage Inequality," 2011 Meeting Papers 1348, Society for Economic Dynamics.
- LuÃs Miguel Serra Coelho, 2011. "Gambling on the stock market: the case of bankrupt companies," CEFAGE-UE Working Papers 2011_03, University of Evora, CEFAGE-UE (Portugal).
- Lawrence J. White, 2011.
"Preventing Bubbles: What Role for Financial Regulation?,"
Working Papers
11-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2011. "Preventing Bubbles: What Role for Financial Regulation?," Cato Journal, Cato Journal, Cato Institute, vol. 31(3), pages 603-619, Fall.
- Lawrence J. White, 2011. "Corporate Governance and Prudential Regulation of Banks: Is There Any Connection?," Working Papers 11-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2011. "The Way Forward: U.S. Residential Mortgage Finance in a Post-GSE World," Working Papers 11-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- Venky Venkateswaran & Christian Hellwig, 2011. "Incomplete Information and Nominal Rigidities in a Price-Setting Model," 2011 Meeting Papers 1279, Society for Economic Dynamics.
- Venky Venkateswaran, 2011.
"Heterogeneous Information and Labor Market Fluctuations,"
2011 Meeting Papers
1292, Society for Economic Dynamics.
- Venky Venkateswaran, 2015. "Heterogeneous Information and Labor Market Fluctuations," Working Papers 15-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2011.
"The Puzzle of Index Option Returns,"
Working Paper Series of the Department of Economics, University of Konstanz
2011-17, Department of Economics, University of Konstanz.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2013. "The Puzzle of Index Option Returns," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(2), pages 229-257.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2012. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2012-35, Department of Economics, University of Konstanz.
- Marcin Kacperczyk & Philipp Schnabl, 2011. "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers 17321, National Bureau of Economic Research, Inc.
- Paul Wachtel, 2011.
"Central Banking for the 21st Century: An American Perspective,"
Working Papers
11-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Paul A Wachtel, 2011. "Central Banking for the 21st Century: An American Perspective," Chapters, in: Ewald Nowotny & Peter Mooslechner & Doris Ritzberger-Grünwald (ed.), Post-Crisis Growth and Integration in Europe, chapter 10, Edward Elgar Publishing.
- Christopher J. Mayer & Edward Morrison & Tomasz Piskorski & Arpit Gupta, 2011.
"Mortgage Modification and Strategic Behavior: Evidence from a Legal Settlement with Countrywide,"
NBER Working Papers
17065, National Bureau of Economic Research, Inc.
- Christopher Mayer & Edward Morrison & Tomasz Piskorski & Arpit Gupta, 2014. "Mortgage Modification and Strategic Behavior: Evidence from a Legal Settlement with Countrywide," American Economic Review, American Economic Association, vol. 104(9), pages 2830-2857, September.
2010
- Annez, Patricia & Bertaud, Alain & Patel, Bimal & Phatak, V. K., 2010. "Working with the market : a new approach to reducing urban slums in India," Policy Research Working Paper Series 5475, The World Bank.
- Douglas Webster & Alain Bertaud & Jianming Cai & Zhenshan Yang, 2010. "Toward Efficient Urban Form in China," WIDER Working Paper Series wp-2010-097, World Institute for Development Economic Research (UNU-WIDER).
- Arthur M. Berd & Robert F. Engle & Artem Voronov, 2010.
"The Underlying Dynamics of Credit Correlations,"
Papers
1001.0786, arXiv.org.
- Arthur Berd & Robert Engle & Artem Voronov, . "The underlying dynamics of credit correlations," Journal of Credit Risk, Journal of Credit Risk.
- Nicholas Economides, 2010.
"Broadband Openness Rules Are Fully Justified by Economic Research,"
Working Papers
10-02, NET Institute, revised Apr 2010.
- Nicholas ECONOMIDES, 2011. "Broadband Openness Rules Are Fully Justified by Economic Research," Communications & Strategies, IDATE, Com&Strat dept., vol. 1(84), pages 127-151, 4th quart.
- Nicholas Economides, 2010. "Why Imposing New Tolls on Third-Party Content and Applications Threatens Innovation and Will Not Improve Broadband Providers’ Investment," Working Papers 10-01, NET Institute, revised Jan 2010.
- Nicholas Economides & V. Brian Viard, 2010.
"The Effect of Content on Global Internet Adoption and the Global “Digital Divide”,"
Working Papers
10-24, NET Institute, revised Sep 2013.
- V. Brian Viard & Nicholas Economides, 2015. "The Effect of Content on Global Internet Adoption and the Global “Digital Divide”," Management Science, INFORMS, vol. 61(3), pages 665-687, March.
- Nicholas Economides & Benjamin Hermalin, 2010.
"The Economics of Network Neutrality,"
Working Papers
10-25, NET Institute.
- Nicholas Economides & Benjamin E. Hermalin, 2012. "The economics of network neutrality," RAND Journal of Economics, RAND Corporation, vol. 43(4), pages 602-629, December.
- Nicholas Economides & Benjamin Hermalin, 2010. "The Economics of Network Neutrality," Working Papers 10-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 2010.
"Tying, Bundling, and Loyalty/Requirement Rebates,"
Working Papers
10-26, NET Institute.
- Nicholas Economides, 2012. "Tying, Bundling, and Loyalty/Requirement Rebates," Chapters, in: Einer R. Elhauge (ed.), Research Handbook on the Economics of Antitrust Law, chapter 5, Edward Elgar Publishing.
- Nicholas Economides, 2011. "Tying, Bundling, and Loyalty/Requirement Rebates," Working Papers 11-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & V. Brian Viard, 2010. "The Effect of Content on Global Internet Adoption," Working Papers 10-19, New York University, Leonard N. Stern School of Business, Department of Economics.
- Jeffrey Wurgler, 2010. "On the Economic Consequences of Index-Linked Investing," NBER Working Papers 16376, National Bureau of Economic Research, Inc.
- Viral V. Acharya & S. Viswanathan, 2010.
"Leverage, Moral Hazard and Liquidity,"
NBER Working Papers
15837, National Bureau of Economic Research, Inc.
- Viral V. Acharya & S. Viswanathan, 2011. "Leverage, Moral Hazard, and Liquidity," Journal of Finance, American Finance Association, vol. 66(1), pages 99-138, February.
- Viral V. Acharya & Philipp Schnabl, 2010. "Do Global Banks Spread Global Imbalances? The Case of Asset-Backed Commercial Paper During the Financial Crisis of 2007-09," NBER Working Papers 16079, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Yakov Amihud & Sreedhar T. Bharath, 2010.
"Liquidity Risk of Corporate Bond Returns: A Conditional Approach,"
NBER Working Papers
16394, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Amihud, Yakov & Bharath, Sreedhar T., 2013. "Liquidity risk of corporate bond returns: conditional approach," Journal of Financial Economics, Elsevier, vol. 110(2), pages 358-386.
- Horton, John J. & Rand, David G. & Zeckhauser, Richard, 2010.
"The Online Laboratory: Conducting Experiments in a Real Labor Market,"
Working Paper Series
rwp10-017, Harvard University, John F. Kennedy School of Government.
- John Horton & David Rand & Richard Zeckhauser, 2011. "The online laboratory: conducting experiments in a real labor market," Experimental Economics, Springer;Economic Science Association, vol. 14(3), pages 399-425, September.
- Horton, John Joseph & Rand, David Gertler & Zeckhauser, Richard Jay, 2010. "The Online Laboratory: Conducting Experiments in a Real Labor Market," Scholarly Articles 4448876, Harvard Kennedy School of Government.
- John J. Horton & David G. Rand & Richard J. Zeckhauser, 2010. "The Online Laboratory: Conducting Experiments in a Real Labor Market," NBER Working Papers 15961, National Bureau of Economic Research, Inc.
- Paul M. Romer, 2010. "Which Parts of Globalization Matter for Catch-up Growth?," NBER Working Papers 15755, National Bureau of Economic Research, Inc.
- Paul Romer, 2010. "Technologies, Rules, and Progress: The Case for Charter Cities," Working Papers id:2471, eSocialSciences.
- Gian Luca Clementi & Thomas F. Cooley & Sonia B. Di Giannatale, 2010.
"A Theory of Firm Decline,"
Levine's Working Paper Archive
661465000000000149, David K. Levine.
- Gian Luca Clementi & Thomas Cooley & Sonia Di Giannatale, 2010. "A Theory of Firm Decline," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 861-885, October.
- Gian Luca Clementi & Thomas Cooley & Sonia Di Giannatal, 2010. "A Theory of Firm Decline," Working Papers 2010.88, Fondazione Eni Enrico Mattei.
- Gian Luca Clementi & Thomas F. Cooley & Sonia Di Giannatale, 2009. "A Theory of Firm Decline," NBER Working Papers 15192, National Bureau of Economic Research, Inc.
- Gian Luca Clementi & Thomas Cooley & Sonia Di Giannatale, 2008. "A Theory of Firm Decline," Working Paper series 33_08, Rimini Centre for Economic Analysis.
- Gian Luca Clementi & Thomas F. Cooley & Sonia DiGiannatale, 2009. "A Theory of Firm Decline," Working Papers 09-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gian Luca, Clementi & Cooley, Thomas & Di Giannatale, Sonia, 2010. "A Theory of Firm Decline," Institutions and Markets Papers 92788, Fondazione Eni Enrico Mattei (FEEM).
- Sonia Di Giannatale Menegalli & Gian Luca Clementi & Thomas Cooley, 2008. "A Theory of Firm Decline," Working Papers DTE 445, CIDE, División de Economía.
- Gian Luca Clementi & Thomas Cooley, 2010.
"Executive Compensation: Facts,"
Working Papers
2010.89, Fondazione Eni Enrico Mattei.
- Gian Luca Clementi & Thomas Cooley, 2009. "Executive Compensation: Facts," Working Paper series 46_09, Rimini Centre for Economic Analysis.
- Clementi, Gian Luca & Cooley, Thomas, 2010. "Executive Compensation: Facts," Institutions and Markets Papers 92834, Fondazione Eni Enrico Mattei (FEEM).
- Gian Luca Clementi & Thomas F. Cooley, 2009. "Executive Compensation: Facts," NBER Working Papers 15426, National Bureau of Economic Research, Inc.
- Gian Luca Clementi & Thomas Cooley, 2009. "Executive Compensation: Facts," Working Papers 09-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gian Luca Clementi & Dino Palazzo, 2010.
"Entry, Exit, Firm Dynamics, and Aggregate Fluctuations,"
Working Paper series
27_10, Rimini Centre for Economic Analysis.
- Gian Luca Clementi & Berardino Palazzo, 2016. "Entry, Exit, Firm Dynamics, and Aggregate Fluctuations," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(3), pages 1-41, July.
- Dino Palazzo & Gian Luca Clementi, 2010. "Entry, Exit, Firm Dynamics, and Aggregate Fluctuations," 2010 Meeting Papers 1188, Society for Economic Dynamics.
- Gian Luca Clementi & Dino Palazzo, 2010. "Entry, Exit, Firm Dynamics, and Aggregate Fluctuations," Working Papers 10-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gian Luca Clementi & Berardino Palazzo, 2013. "Entry, Exit, Firm Dynamics, and Aggregate Fluctuations," NBER Working Papers 19217, National Bureau of Economic Research, Inc.
- Golan, Amos & Greene, William & Perloff, Jeffrey M., 2010.
"U.S. Navy Promotion and Retention by Race and Sex,"
Institute for Research on Labor and Employment, Working Paper Series
qt67w0q165, Institute of Industrial Relations, UC Berkeley.
- Golan, Amos & Greene, William & Perloff, Jeffrey M., 2010. "U.S. Navy Promotion and Retention by Race and Sex," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt67w0q165, Department of Agricultural & Resource Economics, UC Berkeley.
- Golan, Amos & Greene, William & Perloff, Jeffrey M., 2010. "U.S. Navy Promotion and Retention by Race and Sex," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt73j2g8mq, Department of Agricultural & Resource Economics, UC Berkeley.
- Golan, Amos & Greene, William & Perloff, Jeffrey M., 2010. "U.S. Navy Promotion and Retention by Race and Sex," Institute for Research on Labor and Employment, Working Paper Series qt7g78t62t, Institute of Industrial Relations, UC Berkeley.
- Amos Golan & William Greene & Jeffrey M. Perloff, 2010. "U.S. Navy Promotion and Retention by Race and Sex," Working Papers 10-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Golan, Amos & Greene, William & Perloff, Jeffrey M., 2010. "U.S. Navy Promotion and Retention by Race and Sex," Institute for Research on Labor and Employment, Working Paper Series qt73j2g8mq, Institute of Industrial Relations, UC Berkeley.
- Golan, Amos & Greene, William & Perloff, Jeffrey M., 2010. "U.S. Navy Promotion and Retention by Race and Sex," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7g78t62t, Department of Agricultural & Resource Economics, UC Berkeley.
- William E. Becker & William H. Greene & John J. Siegfried, 2010.
"Do Undergraduate Majors or Ph.D. Students Affect Faculty Size?,"
CESifo Working Paper Series
3065, CESifo.
- William E. Becker & William H. Greene & John J. Siegfried, 2011. "Do Undergraduate Majors or Ph.D. Students Affect Faculty Size?," The American Economist, Sage Publications, vol. 56(1), pages 69-77, May.
- Becker, William E. & Greene, William H & Siedfried, John J., 2011. "Do undergraduate majors or Ph.D. students affect faculty size?," MPRA Paper 39930, University Library of Munich, Germany.
- Greene, William & Orea, Luis & Wall, Alan, 2010. "Stochastic Frontiers using a Fixed-effect Vector Decomposition Approach with an Application to ICT and Regional Productivity in Spain," Efficiency Series Papers 2010/04, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
- William Greene, 2010.
"Fixed Effects Vector Decomposition: A Magical Solution to the Problem of Time Invariant Variables in Fixed Effects Models?,"
Working Papers
10-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, William, 2011. "Fixed Effects Vector Decomposition: A Magical Solution to the Problem of Time-Invariant Variables in Fixed Effects Models?," Political Analysis, Cambridge University Press, vol. 19(2), pages 135-146, April.
- William Greene & David Hensher, 2010.
"Revealing Additional Dimensions of Preference Heterogeneity in a Latent Class Mixed Multinomial Logit Model,"
Working Papers
10-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- William H. Greene & David A. Hensher, 2013. "Revealing additional dimensions of preference heterogeneity in a latent class mixed multinomial logit model," Applied Economics, Taylor & Francis Journals, vol. 45(14), pages 1897-1902, May.
- Adam Ashcraft & Nicolae Gârleanu & Lasse Heje Pedersen, 2010.
"Two Monetary Tools: Interest Rates and Haircuts,"
NBER Working Papers
16337, National Bureau of Economic Research, Inc.
- Adam Ashcraft & Nicolae Gârleanu & Lasse Heje Pedersen, 2011. "Two Monetary Tools: Interest Rates and Haircuts," NBER Chapters, in: NBER Macroeconomics Annual 2010, volume 25, pages 143-180, National Bureau of Economic Research, Inc.
- Nicolae B. Garleanu & Lasse Heje Pedersen & Adam B. Ashcraft, 2010. "Two Monetary Tools: Interest-Rates and Haircuts," 2010 Meeting Papers 1102, Society for Economic Dynamics.
- Pedersen, Lasse Heje & Ashcraft, Adam & Garleanu, Nicolae Bogdan, 2010. "Two Monetary Tools: Interest Rates and Haircuts," CEPR Discussion Papers 8000, C.E.P.R. Discussion Papers.
- Andrea Frazzini & Lasse H. Pedersen, 2010.
"Betting Against Beta,"
NBER Working Papers
16601, National Bureau of Economic Research, Inc.
- Frazzini, Andrea & Pedersen, Lasse Heje, 2014. "Betting against beta," Journal of Financial Economics, Elsevier, vol. 111(1), pages 1-25.
- Andrea Frazzini & Lasse Heje Pedersen, 2012. "Betting Against Beta," Swiss Finance Institute Research Paper Series 12-17, Swiss Finance Institute.
- Dirk Bergemann & Maher Said, 2010.
"Dynamic Auctions: A Survey,"
Levine's Working Paper Archive
661465000000000035, David K. Levine.
- Dirk Bergemann & Maher Said, 2010. "Dynamic Auctions: A Survey," Levine's Working Paper Archive 661465000000000111, David K. Levine.
- Dirk Bergemann & Maher Said, 2010. "Dynamic Auctions: A Survey," Cowles Foundation Discussion Papers 1757, Cowles Foundation for Research in Economics, Yale University.
- Dirk Bergemann & Maher Said, 2010. "Dynamic Auctions: A Survey," Cowles Foundation Discussion Papers 1757R, Cowles Foundation for Research in Economics, Yale University, revised May 2010.
- Monte, Daniel & Said, Maher, 2010.
"Learning in hidden Markov models with bounded memory,"
MPRA Paper
23854, University Library of Munich, Germany, revised 23 Jun 2010.
- Daniel Monte & Maher Said, 2014. "The value of (bounded) memory in a changing world," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(1), pages 59-82, May.
- David K. Backus & Federico Gavazzoni & Christopher Telmer & Stanley E. Zin, 2010. "Monetary Policy and the Uncovered Interest Parity Puzzle," NBER Working Papers 16218, National Bureau of Economic Research, Inc.
- L. Epstein & S. Zin, 2010.
"First order risk aversion and the equity premium puzzle,"
Levine's Working Paper Archive
1400, David K. Levine.
- Epstein, Larry G. & Zin, Stanley E., 1990. "'First-order' risk aversion and the equity premium puzzle," Journal of Monetary Economics, Elsevier, vol. 26(3), pages 387-407, December.
- Stanley Zin & Mikhail Chernov & David Backus, 2010. "Sources of entropy in representative agent models of asset pricing," 2010 Meeting Papers 476, Society for Economic Dynamics.
- Mariagiovanna Baccara & Allan Collard-Wexler & Leonardo Felli & Leeat Yariv, 2010.
"Gender and Racial Biases: Evidence from Child Adoption,"
CESifo Working Paper Series
2921, CESifo.
- Leonardo Felli & Leeat Yariv & Allan Collard-Wexler & Mariagiovanna Baccara, 2010. "Gender and Racial Biases: Evidence from Child Adoption," 2010 Meeting Papers 273, Society for Economic Dynamics.
- Felli, Leonardo & Yariv, Leeat & Baccara, Mariagiovanna & Collard-Wexler, Allan, 2010. "Gender and Racial Biases: Evidence from Child Adoption," CEPR Discussion Papers 7647, C.E.P.R. Discussion Papers.
- Mariagiovanna Baccara & Allan Collard-Wexler & Leonardo Felli & Leeat Yariv, 2010.
"Child-Adoption Matching: Preferences for Gender and Race,"
NBER Working Papers
16444, National Bureau of Economic Research, Inc.
- Mariagiovanna Baccara & Allan Collard-Wexler & Leonardo Felli & Leeat Yariv, 2014. "Child-Adoption Matching: Preferences for Gender and Race," American Economic Journal: Applied Economics, American Economic Association, vol. 6(3), pages 133-158, July.
- Baccara, Mariagiovanna & Collard-Wexler, Allan & Felli, Leonardo & Yariv, Leeat, 2014. "Child adoption matching: preferences for gender and race," LSE Research Online Documents on Economics 46795, London School of Economics and Political Science, LSE Library.
- Barbara G. Katz, 2010. "Exploring Political Uncertainty's Impact on Crime in Transition," Working Papers 10-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Philippon, Thomas & Skreta, Vasiliki, 2010.
"Optimal Interventions in Markets with Adverse Selection,"
CEPR Discussion Papers
7737, C.E.P.R. Discussion Papers.
- Thomas Philippon & Vasiliki Skreta, 2012. "Optimal Interventions in Markets with Adverse Selection," American Economic Review, American Economic Association, vol. 102(1), pages 1-28, February.
- Vasiliki Skreta & Thomas Philippon, 2010. "Optimal Interventions in Markets with Adverse Selection," 2010 Meeting Papers 1333, Society for Economic Dynamics.
- Thomas Philippon & Vasiliki Skreta, 2010. "Optimal Interventions in Markets with Adverse Selection," NBER Working Papers 15785, National Bureau of Economic Research, Inc.
- Thomas Philippon & Vasiliki Skreta, 2011. "Optimal Interventions in Markets with Adverse Selection," Working Papers 11-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Yasutora Watanabe & Kei Kawai, 2010. "Voter Turnout and Social Learning in Sequential Election: The Case of U.S. Presidential Primaries," 2010 Meeting Papers 874, Society for Economic Dynamics.
- Cole, Rebel A. & White, Lawrence J., 2010.
"Déjà vu all over again: The causes of U.S. commercial bank failures this time around,"
MPRA Paper
24690, University Library of Munich, Germany, revised 28 Jul 2010.
- Rebel Cole & Lawrence White, 2012. "Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 5-29, October.
- Rebel A. Cole & Lawrence J. White, 2010. "Deja Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around," Working Papers 10-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Jan Hatzius & Peter Hooper & Frederic S. Mishkin & Kermit L. Schoenholtz & Mark W. Watson, 2010. "Financial Conditions Indexes: A Fresh Look after the Financial Crisis," NBER Working Papers 16150, National Bureau of Economic Research, Inc.
- Robert Seamans & Feng Zhu, 2010. "Technology Shocks in Multi-Sided Markets: The Impact of Craigslist on Local Newspapers," Working Papers 10-11, NET Institute.
2009
- Rangel José Gonzalo & Engle Robert F., 2009.
"The Factor-Spline-GARCH Model for High and Low Frequency Correlations,"
Working Papers
2009-03, Banco de México.
- José Rangel & Robert Engle, 2012. "The Factor–Spline–GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124.
- José Gonzalo Rangel & Robert F. Engle, 2011. "The Factor--Spline--GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124, May.
- Engle Robert F. & Rangel José Gonzalo, 2009. "High and Low Frequency Correlations in Global Equity Markets," Working Papers 2009-17, Banco de México.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009.
"Semiparametric vector MEM,"
Econometrics Working Papers Archive
wp2009_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2013. "Semiparametric Vector Mem," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1067-1086, November.
- Kanbur, Ravi & Spence, A. Michael, 2009. "Equity Within and Between Nations," Working Papers 55932, Cornell University, Department of Applied Economics and Management.
- Paul Collier & Anthony Venables & Rick Van der Ploeg & Michael Spence, 2009. "Managing Resource Revenues in Developing," OxCarre Working Papers 015, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Nicholas Economides, 2009. "Loyalty/Requirement Rebates and the Antitrust Modernization Commission: What is the Appropriate Liability Standard?," Working Papers 09-02, NET Institute, revised Mar 2009.
- Nicholas Economides & Ioannis Lianos, 2009.
"The Quest for Appropriate Remedies in the Microsoft Antitrust EU Cases: A Comparative Appraisal,"
Working Papers
09-05, NET Institute, revised Aug 2009.
- Nicholas Economides & Ioannis Lianos, 2009. "The Quest for Appropriate Remedies in the Microsoft Antitrust EU Cases: A Comparative Appraisal," Working Papers 09-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Ioannis Lianos, 2009.
"A Critical Appraisal of Remedies in the EU Microsoft Cases,"
Working Papers
09-29, NET Institute, revised Dec 2009.
- Nicholas Economides & Ioannis Lianos, 2010. "A Critical Appraisal of Remedies in the EU Microsoft Cases," Working Papers 10-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Hurvich, Clifford & Wang, Yi, 2009.
"A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects,"
MPRA Paper
12575, University Library of Munich, Germany.
- Hurvich, Cliiford & Wang, Yi, 2006. "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper 1413, University Library of Munich, Germany.
- Malcolm Baker & Jeffrey Wurgler & Yu Yuan, 2009.
"Global, local, and contagious investor sentiment,"
Globalization Institute Working Papers
37, Federal Reserve Bank of Dallas.
- Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012. "Global, local, and contagious investor sentiment," Journal of Financial Economics, Elsevier, vol. 104(2), pages 272-287.
- Malcolm Baker & Xin Pan & Jeffrey Wurgler, 2009. "A Reference Point Theory of Mergers and Acquisitions," NBER Working Papers 15551, National Bureau of Economic Research, Inc.
- Acharya, Viral & Song Shin, Hyun & Yorulmazer, Tanju, 2009. "Endogenous choice of bank liquidity: the role of fire sales," Bank of England working papers 376, Bank of England.
- Gale, Douglas M & Acharya, Viral & Yorulmazer, Tanju, 2009.
"Rollover Risk and Market Freezes,"
CEPR Discussion Papers
7122, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Douglas Gale & Tanju Yorulmazer, 2011. "Rollover Risk and Market Freezes," Journal of Finance, American Finance Association, vol. 66(4), pages 1177-1209, August.
- Acharya, Viral & Gale, Douglas & Yorulmazer, Tanju, 2010. "Rollover Risk and Market Freezes," Working Papers 11-11, University of Pennsylvania, Wharton School, Weiss Center.
- Viral V. Acharya & Douglas Gale & Tanju Yorulmazer, 2010. "Rollover Risk and Market Freezes," NBER Working Papers 15674, National Bureau of Economic Research, Inc.
- Acharya, Viral & Strebulaev, Ilya & Davydenko, Sergei A., 2009.
"Cash Holdings and Credit Risk,"
CEPR Discussion Papers
7125, C.E.P.R. Discussion Papers.
- Viral Acharya & Sergei A. Davydenko & Ilya A. Strebulaev, 2012. "Cash Holdings and Credit Risk," The Review of Financial Studies, Society for Financial Studies, vol. 25(12), pages 3572-3609.
- Viral V. Acharya & Sergei A. Davydenko & Ilya A. Strebulaev, 2011. "Cash Holdings and Credit Risk," NBER Working Papers 16995, National Bureau of Economic Research, Inc.
- Shin, Hyun Song & Acharya, Viral & Yorulmazer, Tanju, 2009. "A Theory of Slow-Moving Capital and Contagion," CEPR Discussion Papers 7147, C.E.P.R. Discussion Papers.
- Acharya, Viral & Kehoe, Conor & Reyner, Michael, 2009. "Private Equity vs. PLC Boards: A Comparison of Practices and Effectiveness - Summary of Research Findings," CEPR Discussion Papers 7148, C.E.P.R. Discussion Papers.
- Acharya, Viral, 2009.
"A Theory of Systemic Risk and Design of Prudential Bank Regulation,"
CEPR Discussion Papers
7164, C.E.P.R. Discussion Papers.
- Acharya, Viral V., 2009. "A theory of systemic risk and design of prudential bank regulation," Journal of Financial Stability, Elsevier, vol. 5(3), pages 224-255, September.
- Acharya, Viral & Subramanian, Krishnamurthy & Baghai, Ramin, 2009.
"Labor Laws and Innovation,"
CEPR Discussion Papers
7171, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Ramin P. Baghai & Krishnamurthy V. Subramanian, 2013. "Labor Laws and Innovation," Journal of Law and Economics, University of Chicago Press, vol. 56(4), pages 997-1037.
- Viral V. Acharya & Ramin P. Baghai & Krishnamurthy V. Subramanian, 2010. "Labor Laws and Innovation," NBER Working Papers 16484, National Bureau of Economic Research, Inc.
- Myers, Stewart C & Rajan, Raghuram & Acharya, Viral, 2009.
"The Internal Governance of Firms,"
CEPR Discussion Papers
7210, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Stewart C. Myers & Raghuram G. Rajan, 2011. "The Internal Governance of Firms," Journal of Finance, American Finance Association, vol. 66(3), pages 689-720, June.
- Viral V. Acharya & Stewart C. Myers & Raghuram Rajan, 2009. "The Internal Governance of Firms," NBER Working Papers 15568, National Bureau of Economic Research, Inc.
- Acharya, Viral & Kehoe, Conor & Hahn, Moritz, 2009.
"Corporate Governance and Value Creation: Evidence from Private Equity,"
CEPR Discussion Papers
7242, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Oliver F. Gottschalg & Moritz Hahn & Conor Kehoe, 2013. "Corporate Governance and Value Creation: Evidence from Private Equity," The Review of Financial Studies, Society for Financial Studies, vol. 26(2), pages 368-402.
- Oliver Gottschalg & Viral V. Acharya & Moritz Hahn & Conor Kehoe, 2013. "Corporate Governance and Value Creation: Evidence from Private Equity," Post-Print hal-00784067, HAL.
- Acharya, Viral & Lochstoer, Lars, 2009.
"Limits to Arbitrage and Hedging: Evidence from Commodity Markets,"
CEPR Discussion Papers
7327, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Lochstoer, Lars A. & Ramadorai, Tarun, 2013. "Limits to arbitrage and hedging: Evidence from commodity markets," Journal of Financial Economics, Elsevier, vol. 109(2), pages 441-465.
- Viral V. Acharya & Lars A. Lochstoer & Tarun Ramadorai, 2011. "Limits to Arbitrage and Hedging: Evidence from Commodity Markets," NBER Working Papers 16875, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Hyun Song Shin & Tanju Yorulmazer, 2009.
"Crisis Resolution and Bank Liquidity,"
NBER Working Papers
15567, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Hyun Song Shin & Tanju Yorulmazer, 2011. "Crisis Resolution and Bank Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 2166-2205.
- Julio González-Díaz & Joyee Deb, 2009.
"Community Enforcement Beyond the Prisoner's Dilemma,"
2009 Meeting Papers
398, Society for Economic Dynamics.
- Joyee Deb & Julio Gonzalez-Diaz, 2010. "Community Enforcement Beyond the Prisoner's Dilemma," Working Papers 10-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- Johannes C. Stroebel & John B. Taylor, 2009. "Estimated Impact of the Fed's Mortgage-Backed Securities Purchase Program," NBER Working Papers 15626, National Bureau of Economic Research, Inc.
- Theresa Kuchler & Johannes Stroebel, 2009. "Foreclosure and Bankruptcy--Policy Conclusions from the Current Crisis," Discussion Papers 08-037, Stanford Institute for Economic Policy Research.
- Charles I. Jones & Paul M. Romer, 2009.
"The New Kaldor Facts: Ideas, Institutions, Population, and Human Capital,"
NBER Working Papers
15094, National Bureau of Economic Research, Inc.
- Charles I. Jones & Paul M. Romer, 2010. "The New Kaldor Facts: Ideas, Institutions, Population, and Human Capital," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 224-245, January.
- CASTRO, Rui & CLEMENTI, Gian Luca, 2009.
"The Economic Effects of Improving Investor Rights in Portugal,"
Cahiers de recherche
2009-07, Universite de Montreal, Departement de sciences economiques.
- Rui Castro & Gian Clementi, 2009. "The economic effects of improving investor rights in Portugal," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 8(2), pages 59-97, August.
- CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "The Economic Effects of Improving Investor Rights in Portugal," Cahiers de recherche 08-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- CASTRO, Rui & CLEMENTI, Gian Luca & MACDONALD, Glenn, 2009.
"Legal Institutions, Sectoral Heterogeneity, and Economic Development,"
Cahiers de recherche
2009-08, Universite de Montreal, Departement de sciences economiques.
- Rui Castro & Gian Luca Clementi & Glenn Macdonald, 2009. "Legal Institutions, Sectoral Heterogeneity, and Economic Development," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 529-561.
- CASTRO, Rui & CLEMENTI, Gian Luca & MACDONALD, Glenn, 2009. "Legal Institutions, Sectoral Heterogeneity, and Economic Development," Cahiers de recherche 09-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Rui Castro & Gian Luca Clementi & Glenn McDonald, 2007. "Legal Institutions, Sectoral Heterogeneity, and Economic Development," Working Paper series 05_07, Rimini Centre for Economic Analysis.
- Rui Castro & Gian Luca Clementi & Glenn MacDonald, 2005. "Legal Institutions, Sectoral Heterogeneity, and Economic Development," Working Papers 05-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- Rui Castro & Gian Luca Clementi & Glenn MacDonald, 2004. "Legal Institutions, Sectoral Heterogeneity, and Economic Development," 2004 Meeting Papers 162, Society for Economic Dynamics.
- CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009.
"Asset Pricing in a Production Economy with Chew–Dekel Preferences,"
Cahiers de recherche
2009-09, Universite de Montreal, Departement de sciences economiques.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Papers 07-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Paper series 07_07, Rimini Centre for Economic Analysis.
- CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Cahiers de recherche 10-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Becker, William E. & Greene, William H. & Siegfried, John J., 2009.
"Does Teaching Load Affect Faculty Size?,"
IZA Discussion Papers
3996, Institute of Labor Economics (IZA).
- William E. Becker & William H. Greene & John J. Siegfried, 2008. "Does Teaching Load Affect Faculty Size?," Vanderbilt University Department of Economics Working Papers 0817, Vanderbilt University Department of Economics.
- Grace Lordan & Richard Brown & Eliana Jimenez Soto & William H. Greene, 2009. "Children, Inequality and the Intra-household Allocation of Healthcare Resources in Three Transition Countries," Discussion Papers Series 401, School of Economics, University of Queensland, Australia.
- William H. Greene, 2009.
"Testing Hypotheses About Interaction Terms in Nonlinear Models,"
Working Papers
09-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, William, 2010. "Testing hypotheses about interaction terms in nonlinear models," Economics Letters, Elsevier, vol. 107(2), pages 291-296, May.
- Nicolae B. Garleanu & Lasse H. Pedersen, 2009.
"Dynamic Trading with Predictable Returns and Transaction Costs,"
NBER Working Papers
15205, National Bureau of Economic Research, Inc.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2013. "Dynamic Trading with Predictable Returns and Transaction Costs," Journal of Finance, American Finance Association, vol. 68(6), pages 2309-2340, December.
- Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2009. "Dynamic Trading with Predictable Returns and Transaction Costs," CEPR Discussion Papers 7392, C.E.P.R. Discussion Papers.
- Lasse Heje Pedersen, 2009.
"When Everyone Runs for the Exit,"
NBER Working Papers
15297, National Bureau of Economic Research, Inc.
- Lasse Pedersen, 2009. "When Everyone Runs for the Exit," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 177-199, December.
- Pedersen, Lasse Heje, 2009. "When Everyone Runs for the Exit," CEPR Discussion Papers 7436, C.E.P.R. Discussion Papers.
- Ryan L. Lampe & Petra Moser, 2009. "Do Patent Pools Encourage Innovation? Evidence from the 19th-Century Sewing Machine Industry," NBER Working Papers 15061, National Bureau of Economic Research, Inc.
- Petra Moser & Alessandra Voena, 2009.
"Compulsory Licensing - Evidence from the Trading with the Enemy Act,"
NBER Working Papers
15598, National Bureau of Economic Research, Inc.
- Petra Moser & Alessandra Voena, 2012. "Compulsory Licensing: Evidence from the Trading with the Enemy Act," American Economic Review, American Economic Association, vol. 102(1), pages 396-427, February.
- Petra Moser & Alessandra Voena, 2010. "Compulsory Licensing: Evidence from the Trading with the Enemy Act," Discussion Papers 09-026, Stanford Institute for Economic Policy Research.
- Stanley E. Zin & Bryan R. Routledge & David K. Backus, 2009. "The Cyclical Component of US Asset Returns," 2009 Meeting Papers 13, Society for Economic Dynamics.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009.
"Trust and Delegation,"
NBER Working Papers
15529, National Bureau of Economic Research, Inc.
- Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher, 2012. "Trust and delegation," Journal of Financial Economics, Elsevier, vol. 103(2), pages 221-234.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009. "Trust and Delegation," Yale School of Management Working Papers amz2545, Yale School of Management, revised 13 Nov 2009.
- Barbara G. Katz, 2009. "Crime and Uncertain Punishment in Transition Economies," Working Papers 09-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Yannis Bakos & Florencia Marotta-Wurgler & David R. Trossen, 2009. "Does Anyone Read the Fine Print? Testing a Law and Economics Approach to Standard Form Contracts," Working Papers 09-04, NET Institute, revised Aug 2009.
- Michael A. Cohen & Marina-Selini Katsaiti, 2009.
"Evaluating Health Care Externality Costs Generated by Risky Consumption Goods,"
Working papers
2009-43, University of Connecticut, Department of Economics.
- Michael Cohen & Marina-Selini Katsaiti, 2009. "Evaluating Health Care Externality Costs Generated by Risky Consuption Goods," Food Marketing Policy Center Research Reports 121, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
- Cohen, Michael & Katsaiti, Marina-Selini, 2009. "Evaluating Health Care Externality Costs Generated by Risky Consuption Goods," Research Reports 149964, University of Connecticut, Food Marketing Policy Center.
- Thomas Philippon & Ariell Reshef, 2009.
"Wages and Human Capital in the U.S. Financial Industry: 1909-2006,"
NBER Working Papers
14644, National Bureau of Economic Research, Inc.
- Philippon, Thomas & Reshef, Ariell, 2009. "Wages and Human Capital in the U.S. Financial Industry: 1909-2006," CEPR Discussion Papers 7282, C.E.P.R. Discussion Papers.
- Philippon, Thomas & Schnabl, Philipp, 2009.
"Efficient Recapitalization,"
CEPR Discussion Papers
7516, C.E.P.R. Discussion Papers.
- Thomas Philippon & Philipp Schnabl, 2013. "Efficient Recapitalization," Journal of Finance, American Finance Association, vol. 68(1), pages 1-42, February.
- Thomas Philippon & Philipp Schnabl, 2009. "Efficient Recapitalization," NBER Working Papers 14929, National Bureau of Economic Research, Inc.
- Yalincak, Hakan, 2009. "Understanding the Cyprus problem: a small chess piece on a huge board," MPRA Paper 40163, University Library of Munich, Germany.
- Yasutora Watanabe & Kei Kawai, 2009.
"Inferring Strategic Voting,"
2009 Meeting Papers
803, Society for Economic Dynamics.
- Kei Kawai & Yasutora Watanabe, 2013. "Inferring Strategic Voting," American Economic Review, American Economic Association, vol. 103(2), pages 624-662, April.
- Laurence Ales & Pricila Maziero, 2009.
"Adverse Selection and Non-Exclusive Contracts,"
GSIA Working Papers
2010-E61, Carnegie Mellon University, Tepper School of Business.
- Laurence Ales, 2009. "Adverse Selection and Non-exclusive Contracts," 2009 Meeting Papers 854, Society for Economic Dynamics.
- Lawrence J. White, 2009. "Lessons from the Debacle of '07-'08 for Financial Regulation and Its Overhaul," Working Papers 09-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Thomas M. Lenard & Lawrence J. White,, 2009. "ICANN at a Crossroads: A Proposal for Better Governance and Performance," Working Papers 09-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2009. "Financial Regulation and the Current Crisis: A Guide for the Antitrust Community," Working Papers 09-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White & W. Scott Frame, 2009. "The Federal Home Loan Bank System: Current Issues in Perspective," Working Papers 09-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2009. "The Credit Rating Agencies: Understanding Their Central Role in the Subprime Debacle of 2007-2008," Working Papers 09-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Lawrence J. White, 2009.
"Technological Change, Financial Innovation, and Diffusion in Banking,"
Working Papers
09-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Lawrence J. White, 2014. "Technological Change, Financial Innovation, and Diffusion in Banking," Working Papers 14-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Lawrence J. White, 2009. "Technological change, financial innovation, and diffusion in banking," FRB Atlanta Working Paper 2009-10, Federal Reserve Bank of Atlanta.
- Lawrence J. White, 2009. "The Community Reinvestment Act: Good Goals, Flawed Concept," Working Papers 09-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Venky Venkateswaran & Christian Hellwig, 2009.
"Setting The Right Prices for the Wrong Reasons,"
2009 Meeting Papers
260, Society for Economic Dynamics.
- Hellwig, Christian & Venkateswaran, Venky, 2009. "Setting the right prices for the wrong reasons," Journal of Monetary Economics, Elsevier, vol. 56(S), pages 57-77.
- Marcin Kacperczyk & Philipp Schnabl, 2009.
"When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009,"
NBER Working Papers
15538, National Bureau of Economic Research, Inc.
- Marcin Kacperczyk & Philipp Schnabl, 2010. "When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 29-50, Winter.
- Peter L. Rousseau & Paul Wachtel, 2009.
"What is Happening to the Impact of Financial Deepening on Economic Growth?,"
Vanderbilt University Department of Economics Working Papers
0915, Vanderbilt University Department of Economics.
- Peter L. Rousseau & Paul Wachtel, 2011. "What Is Happening To The Impact Of Financial Deepening On Economic Growth?," Economic Inquiry, Western Economic Association International, vol. 49(1), pages 276-288, January.
- Paul Wachtel & Peter L. Rousseau, 2006. "What is happening to the impact of financial deepening on economic growth?," Working Papers 06-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Rainer Haselmann & Paul Wachtel, 2009. "Syndicated Loans, Foreign Banking and Capital Market Development," Working Papers 09-04, New York University, Leonard N. Stern School of Business, Department of Economics.
2008
- Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2008. "A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets," Econometrics Working Papers Archive wp2008_09, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008.
"Fitting vast dimensional time-varying covariance models,"
Economics Series Working Papers
403, University of Oxford, Department of Economics.
- Cavit Pakel & Neil Shephard & Kevin Sheppard & Robert F. Engle, 2021. "Fitting Vast Dimensional Time-Varying Covariance Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 652-668, July.
- Robert Engle & Neil Shephard & Kevin Shepphard, 2008. "Fitting vast dimensional time-varying covariance models," OFRC Working Papers Series 2008fe30, Oxford Financial Research Centre.
- Nicholas Economides & Ioannis Lianos, 2008.
"The Elusive Antitrust Standard on Bundling in Europe and in the United States at the Aftermath of the Microsoft Cases,"
Working Papers
08-1, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Ioannis Lianos, 2007. "The Elusive Antitrust Standard on Bundling in Europe and in the United States at the Aftermath of the Microsoft Cases," Working Papers 07-47, NET Institute, revised Dec 2007.
- Nicholas Economides, 2008.
"Competition Policy Issues in the Consumer Payments Industry,"
Working Papers
08-39, NET Institute, revised Oct 2008.
- Nicholas Economides, 2008. "Competition Policy Issues in the Consumer Payments Industry," Working Papers 08-29, New York University, Leonard N. Stern School of Business, Department of Economics.
- Malcolm Baker & Robin Greenwood & Jeffrey Wurgler, 2008.
"Catering Through Nominal Share Prices,"
NBER Working Papers
13762, National Bureau of Economic Research, Inc.
- Malcolm Baker & Robin Greenwood & Jeffrey Wurgler, 2009. "Catering through Nominal Share Prices," Journal of Finance, American Finance Association, vol. 64(6), pages 2559-2590, December.
- Acharya, Viral & Volpin, Paolo, 2008.
"Corporate Governance Externalities,"
CEPR Discussion Papers
6627, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Paolo F. Volpin, 2010. "Corporate Governance Externalities," Review of Finance, European Finance Association, vol. 14(1), pages 1-33.
- Acharya, Viral & Viswanathan, S., 2008. "Moral Hazard, Collateral and Liquidity," CEPR Discussion Papers 6630, C.E.P.R. Discussion Papers.
- Acharya, Viral & Amihud, Yakov & Litov, Lubomir P., 2008.
"Creditor Rights and Corporate Risk-taking,"
CEPR Discussion Papers
6697, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Amihud, Yakov & Litov, Lubomir, 2011. "Creditor rights and corporate risk-taking," Journal of Financial Economics, Elsevier, vol. 102(1), pages 150-166, October.
- Viral V. Acharya & Yakov Amihud & Lubomir Litov, 2009. "Creditor rights and corporate risk-taking," NBER Working Papers 15569, National Bureau of Economic Research, Inc.
- Gromb, Denis & Acharya, Viral & Yorulmazer, Tanju, 2008.
"Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking,"
CEPR Discussion Papers
6984, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Denis Gromb & Tanju Yorulmazer, 2012. "Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 184-217, April.
- DeMarzo, Peter & Acharya, Viral & Kremer, Ilan, 2008.
"Endogenous Information Flows and the Clustering of Announcements,"
CEPR Discussion Papers
6985, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Peter DeMarzo & Ilan Kremer, 2011. "Endogenous Information Flows and the Clustering of Announcements," American Economic Review, American Economic Association, vol. 101(7), pages 2955-2979, December.
- Viral V. Acharya & Peter M. DeMarzo & Ilan Kremer, 2010. "Endogenous Information Flows and the Clustering of Announcements," NBER Working Papers 16485, National Bureau of Economic Research, Inc.
- DeMarzo, Peter & Acharya, Viral & Kremer, Ilan, 2011. "Endogenous Information Flows and the Clustering of Announcements," CEPR Discussion Papers 8680, C.E.P.R. Discussion Papers.
- Joyee Deb, 2008. "Cooperation and Community Responsibility: A Folk Theorem for Repeated Matching Games with Names," Working Papers 08-24, New York University, Leonard N. Stern School of Business, Department of Economics.
- Joyee Deb, 2008.
"Observability and Sorting in a Market for Names,"
Working Papers
08-25, New York University, Leonard N. Stern School of Business, Department of Economics.
- Joyee Deb, 2012. "Observability and Sorting in a Market for Names," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 21(2), pages 301-338, June.
- Rui Castro & Gian Luca Clementi & Yoonsoo Lee, 2008.
"Cross-sectoral variation in firm-level idiosyncratic risk,"
Working Papers (Old Series)
0812, Federal Reserve Bank of Cleveland.
- Rui Castro & Gian Luca Clementi & Yoonsoo Lee, 2010. "Cross–Sectoral Variation in Firm–Level Idiosyncratic Risk," Working Paper series 28_10, Rimini Centre for Economic Analysis.
- CASTRO, Rui & CLEMENTI, Gian Luca & LEE, Yoonsoo, 2010. "Cross–Sectoral Variation in Firm–Level Idiosyncratic Risk," Cahiers de recherche 2010-07, Universite de Montreal, Departement de sciences economiques.
- Rui Castro & Gian Luca Clementi & Yoonsoo Lee, 2010. "Cross-Sectoral Variation in Firm-Level Idiosyncratic Risk," Working Papers 10-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- CASTRO, Rui & CLEMENTI, Gian Luca & LEE, Yoonsoo, 2010. "Cross-Sectoral Variation in Firm-Level Idiosyncratic Risk," Cahiers de recherche 15-2010, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Claudio Campanale & Gian Luca Clementi & Rui Castro, 2008.
"Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences,"
Working Papers. Serie AD
2008-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Rui Castro & Claudio Campanale & Gian Luca Clementi, 2007. "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," 2007 Meeting Papers 503, Society for Economic Dynamics.
- William H. Greene & Mark N. Harris & Bruce Hollingworth & Pushkar Maitra, 2008. "A Bivariate Latent Class Correlated Generalized Ordered Probit Model with an Application to Modeling Observed Obesity Levels," Working Papers 08-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- William Greene, 2008.
"A Stochastic Frontier Model with Correction for Sample Selection,"
Working Papers
08-9, New York University, Leonard N. Stern School of Business, Department of Economics.
- William Greene, 2010. "A stochastic frontier model with correction for sample selection," Journal of Productivity Analysis, Springer, vol. 34(1), pages 15-24, August.
- Cabral, Luis, 2008.
"Dynamic Price Competition with Network Effects,"
CEPR Discussion Papers
6687, C.E.P.R. Discussion Papers.
- Luís Cabral, 2011. "Dynamic Price Competition with Network Effects," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(1), pages 83-111.
- Luis Cabral, 2008. "Dynamic Price Competition with Network Effects," Working Papers 08-4, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luis Cabral, 2007. "Dynamic Price Competition with Network Effects," 2007 Meeting Papers 326, Society for Economic Dynamics.
- Luís Cabral, 2007. "Dynamic Price Competition with Network Effects," Working Papers 22, Portuguese Competition Authority.
- Cabral, Luis, 2009. "Dynamic price competition with network effects," IESE Research Papers D/843, IESE Business School.
- Cabral, Luis, 2008.
"Aftermarket Power and Basic Market Competition,"
CEPR Discussion Papers
6802, C.E.P.R. Discussion Papers.
- Luis Cabral, 2008. "Aftermarket Power and Basic Market Competition," Working Papers 08-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luis Cabral & Zhu Wang, 2008.
"Spin-offs: theory and evidence from the early U.S. automobile industry,"
Research Working Paper
RWP 08-15, Federal Reserve Bank of Kansas City.
- Zhu Wang & Luis Cabral, 2013. "Spin-offs: Theory and Evidence from the Early U.S. Automobile Industry," 2013 Meeting Papers 942, Society for Economic Dynamics.
- Luis Cabral & David Salant, 2008.
"Evolving Technologies and Standards Regulation,"
Working Papers
08-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luís & Salant, David, 2014. "Evolving technologies and standards regulation," International Journal of Industrial Organization, Elsevier, vol. 36(C), pages 48-56.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008.
"Carry Trades and Currency Crashes,"
NBER Working Papers
14473, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2009. "Carry Trades and Currency Crashes," NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 313-347, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008. "Carry Trades and Currency Crashes," Working Papers 2008-1, Princeton University. Economics Department..
- Petra Moser, 2008. "An Empirical Test of Taste-based Discrimination Changes in Ethnic Preferences and their Effect on Admissions to the NYSE during World War I," NBER Working Papers 14003, National Bureau of Economic Research, Inc.
- Said, Maher, 2008.
"Auctions with Dynamic Populations: Efficiency and Revenue Maximization,"
MPRA Paper
11456, University Library of Munich, Germany.
- Said, Maher, 2012. "Auctions with dynamic populations: Efficiency and revenue maximization," Journal of Economic Theory, Elsevier, vol. 147(6), pages 2419-2438.
- Said, Maher, 2008. "Information Revelation and Random Entry in Sequential Ascending Auctions," MPRA Paper 7160, University Library of Munich, Germany.
- Said, Maher, 2008.
"Dynamic Markets with Randomly Arriving Agents,"
MPRA Paper
9868, University Library of Munich, Germany.
- Said, Maher, 2011. "Sequential auctions with randomly arriving buyers," Games and Economic Behavior, Elsevier, vol. 73(1), pages 236-243, September.
- Stanley E. Zin & Chris Telmer & David K. Backus, 2008. "Monetary Policy and the Uncovered Interest Rate Parity Puzzle," 2008 Meeting Papers 834, Society for Economic Dynamics.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008. "Estimating Operational Risk for Hedge Funds: The ?-Score," Yale School of Management Working Papers amz2559, Yale School of Management, revised 11 Sep 2009.
- Chandra, Ambarish & Collard-Wexler, Allan, 2008.
"Mergers in Two-Sided Markets: An Application to the Canadian Newspaper Industry,"
MPRA Paper
7954, University Library of Munich, Germany.
- Ambarish Chandra & Allan Collard‐Wexler, 2009. "Mergers in Two‐Sided Markets: An Application to the Canadian Newspaper Industry," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 18(4), pages 1045-1070, December.
- Nicolas Véron & Thomas Philippon, 2008. "Financing Europe's fast movers," Bruegel Policy Brief 9, Bruegel.
- Lawrence J. White, 2008. "The Growing Influence of Economics and Economists on Antitrust: An Extended Discussion," Working Papers 08-3, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2008. "The Role of Competition Policy in the Promotion of Economic Growth," Working Papers 08-19, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2008. "Antitrust Policy and Industrial Policy: A View from the U.S," Working Papers 08-2, New York University, Leonard N. Stern School of Business, Department of Economics.
- Stephen G. Cecchetti & Kermit L. Schoenholtz, 2008. "How Central Bankers See It: The First Decade of ECB Policy and Beyond," NBER Working Papers 14489, National Bureau of Economic Research, Inc.
- Philipp Schnabl, 2008. "New evidence on the international bank lending channel," Proceedings 1102, Federal Reserve Bank of Chicago.
- Robert Seamans, 2008. "Pricing and Multi-Market Contact in the Cable TV Industry," Working Papers 08-13, NET Institute.
2007
- Giovanni Barone-Adesi & Robert F. Engle & Loriano Mancini, 2007. "A GARCH Option Pricing Model in Incomplete Markets," Swiss Finance Institute Research Paper Series 07-03, Swiss Finance Institute.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007. "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive wp2007_16, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Paul David & Michael Spence, 2007. "Designing Institutional Infrastructure for E-Science," Discussion Papers 07-023, Stanford Institute for Economic Policy Research.
- Nicholas Economides, 2007.
"The Economics of the Internet,"
Working Papers
07-01, NET Institute.
- Nicholas Economides, 2007. "Economics of the Internet," Working Papers 07-1, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 2007.
"“Net Neutrality,” Non-Discrimination and Digital Distribution of Content Through the Internet,"
Working Papers
07-03, NET Institute.
- Nicholas Economides, 2007. ""Net Neutrality," Non-Discrimination and Digital Distribution of Content Through the Internet," Working Papers 07-8, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 2007.
"Nonbanks in the Payments System: Vertical Integration Issues,"
Working Papers
07-06, NET Institute.
- Nicholas Economides, 2007. "Nonbanks in the payments system: vertical integration issues," Proceedings – Payments System Research Conferences, Federal Reserve Bank of Kansas City.
- Nicholas Economides, 2007. "Nonbanks in the Payments System: Vertical Integration Issues," Working Papers 07-22, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & William N. Hebert, 2007.
"Patents and Antitrust: Application to Adjacent Markets,"
Working Papers
07-07, NET Institute, revised Aug 2007.
- Nicholas Economides, 2007. "Patents and Antitrust: Application to Adjacent Markets," Working Papers 07-23, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Joacim Tåg, 2007.
"Net Neutrality on the Internet: A Two-sided Market Analysis,"
Working Papers
07-14, NET Institute, revised Sep 2007.
- Economides, Nicholas & Tåg, Joacim, 2012. "Network neutrality on the Internet: A two-sided market analysis," Information Economics and Policy, Elsevier, vol. 24(2), pages 91-104.
- Nicholas Economides & Joacim Tag, 2007. "Net Neutrality on the Internet: A Two-sided Market Analysis," Working Papers 07-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- Economides, Nicholas & Tåg, Joacim, 2008. "Network Neutrality on the Internet: A Two-sided Market Analysis," Working Paper Series 727, Research Institute of Industrial Economics, revised 09 Nov 2011.
- Nicholas Economides & Joacim Tåg, 2007. "Net Neutrality on the Internet: A Two-sided Market Analysis," Working Papers 07-45, NET Institute, revised Nov 2007.
- Rohit Deo & Meng-Chen Hsieh & Clifford M. Hurvich & Philippe Soulier, 2007. "Long Memory in Nonlinear Processes," Papers 0706.1836, arXiv.org.
- Malcolm Baker & Jeffrey Wurgler, 2007.
"Investor Sentiment in the Stock Market,"
NBER Working Papers
13189, National Bureau of Economic Research, Inc.
- Malcolm Baker & Jeffrey Wurgler, 2007. "Investor Sentiment in the Stock Market," Journal of Economic Perspectives, American Economic Association, vol. 21(2), pages 129-152, Spring.
- Viral Acharya & Tanju Yorulmazer, 2007.
"Too many to fail - an analysis of time-inconsistency in bank closure policies,"
Bank of England working papers
319, Bank of England.
- Acharya, Viral V. & Yorulmazer, Tanju, 2007. "Too many to fail--An analysis of time-inconsistency in bank closure policies," Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 1-31, January.
- Acharya, Viral & Yorulmazer, Tanju, 2004. "Too Many to Fail - An Analysis of Time Inconsistency in Bank Closure Policies," CEPR Discussion Papers 4778, C.E.P.R. Discussion Papers.
- Viral Acharya & Tanju Yorulmazer, 2007.
"Cash-in-the-market pricing and optimal resolution of bank failures,"
Bank of England working papers
328, Bank of England.
- Viral V. Acharya & Tanju Yorulmazer, 2008. "Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures," The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2705-2742, November.
- Acharya, Viral & Subramanian, Krishnamurthy, 2007.
"Bankruptcy Codes and Innovation,"
CEPR Discussion Papers
6307, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Krishnamurthy V. Subramanian, 2009. "Bankruptcy Codes and Innovation," The Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 4949-4988, December.
- Shin, Hyun Song & Acharya, Viral & Yorulmazer, Tanju, 2007. "Fire Sales, Foreign Entry and Bank Liquidity," CEPR Discussion Papers 6309, C.E.P.R. Discussion Papers.
- Shin, Hyun Song & Acharya, Viral & Yorulmazer, Tanju, 2007.
"Fire-sale FDI,"
CEPR Discussion Papers
6319, C.E.P.R. Discussion Papers.
- Hyun Song Shin & Viral Acharya & Tanju Yorulmazer, 2011. "Fire Sale FDI," Korean Economic Review, Korean Economic Association, vol. 27, pages 163-202.
- Schaefer, Stephen & Acharya, Viral & Zhang, Yili, 2007.
"Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005,"
CEPR Discussion Papers
6619, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Stephen Schaefer & Yili Zhang, 2015. "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-51.
- Acharya, Viral & Johnson, Tim, 2007.
"More Insiders, More Insider Trading: Evidence from Private Equity Buyouts,"
CEPR Discussion Papers
6622, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Johnson, Timothy C., 2010. "More insiders, more insider trading: Evidence from private-equity buyouts," Journal of Financial Economics, Elsevier, vol. 98(3), pages 500-523, December.
- Luis Cabral, 2007. "Lock in and Switch: Asymmetric Information and New Product Diffusion," Working Papers 07-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- William Greene, 2007. "Correlation in Bivariate Poisson Regression Model," Working Papers 07-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- William Greene, 2007. "Fixed and Random Effects Models for Count Data," Working Papers 07-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Paul Wachtel & Iftekhar Hasan & Mingming Zhou, 2007.
"Institutional Development, Financial Deepening and Economic Growth: Evidence from China,"
Working Papers
07-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Hasan, Iftekhar & Wachtel, Paul & Zhou, Mingming, 2009. "Institutional development, financial deepening and economic growth: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 33(1), pages 157-170, January.
- Hasan, Iftekhar & Wachtel, Paul & Zhou, Mingming, 2006. "Institutional development, financial deepening and economic growth: evidence from China," BOFIT Discussion Papers 12/2006, Bank of Finland Institute for Emerging Economies (BOFIT).
- William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2007. "Reducing Barriers to Services Trade: The U.S. Case," Working Papers 07-7, New York University, Leonard N. Stern School of Business, Department of Economics.
- William Greene, 2007.
"Functional Form and Heterogeneity in Models for Count Data,"
Working Papers
07-9, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, William, 2007. "Functional Form and Heterogeneity in Models for Count Data," Foundations and Trends(R) in Econometrics, now publishers, vol. 1(2), pages 113-218, August.
- Ravi Mantena & Ramesh Sankaranarayanan & Siva Viswanathan, 2007. "“Exclusive Licensing in Complementary Network Industries”," Working Papers 07-04, NET Institute, revised Apr 2007.
- Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan, 2007. "Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly?," Working Papers 07-32, NET Institute, revised Sep 2007.
- Cabral, Luis & Ross, Thomas, 2007.
"Are Sunk Costs a Barrier to Entry?,"
CEPR Discussion Papers
6162, C.E.P.R. Discussion Papers.
- Luís M. B. Cabral & Thomas W. Ross, 2008. "Are Sunk Costs a Barrier to Entry?," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 17(1), pages 97-112, March.
- Luis M.B. Cabral & Thomas Ross, 2006. "Are Sunk Costs A Barrier To Entry?," Working Papers 06-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luís Cabral & Thomas Ross, 2007. "Are Sunk Costs a Barrier to Entry?," Working Papers 19, Portuguese Competition Authority.
- Anindya Ghose & Sha Yang, 2007. "An Empirical Analysis of Search Engine Advertising: Sponsored Search and Cross-Selling in Electronic Markets," Working Papers 07-35, NET Institute, revised Sep 2007.
- Nikolay Archak & Anindya Ghose & Panagiotis G. Ipeirotis, 2007. "Deriving the Pricing Power of Product Features by Mining Consumer Reviews," Working Papers 07-36, NET Institute.
- Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino, 2007.
"Slow Moving Capital,"
NBER Working Papers
12877, National Bureau of Economic Research, Inc.
- Lasse Heje Pedersen & Mark Mitchell & Todd Pulvino, 2007. "Slow Moving Capital," American Economic Review, American Economic Association, vol. 97(2), pages 215-220, May.
- Pedersen, Lasse Heje & Mitchell, Mark & Pulvino, Todd, 2007. "Slow Moving Capital," CEPR Discussion Papers 6117, C.E.P.R. Discussion Papers.
- Nicolae B. Garleanu & Lasse H. Pedersen, 2007.
"Liquidity and Risk Management,"
NBER Working Papers
12887, National Bureau of Economic Research, Inc.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2007. "Liquidity and Risk Management," American Economic Review, American Economic Association, vol. 97(2), pages 193-197, May.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2007.
"Market Liquidity and Funding Liquidity,"
NBER Working Papers
12939, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2009. "Market Liquidity and Funding Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2201-2238, June.
- Brunnermeier, Markus K. & Pedersen, Lasse Heje, 2007. "Market liquidity and funding liquidity," LSE Research Online Documents on Economics 24478, London School of Economics and Political Science, LSE Library.
- Lasse Heje Pederson & Markus K Brunnermeier, 2007. "Market Liquidity and Funding Liquidity," FMG Discussion Papers dp580, Financial Markets Group.
- Brunnermeier, Markus & Pedersen, Lasse Heje, 2007. "Market Liquidity and Funding Liquidity," CEPR Discussion Papers 6179, C.E.P.R. Discussion Papers.
- Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2007.
"How Sovereign is Sovereign Credit Risk?,"
NBER Working Papers
13658, National Bureau of Economic Research, Inc.
- Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2011. "How Sovereign Is Sovereign Credit Risk?," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 75-103, April.
- Petra Moser, 2007. "Why Don't Inventors Patent?," NBER Working Papers 13294, National Bureau of Economic Research, Inc.
- Michael F. Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley E. Zin, 2007.
"Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models,"
NBER Working Papers
13245, National Bureau of Economic Research, Inc.
- Michael F. Gallmeyer & Burton Hollifield & Francisco J. Palomino & Stanley E. Zin, 2007. "Arbitrage-free bond pricing with dynamic macroeconomic models," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 305-326.
- Stanley E. Zin & Bryan R. Routledge & David K. Backus, 2007. "Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing," 2007 Meeting Papers 992, Society for Economic Dynamics.
- Ambarish Chandra & Allan Collard-Wexler, 2007. "Did the Canadian Newspaper Acquisitions Raise Prices for Consumers?," Working Papers 07-2, New York University, Leonard N. Stern School of Business, Department of Economics.
- Barbara G. Katz & Joel Owen, 2007. "Political Uncertainty and Crime in Transition Economies," Working Papers 07-3, New York University, Leonard N. Stern School of Business, Department of Economics.
- Thomas Philippon & Ariell Reshef, 2007. "Skill Biased Financial Development: Education, Wages and Occupations in the U.S. Financial Sector," NBER Working Papers 13437, National Bureau of Economic Research, Inc.
- Thomas Philippon & Yuliy Sannikov, 2007. "Real Options in a Dynamic Agency Model, with Applications to Financial Development, IPOs, and Business Risk," NBER Working Papers 13584, National Bureau of Economic Research, Inc.
- Thomas Philippon, 2007. "Why Has the U.S. Financial Sector Grown so Much? The Role of Corporate Finance," NBER Working Papers 13405, National Bureau of Economic Research, Inc.
- Thomas Philippon, 2007. "Financiers vs. Engineers: Should the Financial Sector be Taxed or Subsidized?," NBER Working Papers 13560, National Bureau of Economic Research, Inc.
- Thomas Philippon, 2007. "The y-Theory of Investment," 2007 Meeting Papers 204, Society for Economic Dynamics.
- Kose John & Hamid Mehran & Yiming Qian, 2007. "Regulation, subordinated debt, and incentive features of CEO compensation in the banking industry," Staff Reports 308, Federal Reserve Bank of New York.
- David K. Backus & Jonathan H. Wright, 2007.
"Cracking the Conundrum,"
Working Papers
07-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(1), pages 293-329.
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," NBER Working Papers 13419, National Bureau of Economic Research, Inc.
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the conundrum," Finance and Economics Discussion Series 2007-46, Board of Governors of the Federal Reserve System (U.S.).
- Luis Cabral & Ben Polak, 2007. "Dominant Firms, Imitation, and Incentives to Innovate," Working Papers 07-5, New York University, Leonard N. Stern School of Business, Department of Economics.
- Ching, Andrew & Erdem, Tulin & Keane, Michael, 2007.
"The Price Consideration Model of Brand Choice,"
MPRA Paper
4686, University Library of Munich, Germany.
- Andrew Ching & Tülin Erdem & Michael Keane, 2009. "The price consideration model of brand choice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(3), pages 393-420, April.
- Stephen G. Cecchetti & Peter Hooper & Bruce C. Kasman & Kermit L. Schoenholtz & Mark W. Watson, 2007. "Understanding the Evolving the Evolving Inflation Process," Working Papers 2007-4, Princeton University. Economics Department..
- Paul Wachtel & Rainer Haselmann, 2007.
"Risk Taking by Banks in the Transition Countries,"
Working Papers
07-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Rainer Haselmann & Paul Wachtel, 2007. "Risk Taking by Banks in the Transition Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 49(3), pages 411-429, September.
2006
- Fabrizio Cipollini & Robert F. Engle & Giampiero Gallo, 2006.
"Vector Multiplicative Error Models: Representation and Inference,"
Econometrics Working Papers Archive
wp2006_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2006. "Vector Multiplicative Error Models: Representation and Inference," NBER Working Papers 12690, National Bureau of Economic Research, Inc.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2006. "Vector Multiplicative Error Models: Representation and Inference," NBER Technical Working Papers 0331, National Bureau of Economic Research, Inc.
- Barone-Adesi, Giovanni & Engle, Robert & Mancini, Loriano, 2006. "GARCH Options in Incomplete Markets," CEI Working Paper Series 2005-12, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Robert Engle & Robert Ferstenberg, 2006. "Execution Risk," NBER Working Papers 12165, National Bureau of Economic Research, Inc.
- Edwin Lim & Michael Spence & Ricardo Hausmann, 2006.
"China and the Global Economy: Medium-term Issues and Options - A Synthesis Report,"
CID Working Papers
126, Center for International Development at Harvard University.
- Edwin Lim & Michael Spence & Ricardo Hausmann, 2006. "China and the Global Economy: Medium-term Issues and Options - A Synthesis Report," Growth Lab Working Papers 4, Harvard's Growth Lab.
- Hausmann, Ricardo & Lim, Edwin & Spence, Michael, 2006. "China and the Global Economy: Medium-Term Issues and Options--A Synthesis Report," Working Paper Series rwp06-029, Harvard University, John F. Kennedy School of Government.
- Nicholas Economides, 2006.
"Public Policy in Network Industries,"
Working Papers
06-01, NET Institute, revised Sep 2006.
- Nicholas Economides, 2006. "Public Policy in Network Industries," Working Papers 06-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2006.
"The Effect of Dividends on Consumption,"
NBER Working Papers
12288, National Bureau of Economic Research, Inc.
- Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2007. "The Effect of Dividends on Consumption," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(1), pages 231-292.
- Viral V. Acharya & Jean Imbs & Jason Sturgess, 2006.
"Finance and Efficiency: Do Bank Branching Regulations Matter?,"
Swiss Finance Institute Research Paper Series
06-36, Swiss Finance Institute.
- Viral V. Acharya & Jean Imbs & Jason Sturgess, 2011. "Finance and Efficiency: Do Bank Branching Regulations Matter?," Review of Finance, European Finance Association, vol. 15(1), pages 135-172.
- Imbs, Jean & Acharya, Viral & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6029, C.E.P.R. Discussion Papers.
- Imbs, Jean & Acharya, Viral & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6202, C.E.P.R. Discussion Papers.
- Knedlik, Tobias & Ströbel, Johannes, 2006. "The role of banking portfolios in the transmission from currency crises to banking crises - potential effects of Basel II," IWH Discussion Papers 21/2006, Halle Institute for Economic Research (IWH).
- Alan M. Garber & Charles I. Jones & Paul M. Romer, 2006.
"Insurance and Incentives for Medical Innovation,"
NBER Working Papers
12080, National Bureau of Economic Research, Inc.
- Garber Alan M & Jones Charles I. & Romer Paul, 2006. "Insurance and Incentives for Medical Innovation," Forum for Health Economics & Policy, De Gruyter, vol. 9(2), pages 1-27, March.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2006. "Business Cycles under Generalized Disappointment Aversion," 2006 Meeting Papers 24, Society for Economic Dynamics.
- Victor Ginsburgh & Jianping Mei & Michael Moses, 2006. "On the computation of art indices in art," ULB Institutional Repository 2013/7290, ULB -- Universite Libre de Bruxelles.
- William H. Greene & Abigail S. Hornstein & Lawrence J. White & Bernard Y. Yeung, 2006.
"Multinationals Do It Better: Evidence on the Efficiency of Corporations’ Capital Budgeting,"
Working Papers
06-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, William H. & Hornstein, Abigail S. & White, Lawrence J., 2009. "Multinationals do it better: Evidence on the efficiency of corporations' capital budgeting," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 703-720, December.
- William H. Greene & Abigail S. Hornstein & Lawrence J. White & Bernard Yeung, 2006. "Multinationals Do It Better: Evidence on the Efficiency of Corporations’ Capital Budgeting," Wesleyan Economics Working Papers 2006-012, Wesleyan University, Department of Economics.
- William Greene, 2006. "A General Approach to Incorporating Selectivity in a Model," Working Papers 06-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luis & Spagnolo, Giancarlo & Cozzi, Guido & Zanza, Matteo & Denicolo, Vincenzo, 2006. "Procuring Innovation," CEPR Discussion Papers 5774, C.E.P.R. Discussion Papers.
- Luis Cabral & Ana Fernandes, 2006. "Innovation and Financial Markets," 2006 Meeting Papers 327, Society for Economic Dynamics.
- Luis Cabral & Ali Hortacsu, 2006.
"The Dynamics of Seller Reputation: Evidence from eBay,"
Working Papers
06-32, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luís Cabral & Ali Hortaçsu, 2010. "The Dynamics Of Seller Reputation: Evidence From Ebay," Journal of Industrial Economics, Wiley Blackwell, vol. 58(1), pages 54-78, March.
- Chris Forman & Anindya Ghose & Avi Goldfarb, 2006. "Geography and Electronic Commerce: Measuring Convenience, Selection, and Price," Working Papers 06-15, NET Institute, revised Sep 2006.
- Anindya Ghose & Bin Gu, 2006. "Search Costs, Demand Structure and Long Tail in Electronic Markets: Theory and Evidence," Working Papers 06-19, NET Institute, revised Oct 2006.
- Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2006.
"Valuation in Over-the-Counter Markets,"
NBER Working Papers
12020, National Bureau of Economic Research, Inc.
- Darrell Duffie & Nicolae Gârleanu & Lasse Heje Pedersen, 2007. "Valuation in Over-the-Counter Markets," The Review of Financial Studies, Society for Financial Studies, vol. 20(6), pages 1865-1900, November.
- Duffie, Darrell & Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2006. "Valuation in Over-the-Counter Markets," CEPR Discussion Papers 5491, C.E.P.R. Discussion Papers.
- Stanley Zin & David Backus & Bryan Routledge, 2006. "Asset pricing implications for business cycle analysis," 2006 Meeting Papers 14, Society for Economic Dynamics.
- Yermack, David, 2006.
"Golden Handshakes: Separation Pay for Retired and Dismissed CEOs,"
SIFR Research Report Series
41, Institute for Financial Research.
- Yermack, David, 2006. "Golden handshakes: Separation pay for retired and dismissed CEOs," Journal of Accounting and Economics, Elsevier, vol. 41(3), pages 237-256, September.
- Sundaram, Rangarajan K. & Yermack, David, 2006. "Pay Me Later: Inside Debt and Its Role in Managerial Compensation," SIFR Research Report Series 43, Institute for Financial Research.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2006.
"Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration,"
Yale School of Management Working Papers
amz2472, Yale School of Management, revised 11 Sep 2009.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008. "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Journal of Finance, American Finance Association, vol. 63(6), pages 2785-2815, December.
- Allan Collard-Wexler, 2006. "Panel Data Reduces Bias in Entry Models," Working Papers 06-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- Allan Collard-Wexler, 2006. "Plant Turnover and Demand Fluctuations in the Ready-Mix Concrete Industry," Working Papers 06-08, Center for Economic Studies, U.S. Census Bureau.
- Allan Collard-Wexler, 2006. "Demand Fluctuations and Plant Turnover in the Ready-Mix Concrete Industry," Working Papers 06-25, New York University, Leonard N. Stern School of Business, Department of Economics.
- Barbara G. Katz & Joel Owen, 2006. "Crime and Uncertain Punishment," Working Papers 06-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Thomas Philippon, 2006.
"The Bond Market's q,"
NBER Working Papers
12462, National Bureau of Economic Research, Inc.
- Thomas Philippon, 2009. "The Bond Market's q," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 124(3), pages 1011-1056.
- Mueller, Holger & Philippon, Thomas, 2006.
"Family Firms, Paternalism and Labour Relations,"
CEPR Discussion Papers
6017, C.E.P.R. Discussion Papers.
- Holger M. Mueller & Thomas Philippon, 2006. "Family Firms, Paternalism, and Labor Relations," NBER Working Papers 12739, National Bureau of Economic Research, Inc.
- Mueller, Holger & Philippon, Thomas, 2006. "Concentrated Ownership and Labour Relations," CEPR Discussion Papers 5776, C.E.P.R. Discussion Papers.
- Laurence Ales & Francesca Carapella & Pricila Maziero & Warren E. Weber, 2006.
"A model of banknote discounts,"
Working Papers
641, Federal Reserve Bank of Minneapolis.
- Ales, Laurence & Carapella, Francesca & Maziero, Pricila & Weber, Warren E., 2008. "A model of banknote discounts," Journal of Economic Theory, Elsevier, vol. 142(1), pages 5-27, September.
- Laurence Ales & Francesca Carapella & Pricila Maziero & Warren Weber, 2006. "A model of banknote discounts," 2006 Meeting Papers 681, Society for Economic Dynamics.
- Lawrence White, 2006.
"Market Definition and Market Power in Payment Card Networks: Some Comments and Considerations,"
Working Papers
06-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- White Lawrence J., 2006. "Market Definition and Market Power in Payment Card Networks: Some Comments and Considerations," Review of Network Economics, De Gruyter, vol. 5(1), pages 1-11, March.
- Lawrence White, 2006. "Horizontal Merger Antitrust Enforcement: Some Historical Perspectives, Some Current Observations," Working Papers 06-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2006. "The Fishery as a Watery Commons: Lessons from the Experiences of Other Public Policy Areas for US Fisheries Policy," Working Papers 06-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2006. "The Residential Real Estate Brokerage Industry: What Would More Vigorous Competition Look Like?," Working Papers 06-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2006. "Fannie Mae, Freddie Mac, and Housing: Good Intentions Gone Awry," Working Papers 06-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2006. "A New Law for the Bond Rating Industry—For Better Or For Worse?," Working Papers 06-19, New York University, Leonard N. Stern School of Business, Department of Economics.
- Sami Valkonen & Lawrence J. White, 2006. "An Economic Model for the Incentive/Access Paradigm of Copyright Propertization: An Argument in Support of the Proposed New 514 to the Copyright Act," Working Papers 06-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Hasan, Iftekhar & Wachtel, Paul & Zhou, Mingming, 2006.
"Institutional development, financial deepening and economic growth: evidence from China,"
BOFIT Discussion Papers
12/2006, Bank of Finland Institute for Emerging Economies (BOFIT).
- Hasan, Iftekhar & Wachtel, Paul & Zhou, Mingming, 2009. "Institutional development, financial deepening and economic growth: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 33(1), pages 157-170, January.
- Paul Wachtel & Iftekhar Hasan & Mingming Zhou, 2007. "Institutional Development, Financial Deepening and Economic Growth: Evidence from China," Working Papers 07-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Paul Wachtel & Rainer Haselmann, 2006. "Institutions and Bank Behavior," Working Papers 06-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Paul Wachtel, 2006. "Understanding the Old and New Bretton Woods," Working Papers 06-20, New York University, Leonard N. Stern School of Business, Department of Economics.
2005
- Robert F. Engle & Jose Gonzalo Rangel, 2005. "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers 2005/13, Czech National Bank.
- Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle, 2005. "High Frequency Multiplicative Component Garch," Computing in Economics and Finance 2005 409, Society for Computational Economics.
- Nicholas Economides & Evangelos Katsamakas, 2005.
"Linux vs. Windows: A comparison of application and platform innovation incentives for open source and proprietary software platforms+,"
Working Papers
05-03, NET Institute, revised Sep 2005.
- Nicholas Economides & Evangelos Katsamakas, 2005. "Linux vs. Windows: A comparison of application and platform innovation incentives for open source and proprietary software platforms," Working Papers 05-07, NET Institute.
- Nicholas Economides & V. Brian Viard & Katja Seim, 2005.
"Quantifying the Benefits of Entry into Local Phone Service,"
Working Papers
05-08, NET Institute, revised Nov 2005.
- Nicholas Economides & Katja Seim & V. Brian Viard, 2008. "Quantifying the benefits of entry into local phone service," RAND Journal of Economics, RAND Corporation, vol. 39(3), pages 699-730, September.
- Nicholas Economides & Katja Seim & V. Brian Viard, 2007. "Quantifying the Benefits of Entry into Local Phone Service," Working Papers 07-27, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Katja Seim & V. Brian Viard, 2005. "Quantifying the Benefits of Entry into Local Phone Service," Working Papers 05-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & V. Brian Viard & Katja Seim, 2007. "Quantifying the Benefits of Entry into Local Phone Service," Working Papers 07-48, NET Institute, revised Dec 2007.
- Nicholas Economides & V. Brian Viard & Katja Seim, 2007. "Quantifying the Benefits of Entry into Local Phone Service," Working Papers 07-38, NET Institute, revised Oct 2007.
- Nicholas Economides, 2005.
"Vertical Leverage And The Sacrifice Principle: Why The Supreme Court Got Trinko Wrong,"
Working Papers
05-05, NET Institute, revised Nov 2005.
- Nicholas Economides, 2005. "Vertical Leverage and the Sacrifice Principle: Why the Supreme Court Got Trinko Wrong," Working Papers 05-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 2005. "Hit and Miss: Leverage, Sacrifice, and Refusal to Deal in the Supreme Court Decision in Trinko," Working Papers 05-32, NET Institute.
- Nicholas Economides & Evangelos Katsamakas, 2005. "Linux vs. Windows: A Comparison of Innovation Incentives and a Case Study," Working Papers 05-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Rohit Deo & Clifford Hurvich & Yi Lu, 2005.
"Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment,"
Econometrics
0501002, University Library of Munich, Germany.
- Deo, Rohit & Hurvich, Clifford & Lu, Yi, 2006. "Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 29-58.
- Rohit Deo & Mengchen Hsieh & Clifford Hurvich, 2005. "Tracing the Source of Long Memory in Volatility," Econometrics 0501005, University Library of Munich, Germany.
- Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang, 2005. "Propagation of Memory Parameter from Durations to Counts," Econometrics 0511010, University Library of Munich, Germany.
- Acharya, Viral & Almeida, Heitor & Campello, Murillo, 2005.
"Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies,"
CEPR Discussion Papers
4886, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Almeida, Heitor & Campello, Murillo, 2007. "Is cash negative debt? A hedging perspective on corporate financial policies," Journal of Financial Intermediation, Elsevier, vol. 16(4), pages 515-554, October.
- Viral V. Acharya & Heitor Almeida & Murillo Campello, 2005. "Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies," NBER Working Papers 11391, National Bureau of Economic Research, Inc.
- John, Kose & Acharya, Viral & Sundaram, Rangarajan K, 2005.
"Cross-Country Variations in Capital Structures: The Role of Bankruptcy Codes,"
CEPR Discussion Papers
4916, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Sundaram, Rangarajan K. & John, Kose, 2011. "Cross-country variations in capital structures: The role of bankruptcy codes," Journal of Financial Intermediation, Elsevier, vol. 20(1), pages 25-54, January.
- Acharya, Viral & Yorulmazer, Tanju, 2005. "Cash-in-the-Market Pricing and Optimal Bank Bailout Policy," CEPR Discussion Papers 5154, C.E.P.R. Discussion Papers.
- Acharya, Viral & Johnson, Tim, 2005.
"Insider Trading in Credit Derivatives,"
CEPR Discussion Papers
5180, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Johnson, Timothy C., 2007. "Insider trading in credit derivatives," Journal of Financial Economics, Elsevier, vol. 84(1), pages 110-141, April.
- Greene, William, 2005. "Growth in Services Outsourcing to India: Propellant or Drain on the U.S. Economy?," Working Papers 15865, United States International Trade Commission, Office of Economics.
- Mehdi Farsi & Massimo Filippini & William Greene, 2005.
"Application of Panel Data Models in Benchmarking Analysis of the Electrivity Distribution Sector,"
CEPE Working paper series
05-39, CEPE Center for Energy Policy and Economics, ETH Zurich.
- Mehdi Farsi & Massimo Filippini & William Greene, 2006. "Application Of Panel Data Models In Benchmarking Analysis Of The Electricity Distribution Sector," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 77(3), pages 271-290, September.
- Richard G. Anderson & William H. Greene & Bruce D. McCullough & Hrishikesh D. Vinod, 2005. "The role of data & program code archives in the future of economic research," Working Papers 2005-014, Federal Reserve Bank of St. Louis.
- William Greene, 2005. "Censored Data and Truncated Distributions," Working Papers 05-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Willa Chen & Rohit Deo, 2005.
"The Variance Ratio Statistic at large Horizons,"
Econometrics
0501003, University Library of Munich, Germany.
- Chen, Willa W. & Deo, Rohit S., 2006. "The Variance Ratio Statistic At Large Horizons," Econometric Theory, Cambridge University Press, vol. 22(2), pages 206-234, April.
- Willa Chen & Rohit Deo, 2005.
"Estimation of mis-specified long memory models,"
Econometrics
0501004, University Library of Munich, Germany.
- Chen, Willa W. & Deo, Rohit S., 2006. "Estimation of mis-specified long memory models," Journal of Econometrics, Elsevier, vol. 134(1), pages 257-281, September.
- Willa Chen & Rohit Deo, 2005. "GMM Estimation for Long Memory Latent Variable Volatility and Duration Models," Econometrics 0501006, University Library of Munich, Germany.
- Esther Gal-Or & Anindya Ghose, 2005.
"The Economic Incentives for Sharing Security Information,"
Industrial Organization
0503004, University Library of Munich, Germany.
- Esther Gal-Or & Anindya Ghose, 2005. "The Economic Incentives for Sharing Security Information," Information Systems Research, INFORMS, vol. 16(2), pages 186-208, June.
- Anindya Ghose & Arun Sundararajan, 2005. "Versioning and Quality Distortion in Software? Evidence from E-Commerce Panel Data," Working Papers 05-14, NET Institute, revised Oct 2005.
- Anindya Ghose, 2005. "Used Good Trade Patterns: A Cross-Country Comparison of Electronic Secondary Markets," Working Papers 05-19, NET Institute, revised Oct 2005.
- Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2005.
"Demand-Based Option Pricing,"
NBER Working Papers
11843, National Bureau of Economic Research, Inc.
- Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2009. "Demand-Based Option Pricing," The Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 4259-4299, October.
- Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan & ,, 2005. "Demand-Based Option Pricing," CEPR Discussion Papers 5420, C.E.P.R. Discussion Papers.
- Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje, 2005.
"Liquidity and Asset Prices,"
MPRA Paper
24768, University Library of Munich, Germany.
- Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje, 2006. "Liquidity and Asset Prices," Foundations and Trends(R) in Finance, now publishers, vol. 1(4), pages 269-364, February.
- Michael Gallmeyer & Burton Hollifield & Stanley E. Zin, 2005.
"Taylor Rules, McCallum Rules and the Term Structure of Interest Rates,"
NBER Working Papers
11276, National Bureau of Economic Research, Inc.
- Gallmeyer, Michael F. & Hollifield, Burton & Zin, Stanley E., 2005. "Taylor rules, McCallum rules and the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 921-950, July.
- Michael F. Gallmeyer & Burton Hollifield, 2005. "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," 2005 Meeting Papers 676, Society for Economic Dynamics.
- Stanley Zin & Thomas Tallarini, 2005. "Portfolio Choice and Permanent Income," Computing in Economics and Finance 2005 408, Society for Computational Economics.
- William N. Goetzmann & Stephen J. Brown, 2005.
"Performance Persistence,"
Yale School of Management Working Papers
ysm451, Yale School of Management.
- Brown, Stephen J & Goetzmann, William N, 1995. "Performance Persistence," Journal of Finance, American Finance Association, vol. 50(2), pages 679-698, June.
- Heitor Almeida & Thomas Philippon, 2005.
"The Risk-Adjusted Cost of Financial Distress,"
NBER Working Papers
11685, National Bureau of Economic Research, Inc.
- Heitor Almeida & Thomas Philippon, 2007. "The Risk‐Adjusted Cost of Financial Distress," Journal of Finance, American Finance Association, vol. 62(6), pages 2557-2586, December.
- Diego Comin & Thomas Philippon, 2005.
"The Rise in Firm-Level Volatility: Causes and Consequences,"
NBER Working Papers
11388, National Bureau of Economic Research, Inc.
- Diego A. Comin & Thomas Philippon, 2006. "The Rise in Firm-Level Volatility: Causes and Consequences," NBER Chapters, in: NBER Macroeconomics Annual 2005, Volume 20, pages 167-228, National Bureau of Economic Research, Inc.
- Qiang Dai & Thomas Philippon, 2005. "Fiscal Policy and the Term Structure of Interest Rates," NBER Working Papers 11574, National Bureau of Economic Research, Inc.
- Thomas Philippon & Francesco Franco, 2005.
"Firms and Aggregate Dynamics,"
2005 Meeting Papers
246, Society for Economic Dynamics.
- Francesco Franco & Thomas Philippon, 2007. "Firms and Aggregate Dynamics," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 587-600, November.
- Thomas Philippon & Fatih Guvenen, 2005. "Firm Volatility and Wage Inequality," 2005 Meeting Papers 230, Society for Economic Dynamics.
- Simi Kedia & Thomas Philippon, 2005.
"The Economics of Fraudulent Accounting,"
NBER Working Papers
11573, National Bureau of Economic Research, Inc.
- Simi Kedia & Thomas Philippon, 2009. "The Economics of Fraudulent Accounting," The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2169-2199, June.
- Yalincak, Hakan & Li, Yu & Tong, Mike, 2005. "Examination of VaR after long term capital management," MPRA Paper 40152, University Library of Munich, Germany.
- Yalincak, Orhun Hakan, 2005. "Criticism of the Black-Scholes Model: But Why Is It Still Used? (The Answer Is Simpler than the Formula)," MPRA Paper 63208, University Library of Munich, Germany.
- Lawrence White, 2005. "Market Definition in Monopoly Cases: A Paradigm is Missing," Working Papers 05-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2005. "On Truly Privatizing Fannie Mae and Freddie Mac: Why It's Important, and How to Do It," Working Papers 05-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2005. "Good Intentions Gone Awry: A Policy Analysis of the SEC's Regulation of the Bond Rating Industry," Working Papers 05-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Allen N. Berger & Astrid A. Dick & Lawrence G. Goldberg & Lawrence J. White, 2005.
"The effects of competition from large, multimarket firms on the performance of small, single-market firms: evidence from the banking industry,"
Finance and Economics Discussion Series
2005-15, Board of Governors of the Federal Reserve System (U.S.).
- Allen N. Berger & Astrid A. Dick & Lawrence G. Goldberg & Lawrence White, 2005. "The Effects of Competition from Large, Multimarket Firms on the Performance of Small, Single-Market Firms: Evidence from the Banking Industry," Working Papers 05-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Peter L. Rousseau & Paul Wachtel, 2005.
"Economic Growth and Financial Depth: Is the Relationship Extinct Already?,"
WIDER Working Paper Series
DP2005-10, World Institute for Development Economic Research (UNU-WIDER).
- Peter L. Rousseau & Paul Wachtel, 2005. "Economic Growth and Financial Depth: Is the Relationship Extinct Already?," Working Papers 05-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Paul Wachtel & Peter L. Rousseau, 2010. "Economic Growth and Financial Depth: Is the Relationship Extinct Already?," Working Papers id:3225, eSocialSciences.
2004
- Bertaud, Alain & Brueckner, Jan K., 2004. "Analyzing building height restrictions - predicted impacts, welfare costs, and a case study of Bangalore, India," Policy Research Working Paper Series 3290, The World Bank.
- Engle III, Robert F., 2004. "Autobiography," Nobel Prize in Economics documents 2003-3, Nobel Prize Committee.
- Nicholas Economides & Brian Viard, 2004.
"Pricing of Complementary Goods and Network Effects,"
Industrial Organization
0407005, University Library of Munich, Germany.
- Nicholas Economides & Brian Viard, 2003. "Pricing of Complementary Goods and Network Effects," Working Papers 03-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & V. Brian Viard, 2005. "Pricing of Complementary Goods and Network Effects," Working Papers 05-31, NET Institute, revised Nov 2005.
- Nicholas Economides & V. Brian Viard, 2004. "Pricing of Complementary Goods and Network Effects," Working Papers 04-21, NET Institute, revised Aug 2004.
- Nicholas Economides & V. Brian Viard, 2005. "Pricing of Complementary Goods and Network Effects," Working Papers 05-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & V. Brian Viard, 2005. "Pricing of Complementary Goods and Network Effects," Working Papers 05-04, NET Institute, revised Nov 2005.
- Viard, V. Brian & Economides, Nicholas, 2006. "Pricing of Complementary Goods and Network Effects," Research Papers 1812r2, Stanford University, Graduate School of Business.
- Nicholas Economides, 2004. "Comment of Nicholas S. Economides on the Revised Proposed Final Judgment in United States v. Microsoft, January 22, 2002," Industrial Organization 0407009, University Library of Munich, Germany.
- Nicholas Economides & Matt Mitchell, 2004.
"Dynamic Oligopoly with Network Effects,"
2004 Meeting Papers
665, Society for Economic Dynamics.
- Economides, Nicholas & Mitchell, Matthew & Skrzypacz, Andrzej, 2004. "Dynamic Oligopoly with Network Effects," Santa Cruz Department of Economics, Working Paper Series qt3z59c4p7, Department of Economics, UC Santa Cruz.
- Nicholas Economides, 2004.
"Competition Policy In Network Industries: An Introduction,"
Industrial Organization
0407006, University Library of Munich, Germany.
- Nicholas Economides, 2006. "Competition Policy in Network Industries: An Introduction," Chapters, in: Dennis W. Jansen (ed.), The New Economy and Beyond, chapter 5, Edward Elgar Publishing.
- Nicholas Economides, 2003. "Competition Policy In Network Industries: An Introduction," Working Papers 03-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 2004. "Competition Policy In Network Industries: An Introduction," Working Papers 04-24, NET Institute, revised Jun 2004.
- Nicholas Economides, 2004. "US Telecommunications Today, October 2002," Industrial Organization 0407007, University Library of Munich, Germany.
- Nicholas Economides, 2004.
"The Impact of the Internet on Financial Markets,"
Finance
0407010, University Library of Munich, Germany.
- Economides, Nicholas, 2001. "The impact of the Internet on financial markets," Journal of Financial Transformation, Capco Institute, vol. 1, pages 8-13.
- Nicholas Economides & Andrzej Skrzypacz, 2004. "Standards Coalitions Formation and Market Structure in Network Industries," Microeconomics 0407008, University Library of Munich, Germany.
- Nicholas Economides, 2004.
"Telecommunications Regulation: An Introduction,"
Industrial Organization
0407008, University Library of Munich, Germany.
- Nicholas Economides, 2003. "Telecommunications Regulation: An Introduction," Working Papers 03-22, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 2004. "Telecommunications Regulation: An Introduction," Working Papers 04-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 2004. "Telecommunications Regulation: An Introduction," Working Papers 04-20, NET Institute, revised Aug 2004.
- Nicholas Economides & Evangelos Katsamakas, 2004.
"Two-sided competition of proprietary vs. open source technology platforms and the implications for the software industry,"
Working Papers
04-22, NET Institute, revised Aug 2004.
- Nicholas Economides & Evangelos Katsamakas, 2006. "Two-Sided Competition of Proprietary vs. Open Source Technology Platforms and the Implications for the Software Industry," Management Science, INFORMS, vol. 52(7), pages 1057-1071, July.
- Nicholas Economides & Evangelos Katsamakas, 2005. "Two-sided competition of proprietary vs. open source technology platforms and the implications for the software industry," Working Papers 05-06, NET Institute.
- Nicholas Economides & Evangelos Katsamakas, 2005. "Two-sided competition of proprietary vs. open source technology platforms, and the implications for the software industry," Working Papers 05-02, NET Institute, revised Oct 2005.
- Nicholas Economides & Evangelos Katsamakas, 2004. "Two-sided competition of proprietary vs. open source technology platforms and the implications for the software industry," Working Papers 04-30, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 2004.
"The Economics of the Internet Backbone,"
Working Papers
04-23, NET Institute, revised Oct 2004.
- Nicholas Economides, 2004. "The Economics of the Internet Backbone," Working Papers 04-29, New York University, Leonard N. Stern School of Business, Department of Economics.
- Roubini, Nouriel & Corsetti, Giancarlo & Guimaraes, Bernardo, 2004.
"International Lending of Last Resort and Moral Hazard: A Model of the IMF's Catalytic Finance,"
CEPR Discussion Papers
4383, C.E.P.R. Discussion Papers.
- Corsetti, Giancarlo & Guimaraes, Bernardo & Roubini, Nouriel, 2006. "International lending of last resort and moral hazard: A model of IMF's catalytic finance," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 441-471, April.
- Giancarlo Corsetti & Bernardo Guimaraes & Nouriel Roubini, 2003. "International Lending of Last Resort and Moral Hazard: A Model of IMF's Catalytic Finance," NBER Working Papers 10125, National Bureau of Economic Research, Inc.
- Nouriel Roubini & Michele Cavallo & Kate Kisselev, 2004.
"Exchange rate overshooting and the costs of floating,"
2004 Meeting Papers
766, Society for Economic Dynamics.
- Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2004. "Exchange rate overshooting and the costs of floating," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Nouriel Roubini & Michele Cavallo & Kate Kisselev, 2004. "Exchange rate overshooting and the costs of floating," Computing in Economics and Finance 2004 62, Society for Computational Economics.
- Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2005. "Exchange rate overshooting and the costs of floating," Working Paper Series 2005-07, Federal Reserve Bank of San Francisco.
- Soyoung Kim & Nouriel Roubini, 2004.
"Twin Deficit or Twin Divergence? Fiscal Policy, Current Account, and Real Exchange Rate in the US,"
Econometric Society 2004 North American Winter Meetings
271, Econometric Society.
- Kim, Soyoung & Roubini, Nouriel, 2008. "Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S," Journal of International Economics, Elsevier, vol. 74(2), pages 362-383, March.
- Soyoung Kim & Nouriel Roubini, 2004. "Twin Deficit or Twin Divergence? Fiscal Policy, Real Exchange Rate, and the Current Account in the U.S," 2004 Meeting Papers 792, Society for Economic Dynamics.
- Clifford Hurvich & Eric Moulines & Philippe Soulier, 2004.
"Estimating Long Memory in Volatility,"
Econometrics
0412006, University Library of Munich, Germany.
- Clifford M. Hurvich & Eric Moulines & Philippe Soulier, 2005. "Estimating Long Memory in Volatility," Econometrica, Econometric Society, vol. 73(4), pages 1283-1328, July.
- Willa Chen & Clifford Hurvich, 2004. "Semiparametric Estimation of Fractional Cointegrating Subspaces," Econometrics 0412007, University Library of Munich, Germany.
- Yakov Amihud & Clifford Hurvich, 2004.
"Predictive Regressions: A Reduced-Bias Estimation Method,"
Econometrics
0412008, University Library of Munich, Germany.
- Amihud, Yakov & Hurvich, Clifford M., 2004. "Predictive Regressions: A Reduced-Bias Estimation Method," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(4), pages 813-841, December.
- Mengchen Hsieh & Clifford Hurvich & Philippe Soulier, 2004.
"Asymptotics for Duration-Driven Long Range Dependent Processes,"
Econometrics
0412009, University Library of Munich, Germany.
- Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe, 2007. "Asymptotics for duration-driven long range dependent processes," Journal of Econometrics, Elsevier, vol. 141(2), pages 913-949, December.
- Yakov Amihud & Clifford Hurvich & Yi Wang, 2004. "Hypothesis Testing in Predictive Regressions," Finance 0412022, University Library of Munich, Germany.
- Ramesh Sankaranarayanan & Arun Sundararajan, 2004. "Electronic Markets, Search Costs and Firm Boundaries," Econometric Society 2004 North American Summer Meetings 563, Econometric Society.
- Arun Sundararajan, 2004. "Price screening with network effects and entry deterrence," Econometric Society 2004 North American Summer Meetings 576, Econometric Society.
- Arun Sundararajan, 2004. "Local Network Effects and Network Structure," Industrial Organization 0412011, University Library of Munich, Germany.
- Malcolm Baker & Jeffrey Wurgler, 2004.
"Investor Sentiment and the Cross-Section of Stock Returns,"
NBER Working Papers
10449, National Bureau of Economic Research, Inc.
- Malcolm Baker & Jeffrey Wurgler, 2006. "Investor Sentiment and the Cross‐Section of Stock Returns," Journal of Finance, American Finance Association, vol. 61(4), pages 1645-1680, August.
- Malcolm Baker & C. Fritz Foley & Jeffrey Wurgler, 2004. "The Stock Market and Investment: Evidence from FDI Flows," NBER Working Papers 10559, National Bureau of Economic Research, Inc.
- Malcolm Baker & Lubomir Litov & Jessica A. Wachter & Jeffrey Wurgler, 2004.
"Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements,"
NBER Working Papers
10685, National Bureau of Economic Research, Inc.
- Baker, Malcolm & Litov, Lubomir & Wachter, Jessica A. & Wurgler, Jeffrey, 2010. "Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(5), pages 1111-1131, October.
- Malcolm P. Baker & Ryan Taliaferro & Jeffrey Wurgler, 2004. "Pseudo Market Timing and Predictive Regressions," NBER Working Papers 10823, National Bureau of Economic Research, Inc.
- Malcolm Baker & Richard S. Ruback & Jeffrey Wurgler, 2004. "Behavioral Corporate Finance: A Survey," NBER Working Papers 10863, National Bureau of Economic Research, Inc.
- Antonio Álvarez & Carlos Arias & William Greene, 2004.
"Accounting for unobservables in production models:management and inefficiency,"
Economic Working Papers at Centro de Estudios Andaluces
E2004/72, Centro de Estudios Andaluces.
- Álvarez, Antonio & Arias, Carlos & Greene, William, 2005. "Accounting for Unobservables in Production Models: Management and Inefficiency," Efficiency Series Papers 2005/07, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
- Bill Greene with Antonio Alvarez (Univ. of Oviedo) & Carlos Arias (Univ. of Leon), 2004. "Accounting For Unobservables In Production Models: Management And Inefficiency," Econometric Society 2004 Australasian Meetings 341, Econometric Society.
- Mehdi Farsi & Massimo Filippini & William Greene, 2004.
"Efficiency Measurement in Network Industries: Application to the Swiss Railway Companies,"
CEPE Working paper series
04-32, CEPE Center for Energy Policy and Economics, ETH Zurich.
- Mehdi Farsi & Massimo Filippini & William Greene, 2005. "Efficiency Measurement in Network Industries: Application to the Swiss Railway Companies," Journal of Regulatory Economics, Springer, vol. 28(1), pages 69-90, July.
- Cabral, Luis & Anderson, Axel, 2004.
"Go For Broke or Play it Safe? Dynamic Competition with Choice of Variance,"
CEPR Discussion Papers
4249, C.E.P.R. Discussion Papers.
- Axel Anderson & Luís M. B. Cabral, 2007. "Go for broke or play it safe? Dynamic competition with choice of variance," RAND Journal of Economics, RAND Corporation, vol. 38(3), pages 593-609, September.
- Cabral, Luis & Hortacsu, Ali, 2004.
"The Dynamics of Seller Reputation: Theory and Evidence from eBay,"
CEPR Discussion Papers
4345, C.E.P.R. Discussion Papers.
- Luís Cabral & Ali Hortacsu, 2004. "The Dynamics of Seller Reputation: Theory and Evidence from eBay," Working Papers 04-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luis Cabral & Ali Hortacsu, 2004. "The Dynamics of Seller Reputation: Theory and Evidence from eBay," NBER Working Papers 10363, National Bureau of Economic Research, Inc.
- Cabral, Luis & Polak, Ben, 2004.
"Does Microsoft Stifle Innovation? Dominant Firms, Imitation and R&D Incentives,"
CEPR Discussion Papers
4577, C.E.P.R. Discussion Papers.
- Luís Cabral & Ben Polak, 2004. "Does Microsoft Stifle Innovation? Dominant Firms, Imitation, and R&D Incentives," Working Papers 06, Portuguese Competition Authority.
- Luis Cabral & Ben Polak, 2004. "Does Microsoft Stifle Innovation? Dominant Firms, Imitation, and R & D Incentives," Working Papers 04-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cristian Dezso & Luis M B Cabral, 2004. "Technology Licensing and Technology Alliances," 2004 Meeting Papers 767, Society for Economic Dynamics.
- Luis Cabral, 2004.
"Technology Adoption with Multiple Alternative Designs and the Option to Wait,"
Working Papers
04-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luís Cabral & Cristian Dezső, 2008. "Technology Adoption with Multiple Alternative Designs and the Option to Wait," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 17(2), pages 413-441, June.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2004.
"Predatory Trading,"
NBER Working Papers
10755, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2005. "Predatory Trading," Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, August.
- Lasse H. Pedersen & Markus Brunnermeier, 2004. "Predatory Trading," Econometric Society 2004 North American Winter Meetings 425, Econometric Society.
- Markus K Brunnermeier & Lasse Heje Pederson, 2003. "Predatory Trading," FMG Discussion Papers dp441, Financial Markets Group.
- Brunnermeier, Markus K. & Pederson, Lasse Heje, 2003. "Predatory trading," LSE Research Online Documents on Economics 24829, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus & Pedersen, Lasse Heje, 2004. "Predatory Trading," CEPR Discussion Papers 4639, C.E.P.R. Discussion Papers.
- Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2004.
"Over-the-Counter Markets,"
NBER Working Papers
10816, National Bureau of Economic Research, Inc.
- Darrell Duffie, 2012. "Over-The-Counter Markets," Introductory Chapters, in: Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets, Princeton University Press.
- Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2005. "Over-the-Counter Markets," Econometrica, Econometric Society, vol. 73(6), pages 1815-1847, November.
- Lasse Pedersen & Darrell Duffie & Nicolae Garleanu, 2004.
"Valuation in Dynamic Bargaining Markets,"
Econometric Society 2004 North American Winter Meetings
649, Econometric Society.
- duffie, 2004. "Valuation in Dynamic Bargaining Markets," Econometric Society 2004 North American Winter Meetings 633, Econometric Society.
- Stan Zin & David Backus & Bryan Routledge, 2004. "International Risk Sharing with exotic preferences," 2004 Meeting Papers 149, Society for Economic Dynamics.
- David Backus & Bryan Routledge & Stanley Zin, 2004.
"Exotic Preferences for Macroeconomists,"
Working Papers
04-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005. "Exotic Preferences for Macroeconomists," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414, National Bureau of Economic Research, Inc.
- David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," NBER Working Papers 10597, National Bureau of Economic Research, Inc.
- Stephen J. Brown & William N. Goetzmann & Alok Kumar, 2004.
"The Dow Theory: William Peter Hamilton's Track Record Re-considered,"
Yale School of Management Working Papers
ysm30, Yale School of Management.
- Stephen Brown & William Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers ysm85, Yale School of Management, revised 01 Apr 2008.
- Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-013, New York University, Leonard N. Stern School of Business-.
- Stephen Brown & William Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers ysm85, Yale School of Management, revised 01 Apr 2008.
- Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 2004.
"Positive Portfolio Factors,"
Yale School of Management Working Papers
ysm27, Yale School of Management.
- Stephen Brown & William Goetzmann & Mark Grinblatt, 1998. "Positive Portfolio Factors," Yale School of Management Working Papers ysm87, Yale School of Management, revised 01 Apr 2008.
- Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 1998. "Positive Portfolio Factors," NBER Working Papers 6412, National Bureau of Economic Research, Inc.
- Stephen Brown & William Goetzmann & Mark Grinblatt, 1998. "Positive Portfolio Factors," Yale School of Management Working Papers ysm87, Yale School of Management, revised 01 Apr 2008.
- Barbara G. Katz & Joel Owen, 2004. "Moving Toward the Rule of Law in the Face of Corruption: Re-examining the Big-Bang," Working Papers 04-34, New York University, Leonard N. Stern School of Business, Department of Economics.
- Olivier Blanchard & Thomas Philippon, 2004. "The Quality of Labor Relations and Unemployment," NBER Working Papers 10590, National Bureau of Economic Research, Inc.
- Thomas Philippon, 2004.
"Corporate Governance Over the Business Cycle,"
2004 Meeting Papers
114, Society for Economic Dynamics.
- Philippon, Thomas, 2006. "Corporate governance over the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2117-2141, November.
- Bernard Yeung & Lubomir Litov & Kose John, 2004. "Corporate Governance and Managerial Risk Taking: Theory and Evidence," Working Papers 04-35, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2004. "Mortgage Backed Securities: Another Way to Finance Housing," Working Papers 04-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White & W. Scott Frame, 2004.
"Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire?,"
Working Papers
04-27, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Lawrence J. White, 2005. "Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire?," Journal of Economic Perspectives, American Economic Association, vol. 19(2), pages 159-184, Spring.
- W. Scott Frame & Lawrence J. White, 2004. "Fussing and fuming over Fannie and Freddie: how much smoke, how much fire?," FRB Atlanta Working Paper 2004-26, Federal Reserve Bank of Atlanta.
- Lawrence J. White & W. Scott Frame, 2004.
"Regulating Housing GSEs: Thoughts on Institutional Structure and Authorities,"
Working Papers
04-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Lawrence J. White, 2004. "Regulating housing GSEs: thoughts on institutional structure and authorities," Economic Review, Federal Reserve Bank of Atlanta, vol. 89(Q 2), pages 87-102.
- Lawrence J. White & W. Scott Frame, 2004.
"Emerging Competition and Risk-Taking Incentives at Fannie Mae and Freddie Mac,"
Working Papers
04-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Lawrence J. White, 2004. "Emerging competition and risk-taking incentives at Fannie Mae and Freddie Mac," FRB Atlanta Working Paper 2004-4, Federal Reserve Bank of Atlanta.
- W. Scott Frame & Lawrence J. White, 2004. "Emerging competition and risk-taking incentives at Fannie Mae and Freddie Mac," Proceedings 922, Federal Reserve Bank of Chicago.
- Lawrence White & Elliot Weiss, 2004. "File Early, Then Free Ride: How Delaware Law (Mis)Shapes Shareholder Class Actions," Working Papers 04-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2004. "Fannie Mae, Freddie Mac, and Housing Finance: Why True Privatization is Good Public Policy," Working Papers 04-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Wachtel, Paul & Korhonen, Iikka, 2004. "Observations on disinflation in transition economies," BOFIT Discussion Papers 5/2004, Bank of Finland Institute for Emerging Economies (BOFIT).
- John P. Bonin & Iftekhar Hasan & Paul Wachtel, 2004.
"Privatization Matters: Bank Efficiency in Transition Countries,"
William Davidson Institute Working Papers Series
2004-679, William Davidson Institute at the University of Michigan.
- Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul, 2005. "Privatization matters: Bank efficiency in transition countries," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2155-2178, August.
- Paul Wachtel & John Bonin & Iftekhar Hasan, 2004. "Privatization Matters: Bank Efficiency in Transition Countries," Working Papers 04-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul, 2004. "Privatization matters: bank efficiency in transition countries," BOFIT Discussion Papers 8/2004, Bank of Finland Institute for Emerging Economies (BOFIT).
- Bonin, John & Wachtel, Paul, 2004. "Dealing with financial fragility in transition economies," BOFIT Discussion Papers 22/2004, Bank of Finland Institute for Emerging Economies (BOFIT).
- Paul Wachtel & John Bonin, 2004.
"Dealing with Financial Fragility in Transition Economies,"
Working Papers
04-31, New York University, Leonard N. Stern School of Business, Department of Economics.
- John P. Bonin & Paul Wachtel, 2005. "Dealing with Financial Fragility in Transition Economies," World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman (ed.), Systemic Financial Crises Resolving Large Bank Insolvencies, chapter 10, pages 141-157, World Scientific Publishing Co. Pte. Ltd..
- Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul, 2004.
"Bank performance, efficiency and ownership in transition countries,"
BOFIT Discussion Papers
7/2004, Bank of Finland Institute for Emerging Economies (BOFIT).
- Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul, 2005. "Bank performance, efficiency and ownership in transition countries," Journal of Banking & Finance, Elsevier, vol. 29(1), pages 31-53, January.
2003
- Cappiello, Lorenzo & Engle, Robert F. & Sheppard, Kevin, 2003.
"Asymmetric dynamics in the correlations of global equity and bond returns,"
Working Paper Series
204, European Central Bank.
- Lorenzo Cappiello & Robert F. Engle & Kevin Sheppard, 2006. "Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 537-572.
- Robert F. Engle & Giampiero M. Gallo, 2003.
"A Multiple Indicators Model For Volatility Using Intra-Daily Data,"
Econometrics Working Papers Archive
wp2003_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Engle, Robert F. & Gallo, Giampiero M., 2006. "A multiple indicators model for volatility using intra-daily data," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 3-27.
- Robert F. Engle & Giampiero M. Gallo, 2003. "A Multiple Indicators Model for Volatility Using Intra-Daily Data," NBER Working Papers 10117, National Bureau of Economic Research, Inc.
- Engle III, Robert F., 2003.
"Risk and Volatility: Econometric Models and Financial Practice,"
Nobel Prize in Economics documents
2003-4, Nobel Prize Committee.
- Robert Engle, 2004. "Risk and Volatility: Econometric Models and Financial Practice," American Economic Review, American Economic Association, vol. 94(3), pages 405-420, June.
- Engle III, Robert F. & Granger, Clive W. J., 2003. "Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III," Nobel Prize in Economics documents 2003-5, Nobel Prize Committee.
- Nicholas Economides, 2003.
"A Parimutuel Market Microstructure for Contingent Claims,"
Working Papers
03-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- Jeffrey Lange & Nicholas Economides, 2005. "A Parimutuel Market Microstructure for Contingent Claims," European Financial Management, European Financial Management Association, vol. 11(1), pages 25-49, January.
- Nicholas Economides & Andrzej Skrzypacz, 2003. "Standards Coalitions Formation and Market Structure in Network Securities," Working Papers 03-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Arun Sundararajan, 2003. "Network Effects, Nonlinear Pricing and Entry Deterrence," Industrial Organization 0307002, University Library of Munich, Germany.
- Arun Sundararajan, 2003. "Nonlinear pricing of information goods," Industrial Organization 0307003, University Library of Munich, Germany.
- Arun Sundararajan, 2003. "Managing Digital Piracy: Pricing, Protection and Welfare," Law and Economics 0307001, University Library of Munich, Germany.
- Malcolm Baker & Jeffrey Wurgler, 2003. "A Catering Theory of Dividends," NBER Working Papers 9542, National Bureau of Economic Research, Inc.
- Malcolm Baker & Jeffrey Wurgler, 2003.
"Appearing and Disappearing Dividends: The Link to Catering Incentives,"
NBER Working Papers
9995, National Bureau of Economic Research, Inc.
- Baker, Malcolm & Wurgler, Jeffrey, 2004. "Appearing and disappearing dividends: The link to catering incentives," Journal of Financial Economics, Elsevier, vol. 73(2), pages 271-288, August.
- Acharya, Viral & Yorulmazer, Tanju, 2003. "Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk," CEPR Discussion Papers 3743, C.E.P.R. Discussion Papers.
- Acharya, Viral & Pedersen, Lasse Heje, 2003.
"Asset Pricing with Liquidity Risk,"
CEPR Discussion Papers
3749, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Pedersen, Lasse Heje, 2005. "Asset pricing with liquidity risk," Journal of Financial Economics, Elsevier, vol. 77(2), pages 375-410, August.
- Acharya, Viral & Pedersen, Lasse Heje, 2004. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 4718, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Lasse Heje Pedersen, 2004. "Asset Pricing with Liquidity Risk," NBER Working Papers 10814, National Bureau of Economic Research, Inc.
- Bisin, Alberto & Acharya, Viral, 2003.
"Optimal Financial Market Integration and Security Design,"
CEPR Discussion Papers
3852, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Alberto Bisin, 2005. "Optimal Financial-Market Integration and Security Design," The Journal of Business, University of Chicago Press, vol. 78(6), pages 2397-2434, November.
- Acharya, Viral & Bharath, Sreedhar T & Srinivasan, Anand, 2003. "Understanding the Recovery Rates on Defaulted Securities," CEPR Discussion Papers 4098, C.E.P.R. Discussion Papers.
- William H. Greene & Sherrie L. W. Rhine & Maude Toussaint-Comeau, 2003.
"The importance of check-cashing businesses to the unbanked: racial/ethnic differences,"
Working Paper Series
WP-03-10, Federal Reserve Bank of Chicago.
- Sherrie L. W. Rhine & William H. Greene & Maude Toussaint-Comeau, 2006. "The Importance of Check-Cashing Businesses to the Unbanked: Racial/Ethnic Differences," The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 146-157, February.
- William Greene, 2003.
"Distinguishing Between Heterogeneity and Inefficiency: Stochastic Frontier Analysis of the World Health Organization’s Panel Data on National Health Care Systems,"
Working Papers
03-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- William Greene, 2004. "Distinguishing between heterogeneity and inefficiency: stochastic frontier analysis of the World Health Organization's panel data on national health care systems," Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 959-980, October.
- William Greene, 2003.
"A Interpreting Estimated Parameters and Measuring Individual Heterogeneity in Random Coefficient Models,"
Working Papers
03-19, New York University, Leonard N. Stern School of Business, Department of Economics.
- William Greene, 2004. "Interpreting Estimated Parameters and Measuring Individual Heterogeneity in Random Coefficient Models," Working Papers 04-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luis, 2003.
"An Equilibrium Approach to International Merger Policy,"
CEPR Discussion Papers
3878, C.E.P.R. Discussion Papers.
- Cabral, Luis M.B., 2005. "An equilibrium approach to international merger policy," International Journal of Industrial Organization, Elsevier, vol. 23(9-10), pages 739-751, December.
- Luis M. B. Cabral, 2003. "An Equilibrium Approach to International Merger Policy," Working Papers 03-25, New York University, Leonard N. Stern School of Business, Department of Economics.
- Anindya Ghose & Tridas Mukhopadhyay & Uday Rajan, 2003. "Strategic Benefits of Referral Services," Review of Marketing Science Working Papers 2-2-1022, Berkeley Electronic Press.
- Petra Moser, 2003.
"How Do Patent Laws Influence Innovation? Evidence from Nineteenth-Century World Fairs,"
NBER Working Papers
9909, National Bureau of Economic Research, Inc.
- Petra Moser, 2005. "How Do Patent Laws Influence Innovation? Evidence from Nineteenth-Century World's Fairs," American Economic Review, American Economic Association, vol. 95(4), pages 1214-1236, September.
- Bryan R. Routledge & Stanley E. Zin, 2003.
"Generalized Disappointment Aversion and Asset Prices,"
NBER Working Papers
10107, National Bureau of Economic Research, Inc.
- Bryan R. Routledge & Stanley E. Zin, 2010. "Generalized Disappointment Aversion and Asset Prices," Journal of Finance, American Finance Association, vol. 65(4), pages 1303-1332, August.
- Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003.
"Fees on Fees in Funds of Funds,"
NBER Working Papers
9464, National Bureau of Economic Research, Inc.
- Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005. "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 7, pages 141-160, World Scientific Publishing Co. Pte. Ltd..
- Stephen J. Brown & William N. Goetzmann & Bing Liang, 2004. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm18, Yale School of Management.
- Stephen Brown & William Goetzmann & Bing Liang, 2002. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm309, Yale School of Management, revised 01 Sep 2009.
- Stephen Brown & William Goetzmann & Bing Liang, 2002. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm309, Yale School of Management, revised 01 Sep 2009.
- Barbara G. Katz & Joel Owen, 2003.
"Should Governments Compete for Foreign Direct Investment?,"
Working Papers
03-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- Katz, Barbara G. & Owen, Joel, 2006. "Should governments compete for foreign direct investment?," Journal of Economic Behavior & Organization, Elsevier, vol. 59(2), pages 230-248, February.
- Bakos, Yannis & Dellarocas, Chrysanthos, 2003. "Cooperation Without Enforcement? A comparative analysis of litigation and online reputation as quality assurance mechanisms," Working papers 4295-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Daniel Bergstresser & Thomas Philippon, 2003.
"CEO incentives and earnings management,"
Proceedings
862, Federal Reserve Bank of Chicago.
- Bergstresser, Daniel & Philippon, Thomas, 2006. "CEO incentives and earnings management," Journal of Financial Economics, Elsevier, vol. 80(3), pages 511-529, June.
- Asokan Anandarajan & Bill Francis & Iftekhar Hasan & Kose John, 2003. "Transparency, legal structure, and value relevance of banks: global evidence," Proceedings 865, Federal Reserve Bank of Chicago.
- Lawrence White & Ingyu Chiou, 2003.
"Measuring the Value of Strategic Alliances in the Wake of a Financial Implosion: Evidence from Japan's Financial Services Sector,"
Working Papers
03-23, New York University, Leonard N. Stern School of Business, Department of Economics.
- Chiou, Ingyu & White, Lawrence J., 2005. "Measuring the value of strategic alliances in the wake of a financial implosion: Evidence from Japan's financial services sector," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2455-2473, October.
- Lawrence White & Philip B. Nelson, 2003. "Market Definition and the Identification of Market Power in Monopolization Cases: A Critique and a Proposal," Working Papers 03-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2003. "Network Issues in Freight Railroads," Working Papers 03-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2003. "The New Economy and Banks and Financial Institutions," Working Papers 03-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2003. "The "Efficient Component Pricing Rule" (ECPR): A Generally Inefficient Solution to the Access Problem," Working Papers 03-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2003. "The Savings and Loan Debacle: A Perspective from the Early Twenty-First Century," Working Papers 03-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2003. "What Constitutes Appropriate Disclosure for a Financial Conglomerate?," Working Papers 03-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2003. "Aggregate Concentration in the Global Economy: Issues and Evidence," Working Papers 03-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2003. "Antitrust during the Clinton Administration: An Assessment," Working Papers 03-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Erdem, Tulin & Imai, Susumu & Keane, Michael, 2003.
"Brand and Quantity Choice Dynamics Under Price Uncertainty,"
MPRA Paper
52516, University Library of Munich, Germany.
- Tülin Erdem & Susumu Imai & Michael Keane, 2003. "Brand and Quantity Choice Dynamics Under Price Uncertainty," Quantitative Marketing and Economics (QME), Springer, vol. 1(1), pages 5-64, March.
2002
- David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2002.
"Time-Varying Arrival Rates of Informed and Uninformed Trades,"
Finance
0207017, University Library of Munich, Germany.
- David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2008. "Time-Varying Arrival Rates of Informed and Uninformed Trades," Journal of Financial Econometrics, Oxford University Press, vol. 6(2), pages 171-207, Spring.
- Spence, A. Michael, 2002. "Autobiography," Nobel Prize in Economics documents 2001-5, Nobel Prize Committee.
- Nicholas Economides & Jamie Howell & Sergio Meza, 2002. "Does it Pay to be First? Sequential Locational Choice and Foreclosure," Working Papers 02-19, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002.
"Comovement,"
Harvard Institute of Economic Research Working Papers
1953, Harvard - Institute of Economic Research.
- Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005. "Comovement," Journal of Financial Economics, Elsevier, vol. 75(2), pages 283-317, February.
- Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005. "Comovement," Scholarly Articles 27867240, Harvard University Department of Economics.
- Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," NBER Working Papers 8895, National Bureau of Economic Research, Inc.
- Malcolm Baker & Jeremy C. Stein & Jeffrey Wurgler, 2002.
"When Does the Market Matter? Stock Prices and the Investsment of Equity-Dependent Firms,"
Harvard Institute of Economic Research Working Papers
1978, Harvard - Institute of Economic Research.
- Malcolm Baker & Jeremy C. Stein & Jeffrey Wurgler, 2003. "When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(3), pages 969-1005.
- Malcolm Baker & Jeremy C. Stein & Jeffrey Wurgler, 2002. "When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms," NBER Working Papers 8750, National Bureau of Economic Research, Inc.
- Iftekhar Hasan & Anthony Saunders & Viral V. Acharya, 2002.
"Should banks be diversified? Evidence from individual bank loan portfolios,"
BIS Working Papers
118, Bank for International Settlements.
- Viral V. Acharya & Iftekhar Hasan & Anthony Saunders, 2006. "Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1355-1412, May.
- Saunders, Anthony & Acharya, Viral & Hasan, Iftekhar, 2002.
"The Effects of Focus and Diversification on Bank Risk and Return: Evidence from Individual Bank Loan Portfolios,"
CEPR Discussion Papers
3252, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Iftekhar Hasan & Anthony Saunders, 2002. "The effects of focus and diversification on bank risk and return: evidence from individual bank loan portfolios," Proceedings 905, Federal Reserve Bank of Chicago.
- Acharya, Viral, 2002.
"Is the International Convergence of Capital Adequacy Regulation Desirable?,"
CEPR Discussion Papers
3253, C.E.P.R. Discussion Papers.
- Viral V. Acharya, 2003. "Is the International Convergence of Capital Adequacy Regulation Desirable?," Journal of Finance, American Finance Association, vol. 58(6), pages 2745-2782, December.
- Acharya, Viral & Carpenter, Jennifer, 2002.
"Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy,"
CEPR Discussion Papers
3328, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Jennifer N. Carpenter, 2002. "Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy," The Review of Financial Studies, Society for Financial Studies, vol. 15(5), pages 1355-1383.
- Das, Sanjiv Ranjan & Acharya, Viral & Sundaram, Rangarajan K, 2002. "Pricing Credit Derivatives with Rating Transitions," CEPR Discussion Papers 3329, C.E.P.R. Discussion Papers.
- Bisin, Alberto & Acharya, Viral, 2002. "Entrepreneurial Incentives in Stock Market Economies," CEPR Discussion Papers 3474, C.E.P.R. Discussion Papers.
- Acharya, Viral & Sundaram, Rangarajan K & Huang, Jing-Zhi & Subrahmanyam, Marti, 2002.
"When Does Strategic Debt Service Matter?,"
CEPR Discussion Papers
3566, C.E.P.R. Discussion Papers.
- Viral Acharya & Jing-zhi Huang & Marti Subrahmanyam & Rangarajan Sundaram, 2006. "When does Strategic Debt-service Matter?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(2), pages 363-378, October.
- Viral V. Acharya & Iftekhar Hasan & Anthony Saunders, 2002. "Should banks be diversified? evidence from individual bank portfolios," Proceedings 836, Federal Reserve Bank of Chicago.
- William H. Greene & Ana P. Martins, 2002. "Striking Features of the Labor Market," EERI Research Paper Series EERI RP 2002/08, Economics and Econometrics Research Institute (EERI), Brussels.
- William Greene, 2002. "The Behavior of the Fixed Effects Estimator in Nonlinear Models," Working Papers 02-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- William Greene, 2002.
"Convenient estimators for the panel probit model: Further results,"
Working Papers
02-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- William Greene, 2004. "Convenient estimators for the panel probit model: Further results," Empirical Economics, Springer, vol. 29(1), pages 21-47, January.
- William Greene, 2002.
"Fixed and Random Effects in Stochastic Frontier Models,"
Working Papers
02-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Willam Greene, 2005. "Fixed and Random Effects in Stochastic Frontier Models," Journal of Productivity Analysis, Springer, vol. 23(1), pages 7-32, January.
- Anindya Ghose & Vidyanand Choudhary & Tridas Mukhopadhyay & Uday Rajan, 2002. "Personalized Pricing and Quality Differentiation on the Internet," Review of Marketing Science Working Papers 2-1-1005, Berkeley Electronic Press.
- David Backus & Liuren Wu & Stanley Zin, 2002. "Markov Chain Approximations For Term Structure Models," Finance 0207018, University Library of Munich, Germany.
- Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe, 2002.
"Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows,"
Yale School of Management Working Papers
ysm24, Yale School of Management.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm274, Yale School of Management, revised 01 Apr 2008.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm274, Yale School of Management, revised 01 Apr 2008.
- Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe, 2003. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," NBER Working Papers 9470, National Bureau of Economic Research, Inc.
- William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2002.
"An Analysis of the Relative Performance of Japanese and Foreign Money Management,"
Yale School of Management Working Papers
ysm306, Yale School of Management.
- Brown, Stephen J. & Goetzmann, William N. & Hiraki, Takato & Shiraishi, Noriyoshi, 2003. "An analysis of the relative performance of Japanese and foreign money management," Pacific-Basin Finance Journal, Elsevier, vol. 11(4), pages 393-412, September.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi, 2002. "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers ysm6, Yale School of Management, revised 01 Apr 2008.
- William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2004. "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers ysm6, Yale School of Management.
- John, Kose & Lynch, Anthony W. & Puri, Manju, 2002.
"Credit Ratings, Collateral and Loan Characteristics: Implications for Yield,"
Research Papers
1748, Stanford University, Graduate School of Business.
- Kose John & Anthony W. Lynch & Manju Puri, 2003. "Credit Ratings, Collateral, and Loan Characteristics: Implications for Yield," The Journal of Business, University of Chicago Press, vol. 76(3), pages 371-410, July.
- Lawrence White, 2002. "Microeconomics and Antitrust in MBA Programs: What’s Thought, What’s Taught," Working Papers 02-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2002. "International Trade In Services: More Than Meets the Eye," Working Papers 02-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2002. "Reforming Fannie and Freddie: Privatization is the Way," Working Papers 02-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2002. "Globalized Securities Markets and Accounting: How Many Standards?," Working Papers 02-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2002.
"Focusing on Fannie and Freddie: The Dilemmas of Reforming Housing Finance,"
Working Papers
02-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2003. "Focusing on Fannie and Freddie: The Dilemmas of Reforming Housing Finance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 23(1), pages 43-58, February.
- Jalal Akhavein & Lawrence G. Goldberg & Lawrence J. White, 2002. "Relationship Lending and Denovo Banks: An examination of Bank Lending to Small Farm Borrowers," Working Papers 02-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2002. "Financial Modernization after Gramm-Leach-Bliley: What About Communities?," Working Papers 02-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Lawrence J. White, 2002.
"Empirical studies of financial innovation: lots of talk, little action?,"
FRB Atlanta Working Paper
2002-12, Federal Reserve Bank of Atlanta.
- W. Scott Frame & Lawrence J. White, 2004. "Empirical Studies of Financial Innovation: Lots of Talk, Little Action?," Journal of Economic Literature, American Economic Association, vol. 42(1), pages 116-144, March.
- W. Scott Frame & Lawrence White, 2002. "Empirical Studies of Financial Innovation: Lots of Talk, Little Action?," Working Papers 02-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2002. "Staples-Office Depot and UP-SP: An Antitrust Tale of Two Proposed Mergers," Working Papers 02-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2002. "What's Been Happening To Aggregate Concentration in the United States? (And Should We Care?)," Working Papers 02-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Edward I. Altman & Andrea Resti & Andrea Sironi, 2002. "The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios," BIS Working Papers 113, Bank for International Settlements.
2001
- Engle, Robert F & Sheppard, Kevin K, 2001.
"Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH,"
University of California at San Diego, Economics Working Paper Series
qt5s2218dp, Department of Economics, UC San Diego.
- Robert F. Engle & Kevin Sheppard, 2001. "Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH," NBER Working Papers 8554, National Bureau of Economic Research, Inc.
- Engle, Robert F. & Manganelli, Simone, 2001. "Value at risk models in finance," Working Paper Series 75, European Central Bank.
- Spence, A. Michael, 2001.
"Signaling in Retrospect and the Informational Structure of Markets,"
Nobel Prize in Economics documents
2001-6, Nobel Prize Committee.
- Michael Spence, 2002. "Signaling in Retrospect and the Informational Structure of Markets," American Economic Review, American Economic Association, vol. 92(3), pages 434-459, June.
- Akerlof, George A. & Spence, A. Michael & Stiglitz, Joseph E., 2001. "Interview with the 2001 Laureates in Economics, George A. Akerlof, A. Michael Spence and Joseph E. Stiglitz," Nobel Prize in Economics documents 2001-9, Nobel Prize Committee.
- Economides, N., 2001.
"The Microsoft Antitrust Case,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
01-00, New York University, Leonard N. Stern School of Business-.
- Nicholas Economides, 2001. "The Microsoft Antitrust Case," Journal of Industry, Competition and Trade, Springer, vol. 1(1), pages 7-39, March.
- Jeffrey Lange & Nicholas Economides, 2001. "A Parimutuel Market Microstructure for Contingent Claims Trading," Working Papers 01-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2001.
"The Role of Large Players in Currency Crises,"
NBER Working Papers
8303, National Bureau of Economic Research, Inc.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2002. "The Role of Large Players in Currency Crises," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 197-268, National Bureau of Economic Research, Inc.
- Jeffrey A. Frankel & Nouriel Roubini, 2001.
"The Role of Industrial Country Policies in Emerging Market Crises,"
NBER Working Papers
8634, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey & Roubini, Nouriel, 2002. "The Role of Industrial Country Policies in Emerging Market Crises," Working Paper Series rwp02-002, Harvard University, John F. Kennedy School of Government.
- Jeffrey A. Wurgler & Malcolm P. Baker, 2001. "Market Timing and Capital Structure," Yale School of Management Working Papers ysm181, Yale School of Management.
- William H. Greene & Jeanne M. Hogarth & Sherrie L. W. Rhine & Maude Toussaint-Comeau, 2001. "The role of alternative financial service providers in serving LMI neighborhoods," Proceedings 785, Federal Reserve Bank of Chicago.
- Greene, W., 2001.
"Fixed and Random Effects in Nonlinear Models,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
01-01, New York University, Leonard N. Stern School of Business-.
- William Greene, 2001. "Fixed and Random Effects in Nonlinear Models," Working Papers 01-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, W., 2001.
"Estimating Econometric Models with Fixed Effects,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
01-10, New York University, Leonard N. Stern School of Business-.
- William Greene, 2001. "Estimating Econometric Models With Fixed Effects," Working Papers 01-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, William, 2001. "New Developments in the Estimation of Stochastic Frontier Models with Panel Data," Efficiency Series Papers 2001/06, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
- Cabral, Luis & Mata, José, 2001.
"On the Evolution of the Firm Size Distribution: Facts and Theory,"
CEPR Discussion Papers
3045, C.E.P.R. Discussion Papers.
- Luís M B Cabral & José Mata, 2003. "On the Evolution of the Firm Size Distribution: Facts and Theory," American Economic Review, American Economic Association, vol. 93(4), pages 1075-1090, September.
- Cabral, L.M.B., 2001.
"Multiproduct Oligopoly and Bertrand Supertraps,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
01-04, New York University, Leonard N. Stern School of Business-.
- Luis M. B. Cabral, 2001. "Multiproduct Oligopoly and Bertrand Supertraps," Working Papers 01-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, L.M.B., 2001.
"Optimal Brand Umbrella Size,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
01-06, New York University, Leonard N. Stern School of Business-.
- Luis M. B. Cabral, 2001. "Optimal Brand Umbrella Size," Working Papers 01-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luis M. B. Cabral, 2001.
"Horizontal Mergers With Free-Entry: Why Cost Efficiencies May Be a Weak Defense and Asset Sales a Poor Remedy,"
Working Papers
01-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luis M. B., 2003. "Horizontal mergers with free-entry: why cost efficiencies may be a weak defense and asset sales a poor remedy," International Journal of Industrial Organization, Elsevier, vol. 21(5), pages 607-623, May.
- Bernhard Paasche & Stanley E. Zin, 2001. "Competition and Intervention in Sovereign Debt Markets," NBER Working Papers 8679, National Bureau of Economic Research, Inc.
- Bryan R. Routledge & Stanley E. Zin, 2001.
"Model Uncertainty and Liquidity,"
NBER Working Papers
8683, National Bureau of Economic Research, Inc.
- Bryan Routledge & Stanley Zin, 2009. "Model Uncertainty and Liquidity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 543-566, October.
- Bryan R. Routledge & Stanley E. Zin, 2000. "Model Uncertainty and Liquidity," Econometric Society World Congress 2000 Contributed Papers 1617, Econometric Society.
- Bryan R. Routledge, Stanley E. Zin, 2000. "Model Uncertainity And Liquidity," Computing in Economics and Finance 2000 368, Society for Computational Economics.
- Bryan Routledge & Stanley Zin, "undated". "Model Uncertainty and Liquidity," GSIA Working Papers 2001-E17, Carnegie Mellon University, Tepper School of Business.
- Stephen J. Brown & William N. Goetzmann, 2001.
"Hedge Funds With Style,"
NBER Working Papers
8173, National Bureau of Economic Research, Inc.
- Stephen Brown & William Goetzmann, 2001. "Hedge Funds With Style," Yale School of Management Working Papers ysm21, Yale School of Management, revised 01 Apr 2008.
- Stephen J. Brown & William N. Goetzmann, 2001. "Hedge Funds With Style," Yale School of Management Working Papers ysm177, Yale School of Management.
- Stephen Brown & William Goetzmann, 2001. "Hedge Funds With Style," Yale School of Management Working Papers ysm21, Yale School of Management, revised 01 Apr 2008.
- Barbara Katz & Joel Owen, 2001.
"Voucher Privatization : A Detour on the Road to Transition?,"
Working Papers
01-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Barbara G. Katz & Joel Owen, 2002. "Voucher Privatization: A detour on the road to transition?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 10(3), pages 553-583, November.
- Allen N.Berger & Lawrence G. Goldberg & Lawrence J. White, 2001.
"The Effects of Dynamic Changes in Bank Competition on the Supply of Small Business Credit,"
Working Papers
01-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- Allen N. Berger & Lawrence G. Goldberg & Lawrence J. White, 2001. "The effects of dynamic changes in bank competition on the supply of small business credit," Finance and Economics Discussion Series 2001-35, Board of Governors of the Federal Reserve System (U.S.).
- Berger, A.N. & Goldberg, L.G. & White, L.J., 2001. "The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-07, New York University, Leonard N. Stern School of Business-.
- Jalal Akhavein & W. Scott Frame & Lawrence J. White, 2001.
"The Diffusion of Financial Innovations: An Examination of The Adoption of Small Business Credit Scoring by Large Banking Organizations,"
Center for Financial Institutions Working Papers
01-19, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Jalal Akhavein & W. Scott Frame & Lawrence J. White, 2005. "The Diffusion of Financial Innovations: An Examination of the Adoption of Small Business Credit Scoring by Large Banking Organizations," The Journal of Business, University of Chicago Press, vol. 78(2), pages 577-596, March.
- Jalal Akhavein & W. Scott Frame & Lawrence J. White, 2001. "The Diffusion of Financial Innovations: An Examination of the Adoption of Small Business Credit Scoring By Large Banking Organizations," Working Papers 01-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Jalal D. Akhavein & W. Scott Frame & Lawrence J. White, 2001. "The diffusion of financial innovations: an examination of the adoption of small business credit scoring by large banking organizations," Proceedings 724, Federal Reserve Bank of Chicago.
- Jalal D. Akhavein & W. Scott Frame & Lawrence J. White, 2001. "The diffusion of financial innovations: an examination of the adoption of small business credit scoring by large banking organizations," FRB Atlanta Working Paper 2001-9, Federal Reserve Bank of Atlanta.
- Lawrence J. White, 2001. "The Credit Rating Industry: An Industrial Organization Analysis," Working Papers 01-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Eliezer M. Fitch & Lawrence J. White, 2001.
"Why Do CEO's Reciprocally Sit On Each Other's Boards?,"
Working Papers
01-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Fich, Eliezer M. & White, Lawrence J., 2005. "Why do CEOs reciprocally sit on each other's boards?," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 175-195, March.
2000
- Engle, Robert F, 2000. "Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models," University of California at San Diego, Economics Working Paper Series qt56j4143f, Department of Economics, UC San Diego.
- Engle, Robert F & Patton, Andrew J, 2000.
"Impacts of Trades in an Error-Correction Model of Quote Prices,"
University of California at San Diego, Economics Working Paper Series
qt6dm6093f, Department of Economics, UC San Diego.
- Engle, Robert F. & Patton, Andrew J., 2004. "Impacts of trades in an error-correction model of quote prices," Journal of Financial Markets, Elsevier, vol. 7(1), pages 1-25, January.
- Joshua Rosenberg & Robert F. Engle, 2000.
"Empirical Pricing Kernels,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-014, New York University, Leonard N. Stern School of Business-.
- Rosenberg, Joshua V. & Engle, Robert F., 2002. "Empirical pricing kernels," Journal of Financial Economics, Elsevier, vol. 64(3), pages 341-372, June.
- Alfonso Dufour & Robert F Engle, 2000. "The ACD Model: Predictability of the Time Between Concecutive Trades," ICMA Centre Discussion Papers in Finance icma-dp2000-05, Henley Business School, University of Reading.
- Nicholas Economides, 2000. "The Microsoft Antitrust Case The Microsoft Antitrust Case Rejoinder," Working Papers 00-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Jeffrey Wurgler & Ekaterina Zhuravskaya, 2000.
"Does Arbitrage Flatten Demand Curves for Stocks?,"
Yale School of Management Working Papers
ysm152, Yale School of Management, revised 01 Nov 2001.
- Jeffrey Wurgler & Ekaterina Zhuravskaya, 2002. "Does Arbitrage Flatten Demand Curves for Stocks?," The Journal of Business, University of Chicago Press, vol. 75(4), pages 583-608, October.
- Jeffrey Wurgler & Ekaterina Zhuravskaya, 2000. "Does Arbitrage Flatten Demand Curves for Stocks?," Yale School of Management Working Papers ysm152, Yale School of Management, revised 01 Nov 2001.
- V. Acharya & J. Huang & Marti G. Subrahmanyam & R. Sundaram, 2000. "Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-048, New York University, Leonard N. Stern School of Business-.
- Paul M. Romer, 2000.
"Should the Government Subsidize Supply or Demand in the Market for Scientists and Engineers?,"
NBER Working Papers
7723, National Bureau of Economic Research, Inc.
- Paul M. Romer, 2001. "Should the Government Subsidize Supply or Demand in the Market for Scientists and Engineers?," NBER Chapters, in: Innovation Policy and the Economy, Volume 1, pages 221-252, National Bureau of Economic Research, Inc.
- Romer, Paul M., 2000.
"Thinking and Feeling,"
Research Papers
1618, Stanford University, Graduate School of Business.
- Paul M. Romer, 2000. "Thinking and Feeling," American Economic Review, American Economic Association, vol. 90(2), pages 439-443, May.
- William H. Greene, 2000. "Fair_pt," Instructional Stata datasets for econometrics fair_pt, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl10-1," Instructional Stata datasets for econometrics tbl10-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl13-1," Instructional Stata datasets for econometrics tbl13-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl14-1," Instructional Stata datasets for econometrics tbl14-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl15-1," Instructional Stata datasets for econometrics tbl15-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl15-2," Instructional Stata datasets for econometrics tbl15-2, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl15-3," Instructional Stata datasets for econometrics tbl15-3, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl16-1," Instructional Stata datasets for econometrics tbl16-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl16-2," Instructional Stata datasets for econometrics tbl16-2, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl17-1," Instructional Stata datasets for econometrics tbl17-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl17-2," Instructional Stata datasets for econometrics tbl17-2, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl18-1," Instructional Stata datasets for econometrics tbl18-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl18-2," Instructional Stata datasets for econometrics tbl18-2, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl19-1," Instructional Stata datasets for econometrics tbl19-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl19-2," Instructional Stata datasets for econometrics tbl19-2, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl19-3," Instructional Stata datasets for econometrics tbl19-3, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl20-1," Instructional Stata datasets for econometrics tbl20-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl4-1," Instructional Stata datasets for econometrics tbl4-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl5-1," Instructional Stata datasets for econometrics tbl5-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl6-1," Instructional Stata datasets for econometrics tbl6-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl6-2," Instructional Stata datasets for econometrics tbl6-2, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl6-3," Instructional Stata datasets for econometrics tbl6-3, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl6-4," Instructional Stata datasets for econometrics tbl6-4, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl7-1," Instructional Stata datasets for econometrics tbl7-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl7-2," Instructional Stata datasets for econometrics tbl7-2, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl8-1," Instructional Stata datasets for econometrics tbl8-1, Boston College Department of Economics.
- William H. Greene, 2000. "Tbl9-1," Instructional Stata datasets for econometrics tbl9-1, Boston College Department of Economics.
- Greene, W.H., 2000.
"Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
00-05, New York University, Leonard N. Stern School of Business-.
- William Greene, 2003. "Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function," Journal of Productivity Analysis, Springer, vol. 19(2), pages 179-190, April.
- William H. Greene, 2000. "Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function," Working Papers 00-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luis M. B. Cabral, 2000. "Dynamic Competition with No Efficiency Effect," Econometric Society World Congress 2000 Contributed Papers 0512, Econometric Society.
- Cabral, L., 2000.
"Increasing Dominance with No Efficiency Effect,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
00-06, New York University, Leonard N. Stern School of Business-.
- Cabral, Luis M. B., 2002. "Increasing Dominance with No Efficiency Effect," Journal of Economic Theory, Elsevier, vol. 102(2), pages 471-479, February.
- Luis Cabral, 2000. "Increasing Dominance With No Efficiency Effect," Working Papers 00-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, L.M.B., 2000.
"Stretching Firm and Brand Reputation,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
00-07, New York University, Leonard N. Stern School of Business-.
- Luis M.B. Cabral, 2000. "Stretching Firm and Brand Reputation," RAND Journal of Economics, The RAND Corporation, vol. 31(4), pages 658-673, Winter.
- Luis Cabral, 2000. "Stretching Firm and Brand Reputation," Working Papers 00-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- Stanley A. Zin, Bryan Routledge, 2000. "Solution Algorithms For Dynamic Choquet Expected Utility," Computing in Economics and Finance 2000 119, Society for Computational Economics.
- Katz, B.G. & Owen, J., 2000.
"The Emergence of Concentrated Ownership and the Rebalacing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
ec-00-01, New York University, Leonard N. Stern School of Business-.
- Barbara G. Katz & Joel Owen, 2000. "The Emergence of Concentrated Ownership and the Rebalancing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium," Working Papers 00-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Kramarz, Francis & Philippon, Thomas, 2000.
"The Impact of Differential Payroll Tax Subsidies on Minimum Wage Employment,"
IZA Discussion Papers
219, Institute of Labor Economics (IZA).
- Kramarz, Francis & Philippon, Thomas, 2001. "The impact of differential payroll tax subsidies on minimum wage employment," Journal of Public Economics, Elsevier, vol. 82(1), pages 115-146, October.
- Francis Kramarz & Thomas Philippon, 2000. "The Impact of Differenctial Payroll Tax Subsidies on Minimum Wage Employment," Working Papers 2000-10, Center for Research in Economics and Statistics.
- Abowd, John M. & Kramarz, Francis & Margolis, David N. & Philippon, Thomas, 2000. "The Tail of Two Countries: Minimum Wages and Employment in France and the United States," IZA Discussion Papers 203, Institute of Labor Economics (IZA).
- Sandeep Dahiya & Kose John & Manju Puri & Gabriel G. Ramirez, 2000. "The dynamics of debtor-in-possession financing: bankruptcy resolution and the role of prior lenders," Proceedings 697, Federal Reserve Bank of Chicago.
- Kwoka Jr., J.E. & White, L.J., 2000.
"The New Industrial Organization and Small Business,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
ec-00-03, New York University, Leonard N. Stern School of Business-.
- Kwoka, John E, Jr & White, Lawrence J, 2001. "The New Industrial Organization and Small Business," Small Business Economics, Springer, vol. 16(1), pages 21-30, February.
- John E. Kwoka Jr. & Lawrence J. White, 2000. "The New Industrial Organization and Small Business," Working Papers 00-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2000. ""Propertyzing" the Electromagnetic Spectrum: Why It's Important, and How to Begin," Working Papers 00-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- White, L.J., 2000.
"Reducing the Barriers to International Trade in Accounting Services: Why it Matters, and the Road Ahead,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
ec-00-04, New York University, Leonard N. Stern School of Business-.
- Lawrence J. White, 2000. "Reducing the Barriers to International Trade in Accounting Services: Why it Matters, and the Road Ahead," Working Papers 00-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2000.
"Bank Regulation in the United States: Understanding the Lessons of the 1980s and 1990s,"
Working Papers
00-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- White, Lawrence J., 2002. "Bank regulation in the United States: understanding the lessons of the 1980s and 1990s," Japan and the World Economy, Elsevier, vol. 14(2), pages 137-154, April.
- Paul Wachtel & Peter L. Rousseau, 2000. "Inflation, Financial Development and Growth," Working Papers 00-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Edward I. Altman & Luis Beltran, 2000. "Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-004, New York University, Leonard N. Stern School of Business-.
- Edward Altman & Anthony Saunders, 2000.
"An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-084, New York University, Leonard N. Stern School of Business-.
- Altman, Edward I. & Saunders, Anthony, 2001. "An analysis and critique of the BIS proposal on capital adequacy and ratings," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 25-46, January.
1999
- Engle, Robert F & Manganelli, Simone, 1999.
"CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles,"
University of California at San Diego, Economics Working Paper Series
qt06m3d6nv, Department of Economics, UC San Diego.
- Robert F. Engle & Simone Manganelli, 2004. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 367-381, October.
- Robert Engle & Simone Manganelli, 2000. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," Econometric Society World Congress 2000 Contributed Papers 0841, Econometric Society.
- Dufour, Alfonso & Engle, Robert F, 1999.
"Time and the Price Impact of a Trade,"
University of California at San Diego, Economics Working Paper Series
qt62c0h04j, Department of Economics, UC San Diego.
- Alfonso Dufour & Robert F. Engle, 2000. "Time and the Price Impact of a Trade," Journal of Finance, American Finance Association, vol. 55(6), pages 2467-2498, December.
- Engle, Robert F, 1999.
"Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market,"
University of California at San Diego, Economics Working Paper Series
qt6rp7g17q, Department of Economics, UC San Diego.
- Young-Hye Cho & Robert F. Engle, 1999. "Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market," NBER Working Papers 7331, National Bureau of Economic Research, Inc.
- Young-Hye Cho & Robert F. Engle, 1999. "Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks," NBER Working Papers 7330, National Bureau of Economic Research, Inc.
- Robert F. Engle & Simone Manganelli, 1999. "CAViaR: Conditional Value at Risk by Quantile Regression," NBER Working Papers 7341, National Bureau of Economic Research, Inc.
- Simone Manganelli & Robert F. Engle, 1999. "Modeling a Time-Varying Order Statistic," Computing in Economics and Finance 1999 952, Society for Computational Economics.
- Nicholas Economides, 1999. "Real Options and the Costs of the Local Telecommunications Network," Working Papers 99-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 1999. "U.S. Telecommunications Today, April 1999," Working Papers 99-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 1999.
"Durable Goods Monopoly with Network Externalities with Application to the PC Operating Systems Market,"
Working Papers
99-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Economides, N., 1999. "Durable Goods Monopoly with Network Externalities with Application to the PC Operating Systems Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-17, New York University, Leonard N. Stern School of Business-.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini & Cedric Tille, 1999.
"Competitive Devaluations: A Welfare-Based Approach,"
NBER Working Papers
6889, National Bureau of Economic Research, Inc.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini & Cédric Tille, 1999. "Competitive devaluations: a welfare-based approach," Staff Reports 58, Federal Reserve Bank of New York.
- Jeffrey Wurgler, 1999.
"Financial Markets And The Allocation Of Capital,"
Yale School of Management Working Papers
ysm123, Yale School of Management, revised 01 Mar 2001.
- Wurgler, Jeffrey, 2000. "Financial markets and the allocation of capital," Journal of Financial Economics, Elsevier, vol. 58(1-2), pages 187-214.
- Malcolm Baker & Jeffrey Wurgler, 1999.
"The Equity Share in New Issues and Aggregate Stock Returns,"
Yale School of Management Working Papers
ysm124, Yale School of Management, revised 01 Jan 2009.
- Malcolm Baker & Jeffrey Wurgler, 2000. "The Equity Share in New Issues and Aggregate Stock Returns," Journal of Finance, American Finance Association, vol. 55(5), pages 2219-2257, October.
- Viral Acharya & Kose John & Rangarajan K. Sundaram, 1999.
"On the Optimality of Resetting Executive Stock Options,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-087, New York University, Leonard N. Stern School of Business-.
- Acharya, Viral V. & John, Kose & Sundaram, Rangarajan K., 2000. "On the optimality of resetting executive stock options," Journal of Financial Economics, Elsevier, vol. 57(1), pages 65-101, July.
- Paul M Romer, 1999.
"Increasing Returns and Long-Run Growth,"
Levine's Working Paper Archive
2232, David K. Levine.
- Romer, Paul M, 1986. "Increasing Returns and Long-run Growth," Journal of Political Economy, University of Chicago Press, vol. 94(5), pages 1002-1037, October.
- Sandeep Dahiya & David Yermack, 1999. "Wealth Creation and Destruction from Brooke Group's Tobacco Litigation Strategy," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-050, New York University, Leonard N. Stern School of Business-.
- Matthew Clayton & David Yermack, 1999. "Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-051, New York University, Leonard N. Stern School of Business-.
- John M. Abowd & Francis Kramarz & David Margolis & Thomas Philippon, 1999.
"Minimum Wages and Employment in France and the United States,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00370392, HAL.
- John M. Abowd & Francis Kramarz & David Margolis & Thomas Philippon, 1999. "Minimum Wages and Employment in France and the United States," Post-Print halshs-00370392, HAL.
- Abowd, John M & Kramarz, Francis & Margolis, David N, 1999. "Minimum Wages and Employment in France and the United States," CEPR Discussion Papers 2159, C.E.P.R. Discussion Papers.
- John M. Abowd & Francis Kramarz & David N. Margolis, 1999. "Minimum Wages and Employment in France and the United States," NBER Working Papers 6996, National Bureau of Economic Research, Inc.
- Abowd, J.M. & Kramarz, F. & Margolis, D.N., 1998. "Minimum Wages and Employment in France and the United States," Papiers du Laboratoire de Microéconomie Appliquée 1998-12, Université Panthéon-Sorbonne (Paris 1).
- Philip H. Dybvig & Heber K. Farnsworth & Jennifer Carpenter, 1999.
"Portfolio Performance and Agency,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-046, New York University, Leonard N. Stern School of Business-.
- Philip H. Dybvig & Heber K. Farnsworth & Jennifer N. Carpenter, 2010. "Portfolio Performance and Agency," The Review of Financial Studies, Society for Financial Studies, vol. 23(1), pages 1-23, January.
- Jennifer Carpenter, 1999. "Does Option Compensation Increase Managerial Risk Appetite?," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-076, New York University, Leonard N. Stern School of Business-.
- Zsuzsanna Fluck & Kose John & S. Abraham Ravid, 1999.
"Privatization with Political Constraints: Auctions versus Private Negotiations,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-006, New York University, Leonard N. Stern School of Business-.
- Zsuzsanna Fluck & Kose John & S. Abraham Ravid, 1997. "Privatization with Political Constraint: Auctions versus Private Negotiations," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-034, New York University, Leonard N. Stern School of Business-.
- Aswath Damodaran & Kose John & Crocker H. Liu, 1999.
"What Motivates Managers? Evidence from Organizational Form Changes,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-079, New York University, Leonard N. Stern School of Business-.
- Damodaran, Aswath & John, Kose & Liu, Crocker H., 2005. "What motivates managers?: Evidence from organizational form changes," Journal of Corporate Finance, Elsevier, vol. 12(1), pages 1-26, December.
- Lawrence J. White, 1999.
"Present at the Beginning of a New Era for Antitrust: Reflections on 1982-1983,"
Working Papers
99-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2000. "Present at the Beginning of a New Era for Antitrust: Reflections on 1982–1983," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 16(2), pages 131-149, March.
- Lawrence J. White, 1999.
"Lysine and Price Fixing: How Long? How Severe?,"
Working Papers
99-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2001. "Lysine and Price Fixing: How Long? How Severe?," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 18(1), pages 23-31, February.
- Allen N. Berger & Seth D. Bonime & Lawrence G. Goldberg & Lawrence J. White, 1999.
"The Dymanics of Market Entry: The Effects of Mergers and Acquisitions on De Novo Entry and Small Business Lending in the Banking Industry,"
Working Papers
99-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Allen N. Berger & Seth D. Bonime & Lawrence G. Goldberg & Lawrence J. White, 2000. "The Dynamics of Market Entry: The Effects of Mergers and Acquisitions on De Novo Entry and Small Business Lending in the Banking Industry," Center for Financial Institutions Working Papers 00-12, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Allen N. Berger & Seth D. Bonime & Lawrence G. Goldberg & Lawrence J. White, 1999. "The dynamics of market entry: the effects of mergers and acquisitions on de novo entry in banking," Proceedings 612, Federal Reserve Bank of Chicago.
- Allen N. Berger & Seth D. Bonime & Lawrence G. Goldberg & Lawrence J. White, 1999.
"The dynamics of market entry: the effects of mergers and acquisitions on do novo entry and small business lending in the banking industry,"
Finance and Economics Discussion Series
1999-41, Board of Governors of the Federal Reserve System (U.S.).
- Allen N. Berger & Seth D. Bonime & Lawrence G. Goldberg & Lawrence J. White, 2000. "The Dynamics of Market Entry: The Effects of Mergers and Acquisitions on De Novo Entry and Small Business Lending in the Banking Industry," Center for Financial Institutions Working Papers 00-12, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Lawrence J. White, 1999. "Wanted: A Market Definition Paradigm for Monopolization Cases," Working Papers 99-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 1999. "University-Industry Research and Development Relationships: The University Perspective," Working Papers 99-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cestone, G. & White, L., 1999.
"Anti-Competitive Financial Contracting: the Design of Financial Claims,"
Papers
99.525, Toulouse - GREMAQ.
- Giacinta Cestone & Lucy White, "undated". "Anti-Competitive Financial Contracting: The Design Of Financial Claims," UFAE and IAE Working Papers 453.00, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Cestone, Giacinta & White, Lucy, 2002. "Anti-Competitive Financial Contracting: The Design of Financial Claims," CEPR Discussion Papers 3182, C.E.P.R. Discussion Papers.
- Erdem, Tulin & Broniarczyk, Susan & Charavarti, Dipankar & Kapferer, Jean-Noel & Keane, Michael & Roberts, John & Steenkamp, Jan-Benedict & Swait, Joffre & Zettelmeyer, Florian, 1999. "Brand Equity, Consumer Learning and Choice," MPRA Paper 53022, University Library of Munich, Germany.
- John Bonin & Paul Wachtel, 1999. "Lessons from Bank Privatization in Central Europe," William Davidson Institute Working Papers Series 245, William Davidson Institute at the University of Michigan.
- Edward I. Altman & Diane Cooke & Vellore Kishore, 1999. "Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-005, New York University, Leonard N. Stern School of Business-.
1998
- Russell, Jeffrey & Engle, Robert F, 1998.
"Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model,"
University of California at San Diego, Economics Working Paper Series
qt00m2c5hk, Department of Economics, UC San Diego.
- Jeffrey R. Russell & Robert F. Engle, 1998. "Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model," CRSP working papers 470, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Engle, Robert F, 1998. "Macroeconomic Announcements and Volatility of Treasury Futures," University of California at San Diego, Economics Working Paper Series qt7rd4g3bk, Department of Economics, UC San Diego.
- Engle, Robert F & Lunde, Asger, 1998.
"Trades and Quotes: A Bivariate Point Process,"
University of California at San Diego, Economics Working Paper Series
qt8bh079sq, Department of Economics, UC San Diego.
- Robert F. Engle & Asger Lunde, 2003. "Trades and Quotes: A Bivariate Point Process," Journal of Financial Econometrics, Oxford University Press, vol. 1(2), pages 159-188.
- Engle, Robert F & Smith, Aaron, 1998.
"Stochastic Permanent Breaks,"
University of California at San Diego, Economics Working Paper Series
qt99v0s0zx, Department of Economics, UC San Diego.
- Robert F. Engle & Aaron D. Smith, 1999. "Stochastic Permanent Breaks," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 553-574, November.
- Nicholas Economides, 1998. "Competition and Vertical Integration in the Computing Industry," Working Papers 98-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 1998. "U.S. Telecommunications Today," Working Papers 98-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 1998.
"The Telecommunication Act of 1996 and its Impact,"
Working Papers
98-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Economides, Nicholas, 1999. "The Telecommunications Act of 1996 and its impact1," Japan and the World Economy, Elsevier, vol. 11(4), pages 455-483, December.
- Nicholas Economides, 1998. "Raising Rivals' Costs in Complementary Goods Markets: LECs Entering into Long Distance and Microsoft Bundling Internet Explorer," Working Papers 98-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "What Caused the Asian Currency and Financial Crisis? Part I: A Macroeconomic Overview," NBER Working Papers 6833, National Bureau of Economic Research, Inc.
- Milesi-Ferretti, Gian Maria & Roubini, Nouriel, 1998.
"Growth Effects of Income and Consumption Taxes,"
CEPR Discussion Papers
1979, C.E.P.R. Discussion Papers.
- Milesi-Ferretti, Gian Maria & Roubini, Nouriel, 1998. "Growth Effects of Income and Consumption Taxes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(4), pages 721-744, November.
- Corsetti, G. & Pesenti, P. & Roubini, N., 1998.
"What Caused the Asian Currency and Financial Crisis?,"
Papers
343, Banca Italia - Servizio di Studi.
- Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999. "What caused the Asian currency and financial crisis?," Japan and the World Economy, Elsevier, vol. 11(3), pages 305-373, October.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "What Caused the Asian Currency and Financial Crisis?," Temi di discussione (Economic working papers) 343, Bank of Italy, Economic Research and International Relations Area.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "What Caused the Asian Currency and Financial Crisis? Part II: The Policy Debate," NBER Working Papers 6834, National Bureau of Economic Research, Inc.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998.
"Paper tigers? A model of the Asian crisis,"
Research Paper
9822, Federal Reserve Bank of New York.
- Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999. "Paper tigers?: A model of the Asian crisis," European Economic Review, Elsevier, vol. 43(7), pages 1211-1236, June.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "Paper Tigers? A Model of the Asian Crisis," NBER Working Papers 6783, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Kose John & Rangarajan K. Sundaram, 1998. "Contract Renegotiation and the Optimality of resetting Executive Stock Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-088, New York University, Leonard N. Stern School of Business-.
- Kevin M. Murphy & W. Craig Riddell & Paul M. Romer, 1998. "Wages, Skills, and Technology in the United States and Canada," NBER Working Papers 6638, National Bureau of Economic Research, Inc.
- William Greene, 1998.
"Marginal Effects in the Censored Regression Model,"
Working Papers
98-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, William, 1999. "Marginal effects in the censored regression model," Economics Letters, Elsevier, vol. 64(1), pages 43-49, July.
- William Greene, 1998. "Gender Economics Courses in Liberal Arts Colleges: Comment," Working Papers 98-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Menachem Brenner & Rangarajan K. Sundaram & David Yermack, 1998.
"Altering the Terms of Executive Stock Options,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-010, New York University, Leonard N. Stern School of Business-.
- Brenner, Menachem & Sundaram, Rangarajan K. & Yermack, David, 2000. "Altering the terms of executive stock options," Journal of Financial Economics, Elsevier, vol. 57(1), pages 103-128, July.
- Anil Shivdasani & David Yermack, 1998. "CEO Involvement in the Selection of New Board Members: An Empirical Analysis," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-059, New York University, Leonard N. Stern School of Business-.
- William N. Goetzmann & Stephen J. Brown, 1998.
"Mutual Fund Styles,"
Yale School of Management Working Papers
ysm40, Yale School of Management.
- Brown, Stephen J. & Goetzmann, William N., 1997. "Mutual fund styles," Journal of Financial Economics, Elsevier, vol. 43(3), pages 373-399, March.
- Stephen J. Brown & William N. Goetzmann & James Park, 1998.
"Hedge Funds and the Asian Currency Crisis of 1997,"
NBER Working Papers
6427, National Bureau of Economic Research, Inc.
- Stephen Brown & William Goetzmann & James Park, 1998. "Hedge Funds and the Asian Currency Crisis of 1997," Yale School of Management Working Papers ysm84, Yale School of Management, revised 01 Apr 2008.
- Stephen Brown & William Goetzmann & James Park, 1998. "Hedge Funds and the Asian Currency Crisis of 1997," Yale School of Management Working Papers ysm84, Yale School of Management, revised 01 Apr 2008.
- Stephen J. Brown & William N. Goetzmann & James M. Park, 1998. "Hedge Funds and the Asian Currency Crisis of 1997," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-014, New York University, Leonard N. Stern School of Business-.
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998.
"Offshore Hedge Funds: Survival & Performance 1989-1995,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-011, New York University, Leonard N. Stern School of Business-.
- Stephen Brown & William Goetzmann & Roger Ibbotson, 2008. "Offshore Hedge Funds: Survival & Performance 1989-1995," Yale School of Management Working Papers ysm34, Yale School of Management, revised 16 Dec 2008.
- Stephen Brown & William Goetzmann & Roger Ibbotson, 2008. "Offshore Hedge Funds: Survival & Performance 1989-1995," Yale School of Management Working Papers ysm34, Yale School of Management, revised 16 Dec 2008.
- Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998.
"The Japanese Open-End Fund Puzzle,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-012, New York University, Leonard N. Stern School of Business-.
- Brown, Stephen J & Goetzmann, William N & Hiraki, Takato & Otsuki, Toshiyuki & Shiraishi, Noriyoshi, 2001. "The Japanese Open-End Fund Puzzle," The Journal of Business, University of Chicago Press, vol. 74(1), pages 59-77, January.
- Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998. "The Japanese Open-End Fund Puzzle," NBER Working Papers 6347, National Bureau of Economic Research, Inc.
- Stephen Brown & William Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998.
"The Open-End Japanese Mutual Fund Puzzle,"
Yale School of Management Working Papers
ysm89, Yale School of Management, revised 01 Apr 2008.
- Stephen Brown & William Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998. "The Open-End Japanese Mutual Fund Puzzle," Yale School of Management Working Papers ysm89, Yale School of Management, revised 01 Apr 2008.
- Stephen Brown & William Goetzmann & James Park, 1998.
"Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs,"
Yale School of Management Working Papers
ysm83, Yale School of Management, revised 01 Apr 2008.
- Stephen Brown, 1999. "Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-077, New York University, Leonard N. Stern School of Business-.
- William N. Goetzmann & Stephen J. Brown & James M. Park, 2004. "Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs," Yale School of Management Working Papers ysm10, Yale School of Management.
- Stephen Brown & William Goetzmann & James Park, 1998. "Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs," Yale School of Management Working Papers ysm83, Yale School of Management, revised 01 Apr 2008.
- Jennifer Carpenter & Anthony Lynch, 1998.
"Survivorship Bias and Attrition Effects in Measures of Performance Persistence,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-077, New York University, Leonard N. Stern School of Business-.
- Carpenter, Jennifer N. & Lynch, Anthony W., 1999. "Survivorship bias and attrition effects in measures of performance persistence," Journal of Financial Economics, Elsevier, vol. 54(3), pages 337-374, December.
- Aswath Damodaran & Kose John & Crocker H. Liu, 1998. "Organizational Form Changes: Increasing Stockholder Wealth or Serving Managerial Interests?," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-023, New York University, Leonard N. Stern School of Business-.
- N. K. Chidambaran & John Kose, 1998. "Relationship Investing: Large Shareholder Monitoring with Managerial Cooperation," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-044, New York University, Leonard N. Stern School of Business-.
- Kose John & Crocker Liu & R. A. Radhakrishnan, 1998. "Analysis of Senior-Subordinated Structures Backed by Private-Label Mortgages," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-047, New York University, Leonard N. Stern School of Business-.
- Lawrence White, 1998. "Microsoft and Browsers: Are The Antitrust Problems Really New?," Working Papers 98-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- Bernard Shull & Lawrence J. White, 1998. "Of firewalls and subsidiaries: the right stuff for expanded bank activities," Proceedings 608, Federal Reserve Bank of Chicago.
- Lawrence J. White, 1998. "Financial Services In The U.S.: The Next Decade," Working Papers 98-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Peter L. Rousseau & Paul Wachtel, 1998.
"Equity Markets and Growth: Cross-Country Evidence on Timing and Outcomes, 1980-1995,"
Working Papers
98-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Rousseau, P. L. & Wachtel, P., 2000. "Equity markets and growth: Cross-country evidence on timing and outcomes, 1980-1995," Journal of Banking & Finance, Elsevier, vol. 24(12), pages 1933-1957, December.
- Paul Wachtel, 1998. "Current Account Balances and External Debt in Transition Economies: Lesson for Central Asia," Working Papers 98-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Edward I. Altman, 1998. "Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-003, New York University, Leonard N. Stern School of Business-.
1997
- Robert F. Engle & Joe Lange, 1997. "Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market," NBER Working Papers 6129, National Bureau of Economic Research, Inc.
- Joshua V. Rosenberg & Robert F. Engle, 1997. "Option Hedging Using Empirical Pricing Kernels," NBER Working Papers 6222, National Bureau of Economic Research, Inc.
- Nicholas Economides, 1997.
"The Economics of Networks,"
Industrial Organization
9701002, University Library of Munich, Germany.
- Nicholas Economides, 1997. "The Economics of Networks," Brazilian Electronic Journal of Economics, Department of Economics, Universidade Federal de Pernambuco, vol. 1(0), December.
- Economides, Nicholas, 1996. "The economics of networks," International Journal of Industrial Organization, Elsevier, vol. 14(6), pages 673-699, October.
- Nicholas Economides, 1995. "The Economics of Networks," Working Papers 94-24, New York University, Leonard N. Stern School of Business, Department of Economics, revised Sep 1995.
- Nicholas Economides, 1997. "The Tragic Inefficiency Of the M-ECPR," Working Papers 98-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 1997.
"Network Externalities, Complementarities, and Invitations to Enter,"
Industrial Organization
9701004, University Library of Munich, Germany.
- Economides, Nicholas, 1996. "Network externalities, complementarities, and invitations to enter," European Journal of Political Economy, Elsevier, vol. 12(2), pages 211-233, September.
- Nicholas Economides, 1997. "Trademarks," Working Papers 97-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Fredrick Flyer, 1997. "Compatibility and Market Structure for Network Goods," Working Papers 98-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Giuseppe Lopomo & Glenn Woroch, 1997. "Regulatory Pricing Policies to Neutralize Network Dominance," Industrial Organization 9612003, University Library of Munich, Germany.
- Nicholas Economides & Giuseppe Lopomo & Glenn Woroch, 1997.
"Strategic Commitments and the Principle of Reciprocity in Interconnection Pricing,"
Industrial Organization
9701001, University Library of Munich, Germany.
- Nicholas Economides & Giuseppe Lopomo & Glenn Woroch, 2005. "Strategic Commitments and the Principle of Reciprocity in Interconnection Pricing," Working Papers 05-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nouriel Roubini & Paul Wachtel, 1997.
"Current Account Sustainability in Transition Economies,"
Working Papers
97-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nouriel Roubini & Paul Wachtel, 1998. "Current Account Sustainability in Transition Economies," NBER Working Papers 6468, National Bureau of Economic Research, Inc.
- Seidmann, A. & Sundarajan, A., 1997. "Sharing Logistics Information Across Organizations: Technology, Competition and Contracting," Papers 97-01, Rochester, Business - Operations Management.
- William H. Greene, 1997. "FIML Estimation of Sample Selection Models for Count Data," Working Papers 97-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luís M B, 1997. "Entry Mistakes," CEPR Discussion Papers 1729, C.E.P.R. Discussion Papers.
- Gregor W. Smith & Stanley E. Zin, 1997.
"Real Business Cycle Realizations,"
Working Paper
1253, Economics Department, Queen's University.
- Smith, Gregor W. & Zin, Stanley E., 1997. "Real business-cycle realizations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 243-280, December.
- Hamid Mehran & David Yermack, 1997. "Compensation and Top Management Turnover," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-051, New York University, Leonard N. Stern School of Business-.
- Eli Ofek & David Yermack, 1997. "Does Equity-Based Compensation Increase Managers' Ownership?," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-052, New York University, Leonard N. Stern School of Business-.
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997.
"Offshore Hedge Funds: Survival and Performance 1989-1995,"
NBER Working Papers
5909, National Bureau of Economic Research, Inc.
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998. "Offshore Hedge Funds: Survival and Performance, 1989-1995," Yale School of Management Working Papers ysm104, Yale School of Management.
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997. "Offshore Hedge Funds: Survival and Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-18, New York University, Leonard N. Stern School of Business-.
- Stephen J. Brown & Stephen A. Ross, 1997. "Post-Announcement Drift," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-19, New York University, Leonard N. Stern School of Business-.
- Yannis Bakos & Erik Brynjolfsson, 1997.
"Bundling Information Goods: Pricing, Profits and Efficiency,"
Working Paper Series
199, MIT Center for Coordination Science.
- Yannis Bakos & Erik Brynjolfsson, 1999. "Bundling Information Goods: Pricing, Profits, and Efficiency," Management Science, INFORMS, vol. 45(12), pages 1613-1630, December.
- J. Yannis Bakos & Erik Brynjolfsson, 1997. "From Vendors to Partners: Information Technology and Incomplete Contracts in Buyer-Supplier Relationships," Working Paper Series 154, MIT Center for Coordination Science.
- Jennifer Carpenter, 1997. "The Optimal Dynamic Investment Policy for a Fund Manager Compensated with an Incentive Fee," New York University, Leonard N. Stern School Finance Department Working Paper Seires 97-11, New York University, Leonard N. Stern School of Business-.
- Jennifer Carpenter, 1997.
"The Exercise and Valuation of Executive Stock Options,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
97-10, New York University, Leonard N. Stern School of Business-.
- Carpenter, Jennifer N., 1998. "The exercise and valuation of executive stock options," Journal of Financial Economics, Elsevier, vol. 48(2), pages 127-158, May.
- Kose John & Lemma W. Senbet, 1997. "Corporate Governance and Board Effectiveness," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-045, New York University, Leonard N. Stern School of Business-.
- Lawrence G. Goldberg & Lawrence J. White, 1997.
"De Novo Banks and Lending to Small Businesses: An Empirical Analysis,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-039, New York University, Leonard N. Stern School of Business-.
- Goldberg, Lawrence G. & White, Lawrence J., 1998. "De novo banks and lending to small businesses: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 22(6-8), pages 851-867, August.
- Rebel A. Cole & Lawrence G. Goldberg & Lawrence J. White, 1997.
"Cookie-Cutter versus Character: The Micro Structure of Small Business Lending by Large and Small Banks,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-022, New York University, Leonard N. Stern School of Business-.
- Rebel A. Cole & Lawrence G. Goldberg & Lawrence J. White, 1999. "Cookie-cutter versus character: the micro structure of small business lending by large and small banks," Proceedings 777, Federal Reserve Bank of Chicago.
- Robert DeYoung & Lawrence G. Goldberg & Lawrence J. White, 1997.
"Youth, Adolescence, and Maturity of Banks: Credit Availability to Small Business in an Era of Banking Consolidation,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-025, New York University, Leonard N. Stern School of Business-.
- DeYoung, Robert & Goldberg, Lawrence G. & White, Lawrence J., 1999. "Youth, adolescence, and maturity of banks: Credit availability to small business in an era of banking consolidation," Journal of Banking & Finance, Elsevier, vol. 23(2-4), pages 463-492, February.
- Allan C. Eberhart & Edward I. Altman & Reena Aggarwal, 1997.
"The Equity Performance of Firms Emerging from Bankruptcy,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
96-22, New York University, Leonard N. Stern School of Business-.
- Allan C. Eberhart & Edward I. Altman & Reena Aggarwal, 1999. "The Equity Performance of Firms Emerging from Bankruptcy," Journal of Finance, American Finance Association, vol. 54(5), pages 1855-1868, October.
- Edward I. Altman & Allan C. Eberhart & Reena Aggarwal, 1996. "The Equity Performance of Firms Emerging from Bankruptcy," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-2, New York University, Leonard N. Stern School of Business-.
1996
- Robert F. Engle, 1996.
"The Econometrics of Ultra-High Frequency Data,"
NBER Working Papers
5816, National Bureau of Economic Research, Inc.
- Robert F. Engle, 2000. "The Econometrics of Ultra-High Frequency Data," Econometrica, Econometric Society, vol. 68(1), pages 1-22, January.
- White, L.J. & Economides, N., 1996.
"The inefficiency of the ECPR Yet Again: A Reply to Larson,"
Working Papers
96-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Lawrence J. White, 1997. "The Inefficiency of the ECPR Yet Again: A Reply to Larson," Industrial Organization 9703001, University Library of Munich, Germany.
- Ansari, A. & Economides, N. & Steckel, J., 1996.
"The Max-Min-Min Principle of product Differentiation,"
Working Papers
96-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Asim Ansari & Nicholas Economides & Joel Steckel, 1997. "The Max-Min-Min Principle of Product Differentiation," Industrial Organization 9702001, University Library of Munich, Germany.
- Economides, N. & Lopomo, G. & Woroch, G., 1996. "Regulatory Rules to Neutralize Network Dominance," Working Papers 96-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- Giancarlo Corsetti & Nouriel Roubini, 1996. "Optimal Government Spending and Taxation in Endgenous Growth Models," NBER Working Papers 5851, National Bureau of Economic Research, Inc.
- Milesi-Ferretti, Gian Maria & Roubini, Nouriel, 1996.
"On the Taxation of Human and Physical Capital in Models of Endogenous Growth,"
CEPR Discussion Papers
1477, C.E.P.R. Discussion Papers.
- Milesi-Ferretti, Gian Maria & Roubini, Nouriel, 1998. "On the taxation of human and physical capital in models of endogenous growth," Journal of Public Economics, Elsevier, vol. 70(2), pages 237-254, November.
- Seidmann, A. & Sundararajan, A., 1996. "The Effects of Asymmetry on Business Process Redesign," Papers 96-04, Rochester, Business - Computer and Information Systems.
- Paul M. Romer, 1996.
"Why, indeed, in America? Theory, History, and the Origins of Modern Economic Growth,"
NBER Working Papers
5443, National Bureau of Economic Research, Inc.
- Romer, Paul M, 1996. "Why, Indeed, in America? Theory, History, and the Origins of Modern Economic Growth," American Economic Review, American Economic Association, vol. 86(2), pages 202-206, May.
- George Evans & Seppo Honkapohja & Paul Romer, 1996.
"Growth Cycles,"
NBER Working Papers
5659, National Bureau of Economic Research, Inc.
- Evans, Geroge W & Honkapohja, Seppo & Romer, Paul, 1998. "Growth Cycles," American Economic Review, American Economic Association, vol. 88(3), pages 495-515, June.
- Paul Romer & George Evans & Seppo Hokapohja, "undated". "Growth Cycles," Home Pages _001, Stanford University.
- Greene, W.H., 1996. "Marginal Effects in the Bivariate Probit Model," Working Papers 96-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luís M B, 1996. "R&D Alliances as Non-cooperative Supergames," CEPR Discussion Papers 1439, C.E.P.R. Discussion Papers.
- Philip E. Berger & Eli Ofek & David Yermack, 1996.
"Managerial Entrenchment and Capital Structure Decisions,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
96-14, New York University, Leonard N. Stern School of Business-.
- Berger, Philip G & Ofek, Eli & Yermack, David L, 1997. "Managerial Entrenchment and Capital Structure Decisions," Journal of Finance, American Finance Association, vol. 52(4), pages 1411-1438, September.
- Marcel Kahan & David Yermack, 1996.
"Investment Opportunities and the Design of Debt Securities,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
96-31, New York University, Leonard N. Stern School of Business-.
- Kahan, Marcel & Yermack, David, 1998. "Investment Opportunities and the Design of Debt Securities," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 14(1), pages 136-151, April.
- Hamid Mehran & David Yermack, 1996. "Stock-Based Compensation and Top Management Turnover," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-35, New York University, Leonard N. Stern School of Business-.
- David Yermack, 1996.
"Good Timing: CEO Stock Option Awards and Company News Announcements,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
96-41, New York University, Leonard N. Stern School of Business-.
- Yermack, David, 1997. "Good Timing: CEO Stock Option Awards and Company News Announcements," Journal of Finance, American Finance Association, vol. 52(2), pages 449-476, June.
- David Yermack, 1996.
"Companies' Modest Claims About the Value of CEO Stock Option Awards,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
96-42, New York University, Leonard N. Stern School of Business-.
- Yermack, David, 1998. "Companies' Modest Claims about the Value of CEO Stock Option Awards," Review of Quantitative Finance and Accounting, Springer, vol. 10(2), pages 207-226, March.
- Katz, B.G. & Owen, J., 1996. "The Investment Choices of Voucher Holders and Their Impact on Privarizad Firm Performance," Working Papers 96-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Katz, B.G. & Owen, J., 1996. "On the Desirability of Big-Bang Reforms," Working Papers 96-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Kose John & Anthony Saunders & Lemma W. Senbet, 1996.
"A Theory of Bank Regulation and Management Compensation,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
96-30, New York University, Leonard N. Stern School of Business-.
- John, Kose & Saunders, Anthony & Senbet, Lemma W, 2000. "A Theory of Bank Regulation and Management Compensation," The Review of Financial Studies, Society for Financial Studies, vol. 13(1), pages 95-125.
- Kose John & Anthony Saunders & Lemma W. Senbet, 1998. "A Theory of Bank Regulation and Management Compensation," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-043, New York University, Leonard N. Stern School of Business-.
- White, L.J., 1996. "The Rise and Fall of Dominant Firms in the U.S. Automobile Industry: A Twice Told Tale," Working Papers 96-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- White, L.J., 1996. "U.S Public Policy Toward Network Industries," Working Papers 96-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Yakov Amihud & Haim Mendelson & Beni Lauterbach, 1996.
"Market Microstructure and Securities Values: Evidence From the Tel Aviv Stock Exchange,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
96-7, New York University, Leonard N. Stern School of Business-.
- Amihud, Yakov & Mendelson, Haim & Lauterbach, Beni, 1997. "Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange," Journal of Financial Economics, Elsevier, vol. 45(3), pages 365-390, September.
- Yakov Amihud & Haim Mendelson & Beni Lauterbach, 1997. "Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-004, New York University, Leonard N. Stern School of Business-.
- Edward I. Altman & Anthony C. Morris, 1996. "The Investment Performance of Defaulted Bonds for 1987-95 and Market Outlook," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-4, New York University, Leonard N. Stern School of Business-.
- Edward I. Altman, 1996. "Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implications," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-1, New York University, Leonard N. Stern School of Business-.
- Edward I. Altman, 1996.
"Corporate Bond and Commercial Loan Portfolio Analysis,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
96-6, New York University, Leonard N. Stern School of Business-.
- Edward Altman, 1996. "Corporate Bond and Commercial Loan Portfolio Analysis," Center for Financial Institutions Working Papers 96-41, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Edward I. Altman & Anthony Saunders, 1996.
"Credit Risk Measurement: Developments over the Last 20 Years,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
96-3, New York University, Leonard N. Stern School of Business-.
- Altman, Edward I. & Saunders, Anthony, 1997. "Credit risk measurement: Developments over the last 20 years," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1721-1742, December.
- Edward I. Altman & Paul Narayanan, 1996. "Business Failure Classification Models: An International Survey," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-5, New York University, Leonard N. Stern School of Business-.
1995
- Alain Bertaud & Stephen Malpezzi, 1995.
"Measuring the Costs and Benefits of Urban Land Use Regulation: A Simple Model with an Application to Malaysia,"
Wisconsin-Madison CULER working papers
95-03, University of Wisconsin Center for Urban Land Economic Research.
- Bertaud, Alain & Malpezzi, Stephen, 2001. "Measuring the Costs and Benefits of Urban Land Use Regulation: A Simple Model with an Application to Malaysia," Journal of Housing Economics, Elsevier, vol. 10(3), pages 393-418, September.
- Bertaud, Alain & Renaud, Bertrand, 1995. "Cities without land markets : location and land use in the socialist city," Policy Research Working Paper Series 1477, The World Bank.
- Robert F. Engle & Joshua V. Rosenberg, 1995. "GARCH Gamma," NBER Working Papers 5128, National Bureau of Economic Research, Inc.
- Nicholas Economides, 1995. "The Incentive of a Monopolist to Provide All Goods," Working Papers 95-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Economides, N. & Hubbard, R.G. & Palia, D., 1995.
"The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition Among Small and Large Banks,"
Papers
95-14, Columbia - Graduate School of Business.
- Economides, Nicholas & Hubbard, R Glenn & Palia, Darius, 1996. "The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition among Small and Large Banks," Journal of Law and Economics, University of Chicago Press, vol. 39(2), pages 667-704, October.
- Nicholas Economides & R. Glen Hubbard & Darius Palia, 1993. "The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition Among Small and Large Banks," Working Papers 93-23, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & R. Glenn Hubbard & Darius Palia, 1995. "The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition among Small and Large Banks," NBER Working Papers 5210, National Bureau of Economic Research, Inc.
- Nicholas Economides & Lawrence J. White, 1995.
"Access and Interconnection Pricing: How Efficient is the Efficient Component Pricing Rule?,"
Working Papers
95-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Lawrence J. White, 1997. "Access and Interconnection Pricing: How Efficient is the Efficient Component Pricing Rule?," Industrial Organization 9701003, University Library of Munich, Germany.
- Nicholas Economides & Steven S. Wildman, 1995. "Monopolistic Competition with Two-Part Tariffs," Working Papers 95-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Charles Himmelberg, 1995. "Critical Mass and Network Size with Application to the US Fax Market," Working Papers 95-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Fredrick Flyer, 1995. "Technical Standards Coalitions for Network Goods," Working Papers 95-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gian Maria Milesi-Ferretti & Nouriel Roubini, 1995.
"Growth Effects of Income and Consumption Taxes: Positive and Normative Analysis,"
Working Papers
95-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- Mr. Gian M Milesi-Ferretti & Nouriel Roubini, 1995. "Growth Effects of Income and Consumption Taxes: Positive and Normative Analysis," IMF Working Papers 1995/062, International Monetary Fund.
- Gian Maria Milesi-Ferrett & Nouriel Roubini, 1995. "Growth Effects of Income and Consumption Taxes: Positive and Normative Analysis," NBER Working Papers 5317, National Bureau of Economic Research, Inc.
- Vittorio Grilli & Nouriel Roubini, 1995.
"Liquidity Models in Open Economies: Theory and Empirical Evidence,"
Working Papers
95-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Grilli, Vittorio & Roubini, Nouriel, 1996. "Liquidity models in open economies: Theory and empirical evidence," European Economic Review, Elsevier, vol. 40(3-5), pages 847-859, April.
- Nouriel Roubini & Vittorio Grilli, 1995. "Liquidity Models in Open Economies: Theory and Empirical Evidence," NBER Working Papers 5313, National Bureau of Economic Research, Inc.
- Giancarlo Corsetti & Nouriel Roubini, 1995.
"Politically Motivated Fiscal Deficits: Policy Issues in Closed and Open Economies,"
Working Papers
95-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- Giancarlo Corsetti & Nouriel Roubini, 1997. "Politically Motivated Fiscal Deficits: Policy Issues in Closed and Open Economies," Economics and Politics, Wiley Blackwell, vol. 9(1), pages 27-54, March.
- Vittorio Grilli & Nouriel Roubini, 1995. "Liquidity and Exchange Rates: Puzzling Evidence from the G-7 Countries," Working Papers 95-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- William H. Greene, 1995. "Sample Selection in the Poisson Regression Model," Working Papers 95-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luis M.B. Cabral & Michael H. Riordan, 1995. "Predation with a Learning Curve," Papers 0057, Boston University - Industry Studies Programme.
- Barbara G. Katz & Joel Owen, 1995.
"Optimal Voucher Privatization Fund Bids When Bidding Affects Firm Performance,"
Working Papers
95-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- Katz, Barbara G. & Owen, Joel, 1997. "Optimal Voucher Privatization Fund Bids When Bidding Affects Firm Performance," Journal of Comparative Economics, Elsevier, vol. 24(1), pages 25-43, February.
- Kose John & April Klein, 1995. "Shareholder Proposals and Corporate Governance," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-046, New York University, Leonard N. Stern School of Business-.
- Mitchell Berlin & Kose John & Anthony Saunders, 1995.
"Bank equity stakes in borrowing firms and financial distress,"
Working Papers
96-1, Federal Reserve Bank of Philadelphia.
- Berlin, Mitchell & John, Kose & Saunders, Anthony, 1996. "Bank Equity Stakes in Borrowing Firms and Financial Distress," The Review of Financial Studies, Society for Financial Studies, vol. 9(3), pages 889-919.
- Paul Wachtel, 1995. "Foreign Banking in the Central European Economies in Transition," Working Papers 95-19, New York University, Leonard N. Stern School of Business, Department of Economics.
1994
- Engle, R. F. & Issler, João Victor, 1994.
"Estimating sectoral cycles using cointegration and common features,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
232, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Robert F. Engle & Joao Victor Issler, 1993. "Estimating Sectoral Cycles Using Cointegration and Common Features," NBER Working Papers 4529, National Bureau of Economic Research, Inc.
- Robert F. Engle & Joshua Rosenberg, 1994. "Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models," NBER Working Papers 4958, National Bureau of Economic Research, Inc.
- Robert F. Engle & Jeffrey R. Russell, 1994. "Forecasting Transaction Rates: The Autoregressive Conditional Duration Model," NBER Working Papers 4966, National Bureau of Economic Research, Inc.
- Nicholas Economides, 1994.
"How to Enhance Market Liquidity,"
Working Papers
94-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides,, "undated". "How to Enhance Market Liquidity," Financial Networks _002, Economics of Networks.
- Nicholas Economides, 1994.
"Quality Choice and Vertical Integration,"
Working Papers
94-22, New York University, Leonard N. Stern School of Business, Department of Economics.
- Economides, Nicholas, 1999. "Quality choice and vertical integration," International Journal of Industrial Organization, Elsevier, vol. 17(6), pages 903-914, August.
- Nicholas Economides, 1994.
"The Incentive for Vertical Integration,"
Working Papers
94-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 2005. "The Incentive for Vertical Integration," Working Papers 05-01, NET Institute, revised Jan 2005.
- Nicholas Economides, 2005. "The Incentive for Vertical Integration," Working Papers 05-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas S. Economides & Glenn A. Woroch, 1994.
"Benefits and Pitfalls of Network Interconnection,"
Industrial Organization
9411005, University Library of Munich, Germany.
- Nicholas S. Economides & Glenn A. Woroch, 1992. "Benefits and Pitfalls of Network Interconnection," Working Papers 92-31, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & William Lehr, 1994. "The Quality of Complex Systems and Industry Structure," Working Papers 94-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Jeff Heisler, 1994.
"Equilibrium Fee Schedules in a Monopolist Call Market,"
Working Papers
94-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Jeff Heisler, "undated". "Equilibrium Fee Schedules in a Monopolist Call Market," Financial Networks 94-15, Stern School of Bu, Economics of Networks.
- Nouriel Roubini & Gian Maria Milesi-Ferrett, 1994. "Optimal Taxation of Human and Physical Capital in Endogenous Capital Models," NBER Working Papers 4882, National Bureau of Economic Research, Inc.
- Nouriel Roubini & Gian Maria Milesi-Ferrett, 1994.
"Taxation and Endogenous Growth in Open Economies,"
NBER Working Papers
4881, National Bureau of Economic Research, Inc.
- Nouriel Roubini & Mr. Gian M Milesi-Ferretti, 1994. "Taxation and Endogenous Growth in Open Economies," IMF Working Papers 1994/077, International Monetary Fund.
- William H. Greene, 1994. "Accounting for Excess Zeros and Sample Selection in Poisson and Negative Binomial Regression Models," Working Papers 94-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luis Cabral & David Salant & Glenn Woroch, 1994.
"Monopoly Pricing With Network Externalities,"
Industrial Organization
9411003, University Library of Munich, Germany.
- Cabral, Luis M. B. & Salant, David J. & Woroch, Glenn A., 1999. "Monopoly pricing with network externalities," International Journal of Industrial Organization, Elsevier, vol. 17(2), pages 199-214, February.
- David K. Backus & Stanley E. Zin, 1994.
"Reverse Engineering the Yield Curve,"
Working Papers
94-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- David K. Backus & Stanley E. Zin, 1994. "Reverse Engineering the Yield Curve," NBER Working Papers 4676, National Bureau of Economic Research, Inc.
- David K. Backus & Silverio Foresi & Stanley E. Zin, 1994.
"Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing,"
Working Papers
94-28, New York University, Leonard N. Stern School of Business, Department of Economics.
- Backus, David & Foresi, Silverio & Zin, Stanley, 1998. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 13-26, January.
- David Backus & Silverio Foresi & Stanley Zin, 1996. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," NBER Working Papers 5638, National Bureau of Economic Research, Inc.
- Backus, D.K. & Foresi, S. & Zin, S.E., 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Papers 95-02, Columbia - Graduate School of Business.
- David Backus & Silverio Foresi & Stanley Zin, 1996. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-8, New York University, Leonard N. Stern School of Business-.
- Lawrence J. White, 1994. "Market Failures, Government Failures, and Economic Development," Working Papers 94-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 1994. "U.S. Banking Regulation: Multiple Dimensions, Multiple Consequences," Working Papers 94-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Paul Wachtel & Peter Rousseau, 1994. "Financial Intermediation and Economic Growth: A Historical Comparison of the U.S., U.K. and Canada," Working Papers 94-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gregory F. Udell & Paul Wachtel, 1994. "Financial System Design for Formerly Planned Economies: Defining the Issues," Working Papers 94-27, New York University, Leonard N. Stern School of Business, Department of Economics.
- Charles W. Calomiris & Charles P. Himmelberg & Paul Wachtel, 1994.
"Commercial Paper, Corporate Finance and the Business Cycle: A Microeconomic Perspective,"
Working Papers
94-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Calomiris, Charles W. & Himmelberg, Charles P. & Wachtel, Paul, 1995. "Commercial paper, corporate finance, and the business cycle: a microeconomic perspective," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42(1), pages 203-250, June.
- Charles W. Calomiris & Charles P. Himmelberg & Paul Wachtel, 1994. "Commercial Paper, Corporate Finance, and the Business Cycle: A Microeconomic Perspective," NBER Working Papers 4848, National Bureau of Economic Research, Inc.
- Altman, E. & Blanc, J.P.C. & Khamisy, A. & Yechiali, U., 1994. "Gated-type polling systems with walking and switch-in times," Other publications TiSEM c093d92a-422f-4216-b528-0, Tilburg University, School of Economics and Management.
1993
- Robert F. Engle & Alex Kane & Jaesun Noh, 1993. "Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts," NBER Working Papers 4519, National Bureau of Economic Research, Inc.
- Jaesun Noh & Robert F. Engle & Alex Kane, 1993. "A Test of Efficiency for the S&P Index Option Market Using Variance Forecasts," NBER Working Papers 4520, National Bureau of Economic Research, Inc.
- Nicholas Economides, 1993. "The Benefits of Franchising and Vertical Disintergration in Monopolistic Competition for Locationally Differentiated Products," Working Papers 93-09, New York University, Leonard N. Stern School of Business, Department of Economics, revised Mar 1993.
- Nicholas Economides, 1993. "Proposal to the Bank of Greece on the Organization of the Secondary Market for Greek State Bills, Notes, and Bonds," Working Papers 93-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 1993. "Mixed Bundling in Duopoly," Working Papers 93-29, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Robert A. Schwartz, 1993.
"Electronic Call Market Trading,"
Working Papers
93-19, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Robert Schwartz,, "undated". "Electronic Call Market Trading," Financial Networks _001, Economics of Networks.
- Nicholas Economides & Lawrence J. White, 1993. "One-Way Networks, Two-Way Networks, Compatibility, and Antitrust," Working Papers 93-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- Paul M. Romer, 1993.
"New Goods, Old Theory, and the Welfare Costs of Trade Restrictions,"
NBER Working Papers
4452, National Bureau of Economic Research, Inc.
- Romer, Paul, 1994. "New goods, old theory, and the welfare costs of trade restrictions," Journal of Development Economics, Elsevier, vol. 43(1), pages 5-38, February.
- William H. Greene, 1993. "Frontier Production Functions," Working Papers 93-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- David K. Backus & Stanley E. Zin, 1993.
"Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates,"
NBER Technical Working Papers
0133, National Bureau of Economic Research, Inc.
- David K. Backus & Stanley E. Zin, 1993. "Long-memory inflation uncertainty: evidence from the term structure of interest rates," Proceedings, Federal Reserve Bank of Cleveland, pages 681-708.
- Backus, David K & Zin, Stanley E, 1993. "Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 681-700, August.
- David K. Backus, 1993. "Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates," Working Papers 93-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Barbara G. Katz & Joel Owen, 1993. "Designing an Optimal Privatization Plan for Restructuring Firms and Industries in Transition," Working Papers 93-24, New York University, Leonard N. Stern School of Business, Department of Economics.
- Bakos, J. Yannis. & Brynjolfsson, Erik., 1993. "When quality matters : information technology and buyer-supplier relationships," Working papers 140. Working paper (Sloan, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Lawrence J. White, 1993. "International Regulation of Securities Markets: Harmonization or Competition?," Working Papers 93-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 1993. "The Community Reinvestment Act: Good Intentions Headed in the Wrong Direction," Working Papers 93-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 1993.
"Competition Policy in the United States: An Overview,"
Working Papers
93-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- White, Lawrence J, 1993. "Competition Policy in the United States: An Overview," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 9(2), pages 133-153, Summer.
- Paul Wachtel, 1993. "Higher Education in New York: Portrait of an Industry," Working Papers 93-15, New York University, Leonard N. Stern School of Business, Department of Economics.
1992
- Nicholas Economides, 1992. "Network Externalities and Invitations to Enter," Working Papers 92-2, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 1992. "Hotelling's `Main Street’ With More Than Two Competitors," Working Papers 92-23, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Susan Rose-Ackerman, 1992.
"Differentiated Public Goods: Privatization and Optimality,"
Working Papers
92-3, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Susan Rose-Ackerman, 1993. "Differentiated Public Goods: Privatization and Optimality," Palgrave Macmillan Books, in: Hiroshi Ohta & Jacques-François Thisse (ed.), Does Economic Space Matter?, chapter 6, pages 111-132, Palgrave Macmillan.
- Buiter, W.H. & Corsetti, G. & Roubini, N., 1992.
"Excessive Deficits: Sense and Nonsence in the Treaty of Maastricht,"
Papers
674, Yale - Economic Growth Center.
- Buiter, Willem H. & Corsetti, Giancarlo & Roubini, Nouriel, 1992. "`Excessive Deficits': Sense and Nonsense in the Treaty of Maastricht," CEPR Discussion Papers 750, C.E.P.R. Discussion Papers.
- Roubini, N. & Sala-i-Martin, X., 1992.
"A Growth Model of Inflation, Tax Evasion and Financial Repression,"
Papers
658, Yale - Economic Growth Center.
- Roubini, Nouriel & Sala-i-Martin, Xavier, 1995. "A growth model of inflation, tax evasion, and financial repression," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 275-301, April.
- Nouriel Roubini & Xavier Sala-i-Martin, 1992. "A Growth Model of Inflation, Tax Evasion, and Financial Repression," NBER Working Papers 4062, National Bureau of Economic Research, Inc.
- Corsetti, Giancarlo & Roubini, Nouriel, 1992. "Tax Smoothing Discretion Versus Balanced Budget Rules in the Presence of Politically Motivated Fiscal Deficits: The Design of Optimal Fiscal Rules for Europe after 1992," CEPR Discussion Papers 682, C.E.P.R. Discussion Papers.
- Alberto Alesina & Sule Ozler & Nouriel Roubini & Phillip Swagel, 1992.
"Political Instability and Economic Growth,"
NBER Working Papers
4173, National Bureau of Economic Research, Inc.
- Alesina, Alberto & Özler, Sule & Roubini, Nouriel & Swagel, Phillip, 1996. "Political Instability and Economic Growth," Journal of Economic Growth, Springer, vol. 1(2), pages 189-211, June.
- Roubini, Nouriel & Swagel, Phillip & Ozler, Sule & Alesina, Alberto, 1996. "Political Instability and Economic Growth," Scholarly Articles 4553024, Harvard University Department of Economics.
- Timothy J. Kehoe & David K. Levine & Paul Romer, 1992. "On Characterizing Equilibria of Models with Externalities and Taxes as Solutions to Optimization Problems," Levine's Working Paper Archive 124, David K. Levine.
- William Greene & Laura Greene Knapp & Terry G. Seaks, 1992. "Estimating the Functional Form of the Independent Variables in Probit Models," Working Papers 92-27, New York University, Leonard N. Stern School of Business, Department of Economics.
- William H. Greene, 1992. "A Statistical Model for Credit Scoring," Working Papers 92-29, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luis M.B. Cabral & Michael Riordan, 1992.
"The Learning Curve, Market Dominance and Predatory Pricing,"
Papers
0039, Boston University - Industry Studies Programme.
- Cabral, Luis M B & Riordan, Michael H, 1994. "The Learning Curve, Market Dominance, and Predatory Pricing," Econometrica, Econometric Society, vol. 62(5), pages 1115-1140, September.
- Cabral, L. & Riordan, M., 1992. "The Learning Curve, Market Dominance and Predatory Pricing," Papers 39, Boston University - Industry Studies Programme.
- Bakos, J. Yannis & Brynjolfsson, Erik., 1992.
"Why information technology hasn't increased the optimal number of suppliers,"
Working papers
3472-92. CCSTR ; #135., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- J. Yannis Bakos & Erik Brynjolfsson, 1992. "Why Information Technology Hasn't Increased the Optimal Number of Suppliers," Working Paper Series 135, MIT Center for Coordination Science.
- Lawrence J. White & Michael Rothschild, 1992. "Some Simple Analytics of the Pricing of Higher Education," Working Papers 92-30, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 1992. "Change and Turmoil in U.S. Banking: Causes, Consequences, and Lessons," Working Papers 92-19, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 1992. "A Cautionary Tale of Deregulation Gone Awry: The S&L Debacle," Working Papers 92-1, New York University, Leonard N. Stern School of Business, Department of Economics.
- Martin Evans & Paul Wachtel, 1992.
"Were Price Changes during the Great Depression Anticipated? Evidence from Nominal Interest Rates,"
Working Papers
92-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Evans, Martin & Wachtel, Paul, 1993. "Were price changes during the Great Depression anticipated? : Evidence from nominal interest rates," Journal of Monetary Economics, Elsevier, vol. 32(1), pages 3-34, August.
1991
- Lin, W.L. & Engle, R.F. & Ito, T., 1991.
"Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns,"
Working papers
9121, Wisconsin Madison - Social Systems.
- Wen-Ling Lin & Robert F. Engle & Takatoshi Ito, 1992. "Do Bulls and Bears Move Acoross Borders: International Transimission of Stock Returns and Volatility as the World Turns," Discussion Paper Series a253, Institute of Economic Research, Hitotsubashi University.
- Wen-Ling Lin & Robert F. Engle & Takatoshi Ito, 1991. "Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns," NBER Working Papers 3911, National Bureau of Economic Research, Inc.
- Ray Chou & Robert F. Engle & Alex Kane, 1991. "Measuring Risk Aversion From Excess Returns on a Stock Index," NBER Working Papers 3643, National Bureau of Economic Research, Inc.
- Robert F. Engle & Victor K. Ng, 1991.
"Measuring and Testing the Impact of News on Volatility,"
NBER Working Papers
3681, National Bureau of Economic Research, Inc.
- Engle, Robert F & Ng, Victor K, 1993. "Measuring and Testing the Impact of News on Volatility," Journal of Finance, American Finance Association, vol. 48(5), pages 1749-1778, December.
- Robert F. Engle & Victor K. Ng, 1991.
"Time-Varying Volatility and the Dynamic Behavior of the Term Structure,"
NBER Working Papers
3682, National Bureau of Economic Research, Inc.
- Engle, Robert F & Ng, Victor K, 1993. "Time-Varying Volatility and the Dynamic Behavior of the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 336-349, August.
- Nouriel Roubini & Xavier Sala-i-Martin, 1991.
"Financial Repression and Economic Growth,"
NBER Working Papers
3876, National Bureau of Economic Research, Inc.
- Roubini, Nouriel & Sala-i-Martin, Xavier, 1992. "Financial repression and economic growth," Journal of Development Economics, Elsevier, vol. 39(1), pages 5-30, July.
- Alberto Alesina & Gerald D. Cohen & Nouriel Roubini, 1991.
"Macroeconomic Policy and Elections in OECD Democracies,"
NBER Working Papers
3830, National Bureau of Economic Research, Inc.
- Alberto Alesina & Gerald D. Cohen & Nouriel Roubini, 1992. "Macroeconomic Policy And Elections In Oecd Democracies," Economics and Politics, Wiley Blackwell, vol. 4(1), pages 1-30, March.
- Alesina, Alberto F & Cohen, Gerald D & Roubini, Nouriel, 1992. "Macroeconomic Policy and Elections in OECD Democracies," CEPR Discussion Papers 608, C.E.P.R. Discussion Papers.
- Cohen, Gerald & Alesina, Alberto & Roubini, Nouriel, 1992. "Macroeconomic Policy and Elections in OECD Democracies," Scholarly Articles 4553023, Harvard University Department of Economics.
- Grilli, Vittorio & Roubini, Nouriel, 1991.
"Financial Intermediation and Monetary Policies in the World Economy,"
CEPR Discussion Papers
566, C.E.P.R. Discussion Papers.
- Vittorio Grilli & Nouriel Roubini, 1991. "Financial Intermediation and Monetary Policies in the World Economy," NBER Technical Working Papers 0104, National Bureau of Economic Research, Inc.
- Giancarlo Corsetti & Nouriel Roubini, 1991.
"Fiscal Deficits, Public Debt and Government Solvency: Evidence from OECD Countries,"
NBER Working Papers
3658, National Bureau of Economic Research, Inc.
- Corsetti, Giancarlo & Roubini, Nouriel, 1991. "Fiscal deficits, public debt, and government solvency: Evidence from OECD countries," Journal of the Japanese and International Economies, Elsevier, vol. 5(4), pages 354-380, December.
- Roubini, N. & Sala-I-Martin, X., 1991. "Financial development , the Trade Regime and Economic Growth," Papers 646, Yale - Economic Growth Center.
- Luis A. Rivera-Batiz & Paul M. Romer, 1991.
"International Trade with Endogenous Technological Change,"
NBER Working Papers
3594, National Bureau of Economic Research, Inc.
- Francisco L. Rivera-Batiz & Luis A. Rivera-Batiz, 2018. "International Trade with Endogenous Technological Change," World Scientific Book Chapters, in: Francisco L Rivera-Batiz & Luis A Rivera-Batiz (ed.), International Trade, Capital Flows and Economic Development, chapter 2, pages 33-70, World Scientific Publishing Co. Pte. Ltd..
- Rivera-Batiz, Luis A. & Romer, Paul M., 1991. "International trade with endogenous technological change," European Economic Review, Elsevier, vol. 35(4), pages 971-1001, May.
- Luis M.B. Cabral & Michael H. Riordan, 1991. "Learning to Compete and Vice Versa," Papers 0017, Boston University - Industry Studies Programme.
- Larry G. Epstein & Stanley E. Zin, 1991.
"The Independence Axiom and Asset Returns,"
NBER Technical Working Papers
0109, National Bureau of Economic Research, Inc.
- Epstein, Larry G. & Zin, Stanley E., 2001. "The independence axiom and asset returns," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 537-572, December.
- Chemmanur, T.J. & John, K., 1991.
"Optimal Incorporation, Structure of Debt Contracts , and Limited-recourse Project Financing,"
Papers
fb-_91-08, Columbia - Graduate School of Business.
- Chemmanur, Thomas J. & John, Kose, 1996. "Optimal Incorporation, Structure of Debt Contracts, and Limited-Recourse Project Financing," Journal of Financial Intermediation, Elsevier, vol. 5(4), pages 372-408, October.
- Michael Rothschild & Lawrence J. White, 1991.
"The University in the Marketplace: Some Insights and Some Puzzles,"
NBER Working Papers
3853, National Bureau of Economic Research, Inc.
- Michael Rothschild & Lawrence J. White, 1993. "The University in the Marketplace: Some Insights and Some Puzzles," NBER Chapters, in: Studies of Supply and Demand in Higher Education, pages 11-42, National Bureau of Economic Research, Inc.
1990
- Robert F. Engle & Sharon Kozicki, 1990.
"Testing For Common Features,"
NBER Technical Working Papers
0091, National Bureau of Economic Research, Inc.
- Engle, Robert F & Kozicki, Sharon, 1993. "Testing for Common Features," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 369-380, October.
- Scott J. Brown & N. Edward Coulson & Robert F. Engle, 1990. "Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share," NBER Working Papers 3291, National Bureau of Economic Research, Inc.
- Robert F. Engle & Che-Hsiung Hong & Alex Kane, 1990. "Valuation of Variance Forecast with Simulated Option Markets," NBER Working Papers 3350, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Robert F. Engle & Wen-Ling Lin, 1990.
"Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination,"
NBER Working Papers
3504, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Engle, Robert F. & Lin, Wen-Ling, 1992. "Where does the meteor shower come from? : The role of stochastic policy coordination," Journal of International Economics, Elsevier, vol. 32(3-4), pages 221-240, May.
- Engle, R. & Hendry, D., 1990.
"Testing Super Exogeneity And Invariance In Regression Models,"
Economics Series Working Papers
99100, University of Oxford, Department of Economics.
- Engle, Robert F. & Hendry, David F., 1993. "Testing superexogeneity and invariance in regression models," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 119-139, March.
- Alesina, Alberto F & Roubini, Nouriel, 1990.
"Political Cycles in OECD Economies,"
CEPR Discussion Papers
470, C.E.P.R. Discussion Papers.
- Alberto Alesina & Nouriel Roubini, 1992. "Political Cycles in OECD Economies," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 59(4), pages 663-688.
- Alberto Alesina & Nouriel Roubini, 1990. "Political Cycles in OECD Economies," NBER Working Papers 3478, National Bureau of Economic Research, Inc.
- Roubini, Nouriel & Alesina, Alberto, 1992. "Political Cycles in OECD Economies," Scholarly Articles 4553025, Harvard University Department of Economics.
- Giancarlo Corsetti & Vittorio Grilli & Nouriel Roubini, 1990. "Exchange Rate Volatility in Integrating Capital Markets," NBER Working Papers 3570, National Bureau of Economic Research, Inc.
- Timothy J. Kehoe & David K. Levine & Paul Romer, 1990.
"Determinacy of Equilibrium in Dynamic Models with Finitely Many Consumers,"
Levine's Working Paper Archive
165, David K. Levine.
- Kehoe, Timothy J. & Levine, David K. & Romer, Paul M., 1990. "Determinacy of equilibria in dynamic models with finitely many consumers," Journal of Economic Theory, Elsevier, vol. 50(1), pages 1-21, February.
- Timothy J. Kehoe & David K. Levine & Paul M. Romer, 1989. "Determinacy of equilibria in dynamic models with finitely many consumers," Staff Report 118, Federal Reserve Bank of Minneapolis.
- Luis A. Rivera-Batiz & Paul M. Romer, 1990.
"Economic Integration and Endogenous Growth,"
NBER Working Papers
3528, National Bureau of Economic Research, Inc.
- Francisco L. Rivera-Batiz & Luis A. Rivera-Batiz, 2018. "Economic Integration and Endogenous Growth," World Scientific Book Chapters, in: Francisco L Rivera-Batiz & Luis A Rivera-Batiz (ed.), International Trade, Capital Flows and Economic Development, chapter 1, pages 3-32, World Scientific Publishing Co. Pte. Ltd..
- Luis A. Rivera-Batiz & Paul M. Romer, 1991. "Economic Integration and Endogenous Growth," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(2), pages 531-555.
- Paul Romer, 1990.
"Are Nonconvexities Important For Understanding Growth?,"
NBER Working Papers
3271, National Bureau of Economic Research, Inc.
- Romer, Paul M, 1990. "Are Nonconvexities Important for Understanding Growth?," American Economic Review, American Economic Association, vol. 80(2), pages 97-103, May.
- Timothy J. Kehoe & David K. Levine & Paul M. Romer, 1990.
"On characterizing equilibria of economies with externalities and taxes as solutions to optimization problems,"
Working Papers
436, Federal Reserve Bank of Minneapolis.
- Kehoe, Timothy J & Levine, David K & Romer, Paul M, 1992. "On Characterizing Equilibria of Economies with Externalities and Taxes as Solutions to Optimization Problems," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(1), pages 43-68, January.
- Rebel A. Cole & Joseph A. McKenzie & Lawrence J. White, 1990. "The causes and costs of thrift institution failures: a structure- behavior-outcomes approach," Financial Industry Studies Working Paper 90-5, Federal Reserve Bank of Dallas.
- Martin D. Evans & Paul Wachtel, 1990. "A Modern Look At Asset Pricing and Short-Term Interest Rates," NBER Working Papers 3245, National Bureau of Economic Research, Inc.
1989
- Engle, R.F. & Yoo, B.S., 1989. "Cointegrated Economic Time Series: A Survey With New Results," Papers 8-89-13, Pennsylvania State - Department of Economics.
- Economides, N., 1989. "The Benefits Of Franchising And Vertical Disintegration In Markets For Localionally Differentiated Products," Papers 147, Stanford - Studies in Industry Economics.
- Roubini, N., 1989. "Offset And Sterilization Under Fixed Exchange Rates With An Optimization Central Bank," Papers 568, Yale - Economic Growth Center.
- Nouriel Roubini & Jeffrey Sachs, 1989. "Government Spending and Budget Deficits in the Industrial Economies," NBER Working Papers 2919, National Bureau of Economic Research, Inc.
- Nouriel Roubini, 1989.
"Leadership and Cooperation in the European Monetary System: A Simulation Approach,"
NBER Working Papers
3044, National Bureau of Economic Research, Inc.
- Roubini, Nouriel, 1991. "Leadership and cooperation in the Europian Monetary System: A simulation approach," Journal of Policy Modeling, Elsevier, vol. 13(1), pages 1-39.
- Vittorio Grilli & Nouriel Roubini, 1989.
"Financial Integration, Liquidity and Exchange Rates,"
NBER Working Papers
3088, National Bureau of Economic Research, Inc.
- Vittorio Grilli & Nouriel Roubini, 1990. "Financial Integration, Liquidity and Exchange Rates," Cowles Foundation Discussion Papers 939, Cowles Foundation for Research in Economics, Yale University.
- Timothy J. Kehoe & David K. Levine & Paul Romer, 1989. "Steady States and Determinacy in Economies with Infinitely Lived Agents," Levine's Working Paper Archive 52, David K. Levine.
- Paul M. Romer, 1989.
"Human Capital And Growth: Theory and Evidence,"
NBER Working Papers
3173, National Bureau of Economic Research, Inc.
- Romer, Paul M., 1990. "Human capital and growth: Theory and evidence," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 32(1), pages 251-286, January.
- Paul M. Romer, 1989. "Increasing Returns and New Developments in the Theory of Growth," NBER Working Papers 3098, National Bureau of Economic Research, Inc.
- Paul Romer, 1989.
"Endogenous Technological Change,"
NBER Working Papers
3210, National Bureau of Economic Research, Inc.
- Romer, Paul M, 1990. "Endogenous Technological Change," Journal of Political Economy, University of Chicago Press, vol. 98(5), pages 71-102, October.
- Paul M Romer, 1999. "Endogenous Technological Change," Levine's Working Paper Archive 2135, David K. Levine.
- Romer,Paul M, 1989. "What determines the rate of growth and technological change?," Policy Research Working Paper Series 279, The World Bank.
- Lawrence J. White, 1989.
"The reform of Federal Deposit Insurance,"
Proceedings
258, Federal Reserve Bank of Chicago.
- White, Lawrence J, 1989. "The Reform of Federal Deposit Insurance," Journal of Economic Perspectives, American Economic Association, vol. 3(4), pages 11-29, Fall.
1988
- Engel, R.F. & Ito, T. & Lin, W-L., 1988.
"Meteor Showers Or Heat Wages? Heteroskedastic Intra-Daily Volatility In A The Foreign Exchange Market,"
Papers
246, Minnesota - Center for Economic Research.
- Engle, Robert F & Ito, Takatoshi & Lin, Wen-Ling, 1990. "Meteor Showers or Heat Waves? Heteroskedastic Intra-daily Volatility in the Foreign Exchange Market," Econometrica, Econometric Society, vol. 58(3), pages 525-542, May.
- Robert F. Engle & Takatoshi Ito & Wen-Ling Lin, 1988. "Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market," NBER Working Papers 2609, National Bureau of Economic Research, Inc.
- Hyllerberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988.
"Seasonal Integration And Cointegration,"
Papers
0-88-2, Pennsylvania State - Department of Economics.
- Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990. "Seasonal integration and cointegration," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
- Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal, Integration And Cointegration," Papers 6-88-2, Pennsylvania State - Department of Economics.
- Robert F. Engle & Victor Ng & Michael Rothschild, 1988.
"Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills,"
NBER Technical Working Papers
0065, National Bureau of Economic Research, Inc.
- Engle, Robert F. & Ng, Victor K. & Rothschild, Michael, 1990. "Asset pricing with a factor-arch covariance structure : Empirical estimates for treasury bills," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 213-237.
- Nouriel Roubini, 1988.
"Current Account and Budget Deficits in an Intertemporal Model of Consumption and Taxation Smoothing. A Solution to the "Feldstein-Horioka Puzzle"?,"
NBER Working Papers
2773, National Bureau of Economic Research, Inc.
- Roubini, N., 1989. "Current Account And Budget Deficits In An Intertemporal Model Of Consumption And Taxation Smoothing. A Solution To The "Feldstein-Horioka" Puzzel," Papers 569, Yale - Economic Growth Center.
- Nouriel Roubini & Jeffrey Sachs, 1988. "Political and Economic Determinants of Budget Deficits in the IndustrialDemocracies," NBER Working Papers 2682, National Bureau of Economic Research, Inc.
- Nouriel Roubini, 1988. "Offset and Sterilization Under Fixed Exchange Rates With An Optimizing Central Bank," NBER Working Papers 2777, National Bureau of Economic Research, Inc.
- Romer, P.M., 1988. "Capital Accumulation In The Theory Of Long Run Growth," RCER Working Papers 123, University of Rochester - Center for Economic Research (RCER).
1987
- Jeffrey D. Sachs & Nouriel Roubini, 1987. "Sources of Macroeconomic Imbalances in the World Economy: A Simulation Approach," NBER Working Papers 2339, National Bureau of Economic Research, Inc.
- Warwick J. McKibbin & Nouriel Roubini & Jeffrey Sachs, 1987. "Dynamic Optimization in Two-Party Models," NBER Working Papers 2213, National Bureau of Economic Research, Inc.
- Gregor W. Smith & Stanley E. Zin, 1987. "Testing a Government's Present-Value Borrowing Constraint," Working Paper 695, Economics Department, Queen's University.
- Stanley E. Zin, 1987. "Intertemporal Substitution, Risk and the Time Series Behaviour of Consumption and Asset Returns," Working Paper 694, Economics Department, Queen's University.
- Larry G. Epstein & Stanley E. Zin, 1987.
"Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework,"
Working Paper
699, Economics Department, Queen's University.
- Larry G. Epstein & Stanley E. Zin, 2013. "Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 12, pages 207-239, World Scientific Publishing Co. Pte. Ltd..
- Epstein, Larry G & Zin, Stanley E, 1989. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework," Econometrica, Econometric Society, vol. 57(4), pages 937-969, July.
- Larry G. Epstein & Stanley E. Zin, 1987. "Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis," Working Paper 698, Economics Department, Queen's University.
- Stanley E. Zin, 1987. "Aggregate Consumption Behaviour in a Life Cycle Model with Non-Additive Recursive Utility," Working Paper 693, Economics Department, Queen's University.
- George Sofianos & Arie Melnik & Paul Wachtel, 1987.
"Loan Commitments and Monetary Policy,"
NBER Working Papers
2232, National Bureau of Economic Research, Inc.
- Sofianos, George & Wachtel, Paul & Melnik, Arie, 1990. "Loan commitments and monetary policy," Journal of Banking & Finance, Elsevier, vol. 14(4), pages 677-689, October.
1986
- Robert J. Barro & Paul M. Romer, 1986. "Ski-Lift Pricing, with an Application to the Labor Market," NBER Working Papers 1985, National Bureau of Economic Research, Inc.
- David K. Backus & Allan W. Gregory & Stanley E. Zin, 1986.
"Risk Premiums in the Term Structure : Evidence from Artificial Economies,"
Working Paper
665, Economics Department, Queen's University.
- Backus, David K. & Gregory, Allan W. & Zin, Stanley E., 1989. "Risk premiums in the term structure : Evidence from artificial economies," Journal of Monetary Economics, Elsevier, vol. 24(3), pages 371-399, November.
1984
- Thomas Urich & Paul Wachtel, 1984.
"The Effects of Inflation and Money Supply Announcements on Interest Rates,"
NBER Working Papers
1313, National Bureau of Economic Research, Inc.
- Urich, Thomas J & Wachtel, Paul, 1984. "The Effects of Inflation and Money Supply Announcements on Interest Rates," Journal of Finance, American Finance Association, vol. 39(4), pages 1177-1188, September.
- Altman, Edward I. & Gritta, Richard D., 1984. "Airline Bankruptcy propensitites: A zeta analysis," Transportation Research Forum Proceedings 1980s 311672, Transportation Research Forum.
1983
- Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz, 1983.
"Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates,"
Cowles Foundation Discussion Papers
667, Cowles Foundation for Research in Economics, Yale University.
- Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz, 1983. "Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 14(1), pages 173-224.
- Thomas Urich & Paul Wachtel, 1983. "The Structure of Expectations of the Weekly Money Supply Announcement," NBER Working Papers 1090, National Bureau of Economic Research, Inc.
1979
- Engle, Robert F., 1979.
"A General Approach To The Construction Of Model Diagnostics Based Upon The Lagrange Multiplier Principle,"
Economic Research Papers
269054, University of Warwick - Department of Economics.
- Engle, Robert F, 1979. "A general Approach to the Construction of Model Diagnostics based upon the Lagrange Multiplier Principle," The Warwick Economics Research Paper Series (TWERPS) 156, University of Warwick, Department of Economics.
- Engle, Robert F. & Hendry, David F. & Richard, Jean-Francois, 1979.
"Exogeneity,"
Economic Research Papers
269060, University of Warwick - Department of Economics.
- Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983. "Exogeneity," Econometrica, Econometric Society, vol. 51(2), pages 277-304, March.
- ENGLE, Robert F. & HENDRY, David F. & RICHARD, Jean-François, 1983. "Exogeneity," LIDAM Reprints CORE 516, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1979. "Exogeneity," The Warwick Economics Research Paper Series (TWERPS) 162, University of Warwick, Department of Economics.
1977
- Porter, M. E. & Spence, A. M., 1977.
"Vertical Integration And Different Inputs,"
Economic Research Papers
269018, University of Warwick - Department of Economics.
- Porter, M.E. & Spence, A.M., 1977. "Vertical Integration and different Inputs," The Warwick Economics Research Paper Series (TWERPS) 120, University of Warwick, Department of Economics.
- J. A. Hausman & A. M. Spence, 1977. "Non-Random Missing Data," Working papers 200, Massachusetts Institute of Technology (MIT), Department of Economics.
1975
- K. Bradbury & R. Engle et al., 1975. "Simultaneous Estimation of the Supply and Demand for Household Location in a Multizoned Metropolitan Area," Working papers 160, Massachusetts Institute of Technology (MIT), Department of Economics.
- R. F. Engle, 1975.
"Estimation of the Price Elasticity of Demand Facing Metropolitan Producers,"
Working papers
162, Massachusetts Institute of Technology (MIT), Department of Economics.
- Engle, Robert F., 1979. "Estimation of the price elasticity of demand facing metropolitan producers," Journal of Urban Economics, Elsevier, vol. 6(1), pages 42-64, January.
1974
- R. F. Engle, 1974. "Testing Price Equations for Stability Across Frequencies," Working papers 144, Massachusetts Institute of Technology (MIT), Department of Economics.
- Robert F. Engle, 1974.
"Interpreting Spectral Analyses in Terms of Time-Domain Models,"
NBER Working Papers
0037, National Bureau of Economic Research, Inc.
- Robert F. Engle, 1976. "Interpreting Spectral Analyses in Terms of Time-Domain Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 1, pages 89-109, National Bureau of Economic Research, Inc.
- Bailey, Elizabeth E. & White, Lawrence J., 1974.
"Reversals in Peak and Off-Peak Prices,"
Working Papers
74-01, C.V. Starr Center for Applied Economics, New York University.
- Elizabeth E. Bailey & Lawrence J. White, 1974. "Reversals in Peak and Offpeak Prices," Bell Journal of Economics, The RAND Corporation, vol. 5(1), pages 75-92, Spring.
1973
- R. F. Engle, 1973. "De Facto Discrimination in Residential Assessments: Boston," Working papers 119, Massachusetts Institute of Technology (MIT), Department of Economics.
- R. F. Engle, 1973.
"Issues in the Specification of an Econometric Model of Metropolitan Growth,"
Working papers
120, Massachusetts Institute of Technology (MIT), Department of Economics.
- Engle, Robert F., 1974. "Issues in the specification of an econometric model of metropolitan growth," Journal of Urban Economics, Elsevier, vol. 1(2), pages 250-267, April.
- R. F. Engle, 1973. "A Disequilibrium Model of Regional Investment," Working papers 121, Massachusetts Institute of Technology (MIT), Department of Economics.
- R. F. Engle & R. Gardner, 1973.
"Some Finite Sample Properties of Spectral Estimators of a Linear Regression,"
Working papers
122, Massachusetts Institute of Technology (MIT), Department of Economics.
- Engle, Robert F & Gardner, Roy, 1976. "Some Finite Sample Properties of Spectral Estimators of a Linear Regression," Econometrica, Econometric Society, vol. 44(1), pages 149-165, January.
- Lewis C. Solmon & Paul Wachtel, 1973. "The Effects on Income of Type of College Attended," NBER Working Papers 0014, National Bureau of Economic Research, Inc.
1972
- R. Engle & D. Foley, 1972. "A Supply Function Model of Aggregate Investment," Working papers 89, Massachusetts Institute of Technology (MIT), Department of Economics.
- R. F. Engle, 1972.
"Band Spectrum Regressions,"
Working papers
96, Massachusetts Institute of Technology (MIT), Department of Economics.
- Engle, Robert F, 1974. "Band Spectrum Regression," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 1-11, February.
1971
- R. F. Engle, 1971.
"The Specification of the Disturbance for Efficient Estimation,"
Working papers
76, Massachusetts Institute of Technology (MIT), Department of Economics.
- Engle, Robert F, 1974. "Specification of the Disturbance for Efficient Estimation," Econometrica, Econometric Society, vol. 42(1), pages 135-146, January.
1970
- R. E. Engle, 1970. "The Inconsistency of Distributed Lag Estimators Due to Misspecification by Time Aggregation," Working papers 63, Massachusetts Institute of Technology (MIT), Department of Economics.
1966
- Robert F. Engle & Joshua Rosenberg, 1966.
"Testing the Volatility Term Structure Using Option Hedging Criteria,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
96-24, New York University, Leonard N. Stern School of Business-.
- Robert F. Engle & Joshua Rosenberg, 1998. "Testing the Volatility Term Structure using Option Hedging Criteria," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-031, New York University, Leonard N. Stern School of Business-.
Undated
- Nicholas Economides, "undated". "Network Economics with Application to Finance," Financial Networks _004, Economics of Networks.
- Nicholas Economides., "undated". "Proposal to the Bank of Greece on the Organization of Primary and Secondary Markets in Greek State Bills, Notes, and Bonds," Financial Networks _005, Economics of Networks.
- Nicholas Economides & Robert A. Schwartz, "undated". "Making the Trade: Equity Trading Practices and Market Structure - 1994," Financial Networks _003, Economics of Networks.
- Nicholas Economides & Robert A. Schwartz,, "undated".
"Equity Trading Practices and Market Structure: Assessing Asset Managers' Demand for Immediacy,"
Financial Networks
9508, Economics of Networks.
- Nicholas Economides & Robert A. Schwartz, 1995. "Equity Trading Practices and Market Structure: Assessing Asset Managers' Demand for Immediacy," Working Papers 95-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Joel Steckel, "undated".
"The Max-Min Principle of Product Differentiation,"
Networks, Compatibility
94-16, Economics of Networks.
- Nicholas Economides & Asim Ansari & Joel Steckel, 1994. "The Max-Min Principle of Product Differentiation," Working Papers 94-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Rui Castro & Gian Luca Clementi & Glenn MacDonald, "undated". "Optimal Financing Contracts, Investor Protection, and Growth," GSIA Working Papers 2002-E10, Carnegie Mellon University, Tepper School of Business.
- Gian Luca Clementi & Thomas F. Cooley & Cheng Wang, "undated".
"Stock Grants as Commitment Device,"
GSIA Working Papers
2002-E12, Carnegie Mellon University, Tepper School of Business.
- Clementi, Gian Luca & Cooley, Thomas F. & Wang, Cheng, 2006. "Stock grants as a commitment device," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2191-2216, November.
- Clementi, Gian Luca & Cooley, Thomas F. & Wang, Cheng, 2006. "Stock Grants As a Commitment Device," Staff General Research Papers Archive 12300, Iowa State University, Department of Economics.
- Gian Luca Clementi & Thomas Cooley & Chen Wang, 2004. "Stock Grants as a Committment Device," Working Papers 04-24, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gian Luca Clementi, "undated".
"Ipos and The Growth of Firms,"
GSIA Working Papers
2002-E8, Carnegie Mellon University, Tepper School of Business.
- Gian Luca Clementi, 2000. "Ipos And The Growth Of Firms," Computing in Economics and Finance 2000 Z133, Society for Computational Economics.
- Gian Luca Clementi, 2004. "IPO's and the Growth of Firms," Working Papers 04-23, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gian Luca Clementi & Hugo Hopenhayn, "undated".
"A Theory of Financing Constraints and Firm Dynamics,"
GSIA Working Papers
2002-E9, Carnegie Mellon University, Tepper School of Business.
- Gian Luca Clementi & Hugo Hopenhayn, 2002. "A Theory of Financing Constraints and Firm Dynamics," RCER Working Papers 492, University of Rochester - Center for Economic Research (RCER).
- Gian Luca Clementi & Hugo Hopenhagn, 2004. "A Theory of Financing Constraints and Firm Dynamics," Working Papers 04-25, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gian Luca Clementi & Thomas F. Cooley, "undated". "Sensitivity of CEO Pay to Shareholder Wealth in a Dynamic Agency Model," GSIA Working Papers 2002-E13, Carnegie Mellon University, Tepper School of Business.
- Petra Moser, "undated". "Taste-based Discrimination: Empirical Evidence from a Shock to Preferences during WWI," Discussion Papers 08-019, Stanford Institute for Economic Policy Research.
- Chris Telmer & Stanley E. Zin, "undated". "The yield curve: terms of endearment or terms of endowment?," GSIA Working Papers 231, Carnegie Mellon University, Tepper School of Business.
- Michael Trick & Stanley Zin, "undated". "Adaptive Spline Generation: A New Algorithm for Solving Stochastic Dynamic Programs," GSIA Working Papers 16, Carnegie Mellon University, Tepper School of Business.
- Michael Trick & Stanley Zin, "undated". "A Linear Programming Approach to Solving Stochastic Dynamic Programming," GSIA Working Papers 4, Carnegie Mellon University, Tepper School of Business.
- Tony Smith & Fallaw Sowell & Stanley Zin, "undated".
"Fractional integration with Drift: Estimation in Small Samples,"
GSIA Working Papers
22, Carnegie Mellon University, Tepper School of Business.
- Smith, Anthony A, Jr & Sowell, Fallaw & Zin, Stanley E, 1997. "Fractional Integration with Drift: Estimation in Small Samples," Empirical Economics, Springer, vol. 22(1), pages 103-116.
- Laurence Ales & Maziero Pricila, "undated".
"Accounting for Private Information,"
GSIA Working Papers
2010-E58, Carnegie Mellon University, Tepper School of Business.
- Laurence Ales & Pricila Maziero, 2008. "Accounting for private information," Working Papers 663, Federal Reserve Bank of Minneapolis.
- Laurence Ales & Pricila Maziero, 2007. "Accounting for private information," 2007 Meeting Papers 804, Society for Economic Dynamics.
- Laurence Ales & Pricila Maziero, "undated".
"Non-exclusive Dynamic Contracts, Competition, and the Limits of Insurance,"
GSIA Working Papers
2010-E59, Carnegie Mellon University, Tepper School of Business.
- Ales, Laurence & Maziero, Pricila, 2016. "Non-exclusive dynamic contracts, competition, and the limits of insurance," Journal of Economic Theory, Elsevier, vol. 166(C), pages 362-395.
- Pricila Maziero, 2009. "Non-Exclusive Dynamic Contracts, Competition, and the Limits of Insurance," 2009 Meeting Papers 509, Society for Economic Dynamics.
- K. John & A. Koticha & R. Narayanan, "undated". "Margin Rules, Informed Trading in Derivatives and Price Dynamics," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-047, New York University, Leonard N. Stern School of Business-.
- Lawrence J. White, "undated". "Technological Change, Financial Innovation, and Financial Regulation: The Challenges for Public Policy," Center for Financial Institutions Working Papers 97-33, Wharton School Center for Financial Institutions, University of Pennsylvania.
Journal articles
Undated material is listed at the end2025
- Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2025.
"Four facts about ESG beliefs and investor portfolios,"
Journal of Financial Economics, Elsevier, vol. 164(C).
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Zhenhao Tan & Stephen Utkus & Xiao Xu, 2023. "Four Facts About ESG Beliefs and Investor Portfolios," NBER Working Papers 31114, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts About Esg Beliefs And Investor Portfolios," SocArXiv dcb93_v1, Center for Open Science.
- Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts About Esg Beliefs And Investor Portfolios," SocArXiv dcb93, Center for Open Science.
- Giglio, Stefano & Maggiori, Matteo & Ströbel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts about ESG Beliefs and Investor Portfolios," CEPR Discussion Papers 18052, C.E.P.R. Discussion Papers.
- Ndiaye, Abdoulaye & Herkenhoff, Kyle & Cissé, Abdoulaye & Dell’Acqua, Alessandro & Mbaye, Ahmadou A., 2025.
"How to fund unemployment insurance with informality and false claims: Evidence from Senegal,"
Journal of Monetary Economics, Elsevier, vol. 150(C).
- Ndiaye, Abdoulaye & Herkenhoff, Kyle & Cisse, Abdoulaye & Dell'Acqua, Alessandro & Mbaye, Aly, 2023. "How to Fund Unemployment Insurance with Informality and False Claims: Evidence from Senegal," CEPR Discussion Papers 18483, C.E.P.R. Discussion Papers.
- Abdoulaye Ndiaye & Kyle Herkenhoff & Abdoulaye Cissé & Alessandro Dell'Acqua & Ahmadou A. Mbaye, 2024. "How to Fund Unemployment Insurance with Informality and False Claims: Evidence from Senegal," CESifo Working Paper Series 11271, CESifo.
- Abdoulaye Ndiaye & Kyle F. Herkenhoff & Abdoulaye Cisse & Alessandro Dell'Acqua & Ahmadou Aly Mbaye, 2023. "How to Fund Unemployment Insurance with Informality and False Claims: Evidence From Senegal," NBER Working Papers 31571, National Bureau of Economic Research, Inc.
2024
- Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2024.
"Estimating systemic risk for non-listed Euro-area banks,"
Journal of Financial Stability, Elsevier, vol. 75(C).
- Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2023. "Estimating systemic risk for non-listed euro-area banks," Working Paper Series 2856, European Central Bank.
- Viral V Acharya & Robert Engle & Maximilian Jager & Sascha Steffen, 2024.
"Why Did Bank Stocks Crash during COVID-19?,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(9), pages 2627-2684.
- Acharya, Viral & Engle, Robert & Steffen, Sascha, 2021. "Why did bank stocks crash during COVID-19?," CEPR Discussion Papers 15901, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Robert F. Engle III & Maximilian Jager & Sascha Steffen, 2021. "Why Did Bank Stocks Crash During COVID-19?," NBER Working Papers 28559, National Bureau of Economic Research, Inc.
- Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2024.
"Factor-Mimicking Portfolios for Climate Risk,"
Financial Analysts Journal, Taylor & Francis Journals, vol. 80(3), pages 37-58, July.
- Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2023. "Factor mimicking portfolios for climate risk," ECON - Working Papers 429, Department of Economics - University of Zurich, revised Mar 2024.
- A. Michael Spence & Anurag Behar & Arjun Jayadev, 2024. "Artificial Intelligence in the Age of Uncertainty," Information Systems Frontiers, Springer, vol. 26(6), pages 1971-1988, December.
- Sabrina T. Howell & Theresa Kuchler & David Snitkof & Johannes Stroebel & Jun Wong, 2024.
"Lender Automation and Racial Disparities in Credit Access,"
Journal of Finance, American Finance Association, vol. 79(2), pages 1457-1512, April.
- Sabrina T. Howell & Theresa Kuchler & David Snitkof & Johannes Stroebel & Jun Wong, 2021. "Lender Automation and Racial Disparities in Credit Access," NBER Working Papers 29364, National Bureau of Economic Research, Inc.
- Michael Bailey & Drew Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2024.
"Social Networks Shape Beliefs and Behavior: Evidence from Social Distancing during the COVID-19 Pandemic,"
Journal of Political Economy Microeconomics, University of Chicago Press, vol. 2(3), pages 463-494.
- Michael Bailey & Drew M. Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2020. "Social Networks Shape Beliefs and Behavior: Evidence from Social Distancing During the COVID-19 Pandemic," NBER Working Papers 28234, National Bureau of Economic Research, Inc.
2023
- Viral V. Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023.
"Climate Stress Testing,"
Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 291-326, November.
- Viral V Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023. "Climate Stress Testing," CESifo Working Paper Series 10345, CESifo.
- Viral V. Acharya & Richard Berner & Robert F. Engle III & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023. "Climate Stress Testing," NBER Working Papers 31097, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023. "Climate Stress Testing," Staff Reports 1059, Federal Reserve Bank of New York.
- Engle, Robert F. & Campos-Martins, Susana, 2023. "What are the events that shake our world? Measuring and hedging global COVOL," Journal of Financial Economics, Elsevier, vol. 147(1), pages 221-242.
- Michael Spence, 2023. "Comment on “Higher Education in the United States: Laissez‐Faire, Differentiation, and Research”," Asian Economic Policy Review, Japan Center for Economic Research, vol. 18(2), pages 217-219, July.
- Georgij Alekseev & Safaa Amer & Manasa Gopal & Theresa Kuchler & J. W. Schneider & Johannes Stroebel & Nils Wernerfelt, 2023.
"The Effects of COVID-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees,"
Management Science, INFORMS, vol. 69(1), pages 7-24, January.
- Georgij Alekseev & Safaa Amer & Manasa Gopal & Theresa Kuchler & JW Schneider & Johannes Stroebel & Nils Wernerfelt, 2020. "The Effects of Covid-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees," CESifo Working Paper Series 8578, CESifo.
- Georgij Alekseev & Safaa Amer & Manasa Gopal & Theresa Kuchler & JW Schneider & Johannes Stroebel & Nils C. Wernerfelt, 2020. "The Effects of COVID-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees," NBER Working Papers 27833, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Alekseev, Georgij & Amer, Safaa & Gopal, Manasa & Kuchler, Theresa & Schneider, JW & Wernerfelt, Nils, 2020. "The Effects of COVID-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees," CEPR Discussion Papers 15290, C.E.P.R. Discussion Papers.
- Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet, 2023.
"FinTech, Investor Sophistication, and Financial Portfolio Choices,"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 12(4), pages 834-866.
- Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet, 2023. "FinTech, investor sophistication and financial portfolio choices," BIS Working Papers 1091, Bank for International Settlements.
- Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet, 2023. "FinTech, Investor Sophistication and Financial Portfolio Choices," Swiss Finance Institute Research Paper Series 23-27, Swiss Finance Institute.
- Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet, 2023. "Fintech, investor sophistication and financial portfolio choices," Questioni di Economia e Finanza (Occasional Papers) 763, Bank of Italy, Economic Research and International Relations Area.
- Gambacorta, Leonardo & Gambacorta, Romina & Mihet, Roxana, 2023. "FinTech, investor sophistication and financial portfolio choices," CEPR Discussion Papers 18173, C.E.P.R. Discussion Papers.
- Gian Luca Clementi & Thomas Cooley, 2023.
"CEO Compensation: Facts,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 50, pages 6-27, October.
- Gian Luca Clementi & Thomas Cooley, 2023. "Code and data files for "CEO Compensation: Facts"," Computer Codes 23-159, Review of Economic Dynamics.
- Thomas Philippon & Olivier Wang, 2023.
"Let the Worst One Fail: A Credible Solution to the Too-Big-To-Fail Conundrum,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 138(2), pages 1233-1271.
- Thomas Philippon & Olivier Wang, 2021. "Let the Worst One Fail: A Credible Solution to the Too-Big-To-Fail Conundrum," NBER Working Papers 29560, National Bureau of Economic Research, Inc.
- Colombari, Ruggero & Geuna, Aldo & Helper, Susan & Martins, Raphael & Paolucci, Emilio & Ricci, Riccardo & Seamans, Robert, 2023. "The interplay between data-driven decision-making and digitalization: A firm-level survey of the Italian and U.S. automotive industries," International Journal of Production Economics, Elsevier, vol. 255(C).
- Paweł Doligalski & Abdoulaye Ndiaye & Nicolas Werquin, 2023.
"Redistribution with Performance Pay,"
Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(2), pages 371-402.
- Pawel Doligalski & Abdoulaye Ndiaye & Nicolas Werquin, 2020. "Redistribution with Performance Pay," CESifo Working Paper Series 8267, CESifo.
- Doligalski, Pawel & Werquin, Nicolas & Ndiaye, Abdoulaye, 2020. "Redistribution with Performance Pay," TSE Working Papers 20-1092, Toulouse School of Economics (TSE).
- Doligalski, Pawel & Ndiaye, Abdoulaye & Werquin, Nicolas, 2020. "Redistribution with Performance Pay," MPRA Paper 102652, University Library of Munich, Germany.
- Doligalski, Pawel & Ndiaye, Abdoulaye & Werquin, Nicolas, 2022. "Redistribution with Performance Pay," CEPR Discussion Papers 14648, C.E.P.R. Discussion Papers.
- Pawel Doligalski & Abdoulaye Ndiaye & Nicolas Werquin, 2020. "Redistribution with Performance Pay," Bristol Economics Discussion Papers 20/721, School of Economics, University of Bristol, UK.
2022
- De Nard, Gianluca & Engle, Robert F. & Ledoit, Olivier & Wolf, Michael, 2022.
"Large dynamic covariance matrices: Enhancements based on intraday data,"
Journal of Banking & Finance, Elsevier, vol. 138(C).
- Gianluca De Nard & Robert F. Engle & Olivier Ledoit & Michael Wolf, 2020. "Large dynamic covariance matrices: enhancements based on intraday data," ECON - Working Papers 356, Department of Economics - University of Zurich, revised Jan 2022.
- Zhang, Yichen & Hurvich, Clifford M., 2022. "Estimation of α, β and portfolio weights in a pure-jump model with long memory in volatility," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 972-994.
- Acharya, Viral V. & Gündüz, Yalin & Johnson, Timothy C., 2022.
"Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives,"
Journal of Financial Intermediation, Elsevier, vol. 50(C).
- Acharya, Viral V. & Gündüz, Yalin & Johnson, Tim, 2018. "Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives," Discussion Papers 26/2018, Deutsche Bundesbank.
- Acharya, Viral & , & Johnson, Timothy, 2021. "Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives," CEPR Discussion Papers 16628, C.E.P.R. Discussion Papers.
- Michael Bailey & Drew Johnston & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2022.
"Peer Effects in Product Adoption,"
American Economic Journal: Applied Economics, American Economic Association, vol. 14(3), pages 488-526, July.
- Michael Bailey & Drew Johnston & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2019. "Peer effects in product adoption," CESifo Working Paper Series 7685, CESifo.
- Michael Bailey & Drew M. Johnston & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2019. "Peer Effects in Product Adoption," NBER Working Papers 25843, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Bailey, Michael & Johnston, Drew & Kuchler, Theresa & Wong, Arlene, 2019. "Peer Effects in Product Adoption," CEPR Discussion Papers 13731, C.E.P.R. Discussion Papers.
- Theresa Kuchler & Arlene Wong & Johannes Stroebel, 2018. "Peer effects in product adoption," 2018 Meeting Papers 1001, Society for Economic Dynamics.
- Michael Bailey & Drew Johnston & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2021. "Peer Effects in Product Adoption," Working Papers 2021-66, Princeton University. Economics Department..
- Theresa Kuchler & Johannes Stroebel, 2022. "The Social Integration of Syrian Refugees in Germany," EconPol Forum, CESifo, vol. 23(06), pages 1-42, November.
- Kuchler, Theresa & Russel, Dominic & Stroebel, Johannes, 2022. "JUE Insight: The geographic spread of COVID-19 correlates with the structure of social networks as measured by Facebook," Journal of Urban Economics, Elsevier, vol. 127(C).
- Arthur A. Benthem & Edmund Crooks & Stefano Giglio & Eugenie Schwob & Johannes Stroebel, 2022. "The effect of climate risks on the interactions between financial markets and energy companies," Nature Energy, Nature, vol. 7(8), pages 690-697, August.
- Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico Gonzalez & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022.
"Social capital I: measurement and associations with economic mobility,"
Nature, Nature, vol. 608(7921), pages 108-121, August.
- Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico González & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022. "Social Capital I: Measurement and Associations with Economic Mobility," NBER Working Papers 30313, National Bureau of Economic Research, Inc.
- Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico Gonzalez & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022.
"Social capital II: determinants of economic connectedness,"
Nature, Nature, vol. 608(7921), pages 122-134, August.
- Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico Gonzalez & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022. "Social Capital II: Determinants of Economic Connectedness," NBER Working Papers 30314, National Bureau of Economic Research, Inc.
- Theresa Kuchler & Yan Li & Lin Peng & Johannes Stroebel & Dexin Zhou, 2022.
"Social Proximity to Capital: Implications for Investors and Firms,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(6), pages 2743-2789.
- Theresa Kuchler & Yan Li & Lin Peng & Johannes Stroebel & Dexin Zhou, 2020. "Social Proximity to Capital: Implications for Investors and Firms," NBER Working Papers 27299, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Kuchler, Theresa & Li, Yan & Peng, Lin & Zhou, Dexin, 2020. "Social Proximity to Capital: Implications for Investors and Firms," CEPR Discussion Papers 14806, C.E.P.R. Discussion Papers.
- Luís Cabral & Gabriel Natividad, 2022. "Bundling Sequentially Released Durable Goods," Journal of Industrial Economics, Wiley Blackwell, vol. 70(2), pages 347-370, June.
- Andrea Frazzini & Lasse Heje Pedersen, 2022.
"Embedded Leverage [Asset pricing with liquidity risk],"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(1), pages 1-52.
- Andrea Frazzini & Lasse H. Pedersen, 2012. "Embedded Leverage," NBER Working Papers 18558, National Bureau of Economic Research, Inc.
- Olivier Wang & Iván Werning, 2022.
"Dynamic Oligopoly and Price Stickiness,"
American Economic Review, American Economic Association, vol. 112(8), pages 2815-2849, August.
- Olivier Wang & Iván Werning, 2020. "Dynamic Oligopoly and Price Stickiness," NBER Working Papers 27536, National Bureau of Economic Research, Inc.
- Rachel M.B. Atkins & Lisa Cook & Robert Seamans, 2022. "Using Technology to Tackle Discrimination in Lending: The Role of Fintechs in the Paycheck Protection Program," AEA Papers and Proceedings, American Economic Association, vol. 112, pages 296-298, May.
- Bessen, James & Impink, Stephen Michael & Reichensperger, Lydia & Seamans, Robert, 2022. "The role of data for AI startup growth," Research Policy, Elsevier, vol. 51(5).
- Rachel Atkins & Lisa Cook & Robert Seamans, 2022. "Discrimination in lending? Evidence from the Paycheck Protection Program," Small Business Economics, Springer, vol. 58(2), pages 843-865, February.
- Altman, Edward I. & Hu, Xiaolu & Yu, Jing, 2022. "Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications," Finance Research Letters, Elsevier, vol. 50(C).
2021
- Robert F Engle & Martin Klint Hansen & Ahmet K Karagozoglu & Asger Lunde, 2021. "News and Idiosyncratic Volatility: The Public Information Processing Hypothesis [A Theory of Intraday Patterns: Volume and Price Variability]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 1-38.
- Cavit Pakel & Neil Shephard & Kevin Sheppard & Robert F. Engle, 2021.
"Fitting Vast Dimensional Time-Varying Covariance Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 652-668, July.
- Robert Engle & Neil Shephard & Kevin Shepphard, 2008. "Fitting vast dimensional time-varying covariance models," OFRC Working Papers Series 2008fe30, Oxford Financial Research Centre.
- Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics.
- Michael Spence, 2021. "Some Thoughts on the Washington Consensus and Subsequent Global Development Experience," Journal of Economic Perspectives, American Economic Association, vol. 35(3), pages 67-82, Summer.
- Spence, Michael, 2021. "Government and economics in the digital economy," Journal of Government and Economics, Elsevier, vol. 3(C).
- Acharya, Viral & Gabarro, Marc & Volpin, Paolo, 2021.
"Competition for Managers and Corporate Governance,"
Journal of Law, Finance, and Accounting, now publishers, vol. 6(1), pages 179-219, May.
- Acharya, Viral & Volpin, Paolo & Gabarro, Marc, 2012. "Competition for Managers and Corporate Governance," CEPR Discussion Papers 8936, C.E.P.R. Discussion Papers.
- Viral V Acharya & Lea Borchert & Maximilian Jager & Sascha Steffen, 2021.
"Kicking the Can Down the Road: Government Interventions in the European Banking Sector,"
The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4090-4131.
- Viral V. Acharya & Lea Borchert & Maximilian Jager & Sascha Steffen, 2020. "Kicking the Can Down the Road: Government Interventions in the European Banking Sector," NBER Working Papers 27537, National Bureau of Economic Research, Inc.
- Acharya, Viral & Steffen, Sascha & Steinruecke, Lea & Jager, Maximilian, 2020. "Kicking the can down the road: government interventions in the European banking sector," CEPR Discussion Papers 15009, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Heitor Almeida & Filippo Ippolito & Ander Perez‐Orive, 2021. "Credit Lines and the Liquidity Insurance Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 901-938, August.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021.
"Five Facts about Beliefs and Portfolios,"
American Economic Review, American Economic Association, vol. 111(5), pages 1481-1522, May.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019. "Five Facts about Beliefs and Portfolios," NBER Working Papers 25744, National Bureau of Economic Research, Inc.
- Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P., 2019. "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers 13657, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019. "Five facts about beliefs and portfolios," CESifo Working Paper Series 7666, CESifo.
- Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2021.
"Climate Finance,"
Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 15-36, November.
- Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2020. "Climate Finance," CESifo Working Paper Series 8772, CESifo.
- Stefano Giglio & Bryan T. Kelly & Johannes Stroebel, 2020. "Climate Finance," NBER Working Papers 28226, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Giglio, Stefano & Kelly, Bryan, 2020. "Climate Finance," CEPR Discussion Papers 15557, C.E.P.R. Discussion Papers.
- Theresa Kuchler & Johannes Stroebel, 2021.
"Social Finance,"
Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 37-55, November.
- Theresa Kuchler & Johannes Stroebel, 2020. "Social Finance," CESifo Working Paper Series 8658, CESifo.
- Ströbel, Johannes & Kuchler, Theresa, 2020. "Social Finance," CEPR Discussion Papers 15556, C.E.P.R. Discussion Papers.
- Theresa Kuchler & Johannes Stroebel, 2020. "Social Finance," NBER Working Papers 27973, National Bureau of Economic Research, Inc.
- Bailey, Michael & Gupta, Abhinav & Hillenbrand, Sebastian & Kuchler, Theresa & Richmond, Robert & Stroebel, Johannes, 2021.
"International trade and social connectedness,"
Journal of International Economics, Elsevier, vol. 129(C).
- Michael Bailey & Abhinav Gupta & Sebastian Hillenbrand & Theresa Kuchler & Robert Richmond & Johannes Stroebel, 2020. "International Trade and Social Connectedness," CESifo Working Paper Series 8248, CESifo.
- Ströbel, Johannes & Bailey, Michael & Kuchler, Theresa & Gupta, Abhinav & Richmond, Robert & Hillenbrand, Sebastian, 2020. "International Trade and Social Connectedness," CEPR Discussion Papers 14624, C.E.P.R. Discussion Papers.
- Michael Bailey & Abhinav Gupta & Sebastian Hillenbrand & Theresa Kuchler & Robert J. Richmond & Johannes Stroebel, 2020. "International Trade and Social Connectedness," NBER Working Papers 26960, National Bureau of Economic Research, Inc.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021. "The joint dynamics of investor beliefs and trading during the COVID-19 crash," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(4), pages 2010316118-, January.
- Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021.
"Climate Change and Long-Run Discount Rates: Evidence from Real Estate [Abrupt climate change],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3527-3571.
- Stefano Giglio & Matteo Maggiori & Johannes Ströbel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CESifo Working Paper Series 5608, CESifo.
- Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo & Weber, Andreas, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CEPR Discussion Papers 10958, C.E.P.R. Discussion Papers.
- Matteo Maggiori & Stefano Giglio & Johannes Stroebel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," Working Paper 323746, Harvard University OpenScholar.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," NBER Working Papers 21767, National Bureau of Economic Research, Inc.
- Luís Cabral & Lei Xu, 2021. "Seller reputation and price gouging: Evidence from the COVID‐19 pandemic," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 867-879, July.
- Cabral, Luís, 2021.
"Merger policy in digital industries,"
Information Economics and Policy, Elsevier, vol. 54(C).
- Cabral, Luis, 2020. "Merger Policy in Digital Industries," CEPR Discussion Papers 14785, C.E.P.R. Discussion Papers.
- Ajay Bhaskarabhatla & Luis Cabral & Deepak Hegde & Thomas Peeters, 2021. "Are Inventors or Firms the Engines of Innovation?," Management Science, INFORMS, vol. 67(6), pages 3899-3920, June.
- Pedersen, Lasse Heje & Fitzgibbons, Shaun & Pomorski, Lukasz, 2021. "Responsible investing: The ESG-efficient frontier," Journal of Financial Economics, Elsevier, vol. 142(2), pages 572-597.
- Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O. & Celiker, Umut, 2021. "Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(6), pages 2136-2169, September.
- Stephen J. Brown & Philip H. Dybvig & William N. Goetzmann & Jonathan E. Ingersoll, 2021. "The Contributions of Stephen A. Ross to Financial Economics," Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 1-14, November.
- Stephen G. Cecchetti & Kermit L. Schoenholtz, 2021. "Limiter la budgétarisation des banques centrales," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 147-160.
- Björn Richter & Moritz Schularick & Paul Wachtel, 2021.
"When to Lean against the Wind,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(1), pages 5-39, February.
- Schularick, Moritz & Wachtel, Paul & Richter, Björn, 2017. "When to Lean Against the Wind," CEPR Discussion Papers 12188, C.E.P.R. Discussion Papers.
- Bjorn Richter & Moritz Schularick & Paul Wachtel, 2018. "When to Lean Against the Wind," Working Papers 18-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Edward Felten & Manav Raj & Robert Seamans, 2021. "Occupational, industry, and geographic exposure to artificial intelligence: A novel dataset and its potential uses," Strategic Management Journal, Wiley Blackwell, vol. 42(12), pages 2195-2217, December.
- Kyeonggook Francis Park & Robert Seamans & Feng Zhu, 2021. "Homing and platform responses to entry: Historical evidence from the U.S. newspaper industry," Strategic Management Journal, Wiley Blackwell, vol. 42(4), pages 684-709, April.
- Joseph Kalmenovitz, 2021. "Incentivizing Financial Regulators," The Review of Financial Studies, Society for Financial Studies, vol. 34(10), pages 4745-4784.
- Francesco Ciampi & Alessandro Giannozzi & Giacomo Marzi & Edward I. Altman, 2021. "Rethinking SME default prediction: a systematic literature review and future perspectives," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(3), pages 2141-2188, March.
- Galina Andreeva & Edward I. Altman, 2021. "The Value Of Personal Credit History In Risk Screening Of Entrepreneurs: Evidence From Marketplace Lending," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-25, June.
- Jiban Khuntia & Raveesh Mayya & Sunil Mithas & Ritu Agarwal, 2021. "Managing Cellphone Services for Customer Satisfaction: Evidence from the Base‐of‐the‐Pyramid Markets," Production and Operations Management, Production and Operations Management Society, vol. 30(2), pages 438-450, February.
2020
- Nguyen, Giang & Engle, Robert & Fleming, Michael & Ghysels, Eric, 2020.
"Liquidity and volatility in the U.S. Treasury market,"
Journal of Econometrics, Elsevier, vol. 217(2), pages 207-229.
- Robert Engle & Michael J. Fleming & Eric Ghysels & Giang Nguyen, 2012. "Liquidity and volatility in the U.S. treasury market," Staff Reports 590, Federal Reserve Bank of New York.
- Robert F Engle & Stefano Giglio & Bryan Kelly & Heebum Lee & Johannes Stroebel, 2020.
"Hedging Climate Change News,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1184-1216.
- Robert F. Engle III & Stefano Giglio & Bryan T. Kelly & Heebum Lee & Johannes Stroebel, 2019. "Hedging Climate Change News," NBER Working Papers 25734, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Engle, Robert & Giglio, Stefano & Kelly, Bryan & Lee, Heebum, 2019. "Hedging Climate Change News," CEPR Discussion Papers 13730, C.E.P.R. Discussion Papers.
- Robert Engle & Stefano Giglio & Heebum Lee & Bryan Kelly & Johannes Stroebel, 2019. "Hedging climate change news," CESifo Working Paper Series 7655, CESifo.
- Baker, Malcolm & Hoeyer, Mathias F. & Wurgler, Jeffrey, 2020. "Leverage and the Beta Anomaly," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(5), pages 1491-1514, August.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2020.
"Does the lack of financial stability impair the transmission of monetary policy?,"
Journal of Financial Economics, Elsevier, vol. 138(2), pages 342-365.
- Viral V. Acharya & Björn Imbierowicz & Sascha Steffen & Daniel Teichmann, 2019. "Does the Lack of Financial Stability Impair the Transmission of Monetary Policy?," NBER Working Papers 26479, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2019. "Does the lack of financial stability impair the transmission of monetary policy?," CFS Working Paper Series 620, Center for Financial Studies (CFS).
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2015. "Does Lack of Financial Stability Impair the Transmission of Monetary Policy?," HIT-REFINED Working Paper Series 24, Institute of Economic Research, Hitotsubashi University.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2019. "Does the lack of financial stability impair the transmission of monetary policy?," Discussion Papers 48/2019, Deutsche Bundesbank.
- Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Orive, Ander Perez, 2020. "Bank lines of credit as contingent liquidity: Covenant violations and their implications," Journal of Financial Intermediation, Elsevier, vol. 44(C).
- Viral V. Acharya & Aaditya M. Iyer & Rangarajan K. Sundaram, 2020.
"Risk-Sharing and the Creation of Systemic Risk,"
JRFM, MDPI, vol. 13(8), pages 1-38, August.
- Acharya, Viral & Iyer, Aaditya M. & Sundaram, Rangarajan K, 2020. "Risk-Sharing and the Creation of Systemic Risk," CEPR Discussion Papers 15269, C.E.P.R. Discussion Papers.
- Viral V Acharya & Sascha Steffen, 2020.
"The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID,"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 9(3), pages 430-471.
- Acharya, Viral & Steffen, Sascha, 2020. "The risk of being a fallen angel and the corporate dash for cash in the midst of COVID," CEPR Discussion Papers 15073, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Sascha Steffen, 2020. "The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID," NBER Working Papers 27601, National Bureau of Economic Research, Inc.
- Viral V. Acharya, 2020. "Improving Monetary Transmission Through the Banking Channel: The Case for External Benchmarks in Bank Loans," Vikalpa: The Journal for Decision Makers, , vol. 45(1), pages 32-41, March.
- Monika Piazzesi & Martin Schneider & Johannes Stroebel, 2020.
"Segmented Housing Search,"
American Economic Review, American Economic Association, vol. 110(3), pages 720-759, March.
- Monika Piazzesi & Martin Schneider & Johannes Stroebel, 2015. "Segmented Housing Search," NBER Working Papers 20823, National Bureau of Economic Research, Inc.
- Martin Schneider & Johannes Stroebel & Monika Piazzesi, 2012. "Segmented Housing Search," 2012 Meeting Papers 670, Society for Economic Dynamics.
- Bailey, Michael & Farrell, Patrick & Kuchler, Theresa & Stroebel, Johannes, 2020.
"Social connectedness in urban areas,"
Journal of Urban Economics, Elsevier, vol. 118(C).
- Michael Bailey & Patrick Farrell & Theresa Kuchler & Johannes Stroebel, 2019. "Social Connectedness in Urban Areas," NBER Working Papers 26029, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Bailey, Michael & Kuchler, Theresa & Farrell, Patrick, 2019. "Social Connectedness in Urban Areas," CEPR Discussion Papers 13822, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2020. "Reply to “Rational Bubbles in UK Housing Markets”," Econometrica, Econometric Society, vol. 88(4), pages 1767-1770, July.
- Luís Cabral & Gabriel Natividad, 2020. "Movie release strategy: Theory and evidence from international distribution," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 29(2), pages 276-288, April.
- Hellwig, Michael & Schober, Dominik & Cabral, Luís, 2020. "Low-powered vs high-powered incentives: Evidence from German electricity networks," International Journal of Industrial Organization, Elsevier, vol. 73(C).
- Cabral, Luís & Gilbukh, Sonia, 2020.
"Rational buyers search when prices increase,"
Journal of Economic Theory, Elsevier, vol. 187(C).
- Cabral, Luis & Gilbukh, Sonia, 2019. "Rational Buyers Search When Prices Increase," CEPR Discussion Papers 13940, C.E.P.R. Discussion Papers.
- Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje, 2020.
"Betting against correlation: Testing theories of the low-risk effect,"
Journal of Financial Economics, Elsevier, vol. 135(3), pages 629-652.
- Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim, 2018. "Betting Against Correlation: Testing Theories of the Low-Risk Effect," CEPR Discussion Papers 12686, C.E.P.R. Discussion Papers.
- Stephen Brown & Chris Veld & Yulia Veld‐Merkoulova, 2020. "Credit Cards: Transactional Convenience or Debt‐Trap?," International Review of Finance, International Review of Finance Ltd., vol. 20(2), pages 295-322, June.
- Bottero, Margherita & Lenzu, Simone & Mezzanotti, Filippo, 2020.
"Sovereign debt exposure and the bank lending channel: Impact on credit supply and the real economy,"
Journal of International Economics, Elsevier, vol. 126(C).
- Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2015. "Sovereign debt exposure and the bank lending channel: impact on credit supply and the real economy," Temi di discussione (Economic working papers) 1032, Bank of Italy, Economic Research and International Relations Area.
- Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2014. "Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy," Working Paper 220976, Harvard University OpenScholar.
- Paul Wachtel & Boris Vujčić, 2020. "Introduction: 25th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(2), pages 183-184, June.
- Evan Rawley & Robert Seamans, 2020. "Internal agglomeration and productivity: Evidence from microdata," Strategic Management Journal, Wiley Blackwell, vol. 41(10), pages 1770-1798, October.
- Altman, Edward I. & Esentato, Maurizio & Sabato, Gabriele, 2020. "Assessing the credit worthiness of Italian SMEs and mini-bond issuers," Global Finance Journal, Elsevier, vol. 43(C).
- Edward I. Altman & Małgorzata Iwanicz-Drozdowska & Erkki K. Laitinen & Arto Suvas, 2020. "A Race for Long Horizon Bankruptcy Prediction," Applied Economics, Taylor & Francis Journals, vol. 52(37), pages 4092-4111, July.
2019
- Robert F. Engle & Tianyue Ruan, 2019. "Measuring the probability of a financial crisis," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 116(37), pages 18341-18346, September.
- Robert F. Engle & Olivier Ledoit & Michael Wolf, 2019.
"Large Dynamic Covariance Matrices,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 363-375, April.
- Robert F. Engle & Olivier Ledoit & Michael Wolf, 2016. "Large dynamic covariance matrices," ECON - Working Papers 231, Department of Economics - University of Zurich, revised Apr 2017.
- Robert Engle & Marina Brogi & Nicola Cucari & Valentina Lagasio, 2019.
"Environmental, social, governance: Implications for businesses and effects for stakeholders,"
Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 26(6), pages 1627-1628, November.
- Robert Engle & Marina Brogi & Nicola Cucari & Valentina Lagasio, 2021. "Environmental, Social, Governance: Implications for businesses and effects for stakeholders," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1423-1425, September.
- Michael Spence, 2019. "Kenneth Arrow as teacher and adviser," Quantitative Finance, Taylor & Francis Journals, vol. 19(1), pages 23-24, January.
- Jun Liu & Rohit Deo & Clifford Hurvich, 2019. "The Slow Convergence of Ordinary Least Squares Estimators of α, β and Portfolio Weights under Long‐Memory Stochastic Volatility," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(4), pages 590-608, July.
- Kovtun, Vladimir & Giloni, Avi & Hurvich, Clifford, 2019. "The value of sharing disaggregated information in supply chains," European Journal of Operational Research, Elsevier, vol. 277(2), pages 469-478.
- Acharya, Viral & Naqvi, Hassan, 2019. "On reaching for yield and the coexistence of bubbles and negative bubbles," Journal of Financial Intermediation, Elsevier, vol. 38(C), pages 1-10.
- Acharya, Viral V. & Pedersen, Lasse Heje, 2019. "Economics with Market Liquidity Risk," Critical Finance Review, now publishers, vol. 8(1-2), pages 111-125, December.
- Viral V Acharya & Tim Eisert & Christian Eufinger & Christian Hirsch, 2019.
"Whatever It Takes: The Real Effects of Unconventional Monetary Policy,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3366-3411.
- Acharya, Viral & Eisert, Tim & Eufinger, Christian & Hirsch, Christian, 2017. "Whatever it takes: The Real Effects of Unconventional Monetary Policy," CEPR Discussion Papers 12005, C.E.P.R. Discussion Papers.
- Acharya, Viral & Eisert, Tim & Eufinger, Christian & Hirsch, Christian, 2017. "Whatever it takes: The real effects of unconventional monetary policy," SAFE Working Paper Series 152, Leibniz Institute for Financial Research SAFE, revised 2017.
- Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2019.
"House Price Beliefs And Mortgage Leverage Choice,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(6), pages 2403-2452.
- Ströbel, Johannes & Kuchler, Theresa & Dávila, Eduardo & Bailey, Michael, 2017. "House Price Beliefs And Mortgage Leverage Choice," CEPR Discussion Papers 12476, C.E.P.R. Discussion Papers.
- Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2017. "House Price Beliefs And Mortgage Leverage Choice," NBER Working Papers 24091, National Bureau of Economic Research, Inc.
- Johannes Stroebel, 2019. "Hauspreise und Inflation [House prices and inflation]," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 5(1), pages 155-160, November.
- Johannes Stroebel & Joseph Vavra, 2019.
"House Prices, Local Demand, and Retail Prices,"
Journal of Political Economy, University of Chicago Press, vol. 127(3), pages 1391-1436.
- Johannes Ströbel & Joseph Vavra, 2015. "House Prices, Local Demand, and Retail Prices," CESifo Working Paper Series 5607, CESifo.
- Ströbel, Johannes & Vavra, Joseph, 2015. "House Prices, Local Demand, and Retail Prices," CEPR Discussion Papers 10612, C.E.P.R. Discussion Papers.
- Johannes Stroebel & Joseph Vavra, 2014. "House Prices, Local Demand, and Retail Prices," NBER Working Papers 20710, National Bureau of Economic Research, Inc.
- Maryam Farboodi & Roxana Mihet & Thomas Philippon & Laura Veldkamp, 2019.
"Big Data and Firm Dynamics,"
AEA Papers and Proceedings, American Economic Association, vol. 109, pages 38-42, May.
- Maryam Farboodi & Roxana Mihet & Thomas Philippon & Laura Veldkamp, 2019. "Big Data and Firm Dynamics," NBER Working Papers 25515, National Bureau of Economic Research, Inc.
- Veldkamp, Laura & Farboodi, Maryam & Mihet, Roxana, 2019. "Big Data and Firm Dynamics," CEPR Discussion Papers 13489, C.E.P.R. Discussion Papers.
- Phill Wheat & Alexander D. Stead & William H. Greene, 2019. "Robust stochastic frontier analysis: a Student’s t-half normal model with application to highway maintenance costs in England," Journal of Productivity Analysis, Springer, vol. 51(1), pages 21-38, February.
- Reiko Aoki & Luis Cabral, 2019.
"Editor’s Introduction to Special Issue on Industrial Organization,"
The Japanese Economic Review, Japanese Economic Association, vol. 70(3), pages 279-279, September.
- Reiko Aoki & Luis Cabral, 2019. "Editor’s Introduction to Special Issue on Industrial Organization," The Japanese Economic Review, Springer, vol. 70(3), pages 279-279, September.
- Luís Cabral, 2019.
"Some economics of the movie industry,"
The Japanese Economic Review, Japanese Economic Association, vol. 70(3), pages 298-307, September.
- Luís Cabral, 2019. "Some Economics of the Movie Industry," The Japanese Economic Review, Springer, vol. 70(3), pages 298-307, September.
- Luis Cabral & Martin Peitz & Julian Wright, 2019. "Introduction to special issue on platforms," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 28(1), pages 3-4, January.
- Luís Cabral, 2019.
"Towards a theory of platform dynamics,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 28(1), pages 60-72, January.
- Cabral, Luis, 2018. "Towards a Theory of Platform Dynamics," CEPR Discussion Papers 13052, C.E.P.R. Discussion Papers.
- Salant, David J. & Cabral, Luís, 2019. "Sequential auctions and auction revenue," Economics Letters, Elsevier, vol. 176(C), pages 1-4.
- Luís Cabral & Gonçalo Pacheco-de-Almeida, 2019. "Alliance Formation and Firm Value," Management Science, INFORMS, vol. 65(2), pages 879-895, February.
- Rui Albuquerque & Luís Cabral & José Guedes, 2019.
"Incentive Pay and Systemic Risk,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(11), pages 4304-4342.
- Albuquerque, Rui & Cabral, Luis & Guedes, Jose, 2016. "Incentive Pay and Systemic Risk," CEPR Discussion Papers 11693, C.E.P.R. Discussion Papers.
- Rui Albuquerque & Luis Cabral & Jose Guedes, 2018. "Incentive Pay and Systemic Risk," Working Papers 18-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Clifford S. Asness & Andrea Frazzini & Lasse Heje Pedersen, 2019. "Quality minus junk," Review of Accounting Studies, Springer, vol. 24(1), pages 34-112, March.
- Jensen, Christian Skov & Lando, David & Pedersen, Lasse Heje, 2019.
"Generalized recovery,"
Journal of Financial Economics, Elsevier, vol. 133(1), pages 154-174.
- Lasse Pedersen & David Lando & Christian Skov Jensen, 2016. "Generalized Recovery," 2016 Meeting Papers 935, Society for Economic Dynamics.
- Pedersen, Lasse Heje & Skov Jensen, Christian & Lando, David, 2018. "Generalized Recovery," CEPR Discussion Papers 12665, C.E.P.R. Discussion Papers.
- Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2019. "Upside potential of hedge funds as a predictor of future performance," Journal of Banking & Finance, Elsevier, vol. 98(C), pages 212-229.
- Brown, Stephen & Dutordoir, Marie & Veld, Chris & Veld-Merkoulova, Yulia, 2019. "What is the role of institutional investors in corporate capital structure decisions? A survey analysis," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 270-286.
- Joel M. David & Venky Venkateswaran, 2019.
"The Sources of Capital Misallocation,"
American Economic Review, American Economic Association, vol. 109(7), pages 2531-2567, July.
- Joel M. David & Venky Venkateswaran, 2017. "The Sources of Capital Misallocation," Working Papers 17-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Joel M. David & Venky Venkateswaran, 2017. "The Sources of Capital Misallocation," NBER Working Papers 23129, National Bureau of Economic Research, Inc.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2019.
"Screening and Adverse Selection in Frictional Markets,"
Journal of Political Economy, University of Chicago Press, vol. 127(1), pages 338-377.
- Venky Venkateswaran & Ariel Zetlin-Jones & Ali Shourideh & Benjamin Lester, 2015. "Screening and Adverse Selection in Frictional Markets," 2015 Meeting Papers 1379, Society for Economic Dynamics.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2016. "Screening and adverse selection in frictional markets," Working Papers 16-10, Federal Reserve Bank of Philadelphia.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2015. "Screening and Adverse Selection in Frictional Markets," NBER Working Papers 21833, National Bureau of Economic Research, Inc.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2016. "Screening and Adverse Selection in Frictional Markets," Working Papers 16-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2017. "Screening and Adverse Selection in Frictional Markets," Working Papers 17-35, Federal Reserve Bank of Philadelphia.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019.
"The Tail That Keeps the Riskless Rate Low,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 33(1), pages 253-283.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail That Keeps the Riskless Rate Low," NBER Chapters, in: NBER Macroeconomics Annual 2018, volume 33, pages 253-283, National Bureau of Economic Research, Inc.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," Working Papers 18-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," NBER Working Papers 24362, National Bureau of Economic Research, Inc.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers 1111, Society for Economic Dynamics.
- Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2019.
"The Role of Technology in Mortgage Lending,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1854-1899.
- Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2018. "The Role of Technology in Mortgage Lending," NBER Working Papers 24500, National Bureau of Economic Research, Inc.
- Schnabl, Philipp & Vickery, James & Plosser, Matthew, 2018. "The Role of Technology in Mortgage Lending," CEPR Discussion Papers 12961, C.E.P.R. Discussion Papers.
- Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2018. "The role of technology in mortgage lending," Staff Reports 836, Federal Reserve Bank of New York.
- Thierno Amadou Barry & Amine Tarazi & Paul Wachtel, 2019.
"Falling under the control of a different type of owner:risk-taking implications for banks,"
Applied Economics, Taylor & Francis Journals, vol. 51(8), pages 831-847, February.
- Thierno Amadou Barry & Thierno Amine Tarazi & Paul Wachtel, 2016. "Falling under the control of a different type of owner : risk-taking implications for Banks," Working Papers 16-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Thierno Barry & Amine Tarazi & Paul Wachtel, 2016. "Falling under the control of a different type of owner : risk-taking implications for Banks," Working Papers hal-01333492, HAL.
- Thierno Barry & Amine Tarazi & Paul Wachtel, 2019. "Falling under the control of a different type of owner : risk-taking implications for Banks," Post-Print hal-01882587, HAL.
- Paul Wachtel, 2019. "Reflections on Transition After 30 Years: Transition vs. Convergence," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(03), pages 03-08, October.
- Paul Wachtel, 2019. "Comparative Economic Studies Referees," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 61(2), pages 344-346, June.
- Yongwook Paik & Sukhun Kang & Robert Seamans, 2019. "Entrepreneurship, innovation, and political competition: How the public sector helps the sharing economy create value," Strategic Management Journal, Wiley Blackwell, vol. 40(4), pages 503-532, April.
- Manav Raj & Robert Seamans, 2019. "Primer on artificial intelligence and robotics," Journal of Organization Design, Springer;Organizational Design Community, vol. 8(1), pages 1-14, December.
- Jason Furman & Robert Seamans, 2019.
"AI and the Economy,"
Innovation Policy and the Economy, University of Chicago Press, vol. 19(1), pages 161-191.
- Jason Furman & Robert Seamans, 2018. "AI and the Economy," NBER Chapters, in: Innovation Policy and the Economy, Volume 19, pages 161-191, National Bureau of Economic Research, Inc.
- Jason Furman & Robert Seamans, 2018. "AI and the Economy," NBER Working Papers 24689, National Bureau of Economic Research, Inc.
- Geraldo Cerqueiro & María Fabiana Penas & Robert Seamans, 2019. "Debtor Protection and Business Dynamism," Journal of Law and Economics, University of Chicago Press, vol. 62(3), pages 521-549.
- Robert J. Richmond, 2019. "Trade Network Centrality and Currency Risk Premia," Journal of Finance, American Finance Association, vol. 74(3), pages 1315-1361, June.
- Germán Gutiérrez & Thomas Philippon, 2019.
"Fading Stars,"
AEA Papers and Proceedings, American Economic Association, vol. 109, pages 312-316, May.
- Germán Gutiérrez & Thomas Philippon, 2019. "Fading Stars," NBER Working Papers 25529, National Bureau of Economic Research, Inc.
- Lisa Camner McKay & Abdoulaye Ndiaye, 2019. "Reforming Social Security to Save Social Security," Chicago Fed Letter, Federal Reserve Bank of Chicago.
- Edward I. Altman & Robert Benhenni, 2019. "The Anatomy of Distressed Debt Markets," Annual Review of Financial Economics, Annual Reviews, vol. 11(1), pages 21-37, December.
2018
- Robert Engle, 2018. "Systemic Risk 10 Years Later," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 125-152, November.
- Orley Ashenfelter & Robert F. Engle & Daniel L. McFadden & Klaus Schmidt‐Hebbel, 2018. "Globalization: Contents And Discontents," Contemporary Economic Policy, Western Economic Association International, vol. 36(1), pages 29-43, January.
- Robert F. Engle & Emil N. Siriwardane, 2018.
"Structural GARCH: The Volatility-Leverage Connection,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 449-492.
- Robert Engle & Emil Siriwardane, 2014. "Structural GARCH: The Volatility-Leverage Connection," Working Papers 14-07, Office of Financial Research, US Department of the Treasury.
- Acharya, Viral V. & Berger, Allen N. & Roman, Raluca A., 2018. "Lending implications of U.S. bank stress tests: Costs or benefits?," Journal of Financial Intermediation, Elsevier, vol. 34(C), pages 58-90.
- Viral V Acharya & Tim Eisert & Christian Eufinger & Christian Hirsch, 2018.
"Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 2855-2896.
- Acharya, Viral & Hirsch, Christian & Eisert, Tim & Eufinger, Christian, 2014. "Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans," CEPR Discussion Papers 10108, C.E.P.R. Discussion Papers.
- Viral V. Acharya, 2018. "Understanding and managing interest rate risk at banks," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 218-231, May.
- Michael Bailey & Rachel Cao & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2018. "Social Connectedness: Measurement, Determinants, and Effects," Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 259-280, Summer.
- Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2018.
"Do Banks Pass through Credit Expansions to Consumers Who want to Borrow?,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 129-190.
- Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2015. "Do Banks Pass Through Credit Expansions to Consumers Who Want to Borrow?," NBER Working Papers 21567, National Bureau of Economic Research, Inc.
- Michael Bailey & Ruiqing Cao & Theresa Kuchler & Johannes Stroebel, 2018. "The Economic Effects of Social Networks: Evidence from the Housing Market," Journal of Political Economy, University of Chicago Press, vol. 126(6), pages 2224-2276.
- Filippini, Massimo & Greene, William H. & Kumar, Nilkanth & Martinez-Cruz, Adan L., 2018.
"A note on the different interpretation of the correlation parameters in the Bivariate Probit and the Recursive Bivariate Probit,"
Economics Letters, Elsevier, vol. 167(C), pages 104-107.
- Massimo Filippini & William Greene & Nilkanth Kumar & Adan Martinez-Cruz, 2017. "A note on the different interpretation of the correlation parameters in the Bivariate Probit and the Recursive Bivariate Probit," CER-ETH Economics working paper series 17/275, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Filippini, M. & Greene, W. & Masiero, G., 2018. "Persistent and transient productive inefficiency in a regulated industry: electricity distribution," Energy Economics, Elsevier, vol. 69(C), pages 325-334.
- Massimo Filippini & William Greene & Adan L. Martinez-Cruz, 2018. "Non-market Value of Winter Outdoor Recreation in the Swiss Alps: The Case of Val Bedretto," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 71(3), pages 729-754, November.
- Massimo Filippini & Thomas Geissmann & William H. Greene, 2018.
"Persistent and transient cost efficiency—an application to the Swiss hydropower sector,"
Journal of Productivity Analysis, Springer, vol. 49(1), pages 65-77, February.
- Thomas Geissmann & Massimo Filippini & William Greene, 2014. "Persistent and Transient Cost Efficiency – An Application to the Swiss Hydropower Sector," CER-ETH Economics working paper series 16/251, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- M. Shahe Emran & William Greene & Forhad Shilpi, 2018.
"When Measure Matters: Coresidency, Truncation Bias, and Intergenerational Mobility in Developing Countries,"
Journal of Human Resources, University of Wisconsin Press, vol. 53(3), pages 589-607.
- Emran,M. Shahe & Greene,William & Shilpi,Forhad J., 2016. "When measure matters: coresidency, truncation bias, and intergenerational mobility in developing countries," Policy Research Working Paper Series 7608, The World Bank.
- William Greene & Mark N. Harris & Preety Srivastava & Xueyan Zhao, 2018. "Misreporting and econometric modelling of zeros in survey data on social bads: An application to cannabis consumption," Health Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 372-389, February.
- Luís Cabral, 2018.
"We’re Number 1: Price Wars for Market Share Leadership,"
Management Science, INFORMS, vol. 64(5), pages 2013-2030, May.
- Luis Cabral, 2014. "We're Number 1: Price Wars for Market Share Leadership," Working Papers 14-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luis, 2014. "We're Number 1: Price Wars for Market Share Leadership," CEPR Discussion Papers 9818, C.E.P.R. Discussion Papers.
- Luis Cabral & Zhu Wang & Daniel Yi Xu, 2018.
"Competitor, Complementors, Parents and Places: Explaining Regional Agglomeration in the U.S. Auto Industry,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 1-29, October.
- Luis Cabral & Zhu Wang & Daniel Yi Xu, 2018. "Code and data files for "Competitor, Complementors, Parents and Places: Explaining Regional Agglomeration in the U.S. Auto Industry"," Computer Codes 16-34, Review of Economic Dynamics.
- Cabral, Luis & Xu, Daniel Yi & Wang, Zhu, 2013. "Competitors, Complementors, Parents and Places: Explaining Regional Agglomeration in the U.S. Auto Industry," CEPR Discussion Papers 9435, C.E.P.R. Discussion Papers.
- Luis Cabral & Zhu Wang & Daniel Yi Xu, 2013. "Competitors, Complementors, Parents and Places: Explaining Regional Agglomeration in the U.S. Auto Industry," Working Papers 13-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luis Cabral & Zhu Wang & Daniel Yi Xu, 2013. "Competitors, complementors, parents and places: Explaining regional agglomeration in the U.S. auto industry," Working Paper 13-04, Federal Reserve Bank of Richmond.
- Luís Cabral & Zhu Wang & Daniel Yi Xu, 2013. "Competitors, Complementors, Parents and Places: Explaining Regional Agglomeration in the U.S. Auto Industry," NBER Working Papers 18973, National Bureau of Economic Research, Inc.
- Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H., 2018.
"Size matters, if you control your junk,"
Journal of Financial Economics, Elsevier, vol. 129(3), pages 479-509.
- Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Israel, Ronen, 2018. "Size Matters, if You Control Your Junk," CEPR Discussion Papers 12684, C.E.P.R. Discussion Papers.
- Koijen, Ralph S.J. & Moskowitz, Tobias J. & Pedersen, Lasse Heje & Vrugt, Evert B., 2018.
"Carry,"
Journal of Financial Economics, Elsevier, vol. 127(2), pages 197-225.
- Ralph S.J. Koijen & Tobias J. Moskowitz & Lasse Heje Pedersen & Evert B. Vrugt, 2013. "Carry," NBER Working Papers 19325, National Bureau of Economic Research, Inc.
- Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B., 2013. "Carry," CEPR Discussion Papers 9771, C.E.P.R. Discussion Papers.
- Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen, 2018.
"Risk Everywhere: Modeling and Managing Volatility,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2729-2773.
- Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018. "Risk Everywhere: Modeling and Managing Volatility," CEPR Discussion Papers 12687, C.E.P.R. Discussion Papers.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2018.
"Efficiently Inefficient Markets for Assets and Asset Management,"
Journal of Finance, American Finance Association, vol. 73(4), pages 1663-1712, August.
- Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2018. "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers 12664, C.E.P.R. Discussion Papers.
- Nicolae B. Gârleanu & Lasse H. Pedersen, 2015. "Efficiently Inefficient Markets for Assets and Asset Management," NBER Working Papers 21563, National Bureau of Economic Research, Inc.
- Rahul Deb & Mallesh M. Pai & Maher Said, 2018.
"Evaluating Strategic Forecasters,"
American Economic Review, American Economic Association, vol. 108(10), pages 3057-3103, October.
- Rahul Deb & Mallesh M. Pai & Maher Said, 2017. "Evaluating Strategic Forecasters," Working Papers 17-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Rahul Deb & Mallesh Pai & Maher Said, 2017. "Evaluating Strategic Forecasters," Working Papers tecipa-578, University of Toronto, Department of Economics.
- Rahul Deb & Mallesh M. Pai & Maher Said, 2018. "Evaluating Strategic Forecasters," Working Papers 18-23, New York University, Leonard N. Stern School of Business, Department of Economics.
- Stephen Brown & Yan Lu & Sugata Ray & Melvyn Teo, 2018. "Sensation Seeking and Hedge Funds," Journal of Finance, American Finance Association, vol. 73(6), pages 2871-2914, December.
- Emiliano S. Pagnotta & Thomas Philippon, 2018.
"Competing on Speed,"
Econometrica, Econometric Society, vol. 86(3), pages 1067-1115, May.
- Emiliano Pagnotta & Thomas Philippon, 2011. "Competing on Speed," NBER Working Papers 17652, National Bureau of Economic Research, Inc.
- Philippon, Thomas & Pagnotta, Emiliano, 2012. "Competing on Speed," CEPR Discussion Papers 8786, C.E.P.R. Discussion Papers.
- Thomas Philippon & Francisco Roldán, 2018. "On the Optimal Speed of Sovereign Deleveraging with Precautionary Savings," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(2), pages 375-413, June.
- Matthew Richardson & Kermit L. Schoenholtz & Lawrence J. White, 2018. "Deregulating Wall Street," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 199-217, November.
- Yakov Amihud & Markus Schmid & Steven Davidoff Solomon, 2018. "Do Staggered Boards Matter for Firm Value?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 30(4), pages 61-77, December.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018. "Liquidity, Risk Premia, and the Financial Transmission of Monetary Policy," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 309-328, November.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018.
"A Model of Monetary Policy and Risk Premia,"
Journal of Finance, American Finance Association, vol. 73(1), pages 317-373, February.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2014. "A Model of Monetary Policy and Risk Premia," NBER Working Papers 20141, National Bureau of Economic Research, Inc.
- Paul Wachtel & Boris Vujčić, 2018. "Introduction: 2017 Dubrovnik Economic Conferences Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(2), pages 181-182, June.
- Paul Wachtel, 2018.
"Credit Deepening: Precursor to Growth or Crisis?,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(1), pages 34-43, March.
- Paul Wachtel, 2017. "Credit Deepening: Precursor to growth or crisis?," Working Papers 17-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Anders Olofsgård & Paul Wachtel & Charles M. Becker, 2018. "The economics of transition literature," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 26(4), pages 827-840, October.
- Josef C. Brada & Paul Wachtel, 2018.
"Comparative Economic Studies and Comparative Economics: Six Decades and Counting,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(4), pages 638-656, December.
- Josef C. Brada & Paul Wachtel, 2018. "Comparative Economic Studies and Comparative Economics: Six Decades and Counting," Working Papers 18-29, New York University, Leonard N. Stern School of Business, Department of Economics.
- Edward W. Felten & Manav Raj & Robert Seamans, 2018. "A Method to Link Advances in Artificial Intelligence to Occupational Abilities," AEA Papers and Proceedings, American Economic Association, vol. 108, pages 54-57, May.
- Timothy Bates & William D. Bradford & Robert Seamans, 2018. "Minority entrepreneurship in twenty-first century America," Small Business Economics, Springer, vol. 50(3), pages 415-427, March.
- Germán Gutiérrez & Thomas Philippon, 2018. "Ownership, Concentration, and Investment," AEA Papers and Proceedings, American Economic Association, vol. 108, pages 432-437, May.
- Edward I. Altman, 2018. "Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models?," IJFS, MDPI, vol. 6(3), pages 1-15, August.
2017
- Engle, Robert & Roussellet, Guillaume & Siriwardane, Emil, 2017. "Scenario generation for long run interest rate risk assessment," Journal of Econometrics, Elsevier, vol. 201(2), pages 333-347.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2017.
"Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity,"
Econometrics, MDPI, vol. 5(2), pages 1-24, April.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2017. "Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity," Econometrics Working Papers Archive 2017_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Turan G. Bali & Robert F. Engle & Yi Tang, 2017.
"Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns,"
Management Science, INFORMS, vol. 63(11), pages 3760-3779, November.
- Turan G. Bali & Robert F. Engle & Yi Tang, 2013. "Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns," Koç University-TUSIAD Economic Research Forum Working Papers 1305, Koc University-TUSIAD Economic Research Forum.
- Christian Brownlees & Robert F. Engle, 2017.
"SRISK: A Conditional Capital Shortfall Measure of Systemic Risk,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 48-79.
- Brownlees, Christian & Engle, Robert F., 2017. "SRISK: a conditional capital shortfall measure of systemic risk," ESRB Working Paper Series 37, European Systemic Risk Board.
- Nicholas Economides & Przemyslaw Jeziorski, 2017.
"Mobile Money in Tanzania,"
Marketing Science, INFORMS, vol. 36(6), pages 815-837, November.
- Nicholas Economides & Przemyslaw Jeziorski, 2015. "Mobile Money in Tanzania," Working Papers 15-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Przemyslaw Jeziorski, 2014. "Mobile Money in Tanzania," Working Papers 14-24, NET Institute.
- Pierre Perron & Eduardo Zorita & Wen Cao & Clifford Hurvich & Philippe Soulier, 2017.
"Drift in Transaction-Level Asset Price Models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 38(5), pages 769-790, September.
- Wen Cao & Clifford Hurvich & Philippe Soulier, 2012. "Drift in Transaction-Level Asset Price Models," Working Papers hal-00756372, HAL.
- Acharya, Viral V. & Fleming, Michael J. & Hrung, Warren B. & Sarkar, Asani, 2017.
"Dealer financial conditions and lender-of-last-resort facilities,"
Journal of Financial Economics, Elsevier, vol. 123(1), pages 81-107.
- Viral V. Acharya & Michael J. Fleming & Warren B. Hrung & Asani Sarkar, 2014. "Dealer financial conditions and lender-of-last resort facilities," Staff Reports 673, Federal Reserve Bank of New York.
- Acharya, Viral & Xu, Zhaoxia, 2017.
"Financial dependence and innovation: The case of public versus private firms,"
Journal of Financial Economics, Elsevier, vol. 124(2), pages 223-243.
- Viral V. Acharya & Zhaoxia Xu, 2013. "Financial Dependence and Innovation: The Case of Public versus Private Firms," NBER Working Papers 19708, National Bureau of Economic Research, Inc.
- Acharya, Viral, 2014. "Financial Dependence and Innovation: The Case of Public versus Private Firms," CEPR Discussion Papers 9829, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Afonso, Gara & Kovner, Anna, 2017.
"How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007,"
Journal of Financial Intermediation, Elsevier, vol. 30(C), pages 1-34.
- Viral V. Acharya & Gara M. dup Afonso & Anna Kovner, 2013. "How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007," Staff Reports 623, Federal Reserve Bank of New York.
- Acharya, Viral & Kovner, Anna & Afonso, Gara, 2013. "How do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007," CEPR Discussion Papers 9457, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2017.
"Measuring Systemic Risk,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 2-47.
- Viral V. Acharya & Christian Brownlees & Robert Engle & Farhang Farazmand & Matthew Richardson, 2013. "Measuring Systemic Risk," World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 3, pages 65-98, World Scientific Publishing Co. Pte. Ltd..
- Viral V. Acharya, 2011. "Measuring Systemic Risk," World Scientific Book Chapters, in: Stijn Claessens & Douglas D Evanoff & George G Kaufman & Laura E Kodres (ed.), Macroprudential Regulatory Policies The New Road to Financial Stability?, chapter 10, pages 133-143, World Scientific Publishing Co. Pte. Ltd..
- Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2010. "Measuring systemic risk," Working Papers (Old Series) 1002, Federal Reserve Bank of Cleveland.
- Richardson, Matthew P & Philippon, Thomas & Acharya, Viral & Pedersen, Lasse Heje, 2012. "Measuring Systemic Risk," CEPR Discussion Papers 8824, C.E.P.R. Discussion Papers.
- Viral V. Acharya, 2010. "Measuring systemic risk," Proceedings 1140, Federal Reserve Bank of Chicago.
- Viral V. Acharya & Hanh T. Le & Hyun Song Shin, 2017.
"Bank Capital and Dividend Externalities,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 988-1018.
- Shin, Hyun Song & Acharya, Viral & Le, Hanh, 2014. "Bank Capital and Dividend Externalities," CEPR Discussion Papers 9865, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hanh Le & Hyun Song Shin, 2013. "Bank Capital and Dividend Externalities," NBER Working Papers 19707, National Bureau of Economic Research, Inc.
- Viral Acharya & Hanh Le & Hyun Song Shin, 2016. "Bank capital and dividend externalities," BIS Working Papers 580, Bank for International Settlements.
- Shin, Hyun Song & Acharya, Viral & Le, Hanh, 2013. "Bank Capital and Dividend Externalities," CEPR Discussion Papers 9479, C.E.P.R. Discussion Papers.
- Abhiman Das & Sanket Mohapatra & Subir Gokarn & Frederico Gil Sander & Duvvuri Subbarao & Sajjid Z. Chinoy & Abhijit Sen Gupta & Saugata Bhattacharya & Viral V. Acharya & Abhiman Das & Sanket Mohapatr, 2017. "India’s International Integration and Challenges to Sustaining Growth," Vikalpa: The Journal for Decision Makers, , vol. 42(3), pages 168-205, September.
- John J. Horton, 2017. "The Effects of Algorithmic Labor Market Recommendations: Evidence from a Field Experiment," Journal of Labor Economics, University of Chicago Press, vol. 35(2), pages 345-385.
- Roxana Mihet & Laura Veldkamp, 2017. "Comment," NBER Macroeconomics Annual, University of Chicago Press, vol. 31(1), pages 531-539.
- Smith, Marvin M. & Hochberg, Daniel & Greene, William H., 2017. "The effectiveness of pre-purchase homeownership counseling: Evidence from a randomized study," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 36-49.
- Kassie, Girma T. & Abdulai, Awudu & Greene, William H. & Shiferaw, Bekele & Abate, Tsedeke & Tarekegne, Amsal & Sutcliffe, Chloe, 2017. "Modeling Preference and Willingness to Pay for Drought Tolerance (DT) in Maize in Rural Zimbabwe," World Development, Elsevier, vol. 94(C), pages 465-477.
- Simona Rasciute & Paul Downward & William H Greene, 2017. "Do Relational Goods Raise Well-Being? An Econometric Analysis," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(4), pages 563-579, September.
- Luís Cabral, 2017. "Competition policy in the global era," New Zealand Economic Papers, Taylor & Francis Journals, vol. 51(2), pages 100-108, May.
- Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong, 2017. "Starting on the wrong foot: Seasonality in mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 133-150.
- Bali, Turan G. & Brown, Stephen J. & Murray, Scott & Tang, Yi, 2017. "A Lottery-Demand-Based Explanation of the Beta Anomaly," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(6), pages 2369-2397, December.
- Bali, Turan G. & Brown, Stephen J. & Tang, Yi, 2017. "Is economic uncertainty priced in the cross-section of stock returns?," Journal of Financial Economics, Elsevier, vol. 126(3), pages 471-489.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2017.
"The Analytics of the Greek Crisis,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 31(1), pages 1-81.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016. "The Analytics of the Greek Crisis," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 1-81, National Bureau of Economic Research, Inc.
- Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri, 2017. "The analytics of the Greek crisis," LSE Research Online Documents on Economics 82433, London School of Economics and Political Science, LSE Library.
- Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri, 2017. "The Analytics of the Greek Crisis," Department of Economics, Working Paper Series qt2cg7m1gf, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016. "The Analytics of the Greek Crisis," NBER Working Papers 22370, National Bureau of Economic Research, Inc.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016. "The Analytics of the Greek Crisis," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 100, Hellenic Observatory, LSE.
- Vayanos, Dimitri & Gourinchas, Pierre-Olivier & Philippon, Thomas, 2016. "The Analytics of the Greek Crisis," CEPR Discussion Papers 11334, C.E.P.R. Discussion Papers.
- Thomas Philippon, 2017. "L'opportunité de la FinTech," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 173-206.
- Philippe Martin & Thomas Philippon, 2017.
"Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone,"
American Economic Review, American Economic Association, vol. 107(7), pages 1904-1937, July.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," Post-Print hal-03391984, HAL.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," SciencePo Working papers Main hal-03460217, HAL.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," SciencePo Working papers Main hal-03391984, HAL.
- Martin, Philippe & Philippon, Thomas, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," CEPR Discussion Papers 10189, C.E.P.R. Discussion Papers.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," Working Papers hal-03460217, HAL.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," NBER Working Papers 20572, National Bureau of Economic Research, Inc.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," SciencePo Working papers hal-03460217, HAL.
- Germán Gutiérrez & Thomas Philippon, 2017.
"Investmentless Growth: An Empirical Investigation,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(2 (Fall)), pages 89-190.
- Germán Gutiérrez & Thomas Philippon, 2016. "Investment-less Growth: An Empirical Investigation," NBER Working Papers 22897, National Bureau of Economic Research, Inc.
- Philippon, Thomas & Gutierrez, German, 2016. "Investment-less Growth: An Empirical Investigation," CEPR Discussion Papers 11673, C.E.P.R. Discussion Papers.
- Miguel Faria-e-Castro & Joseba Martinez & Thomas Philippon, 2017.
"Runs versus Lemons: Information Disclosure and Fiscal Capacity,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(4), pages 1683-1707.
- Miguel Faria-e-Castro & Joseba Martinez & Thomas Philippon, 2015. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," NBER Working Papers 21201, National Bureau of Economic Research, Inc.
- Thomas Philippon & Joseba Martinez & Miguel de Faria e Castro, 2015. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," 2015 Meeting Papers 1146, Society for Economic Dynamics.
- Philippon, Thomas & Faria e castro, Miguel & Martinez, Joseba, 2016. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," CEPR Discussion Papers 11408, C.E.P.R. Discussion Papers.
- Philippon, Thomas & Martinez, Joseba & Faria e castro, Miguel, 2015. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," CEPR Discussion Papers 10614, C.E.P.R. Discussion Papers.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2017.
"The Deposits Channel of Monetary Policy,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1819-1876.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2016. "The Deposits Channel of Monetary Policy," NBER Working Papers 22152, National Bureau of Economic Research, Inc.
- Amihud, Yakov & Stoyanov, Stoyan, 2017. "Do staggered boards harm shareholders?," Journal of Financial Economics, Elsevier, vol. 123(2), pages 432-439.
- Paul Wachtel & Boris Vujčić, 2017. "22nd Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 59(2), pages 127-128, June.
- Paul Wachtel, 2017. "L'expansion du crédit : moteur de croissance ou prélude à la crise ?," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 95-106.
- Geraldo Cerqueiro & Deepak Hegde & María Fabiana Penas & Robert C. Seamans, 2017. "Debtor Rights, Credit Supply, and Innovation," Management Science, INFORMS, vol. 63(10), pages 3311-3327, October.
- Robert Seamans & Feng Zhu, 2017. "Repositioning and Cost-Cutting: The Impact of Competition on Platform Strategies," Strategy Science, INFORMS, vol. 2(2), pages 83-99, June.
- Egon A. Kalotay & Edward I. Altman, 2017. "Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses," Review of Finance, European Finance Association, vol. 21(1), pages 433-463.
2016
- Robert F. Engle, 2016. "Dynamic Conditional Beta," Journal of Financial Econometrics, Oxford University Press, vol. 14(4), pages 643-667.
- Michael Spence, 2016. "Has Growth and Convergence of Developing Economies Been Derailed?," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 8(1), pages 1-16, June.
- Malcolm Baker & Brock Mendel & Jeffrey Wurgler, 2016.
"Dividends as Reference Points: A Behavioral Signaling Approach,"
The Review of Financial Studies, Society for Financial Studies, vol. 29(3), pages 697-738.
- Malcolm Baker & Jeffrey Wurgler, 2012. "Dividends as Reference Points: A Behavioral Signaling Approach," NBER Working Papers 18242, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Stephen G. Ryan, 2016. "Banks’ Financial Reporting and Financial System Stability," Journal of Accounting Research, Wiley Blackwell, vol. 54(2), pages 277-340, May.
- Acharya, Viral V. & Thakor, Anjan V., 2016. "The dark side of liquidity creation: Leverage and systemic risk," Journal of Financial Intermediation, Elsevier, vol. 28(C), pages 4-21.
- Viral V. Acharya & Hamid Mehran & Rangarajan K. Sundaram, 2016. "Cash holdings and bank compensation," Economic Policy Review, Federal Reserve Bank of New York, issue Aug, pages 77-83.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2016.
"Caught between Scylla and Charybdis? Regulating Bank Leverage When There Is Rent Seeking and Risk Shifting,"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 5(1), pages 36-75.
- Thakor, Anjan & Acharya, Viral & Mehran, Hamid, 2012. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent-seeking and risk-shifting," CEPR Discussion Papers 8822, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting," Working Papers (Old Series) 1024, Federal Reserve Bank of Cleveland.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting," Staff Reports 469, Federal Reserve Bank of New York.
- Viral Acharya & Marco Pagano & Paolo Volpin, 2016.
"Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent,"
The Review of Financial Studies, Society for Financial Studies, vol. 29(10), pages 2565-2599.
- Viral Acharya & Marco Pagano & Paolo Volpin, 2013. "Seeking Alpha - Excess Risk Taking and Competition for Managerial Talent," EIEF Working Papers Series 1303, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2016.
- Viral Acharya & Marco Pagano & Paolo Volpin, 2012. "Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent," CSEF Working Papers 312, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 07 May 2016.
- Viral V. Acharya & Marco Pagano & Paolo Volpin, 2013. "Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent," NBER Working Papers 18891, National Bureau of Economic Research, Inc.
- Pagano, Marco & Acharya, Viral & Volpin, Paolo, 2012. "Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent," CEPR Discussion Papers 8905, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Sascha Steffen, 2016.
"Capital Markets Union in Europe: Why other Unions must lead the Way,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 152(IV), pages 319-329, December.
- Viral V. Acharya & Sascha Steffen, 2016. "Capital Markets Union in Europe: Why Other Unions Must Lead the Way," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 152(4), pages 319-329, October.
- Acharya, Viral V. & Steffen, Sascha, 2016. "Capital markets union in Europe: Why other unions must lead the way," ZEW policy briefs 4/2016, ZEW - Leibniz Centre for European Economic Research.
- Daniel L. Chen & John J. Horton, 2016. "Research Note—Are Online Labor Markets Spot Markets for Tasks? A Field Experiment on the Behavioral Response to Wage Cuts," Information Systems Research, INFORMS, vol. 27(2), pages 403-423, June.
- Johannes Stroebel, 2016. "Asymmetric Information about Collateral Values," Journal of Finance, American Finance Association, vol. 71(3), pages 1071-1112, June.
- Floetotto, Max & Kirker, Michael & Stroebel, Johannes, 2016. "Government intervention in the housing market: Who wins, who loses?," Journal of Monetary Economics, Elsevier, vol. 80(C), pages 106-123.
- Johannes Stroebel, 2016. "EconomicDynamics Interview: Johannes Stroebel on real estate dynamics," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 17(2), November.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2016.
"No‐Bubble Condition: Model‐Free Tests in Housing Markets,"
Econometrica, Econometric Society, vol. 84, pages 1047-1091, May.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014. "No-Bubble Condition: Model-free Tests in Housing Markets," NBER Working Papers 20154, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo, 2014. "No-Bubble Condition: Model-Free Tests in Housing Markets," CEPR Discussion Papers 9978, C.E.P.R. Discussion Papers.
- Matteo Maggiori & Stefano Giglio & Johannes Stroebel, "undated". "No-Bubble Condition: Model-Free Tests in Housing Markets," Working Paper 181786, Harvard University OpenScholar.
- Stephen Hynes & William Greene, 2016. "Preference Heterogeneity in Contingent Behaviour Travel Cost Models with On-site Samples: A Random Parameter vs. a Latent Class Approach," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(2), pages 348-367, June.
- P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta, 2016.
"A Method for Measuring Treatment Effects on the Treated without Randomization,"
Econometrics, MDPI, vol. 4(2), pages 1-23, March.
- P. A. V. B. Swamya & S. G. Hall & G. S. Tavlas & I. Chang & H. D. Gibson & W. H. Greene & J. S. Mehta, 2016. "A Method for Measuring Treatment Effects on the Treated without Randomization," Discussion Papers in Economics 16/02, Division of Economics, School of Business, University of Leicester.
- P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016.
"Removing Specification Errors from the Usual Formulation of Binary Choice Models,"
Econometrics, MDPI, vol. 4(2), pages 1-21, June.
- P. A. V. B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016. "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Discussion Papers in Economics 16/11, Division of Economics, School of Business, University of Leicester.
- Sherrie L. W. Rhine & Wenhua Di & William H. Greene & Emily Perlmeter, 2016.
"Savings Account Ownership During the Great Recession,"
Journal of Family and Economic Issues, Springer, vol. 37(3), pages 333-348, September.
- Wenhua Di & William H. Greene & Sherrie L. W. Rhine & Emily Ryder Perlmeter, 2014. "Savings account ownership during the great recession," Perspectives 6, Federal Reserve Bank of Dallas.
- Massimo Filippini & William Greene, 2016.
"Persistent and transient productive inefficiency: a maximum simulated likelihood approach,"
Journal of Productivity Analysis, Springer, vol. 45(2), pages 187-196, April.
- Massimo Filippini & William Greene, 2014. "Persistent and Transient Productive Inefficiency: A Maximum Simulated Likelihood Approach," CER-ETH Economics working paper series 14/197, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Luís Cabral & Gabriel Natividad, 2016. "Box-Office Demand: The Importance of Being #1," Journal of Industrial Economics, Wiley Blackwell, vol. 64(2), pages 277-294, June.
- Luís Cabral & Gabriel Natividad, 2016. "Cross-selling in the US home video industry," RAND Journal of Economics, RAND Corporation, vol. 47(1), pages 29-47, February.
- Cabral, Luís, 2016. "Media exposure and corporate reputation," Research in Economics, Elsevier, vol. 70(4), pages 735-740.
- Luís Cabral, 2016. "Living Up to Expectations: Corporate Reputation and Persistence of Firm Performance," Strategy Science, INFORMS, vol. 1(1), pages 2-11, March.
- Luís Cabral & Vera Afreixo & Luís Almeida & José Artur Paiva, 2016. "The Use of Procalcitonin (PCT) for Diagnosis of Sepsis in Burn Patients: A Meta-Analysis," PLOS ONE, Public Library of Science, vol. 11(12), pages 1-16, December.
- Luis Cabral, 2016. "Dynamic Pricing in Customer Markets with Switching Costs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 43-62, April.
- Gârleanu, Nicolae & Pedersen, Lasse Heje, 2016. "Dynamic portfolio choice with frictions," Journal of Economic Theory, Elsevier, vol. 165(C), pages 487-516.
- Jensen, Mads Vestergaard & Pedersen, Lasse Heje, 2016.
"Early option exercise: Never say never,"
Journal of Financial Economics, Elsevier, vol. 121(2), pages 278-299.
- Pedersen, Lasse Heje & Vestergaard Jensen, Mads, 2015. "Early Option Exercise: Never Say Never," CEPR Discussion Papers 11019, C.E.P.R. Discussion Papers.
- Ashwini Agrawal & Prasanna Tambe, 2016. "Private Equity and Workers’ Career Paths: The Role of Technological Change," The Review of Financial Studies, Society for Financial Studies, vol. 29(9), pages 2455-2489.
- Bai, Jennie & Philippon, Thomas & Savov, Alexi, 2016.
"Have financial markets become more informative?,"
Journal of Financial Economics, Elsevier, vol. 122(3), pages 625-654.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2012. "Have financial markets become more informative?," Staff Reports 578, Federal Reserve Bank of New York.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2013. "Have Financial Markets Become More Informative?," NBER Working Papers 19728, National Bureau of Economic Research, Inc.
- Ales, Laurence & Maziero, Pricila, 2016.
"Non-exclusive dynamic contracts, competition, and the limits of insurance,"
Journal of Economic Theory, Elsevier, vol. 166(C), pages 362-395.
- Pricila Maziero, 2009. "Non-Exclusive Dynamic Contracts, Competition, and the Limits of Insurance," 2009 Meeting Papers 509, Society for Economic Dynamics.
- Laurence Ales & Pricila Maziero, "undated". "Non-exclusive Dynamic Contracts, Competition, and the Limits of Insurance," GSIA Working Papers 2010-E59, Carnegie Mellon University, Tepper School of Business.
- John, Kose & Mateti, Ravi S. & Vasudevan, Gopala & Amira, Khaled, 2016.
"Investor protection and firm value: Evidence from PIPE offerings,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 78-89.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Joel M. David & Hugo A. Hopenhayn & Venky Venkateswaran, 2016.
"Information, Misallocation, and Aggregate Productivity,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(2), pages 943-1005.
- Joel M. David & Hugo A. Hopenhayn & Venky Venkateswaran, 2014. "Information, Misallocation and Aggregate Productivity," NBER Working Papers 20340, National Bureau of Economic Research, Inc.
- Venky Venkateswaran & Hugo A. Hopenhayn & Joel David, 2014. "Information, Misallocation and Aggregate Productivity," 2014 Meeting Papers 526, Society for Economic Dynamics.
- David W. Galenson & Simone Lenzu, 2016.
"Pricing Genius: The Market Evaluation of Innovation,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 19(2), pages 219-248, November.
- David W. Galenson & Simone Lenzu, 2016. "Pricing genius: The market evaluation of innovation," Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 219-248, November.
- Itamar Drechsler & Thomas Drechsel & David Marques-Ibanez & Philipp Schnabl, 2016. "Who Borrows from the Lender of Last Resort?," Journal of Finance, American Finance Association, vol. 71(5), pages 1933-1974, October.
- Markus Behn & Rainer Haselmann & Paul Wachtel, 2016.
"Procyclical Capital Regulation and Lending,"
Journal of Finance, American Finance Association, vol. 71(2), pages 919-956, April.
- Markus Behn & Rainer Haselmann & Paul Wachtel, 2013. "Pro-Cyclical Capital Regulation and Lending," Working Papers 13-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Behn, Markus & Haselmann, Rainer & Wachtel, Paul, 2014. "Pro-cyclical capital regulation and lending," Discussion Papers 32/2014, Deutsche Bundesbank.
- Paul Wachtel & Boris Vujčić, 2016. "21st Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 58(3), pages 315-316, September.
- Arpit Gupta & Christopher Hansman & Ethan Frenchman, 2016. "The Heavy Costs of High Bail: Evidence from Judge Randomization," The Journal of Legal Studies, University of Chicago Press, vol. 45(2), pages 471-505.
- E. Altman & F. De Pellegrini, 2016. "Dynamic Games in Novel Networks: Guest Editors’ Forewords," Dynamic Games and Applications, Springer, vol. 6(4), pages 427-428, December.
2015
- Robert Engle & Eric Jondeau & Michael Rockinger, 2015.
"Systemic Risk in Europe,"
Review of Finance, European Finance Association, vol. 19(1), pages 145-190.
- Eric Jondeau & Michael Rockinger, 2014. "Systemic Risk in Europe," World Scientific Book Chapters, in: Risk Management Institute (ed.), Global Credit Review, chapter 1, pages 1-6, World Scientific Publishing Co. Pte. Ltd..
- Eric Jondeau & Michael Rockinger, 2013. "Systemic Risk in Europe," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-6.
- Robert F. Engle & Eric Jondeau & Michael Rockinger, 2012. "Systemic Risk in Europe," Swiss Finance Institute Research Paper Series 12-45, Swiss Finance Institute.
- Robert Engle & Stephen Figlewski, 2015. "Modeling the Dynamics of Correlations among Implied Volatilities," Review of Finance, European Finance Association, vol. 19(3), pages 991-1018.
- Nicholas Economides & Benjamin E. Hermalin, 2015.
"The strategic use of download limits by a monopoly platform,"
RAND Journal of Economics, RAND Corporation, vol. 46(2), pages 297-327, June.
- Nicholas Economides & Benjamin Hermalin, 2014. "The Strategic Use of Download Limits by a Monopoly Platform," Working Papers 14-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Benjamin Hermalin, 2013. "The Strategic Use of Download Limits by a Monopoly Platform," Working Papers 13-26, NET Institute.
- V. Brian Viard & Nicholas Economides, 2015.
"The Effect of Content on Global Internet Adoption and the Global “Digital Divide”,"
Management Science, INFORMS, vol. 61(3), pages 665-687, March.
- Nicholas Economides & V. Brian Viard, 2010. "The Effect of Content on Global Internet Adoption and the Global “Digital Divide”," Working Papers 10-24, NET Institute, revised Sep 2013.
- Malcolm Baker & Jeffrey Wurgler, 2015. "Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly," American Economic Review, American Economic Association, vol. 105(5), pages 315-320, May.
- Viral V. Acharya & Nada Mora, 2015. "A Crisis of Banks as Liquidity Providers," Journal of Finance, American Finance Association, vol. 70(1), pages 1-43, February.
- Acharya, Viral V. & Steffen, Sascha, 2015.
"The “greatest” carry trade ever? Understanding eurozone bank risks,"
Journal of Financial Economics, Elsevier, vol. 115(2), pages 215-236.
- Acharya, Viral & Steffen, Sascha, 2013. "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," CEPR Discussion Papers 9432, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Sascha Steffen, 2013. "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," NBER Working Papers 19039, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Bart M. Lambrecht, 2015.
"A Theory of Income Smoothing When Insiders Know More Than Outsiders,"
The Review of Financial Studies, Society for Financial Studies, vol. 28(9), pages 2534-2574.
- Lambrecht, Bart & Acharya, Viral, 2012. "A Theory of Income Smoothing When Insiders Know More Than Outsiders," CEPR Discussion Papers 8729, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Bart M. Lambrecht, 2011. "A Theory of Income Smoothing When Insiders Know More Than Outsiders," NBER Working Papers 17696, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Stephen Schaefer & Yili Zhang, 2015.
"Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-51.
- Schaefer, Stephen & Acharya, Viral & Zhang, Yili, 2007. "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," CEPR Discussion Papers 6619, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2015. "Editor's Choice Very Long-Run Discount Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 130(1), pages 1-53.
- Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2015.
"Regulating Consumer Financial Products: Evidence from Credit Cards,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 130(1), pages 111-164.
- Johannes Stroebel, 2014. "Regulating Consumer Financial Products: Evidence from Credit Cards," 2014 Meeting Papers 126, Society for Economic Dynamics.
- Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2013. "Regulating Consumer Financial Products: Evidence from Credit Cards," NBER Working Papers 19484, National Bureau of Economic Research, Inc.
- Pablo Kurlat & Johannes Stroebel, 2015.
"Testing for Information Asymmetries in Real Estate Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 28(8), pages 2429-2461.
- Pablo Kurlat & Johannes Stroebel, 2014. "Testing for Information Asymmetries in Real Estate Markets," NBER Working Papers 19875, National Bureau of Economic Research, Inc.
- Paul M. Romer, 2015. "Mathiness in the Theory of Economic Growth," American Economic Review, American Economic Association, vol. 105(5), pages 89-93, May.
- Paul M. ROMER, 2015. "What Parts of Globalization Matter for Catch-Up Growth? [Küreselleþmenin Hangi Kýsýmlarý Yetiþim Büyümesi Ýçin Önemlidir?]," Journal of Economic and Social Thought, KSP Journals, vol. 2(1), pages 61-69, March.
- Brown, Sarah & Greene, William H. & Harris, Mark N. & Taylor, Karl, 2015. "An inverse hyperbolic sine heteroskedastic latent class panel tobit model: An application to modelling charitable donations," Economic Modelling, Elsevier, vol. 50(C), pages 228-236.
- Greene, William & McKenzie, Colin, 2015. "An LM test based on generalized residuals for random effects in a nonlinear model," Economics Letters, Elsevier, vol. 127(C), pages 47-50.
- Reid Ewing & Guang Tian & JP Goates & Ming Zhang & Michael J Greenwald & Alex Joyce & John Kircher & William Greene, 2015. "Varying influences of the built environment on household travel in 15 diverse regions of the United States," Urban Studies, Urban Studies Journal Limited, vol. 52(13), pages 2330-2348, October.
- Guang Tian & Reid Ewing & William Greene, 2015. "Desire for Smart Growth: A Survey of Residential Preferences in the Salt Lake Region of Utah," Housing Policy Debate, Taylor & Francis Journals, vol. 25(3), pages 446-462, July.
- William H. Greene & Mark N. Harris & Bruce Hollingsworth, 2015.
"Inflated Responses in Measures of Self-Assessed Health,"
American Journal of Health Economics, MIT Press, vol. 1(4), pages 461-493, Fall.
- William H. Greene & Mark N. Harris & Bruce Hollingsworth, 2015. "Inflated Responses in Measures of Self-Assessed Health," American Journal of Health Economics, University of Chicago Press, vol. 1(4), pages 461-493, Fall.
- William H. Greene & Mark N. Harris & Bruce Hollingsworth, 2014. "Inflated Responses in Measures of Self-Assessed Health," Working Papers 14-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luís Cabral & Lingfang (Ivy) Li, 2015.
"A Dollar for Your Thoughts: Feedback-Conditional Rebates on eBay,"
Management Science, INFORMS, vol. 61(9), pages 2052-2063, September.
- Luis Cabral & Lingfang Li, 2015. "A dollar for your thoughts: Feedback-conditional rebates on eBay," Natural Field Experiments 00578, The Field Experiments Website.
- Luis Cabral & Lingfang (Ivy) Li, 2012. "A Dollar for Your Thoughts: Feedback-Conditional Rebates on eBay," Working Papers 12-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Deb, Rahul & Said, Maher, 2015.
"Dynamic screening with limited commitment,"
Journal of Economic Theory, Elsevier, vol. 159(PB), pages 891-928.
- Rahul Deb & Maher Said, 2013. "Dynamic Screening with Limited Commitment," Working Papers tecipa-485, University of Toronto, Department of Economics.
- Allan Collard-Wexler & Jan De Loecker, 2015.
"Reallocation and Technology: Evidence from the US Steel Industry,"
American Economic Review, American Economic Association, vol. 105(1), pages 131-171, January.
- Allan Collard-Wexler & Jan De Loecker, 2013. "Reallocation and Technology: Evidence from the U.S. Steel Industry," NBER Working Papers 18739, National Bureau of Economic Research, Inc.
- Allan Collard-Wexler & Jan De Loecker, 2012. "Reallocation and Technology: Evidence from the U.S. Steel Industry," Working Papers 1402, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Allan Collard-Wexler & Jan De Loecker, 2013. "Reallocation and technology: evidence from the U.S. steel industry," Working Papers of Department of Economics, Leuven 507290, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- De loecker, Jan & Collard-Wexler, Allan, 2013. "Reallocation and Technology: Evidence from the U.S. Steel Industry," CEPR Discussion Papers 9331, C.E.P.R. Discussion Papers.
- Allan Collard-Wexler & Jan De Loecker, 2013. "Reallocation and technology: evidence from the U.S. steel industry," Working Papers of Department of Economics, Leuven 507414, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Allan Collard-Wexler & Jan De Loecker, 2013. "Reallocation and Technology: Evidence From The U.S. Steel Industry," Working Papers 13-06, Center for Economic Studies, U.S. Census Bureau.
- Thomas Philippon, 2015.
"Has the US Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation,"
American Economic Review, American Economic Association, vol. 105(4), pages 1408-1438, April.
- Philippon, Thomas, 2014. "Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation," CEPR Discussion Papers 9792, C.E.P.R. Discussion Papers.
- Thomas Philippon, 2012. "Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation," NBER Working Papers 18077, National Bureau of Economic Research, Inc.
- John, Kose & Knyazeva, Anzhela & Knyazeva, Diana, 2015.
"Governance and Payout Precommitment,"
Journal of Corporate Finance, Elsevier, vol. 33(C), pages 101-117.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- John, Kose & Knyazeva, Anzhela & Knyazeva, Diana, 2015.
"Employee rights and acquisitions,"
Journal of Financial Economics, Elsevier, vol. 118(1), pages 49-69.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Kose John & Joe Shangguan & Ravi Mateti, 2015.
"Financing activities after accounting restatements: an examination of SEOs and PIPEs,"
Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(1), pages 139-160, June.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Yakov Amihud & Allaudeen Hameed & Wenjin Kang & Huiping Zhang, 2015. "Stock Liquidity and the Cost of Equity Capital in Global Markets," Journal of Applied Corporate Finance, Morgan Stanley, vol. 27(4), pages 68-74, December.
- Amihud, Yakov & Hameed, Allaudeen & Kang, Wenjin & Zhang, Huiping, 2015. "The illiquidity premium: International evidence," Journal of Financial Economics, Elsevier, vol. 117(2), pages 350-368.
- Yakov Amihud & Haim Mendelson, 2015. "The Pricing of Illiquidity as a Characteristic and as Risk," Multinational Finance Journal, Multinational Finance Journal, vol. 19(3), pages 149-168, September.
- Daniel Paravisini & Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon, 2015.
"Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(1), pages 333-359.
- Daniel Paravisini & Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon, 2011. "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," NBER Working Papers 16975, National Bureau of Economic Research, Inc.
- Paravisini, Daniel & Rappoport, Veronica & Schnabl, Philipp & Wolfenzon, Daniel, 2015. "Dissecting the effect of credit supply on trade: evidence from matched credit-export data," LSE Research Online Documents on Economics 59575, London School of Economics and Political Science, LSE Library.
- Paravisini, Daniel & Rappoport, Veronica & Schnabl, Philipp & Wolfenzon, Daniel, 2010. "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," Working Papers 2010-022, Banco Central de Reserva del Perú.
- Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon & Daniel Paravisini, 2011. "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," 2011 Meeting Papers 180, Society for Economic Dynamics.
- Paul Wachtel & Boris Vujcic, 2015. "Introduction: 20th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 57(2), pages 203-204, June.
- Victor M. Bennett & Robert Seamans & Feng Zhu, 2015. "Cannibalization and option value effects of secondary markets: Evidence from the US concert industry," Strategic Management Journal, Wiley Blackwell, vol. 36(11), pages 1599-1614, November.
- Edward I. Altman & Ben Branch, 2015. "The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It?," The Financial Review, Eastern Finance Association, vol. 50(1), pages 1-26, January.
2014
- Engle, Robert & Mistry, Abhishek, 2014. "Priced risk and asymmetric volatility in the cross section of skewness," Journal of Econometrics, Elsevier, vol. 182(1), pages 135-144.
- Acharya, Viral & Engle, Robert & Pierret, Diane, 2014.
"Testing macroprudential stress tests: The risk of regulatory risk weights,"
Journal of Monetary Economics, Elsevier, vol. 65(C), pages 36-53.
- Viral V. Acharya & Robert Engle & Diane Pierret, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," NBER Working Papers 18968, National Bureau of Economic Research, Inc.
- Engle, Robert & Acharya, Viral & Pierret, Diane, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9431, C.E.P.R. Discussion Papers.
- Engle, Robert & Acharya, Viral & Pierret, Diane, 2014. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9800, C.E.P.R. Discussion Papers.
- Acharya, Viral & Engle, Robert & Pierret, Diane, 2014. "Testing macroprudential stress tests: The risk of regulatory risk weights," LIDAM Reprints ISBA 2014022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Sandile Hlatshwayo & Michael Spence, 2014. "Demand and Defective Growth Patterns: The Role of the Tradable and Non-tradable Sectors in an Open Economy," American Economic Review, American Economic Association, vol. 104(5), pages 272-277, May.
- Aue, Alexander & Horváth, Lajos & Hurvich, Clifford & Soulier, Philippe, 2014.
"Limit Laws In Transaction-Level Asset Price Models,"
Econometric Theory, Cambridge University Press, vol. 30(3), pages 536-579, June.
- Alexander Aue & Lajos Horváth & Clifford M. Hurvich & Philippe Soulier, 2014. "Limit Laws in Transaction-Level Asset Price Models," Post-Print hal-00583372, HAL.
- Avi Giloni & Clifford Hurvich & Sridhar Seshadri, 2014. "Forecasting and information sharing in supply chains under ARMA demand," IISE Transactions, Taylor & Francis Journals, vol. 46(1), pages 35-54.
- Vladimir Kovtun & Avi Giloni & Clifford Hurvich, 2014. "Assessing the value of demand sharing in supply chains," Naval Research Logistics (NRL), John Wiley & Sons, vol. 61(7), pages 515-531, October.
- Viral Acharya & Itamar Drechsler & Philipp Schnabl, 2014.
"A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk,"
Journal of Finance, American Finance Association, vol. 69(6), pages 2689-2739, December.
- Viral V. Acharya & Itamar Drechsler & Philipp Schnabl, 2011. "A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk," NBER Working Papers 17136, National Bureau of Economic Research, Inc.
- Acharya, Viral & Schnabl, Philipp & Drechsler, Itamar, 2011. "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk," CEPR Discussion Papers 8679, C.E.P.R. Discussion Papers.
- Acharya, Viral & Bisin, Alberto, 2014.
"Counterparty risk externality: Centralized versus over-the-counter markets,"
Journal of Economic Theory, Elsevier, vol. 149(C), pages 153-182.
- Viral Acharya & Alberto Bisin, 2011. "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers 618, Society for Economic Dynamics.
- Viral V. Acharya & Alberto Bisin, 2011. "Counterparty Risk Externality: Centralized Versus Over-the-counter Markets," NBER Working Papers 17000, National Bureau of Economic Research, Inc.
- Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Perez, Ander, 2014.
"Credit lines as monitored liquidity insurance: Theory and evidence,"
Journal of Financial Economics, Elsevier, vol. 112(3), pages 287-319.
- Viral V. Acharya & Heitor Almeida & Filippo Ippolito & Ander Perez, 2013. "Credit Lines as Monitored Liquidity Insurance: Theory and Evidence," NBER Working Papers 18892, National Bureau of Economic Research, Inc.
- Heitor Almeida & Filippo Ippolito & Ander Perez & Viral Acharya, 2012. "Credit Lines as Monitored Liquidity Insurance: Theory and Evidence," 2012 Meeting Papers 823, Society for Economic Dynamics.
- Viral V. Acharya & Ramin P. Baghai & Krishnamurthy V. Subramanian, 2014.
"Wrongful Discharge Laws and Innovation,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(1), pages 301-346, January.
- Viral V. Acharya & Ramin P. Baghai & Krishnamurthy V. Subramanian, 2012. "Wrongful Discharge Laws and Innovation," NBER Working Papers 18516, National Bureau of Economic Research, Inc.
- Viral V Acharya & Bruce Tuckman, 2014.
"Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(4), pages 606-655, November.
- Viral V. Acharya & Bruce Tuckman, 2013. "Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage," NBER Working Papers 19773, National Bureau of Economic Research, Inc.
- Acharya, Viral & Tuckman, Bruce, 2013. "Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage," CEPR Discussion Papers 9784, C.E.P.R. Discussion Papers.
- Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2014. "A Simple Framework for Estimating Consumer Benefits from Regulating Hidden Fees," The Journal of Legal Studies, University of Chicago Press, vol. 43(S2), pages 239-252.
- William Greene & Mark N. Harris & Bruce Hollingsworth & Timothy A. Weterings, 2014. "Heterogeneity In Ordered Choice Models: A Review With Applications To Self-Assessed Health," Journal of Economic Surveys, Wiley Blackwell, vol. 28(1), pages 109-133, February.
- Greene, William & Harris, Mark N. & Hollingsworth, Bruce & Maitra, Pushkar, 2014. "A latent class model for obesity," Economics Letters, Elsevier, vol. 123(1), pages 1-5.
- Phill Wheat & William Greene & Andrew Smith, 2014. "Understanding prediction intervals for firm specific inefficiency scores from parametric stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 42(1), pages 55-65, August.
- Cabral, Luís, 2014. "Good turnover and bad turnover: Barriers to business and productivity," Economics Letters, Elsevier, vol. 125(2), pages 179-181.
- Cabral, Luis & Ozbay, Erkut Y. & Schotter, Andrew, 2014. "Intrinsic and instrumental reciprocity: An experimental study," Games and Economic Behavior, Elsevier, vol. 87(C), pages 100-121.
- Brito, Duarte & Cabral, Luís & Vasconcelos, Helder, 2014. "Divesting ownership in a rival," International Journal of Industrial Organization, Elsevier, vol. 34(C), pages 9-24.
- Cabral, Luís, 2014. "Aftermarket power and foremarket competition," International Journal of Industrial Organization, Elsevier, vol. 35(C), pages 60-69.
- Cabral, Luís & Salant, David, 2014.
"Evolving technologies and standards regulation,"
International Journal of Industrial Organization, Elsevier, vol. 36(C), pages 48-56.
- Luis Cabral & David Salant, 2008. "Evolving Technologies and Standards Regulation," Working Papers 08-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Frazzini, Andrea & Pedersen, Lasse Heje, 2014.
"Betting against beta,"
Journal of Financial Economics, Elsevier, vol. 111(1), pages 1-25.
- Andrea Frazzini & Lasse H. Pedersen, 2010. "Betting Against Beta," NBER Working Papers 16601, National Bureau of Economic Research, Inc.
- Andrea Frazzini & Lasse Heje Pedersen, 2012. "Betting Against Beta," Swiss Finance Institute Research Paper Series 12-17, Swiss Finance Institute.
- Petra Moser & Alessandra Voena & Fabian Waldinger, 2014.
"German Jewish ?migr?s and US Invention,"
American Economic Review, American Economic Association, vol. 104(10), pages 3222-3255, October.
- Moser, Petra & Voena, Alessandra & Waldinger, Fabian, 2014. "German Jewish émigrés and US invention," LSE Research Online Documents on Economics 68322, London School of Economics and Political Science, LSE Library.
- Moser, Petra & Voena, Alessandra & Waldinger, Fabian, 2014. "German Jewish Emigres and US Invention," Munich Reprints in Economics 68900, University of Munich, Department of Economics.
- Petra Moser & Alessandra Voena & Fabian Waldinger, 2014. "German-Jewish Emigres and U.S. Invention," NBER Working Papers 19962, National Bureau of Economic Research, Inc.
- Daniel Monte & Maher Said, 2014.
"The value of (bounded) memory in a changing world,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(1), pages 59-82, May.
- Monte, Daniel & Said, Maher, 2010. "Learning in hidden Markov models with bounded memory," MPRA Paper 23854, University Library of Munich, Germany, revised 23 Jun 2010.
- David Backus & Mikhail Chernov & Stanley Zin, 2014.
"Sources of Entropy in Representative Agent Models,"
Journal of Finance, American Finance Association, vol. 69(1), pages 51-99, February.
- David Backus & Mikhail Chernov & Stanley E. Zin, 2011. "Sources of Entropy in Representative Agent Models," NBER Working Papers 17219, National Bureau of Economic Research, Inc.
- David Backus & Mikhail Chernov & Stanley Zin, 2011. "Sources of Entropy in Representative Agent Models," Working Papers 11-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- Backus, David & Zin, Stanley E. & Chernov, Mikhail, 2011. "Sources of entropy in representative agent models," CEPR Discussion Papers 8488, C.E.P.R. Discussion Papers.
- Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2014. "Macroeconomic risk and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 114(1), pages 1-19.
- Mariagiovanna Baccara & Allan Collard-Wexler & Leonardo Felli & Leeat Yariv, 2014.
"Child-Adoption Matching: Preferences for Gender and Race,"
American Economic Journal: Applied Economics, American Economic Association, vol. 6(3), pages 133-158, July.
- Mariagiovanna Baccara & Allan Collard-Wexler & Leonardo Felli & Leeat Yariv, 2010. "Child-Adoption Matching: Preferences for Gender and Race," NBER Working Papers 16444, National Bureau of Economic Research, Inc.
- Baccara, Mariagiovanna & Collard-Wexler, Allan & Felli, Leonardo & Yariv, Leeat, 2014. "Child adoption matching: preferences for gender and race," LSE Research Online Documents on Economics 46795, London School of Economics and Political Science, LSE Library.
- Allan Collard-Wexler Jr., 2014. "Mergers and Sunk Costs: An Application to the Ready-Mix Concrete Industry," American Economic Journal: Microeconomics, American Economic Association, vol. 6(4), pages 407-447, November.
- John Asker & Allan Collard-Wexler & Jan De Loecker, 2014. "Dynamic Inputs and Resource (Mis)Allocation," Journal of Political Economy, University of Chicago Press, vol. 122(5), pages 1013-1063.
- Thomas Philippon, 2014. "Efficiency and Benefit-Cost Analysis of the Financial System," The Journal of Legal Studies, University of Chicago Press, vol. 43(S2), pages 107-120.
- Ales, Laurence & Maziero, Pricila & Yared, Pierre, 2014.
"A theory of political and economic cycles,"
Journal of Economic Theory, Elsevier, vol. 153(C), pages 224-251.
- Laurence Ales & Pricila Maziero & Pierre Yared, 2012. "A Theory of Political and Economic Cycles," NBER Working Papers 18354, National Bureau of Economic Research, Inc.
- Venky Venkateswaran & Randall Wright, 2014.
"Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 227-270.
- Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 227-270, National Bureau of Economic Research, Inc.
- Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Working Papers 19009, National Bureau of Economic Research, Inc.
- Savov, Alexi, 2014. "The price of skill: Performance evaluation by households," Journal of Financial Economics, Elsevier, vol. 112(2), pages 213-231.
- Paul Wachtel & Boris Vujčiɣ, 2014. "Introduction: 19th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(2), pages 155-156, June.
- Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2014.
"Institutional development and stock price synchronicity: Evidence from China,"
Journal of Comparative Economics, Elsevier, vol. 42(1), pages 92-108.
- Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2013. "Institutional development and stock price synchronicity: Evidence from China," BOFIT Discussion Papers 20/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
- Moritz Schularick & Paul Wachtel, 2014. "Editor's Choice The Making of America’s Imbalances," CESifo Economic Studies, CESifo Group, vol. 60(1), pages 62-88.
- Robert Seamans & Feng Zhu, 2014. "Responses to Entry in Multi-Sided Markets: The Impact of Craigslist on Local Newspapers," Management Science, INFORMS, vol. 60(2), pages 476-493, February.
- Christopher Mayer & Edward Morrison & Tomasz Piskorski & Arpit Gupta, 2014.
"Mortgage Modification and Strategic Behavior: Evidence from a Legal Settlement with Countrywide,"
American Economic Review, American Economic Association, vol. 104(9), pages 2830-2857, September.
- Christopher J. Mayer & Edward Morrison & Tomasz Piskorski & Arpit Gupta, 2011. "Mortgage Modification and Strategic Behavior: Evidence from a Legal Settlement with Countrywide," NBER Working Papers 17065, National Bureau of Economic Research, Inc.
- Altman, Edward I. & Kalotay, Egon A., 2014. "Ultimate recovery mixtures," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 116-129.
2013
- Robert F. Engle & Eric Ghysels & Bumjean Sohn, 2013. "Stock Market Volatility and Macroeconomic Fundamentals," The Review of Economics and Statistics, MIT Press, vol. 95(3), pages 776-797, July.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2013.
"Semiparametric Vector Mem,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1067-1086, November.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009. "Semiparametric vector MEM," Econometrics Working Papers Archive wp2009_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Cheryl J. Flynn & Clifford M. Hurvich & Jeffrey S. Simonoff, 2013. "Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(503), pages 1031-1043, September.
- Acharya, V. V., 2013.
"A transparency standard for derivatives,"
Financial Stability Review, Banque de France, issue 17, pages 81-89, April.
- Viral V. Acharya, 2012. "A Transparency Standard for Derivatives," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 83-95, National Bureau of Economic Research, Inc.
- Viral V. Acharya, 2011. "A Transparency Standard for Derivatives," NBER Working Papers 17558, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Heitor Almeida & Murillo Campello, 2013.
"Aggregate Risk and the Choice between Cash and Lines of Credit,"
Journal of Finance, American Finance Association, vol. 68(5), pages 2059-2116, October.
- Viral V. Acharya & Heitor Almeida & Murillo Campello, 2010. "Aggregate Risk and the Choice between Cash and Lines of Credit," NBER Working Papers 16122, National Bureau of Economic Research, Inc.
- Acharya, Viral & Almeida, Heitor & Campello, Murillo, 2012. "Aggregate Risk and the Choice between Cash and Lines of Credit," CEPR Discussion Papers 8913, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Schnabl, Philipp & Suarez, Gustavo, 2013.
"Securitization without risk transfer,"
Journal of Financial Economics, Elsevier, vol. 107(3), pages 515-536.
- Viral V. Acharya & Philipp Schnabl & Gustavo Suarez, 2010. "Securitization without risk transfer," NBER Working Papers 15730, National Bureau of Economic Research, Inc.
- Acharya, Viral & Schnabl, Philipp & Suarez, Gustavo, 2012. "Securitization Without Risk Transfer," CEPR Discussion Papers 8769, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Lochstoer, Lars A. & Ramadorai, Tarun, 2013.
"Limits to arbitrage and hedging: Evidence from commodity markets,"
Journal of Financial Economics, Elsevier, vol. 109(2), pages 441-465.
- Acharya, Viral & Lochstoer, Lars, 2009. "Limits to Arbitrage and Hedging: Evidence from Commodity Markets," CEPR Discussion Papers 7327, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Lars A. Lochstoer & Tarun Ramadorai, 2011. "Limits to Arbitrage and Hedging: Evidence from Commodity Markets," NBER Working Papers 16875, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Amihud, Yakov & Bharath, Sreedhar T., 2013.
"Liquidity risk of corporate bond returns: conditional approach,"
Journal of Financial Economics, Elsevier, vol. 110(2), pages 358-386.
- Viral V. Acharya & Yakov Amihud & Sreedhar T. Bharath, 2010. "Liquidity Risk of Corporate Bond Returns: A Conditional Approach," NBER Working Papers 16394, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Goldstein, Itay, 2013. "Special Issue: Research on the Financial Crisis," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 1-3.
- Acharya, Viral V. & Khandwala, Hemal & Sabri Öncü, T., 2013. "The growth of a shadow banking system in emerging markets: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 207-230.
- Viral V. Acharya & T. Sabri Öncü, 2013.
"A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 291-351, January.
- Viral V. Acharya & T. Sabri Öncü, 2013. "A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market," World Scientific Book Chapters, in: Viral V Acharya & Thorsten Beck & Douglas D Evanoff & George G Kaufman & Richard Portes (ed.), The Social Value of the Financial Sector Too Big to Fail or Just Too Big?, chapter 10, pages 159-214, World Scientific Publishing Co. Pte. Ltd..
- Acharya, Viral & Öncü, T Sabri, 2012. "A proposal for the resolution of systemically important assets and liabilities: The case of the repo market," CEPR Discussion Papers 8927, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hyun Song Shin & Tanju Yorulmazer, 2013. "A Theory of Arbitrage Capital," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 2(1), pages 62-97.
- Viral V. Acharya & Ouarda Merrouche, 2013.
"Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis,"
Review of Finance, European Finance Association, vol. 17(1), pages 107-160.
- Viral V. Acharya & Ouarda Merrouche, 2010. "Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis," NBER Working Papers 16395, National Bureau of Economic Research, Inc.
- Viral Acharya & Ouarda Merrouche, 2013. "Precautionary Hoarding of Liquidity and the Interbank Markets: Evidence from the Sub-Prime Crisis," Post-Print hal-01638078, HAL.
- Acharya, Viral & Merrouche, Ouarda, 2012. "Precautionary hoarding of liquidity and inter-bank markets: Evidence from the sub-prime crisis," CEPR Discussion Papers 8859, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Oliver F. Gottschalg & Moritz Hahn & Conor Kehoe, 2013.
"Corporate Governance and Value Creation: Evidence from Private Equity,"
The Review of Financial Studies, Society for Financial Studies, vol. 26(2), pages 368-402.
- Acharya, Viral & Kehoe, Conor & Hahn, Moritz, 2009. "Corporate Governance and Value Creation: Evidence from Private Equity," CEPR Discussion Papers 7242, C.E.P.R. Discussion Papers.
- Oliver Gottschalg & Viral V. Acharya & Moritz Hahn & Conor Kehoe, 2013. "Corporate Governance and Value Creation: Evidence from Private Equity," Post-Print hal-00784067, HAL.
- Viral V. Acharya & Raghuram G. Rajan, 2013.
"Sovereign Debt, Government Myopia, and the Financial Sector,"
The Review of Financial Studies, Society for Financial Studies, vol. 26(6), pages 1526-1560.
- Rajan, Raghuram & Acharya, Viral, 2011. "Sovereign debt, government myopia, and the financial sector," CEPR Discussion Papers 8668, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Raghuram G. Rajan, 2011. "Sovereign Debt, Government Myopia, and the Financial Sector," NBER Working Papers 17542, National Bureau of Economic Research, Inc.
- Viral V. Acharya, 2013. "Dark Markets, by Darrell Duffie," Quantitative Finance, Taylor & Francis Journals, vol. 13(1), pages 25-26, January.
- Viral V. Acharya & Ramin P. Baghai & Krishnamurthy V. Subramanian, 2013.
"Labor Laws and Innovation,"
Journal of Law and Economics, University of Chicago Press, vol. 56(4), pages 997-1037.
- Viral V. Acharya & Ramin P. Baghai & Krishnamurthy V. Subramanian, 2010. "Labor Laws and Innovation," NBER Working Papers 16484, National Bureau of Economic Research, Inc.
- Acharya, Viral & Subramanian, Krishnamurthy & Baghai, Ramin, 2009. "Labor Laws and Innovation," CEPR Discussion Papers 7171, C.E.P.R. Discussion Papers.
- Johannes Stroebel & Arthur van Benthem, 2013. "Resource Extraction Contracts Under Threat of Expropriation: Theory and Evidence," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1622-1639, December.
- Claessens, Stijn & Ghosh, Swati R. & Mihet, Roxana, 2013.
"Macro-prudential policies to mitigate financial system vulnerabilities,"
Journal of International Money and Finance, Elsevier, vol. 39(C), pages 153-185.
- Mr. Stijn Claessens & Swart R. Ghosh & Miss Roxana Mihet, 2014. "Macro-Prudential Policies to Mitigate Financial System Vulnerabilities," IMF Working Papers 2014/155, International Monetary Fund.
- Roxana Mihet, 2013.
"Effects of culture on firm risk-taking: a cross-country and cross-industry analysis,"
Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 37(1), pages 109-151, February.
- Miss Roxana Mihet, 2012. "Effects of Culture on Firm Risk-Taking: A Cross-Country and Cross-Industry Analysis," IMF Working Papers 2012/210, International Monetary Fund.
- Nicholas Bloom & Paul M. Romer & Stephen J. Terry & John Van Reenen, 2013.
"A Trapped-Factors Model of Innovation,"
American Economic Review, American Economic Association, vol. 103(3), pages 208-213, May.
- Nicholas Bloom & Paul Romer & Stephen Terry & John Van Reenen, 2013. "A Trapped Factors Model of Innovation," CEP Discussion Papers dp1189, Centre for Economic Performance, LSE.
- Bloom, Nicholas & Romer, Paul & Terry, Stephen & Van Reenen, John, 2013. "A trapped factors model of innovation," LSE Research Online Documents on Economics 48920, London School of Economics and Political Science, LSE Library.
- Bloom, Nicholas & Romer, Paul M. & Terry, Stephen J. & Van Reenen, John, 2013. "A trapped-factors model of innovation," LSE Research Online Documents on Economics 59326, London School of Economics and Political Science, LSE Library.
- Sherrie L.W. Rhine & William H. Greene, 2013. "Factors That Contribute to Becoming Unbanked," Journal of Consumer Affairs, Wiley Blackwell, vol. 47(1), pages 27-45, April.
- Seyed Ehsan Saffari & Robiah Adnan & William Greene, 2013. "Investigating the impact of excess zeros on hurdle-generalized Poisson regression model with right censored count data," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(1), pages 67-80, February.
- William H. Greene & Ana P. Martins, 2013. "Striking Features of the Labor Market: Theory," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(2), pages 1-24.
- William H. Greene & Ana P. Martins, 2013. "Striking Features of the Labor Market: Empirical Evidence," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(2), pages 25-53.
- Ryan Mutter & William Greene & William Spector & Michael Rosko & Dana Mukamel, 2013. "Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes," Journal of Productivity Analysis, Springer, vol. 39(2), pages 101-110, April.
- David Hensher & Andrew Collins & William Greene, 2013. "Accounting for attribute non-attendance and common-metric aggregation in a probabilistic decision process mixed multinomial logit model: a warning on potential confounding," Transportation, Springer, vol. 40(5), pages 1003-1020, September.
- William H. Greene & David A. Hensher, 2013.
"Revealing additional dimensions of preference heterogeneity in a latent class mixed multinomial logit model,"
Applied Economics, Taylor & Francis Journals, vol. 45(14), pages 1897-1902, May.
- William Greene & David Hensher, 2010. "Revealing Additional Dimensions of Preference Heterogeneity in a Latent Class Mixed Multinomial Logit Model," Working Papers 10-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Stephen Hynes & William Greene, 2013. "A Panel Travel Cost Model Accounting for Endogenous Stratification and Truncation: A Latent Class Approach," Land Economics, University of Wisconsin Press, vol. 89(1), pages 177-192.
- Clifford S. Asness & Tobias J. Moskowitz & Lasse Heje Pedersen, 2013. "Value and Momentum Everywhere," Journal of Finance, American Finance Association, vol. 68(3), pages 929-985, June.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2013.
"Dynamic Trading with Predictable Returns and Transaction Costs,"
Journal of Finance, American Finance Association, vol. 68(6), pages 2309-2340, December.
- Nicolae B. Garleanu & Lasse H. Pedersen, 2009. "Dynamic Trading with Predictable Returns and Transaction Costs," NBER Working Papers 15205, National Bureau of Economic Research, Inc.
- Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2009. "Dynamic Trading with Predictable Returns and Transaction Costs," CEPR Discussion Papers 7392, C.E.P.R. Discussion Papers.
- Petra Moser, 2013. "Patents and Innovation: Evidence from Economic History," Journal of Economic Perspectives, American Economic Association, vol. 27(1), pages 23-44, Winter.
- Petra Moser & Tom Nicholas, 2013. "Prizes, Publicity and Patents: Non-Monetary Awards as a Mechanism to Encourage Innovation," Journal of Industrial Economics, Wiley Blackwell, vol. 61(3), pages 763-788, September.
- Ryan Lampe & Petra Moser, 2013. "Patent pools and innovation in substitute technologies—evidence from the 19th-century sewing machine industry," RAND Journal of Economics, RAND Corporation, vol. 44(4), pages 757-778, December.
- Raphael Boleslavsky & Maher Said, 2013.
"Progressive Screening: Long-Term Contracting with a Privately Known Stochastic Process,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(1), pages 1-34.
- Ralph Boleslavsky & Maher Said, 2011. "Progressive Screening: Long-Term Contracting with a Privately Known Stochastic Process," Working Papers 2011-5, University of Miami, Department of Economics.
- Stephen J. Brown & Bruce D. Grundy & Craig M. Lewis & Patrick Verwijmeren, 2013. "Hedge Fund Involvement in Convertible Securities," Journal of Applied Corporate Finance, Morgan Stanley, vol. 25(4), pages 60-73, December.
- Turan G. Bali & Stephen J. Brown & K. Ozgur Demirtas, 2013. "Do Hedge Funds Outperform Stocks and Bonds?," Management Science, INFORMS, vol. 59(8), pages 1887-1903, August.
- Allan Collard‐Wexler, 2013. "Demand Fluctuations in the Ready‐Mix Concrete Industry," Econometrica, Econometric Society, vol. 81(3), pages 1003-1037, May.
- Katz, Barbara G. & Owen, Joel, 2013.
"Exploring tax evasion in the context of political uncertainty,"
Economic Systems, Elsevier, vol. 37(2), pages 141-154.
- Barbara G. Katz & Joel Owen, 2012. "Exploring Tax Evasion in the Context of Political Uncertainty," Working Papers 12-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- Agrawal, Ashwini K., 2013.
"The impact of investor protection law on corporate policy and performance: Evidence from the blue sky laws,"
Journal of Financial Economics, Elsevier, vol. 107(2), pages 417-435.
- Agrawal, Ashwini K., 2013. "The impact of investor protection law on corporate policy and performance: evidence from the blue sky laws," LSE Research Online Documents on Economics 69607, London School of Economics and Political Science, LSE Library.
- Agrawal, Ashwini K. & Matsa, David A., 2013.
"Labor unemployment risk and corporate financing decisions,"
Journal of Financial Economics, Elsevier, vol. 108(2), pages 449-470.
- Agrawal, Ashwini K. & Matsa, David A., 2013. "Labor unemployment risk and corporate financing decisions," LSE Research Online Documents on Economics 69608, London School of Economics and Political Science, LSE Library.
- Thomas Philippon & Ariell Reshef, 2013. "An International Look at the Growth of Modern Finance," Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 73-96, Spring.
- Thomas Philippon & Philipp Schnabl, 2013.
"Efficient Recapitalization,"
Journal of Finance, American Finance Association, vol. 68(1), pages 1-42, February.
- Philippon, Thomas & Schnabl, Philipp, 2009. "Efficient Recapitalization," CEPR Discussion Papers 7516, C.E.P.R. Discussion Papers.
- Thomas Philippon & Philipp Schnabl, 2009. "Efficient Recapitalization," NBER Working Papers 14929, National Bureau of Economic Research, Inc.
- Kei Kawai & Yasutora Watanabe, 2013.
"Inferring Strategic Voting,"
American Economic Review, American Economic Association, vol. 103(2), pages 624-662, April.
- Yasutora Watanabe & Kei Kawai, 2009. "Inferring Strategic Voting," 2009 Meeting Papers 803, Society for Economic Dynamics.
- Mikhail Golosov & Pricila Maziero & Guido Menzio, 2013.
"Taxation and Redistribution of Residual Income Inequality,"
Journal of Political Economy, University of Chicago Press, vol. 121(6), pages 1160-1204.
- Mikhail Golosov & Pricila Maziero & Guido Menzio, 2012. "Taxation and Redistribution of Residual Income Inequality," NBER Working Papers 18151, National Bureau of Economic Research, Inc.
- Mikhail Golosov & Pricila Maziero & Guido Menzio, 2012. "Taxation and Redistribution of Residual Income Inequality," PIER Working Paper Archive 12-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- John, Kose & Mateti, Ravi S. & Vasudevan, Gopala, 2013.
"Resolution of financial distress: A theory of the choice between Chapter 11 and workouts,"
Journal of Financial Stability, Elsevier, vol. 9(2), pages 196-209.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Kose John & Ravi S. Mateti & Zhaoyun Shangguan & Gopala Vasudevan, 2013.
"Does overvaluation of bidder stock drive acquisitions? The case of public and private targets,"
International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 188-204.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Francis, Bill & Hasan, Iftekhar & John, Kose & Sharma, Zenu, 2013.
"Asymmetric benchmarking of pay in firms,"
Journal of Corporate Finance, Elsevier, vol. 23(C), pages 39-53.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Lawrence J. White, 2013.
"Credit Rating Agencies: An Overview,"
Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 93-122, November.
- Lawrence J. White, 2013. "Credit Rating Agencies: An Overview," Working Papers 13-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2013. "A Note from the General Editor About This Special Issue," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 43(1), pages 1-1, August.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2013.
"The Puzzle of Index Option Returns,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(2), pages 229-257.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2011. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2011-17, Department of Economics, University of Konstanz.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2012. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2012-35, Department of Economics, University of Konstanz.
- Yakov Amihud & Ruslan Goyenko, 2013. "Mutual Fund's R-super-2 as Predictor of Performance," The Review of Financial Studies, Society for Financial Studies, vol. 26(3), pages 667-694.
- Marcin Kacperczyk & Philipp Schnabl, 2013. "How Safe Are Money Market Funds?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 128(3), pages 1073-1122.
- Sadique, Shibley & In, Francis & Veeraraghavan, Madhu & Wachtel, Paul, 2013. "Soft information and economic activity: Evidence from the Beige Book," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 81-92.
- Paul Wachtel & Boris Vujcic, 2013. "18th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 55(2), pages 199-200, June.
- Edward I. Altman & Alessandro Danovi & Alberto Falini, 2013. "Z-Score Models’ application to Italian companies subject to extraordinary administration," BANCARIA, Bancaria Editrice, vol. 4, pages 24-37, April.
- Edward I. Altman & Brenda J. Kuehne, 2013. "Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 269-296, December.
- Edward I. Altman & Herbert A. Rijken, 2013. "Sovereign default risk assessment," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 6-27.
- Edward I. Altman & Alessandro Giannozzi & Oliviero Roggi & Gabriele Sabato, 2013. "Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers?," BANCARIA, Bancaria Editrice, vol. 10, pages 54-71, October.
2012
- Viral Acharya & Robert Engle & Matthew Richardson, 2012. "Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks," American Economic Review, American Economic Association, vol. 102(3), pages 59-64, May.
- Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2012. "Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 222-223, February.
- Michael Spence & Roberto Zagha, 2012. "Employment: Global and Country Perspectives," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 54(4), pages 689-701, December.
- Michael Spence & Sandile Hlatshwayo, 2012. "The Evolving Structure of the American Economy and the Employment Challenge," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 54(4), pages 703-738, December.
- Mohamed A. El-Erian & Michael Spence, 2012. "Systemic Risk, Multiple Equilibriums, and Market Dynamics: What You Need to Know and Why," Financial Analysts Journal, Taylor & Francis Journals, vol. 68(5), pages 18-24, September.
- Economides, Nicholas & Tåg, Joacim, 2012.
"Network neutrality on the Internet: A two-sided market analysis,"
Information Economics and Policy, Elsevier, vol. 24(2), pages 91-104.
- Nicholas Economides & Joacim Tag, 2007. "Net Neutrality on the Internet: A Two-sided Market Analysis," Working Papers 07-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- Economides, Nicholas & Tåg, Joacim, 2008. "Network Neutrality on the Internet: A Two-sided Market Analysis," Working Paper Series 727, Research Institute of Industrial Economics, revised 09 Nov 2011.
- Nicholas Economides & Joacim Tåg, 2007. "Net Neutrality on the Internet: A Two-sided Market Analysis," Working Papers 07-14, NET Institute, revised Sep 2007.
- Nicholas Economides & Joacim Tåg, 2007. "Net Neutrality on the Internet: A Two-sided Market Analysis," Working Papers 07-45, NET Institute, revised Nov 2007.
- Nicholas Economides & Benjamin E. Hermalin, 2012.
"The economics of network neutrality,"
RAND Journal of Economics, RAND Corporation, vol. 43(4), pages 602-629, December.
- Nicholas Economides & Benjamin Hermalin, 2010. "The Economics of Network Neutrality," Working Papers 10-25, NET Institute.
- Nicholas Economides & Benjamin Hermalin, 2010. "The Economics of Network Neutrality," Working Papers 10-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- Rebecca J. Sela & Clifford M. Hurvich, 2012. "The averaged periodogram estimator for a power law in coherency," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(2), pages 340-363, March.
- Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012.
"Global, local, and contagious investor sentiment,"
Journal of Financial Economics, Elsevier, vol. 104(2), pages 272-287.
- Malcolm Baker & Jeffrey Wurgler & Yu Yuan, 2009. "Global, local, and contagious investor sentiment," Globalization Institute Working Papers 37, Federal Reserve Bank of Dallas.
- Baker, Malcolm & Pan, Xin & Wurgler, Jeffrey, 2012. "The effect of reference point prices on mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 106(1), pages 49-71.
- Malcolm Baker & Jeffrey Wurgler, 2012. "Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 2(1), pages 57-87.
- Viral V. Acharya & Denis Gromb & Tanju Yorulmazer, 2012.
"Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 184-217, April.
- Gromb, Denis & Acharya, Viral & Yorulmazer, Tanju, 2008. "Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking," CEPR Discussion Papers 6984, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Matthew Richardson, 2012. "Implications of the Dodd-Frank Act," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 1-38, October.
- AcharYa, V. V. & Drechsler, I. & Schnabl, P., 2012. "A tale of two overhangs:the nexus of fi nancial sector and sovereign credit risks," Financial Stability Review, Banque de France, issue 16, pages 51-56, April.
- Viral V. Acharya & Nirupama Kulkarni, 2012. "What Saved the Indian Banking System: State Ownership or State Guarantees?," The World Economy, Wiley Blackwell, vol. 35(1), pages 19-31, January.
- Acharya, Viral & Naqvi, Hassan, 2012.
"The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle,"
Journal of Financial Economics, Elsevier, vol. 106(2), pages 349-366.
- Acharya, Viral & Naqvi, Hassan, 2012. "The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking over the Business Cycle," CEPR Discussion Papers 8851, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2012.
"Robust capital regulation,"
Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 18(May).
- Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2011. "Robust capital regulation," Staff Reports 490, Federal Reserve Bank of New York.
- Thakor, Anjan & Acharya, Viral & Mehran, Hamid & Schuermann, Til, 2012. "Robust Capital Regulation," CEPR Discussion Papers 8792, C.E.P.R. Discussion Papers.
- Acharya, Viral, 2012. "Is State Ownership in the Indian Banking Sector Desirable?," India Policy Forum, National Council of Applied Economic Research, vol. 8(1), pages 1-35.
- Viral Acharya & Sergei A. Davydenko & Ilya A. Strebulaev, 2012.
"Cash Holdings and Credit Risk,"
The Review of Financial Studies, Society for Financial Studies, vol. 25(12), pages 3572-3609.
- Viral V. Acharya & Sergei A. Davydenko & Ilya A. Strebulaev, 2011. "Cash Holdings and Credit Risk," NBER Working Papers 16995, National Bureau of Economic Research, Inc.
- Acharya, Viral & Strebulaev, Ilya & Davydenko, Sergei A., 2009. "Cash Holdings and Credit Risk," CEPR Discussion Papers 7125, C.E.P.R. Discussion Papers.
- Joyee Deb, 2012.
"Observability and Sorting in a Market for Names,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 21(2), pages 301-338, June.
- Joyee Deb, 2008. "Observability and Sorting in a Market for Names," Working Papers 08-25, New York University, Leonard N. Stern School of Business, Department of Economics.
- Johannes Stroebel & John B. Taylor, 2012. "Estimated Impact of the Federal Reserve’s Mortgage-Backed Securities Purchase Program," International Journal of Central Banking, International Journal of Central Banking, vol. 8(2), pages 1-42, June.
- Hornstein, Abigail S. & Greene, William H., 2012.
"Usage of an estimated coefficient as a dependent variable,"
Economics Letters, Elsevier, vol. 116(3), pages 316-318.
- Abigail S. Hornstein & William H. Greene, 2012. "Usage of an estimated coefficient as a dependent variable," Wesleyan Economics Working Papers 2012-011, Wesleyan University, Department of Economics.
- David Hensher & John Rose & William Greene, 2012. "Inferring attribute non-attendance from stated choice data: implications for willingness to pay estimates and a warning for stated choice experiment design," Transportation, Springer, vol. 39(2), pages 235-245, March.
- Boris Bravo-Ureta & William Greene & Daniel Solís, 2012. "Technical efficiency analysis correcting for biases from observed and unobserved variables: an application to a natural resource management project," Empirical Economics, Springer, vol. 43(1), pages 55-72, August.
- Cabral, Luís, 2012. "Oligopoly Dynamics," International Journal of Industrial Organization, Elsevier, vol. 30(3), pages 278-282.
- Cabral, Luís & Fishman, Arthur, 2012.
"Business as usual: A consumer search theory of sticky prices and asymmetric price adjustment,"
International Journal of Industrial Organization, Elsevier, vol. 30(4), pages 371-376.
- Luís Cabral & Arthur Fishman, 2011. "Business as Usual: A Consumer Search Theory of Sticky Prices and Asymmetric Price Adjustment," Working Papers 2011-01, Bar-Ilan University, Department of Economics.
- Luís Cabral, 2012. "Lock in and switch: Asymmetric information and new product diffusion," Quantitative Marketing and Economics (QME), Springer, vol. 10(3), pages 375-392, September.
- Luís Cabral, 2012. "Technology uncertainty, sunk costs, and industry shakeout," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 21(3), pages 539-552, June.
- Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje, 2012. "Time series momentum," Journal of Financial Economics, Elsevier, vol. 104(2), pages 228-250.
- Petra Moser & Alessandra Voena, 2012.
"Compulsory Licensing: Evidence from the Trading with the Enemy Act,"
American Economic Review, American Economic Association, vol. 102(1), pages 396-427, February.
- Petra Moser & Alessandra Voena, 2009. "Compulsory Licensing - Evidence from the Trading with the Enemy Act," NBER Working Papers 15598, National Bureau of Economic Research, Inc.
- Petra Moser & Alessandra Voena, 2010. "Compulsory Licensing: Evidence from the Trading with the Enemy Act," Discussion Papers 09-026, Stanford Institute for Economic Policy Research.
- Moser, Petra, 2012. "Taste-based discrimination evidence from a shift in ethnic preferences after WWI," Explorations in Economic History, Elsevier, vol. 49(2), pages 167-188.
- Petra Moser, 2012. "Innovation without Patents: Evidence from World's Fairs," Journal of Law and Economics, University of Chicago Press, vol. 55(1), pages 43-74.
- Said, Maher, 2012.
"Auctions with dynamic populations: Efficiency and revenue maximization,"
Journal of Economic Theory, Elsevier, vol. 147(6), pages 2419-2438.
- Said, Maher, 2008. "Auctions with Dynamic Populations: Efficiency and Revenue Maximization," MPRA Paper 11456, University Library of Munich, Germany.
- Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher, 2012.
"Trust and delegation,"
Journal of Financial Economics, Elsevier, vol. 103(2), pages 221-234.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009. "Trust and Delegation," NBER Working Papers 15529, National Bureau of Economic Research, Inc.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009. "Trust and Delegation," Yale School of Management Working Papers amz2545, Yale School of Management, revised 13 Nov 2009.
- Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2012. "Systematic risk and the cross section of hedge fund returns," Journal of Financial Economics, Elsevier, vol. 106(1), pages 114-131.
- Brown, Stephen J. & Lajbcygier, Paul & Wong, Woon Weng, 2012. "Estimating the cost of capital with basis assets," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3071-3079.
- Stephen J. Brown & Bruce D. Grundy & Craig M. Lewis & Patrick Verwijmeren, 2012. "Convertibles and Hedge Funds as Distributors of Equity Exposure," The Review of Financial Studies, Society for Financial Studies, vol. 25(10), pages 3077-3112.
- Stephen J. Brown, 2012. "Quantitative measures of operational risk: an application to funds management," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52(4), pages 1001-1011, December.
- Stephen J. Brown & Greg N. Gregoriou & Razvan Pascalau, 2012. "Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 2(1), pages 89-110.
- Ashwini K. Agrawal, 2012.
"Corporate Governance Objectives of Labor Union Shareholders: Evidence from Proxy Voting,"
The Review of Financial Studies, Society for Financial Studies, vol. 25(1), pages 187-226.
- Agrawal, Ashwini, 2012. "Corporate governance objectives of labor union shareholders: evidence from proxy voting," LSE Research Online Documents on Economics 69609, London School of Economics and Political Science, LSE Library.
- Thomas Philippon & Vasiliki Skreta, 2012.
"Optimal Interventions in Markets with Adverse Selection,"
American Economic Review, American Economic Association, vol. 102(1), pages 1-28, February.
- Vasiliki Skreta & Thomas Philippon, 2010. "Optimal Interventions in Markets with Adverse Selection," 2010 Meeting Papers 1333, Society for Economic Dynamics.
- Philippon, Thomas & Skreta, Vasiliki, 2010. "Optimal Interventions in Markets with Adverse Selection," CEPR Discussion Papers 7737, C.E.P.R. Discussion Papers.
- Thomas Philippon & Vasiliki Skreta, 2010. "Optimal Interventions in Markets with Adverse Selection," NBER Working Papers 15785, National Bureau of Economic Research, Inc.
- Thomas Philippon & Vasiliki Skreta, 2011. "Optimal Interventions in Markets with Adverse Selection," Working Papers 11-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Thomas Philippon & Ariell Reshef, 2012. "Wages and Human Capital in the U.S. Finance Industry: 1909--2006," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 127(4), pages 1551-1609.
- Sris Chatterjee & Kose John & An Yan, 2012.
"Takeovers and Divergence of Investor Opinion,"
The Review of Financial Studies, Society for Financial Studies, vol. 25(1), pages 227-277.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Rebel Cole & Lawrence White, 2012.
"Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 5-29, October.
- Rebel A. Cole & Lawrence J. White, 2010. "Deja Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around," Working Papers 10-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cole, Rebel A. & White, Lawrence J., 2010. "Déjà vu all over again: The causes of U.S. commercial bank failures this time around," MPRA Paper 24690, University Library of Munich, Germany, revised 28 Jul 2010.
- Lenzu, Simone & Tedeschi, Gabriele, 2012.
"Systemic risk on different interbank network topologies,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4331-4341.
- Simone LENZU & Gabriele TEDESCHI, 2012. "Systemic risk on different interbank network topologies," Working Papers 375, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Paul Wachtel, 2012.
"L'évolution du rôle de la Federal Reserve,"
Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 265-280.
- Paul Wachtel, 2012. "L’évolution du rôle de la Federal Reserve," Revue d'Économie Financière, Programme National Persée, vol. 105(1), pages 265-279.
- Paul Wachtel & Boris Vujcic, 2012. "17th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 54(3), pages 441-442, September.
- Chatterji, Aaron K. & Seamans, Robert C., 2012. "Entrepreneurial finance, credit cards, and race," Journal of Financial Economics, Elsevier, vol. 106(1), pages 182-195.
- Robert C. Seamans, 2012. "Fighting City Hall: Entry Deterrence and Technology Upgrades in Cable TV Markets," Management Science, INFORMS, vol. 58(3), pages 461-475, March.
- Altman, Edward & Rijken, Herbert, 2012.
"Toward a bottom-up approach to assessing sovereign default risk: an update,"
Journal of Financial Transformation, Capco Institute, vol. 34, pages 19-29.
- Edward I. Altman & Herbert Rijken, 2013. "Toward A Bottom-Up Approach To Assessing Sovereign Default Risk: An Update," World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 2, pages 41-64, World Scientific Publishing Co. Pte. Ltd..
- Arjun Joshua & S. Pecker & J. Ruhman & E. Altman & S. Ilani, 2012. "A universal critical density underlying the physics of electrons at the LaAlO3/SrTiO3 interface," Nature Communications, Nature, vol. 3(1), pages 1-7, January.
2011
- Colacito, Riccardo & Engle, Robert F. & Ghysels, Eric, 2011. "A component model for dynamic correlations," Journal of Econometrics, Elsevier, vol. 164(1), pages 45-59, September.
- Robert F. Engle, 2011. "Long-Term Skewness and Systemic Risk," Journal of Financial Econometrics, Oxford University Press, vol. 9(3), pages 437-468, Summer.
- José Gonzalo Rangel & Robert F. Engle, 2011.
"The Factor--Spline--GARCH Model for High and Low Frequency Correlations,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124, May.
- José Rangel & Robert Engle, 2012. "The Factor–Spline–GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124.
- Rangel José Gonzalo & Engle Robert F., 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México.
- Robert Engle & Bryan Kelly, 2011. "Dynamic Equicorrelation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 212-228, July.
- Michael Spence & Roberto Zagha, 2011. "Restoring Inclusive Growth in Advanced Economies: A Conversation with Economists and Policy Makers from the G20," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 53(3), pages 333-347, September.
- Nicholas ECONOMIDES, 2011.
"Broadband Openness Rules Are Fully Justified by Economic Research,"
Communications & Strategies, IDATE, Com&Strat dept., vol. 1(84), pages 127-151, 4th quart.
- Nicholas Economides, 2010. "Broadband Openness Rules Are Fully Justified by Economic Research," Working Papers 10-02, NET Institute, revised Apr 2010.
- Viral V. Acharya & Peter DeMarzo & Ilan Kremer, 2011.
"Endogenous Information Flows and the Clustering of Announcements,"
American Economic Review, American Economic Association, vol. 101(7), pages 2955-2979, December.
- Viral V. Acharya & Peter M. DeMarzo & Ilan Kremer, 2010. "Endogenous Information Flows and the Clustering of Announcements," NBER Working Papers 16485, National Bureau of Economic Research, Inc.
- DeMarzo, Peter & Acharya, Viral & Kremer, Ilan, 2011. "Endogenous Information Flows and the Clustering of Announcements," CEPR Discussion Papers 8680, C.E.P.R. Discussion Papers.
- DeMarzo, Peter & Acharya, Viral & Kremer, Ilan, 2008. "Endogenous Information Flows and the Clustering of Announcements," CEPR Discussion Papers 6985, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Thomas Cooley & Matthew Richardson & Richard Sylla & Ingo Walter, 2011. "The Dodd‐Frank Wall Street Reform and Consumer Protection Act: Accomplishments and Limitations," Journal of Applied Corporate Finance, Morgan Stanley, vol. 23(1), pages 43-56, January.
- Viral V. Acharya & S. Viswanathan, 2011.
"Leverage, Moral Hazard, and Liquidity,"
Journal of Finance, American Finance Association, vol. 66(1), pages 99-138, February.
- Viral V. Acharya & S. Viswanathan, 2010. "Leverage, Moral Hazard and Liquidity," NBER Working Papers 15837, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Stewart C. Myers & Raghuram G. Rajan, 2011.
"The Internal Governance of Firms,"
Journal of Finance, American Finance Association, vol. 66(3), pages 689-720, June.
- Myers, Stewart C & Rajan, Raghuram & Acharya, Viral, 2009. "The Internal Governance of Firms," CEPR Discussion Papers 7210, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Stewart C. Myers & Raghuram Rajan, 2009. "The Internal Governance of Firms," NBER Working Papers 15568, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Douglas Gale & Tanju Yorulmazer, 2011.
"Rollover Risk and Market Freezes,"
Journal of Finance, American Finance Association, vol. 66(4), pages 1177-1209, August.
- Gale, Douglas M & Acharya, Viral & Yorulmazer, Tanju, 2009. "Rollover Risk and Market Freezes," CEPR Discussion Papers 7122, C.E.P.R. Discussion Papers.
- Acharya, Viral & Gale, Douglas & Yorulmazer, Tanju, 2010. "Rollover Risk and Market Freezes," Working Papers 11-11, University of Pennsylvania, Wharton School, Weiss Center.
- Viral V. Acharya & Douglas Gale & Tanju Yorulmazer, 2010. "Rollover Risk and Market Freezes," NBER Working Papers 15674, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Amihud, Yakov & Litov, Lubomir, 2011.
"Creditor rights and corporate risk-taking,"
Journal of Financial Economics, Elsevier, vol. 102(1), pages 150-166, October.
- Viral V. Acharya & Yakov Amihud & Lubomir Litov, 2009. "Creditor rights and corporate risk-taking," NBER Working Papers 15569, National Bureau of Economic Research, Inc.
- Acharya, Viral & Amihud, Yakov & Litov, Lubomir P., 2008. "Creditor Rights and Corporate Risk-taking," CEPR Discussion Papers 6697, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Sundaram, Rangarajan K. & John, Kose, 2011.
"Cross-country variations in capital structures: The role of bankruptcy codes,"
Journal of Financial Intermediation, Elsevier, vol. 20(1), pages 25-54, January.
- John, Kose & Acharya, Viral & Sundaram, Rangarajan K, 2005. "Cross-Country Variations in Capital Structures: The Role of Bankruptcy Codes," CEPR Discussion Papers 4916, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Skeie, David, 2011.
"A model of liquidity hoarding and term premia in inter-bank markets,"
Journal of Monetary Economics, Elsevier, vol. 58(5), pages 436-447.
- Viral V. Acharya & David R. Skeie, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Staff Reports 498, Federal Reserve Bank of New York.
- Acharya, Viral & Skeie, David, 2011. "A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets," CEPR Discussion Papers 8705, C.E.P.R. Discussion Papers.
- Hyun Song Shin & Viral Acharya & Tanju Yorulmazer, 2011.
"Fire Sale FDI,"
Korean Economic Review, Korean Economic Association, vol. 27, pages 163-202.
- Shin, Hyun Song & Acharya, Viral & Yorulmazer, Tanju, 2007. "Fire-sale FDI," CEPR Discussion Papers 6319, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Jean Imbs & Jason Sturgess, 2011.
"Finance and Efficiency: Do Bank Branching Regulations Matter?,"
Review of Finance, European Finance Association, vol. 15(1), pages 135-172.
- Imbs, Jean & Acharya, Viral & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6029, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Jean Imbs & Jason Sturgess, 2006. "Finance and Efficiency: Do Bank Branching Regulations Matter?," Swiss Finance Institute Research Paper Series 06-36, Swiss Finance Institute.
- Imbs, Jean & Acharya, Viral & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6202, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hyun Song Shin & Tanju Yorulmazer, 2011.
"Crisis Resolution and Bank Liquidity,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 2166-2205.
- Viral V. Acharya & Hyun Song Shin & Tanju Yorulmazer, 2009. "Crisis Resolution and Bank Liquidity," NBER Working Papers 15567, National Bureau of Economic Research, Inc.
- Horton, John J., 2011. "The condition of the Turking class: Are online employers fair and honest?," Economics Letters, Elsevier, vol. 111(1), pages 10-12, April.
- Greene, William, 2011.
"Fixed Effects Vector Decomposition: A Magical Solution to the Problem of Time-Invariant Variables in Fixed Effects Models?,"
Political Analysis, Cambridge University Press, vol. 19(2), pages 135-146, April.
- William Greene, 2010. "Fixed Effects Vector Decomposition: A Magical Solution to the Problem of Time Invariant Variables in Fixed Effects Models?," Working Papers 10-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, William, 2011. "Reply to Rejoinder by Plümper and Troeger," Political Analysis, Cambridge University Press, vol. 19(2), pages 170-172, April.
- Hensher, David A. & Greene, William H. & Li, Zheng, 2011. "Embedding risk attitude and decision weights in non-linear logit to accommodate time variability in the value of expected travel time savings," Transportation Research Part B: Methodological, Elsevier, vol. 45(7), pages 954-972, August.
- William E. Becker & William H. Greene & John J. Siegfried, 2011.
"Do Undergraduate Majors or Ph.D. Students Affect Faculty Size?,"
The American Economist, Sage Publications, vol. 56(1), pages 69-77, May.
- Becker, William E. & Greene, William H & Siedfried, John J., 2011. "Do undergraduate majors or Ph.D. students affect faculty size?," MPRA Paper 39930, University Library of Munich, Germany.
- William E. Becker & William H. Greene & John J. Siegfried, 2010. "Do Undergraduate Majors or Ph.D. Students Affect Faculty Size?," CESifo Working Paper Series 3065, CESifo.
- John Stanley & David A. Hensher & Janet Stanley & Graham Currie & William H. Greene & Dianne Vella-Brodrick, 2011. "Social Exclusion and the Value of Mobility," Journal of Transport Economics and Policy, University of Bath, vol. 45(2), pages 197-222, May.
- David A. Hensher & William H. Greene, 2011. "Valuation of Travel Time Savings in WTP and Preference Space in the Presence of Taste and Scale Heterogeneity," Journal of Transport Economics and Policy, University of Bath, vol. 45(3), pages 505-525, September.
- Cabral, Luís & Vasconcelos, Hélder, 2011. "Vertical integration and right of first refusal," Economics Letters, Elsevier, vol. 113(1), pages 50-53, October.
- Luís Cabral, 2011.
"Dynamic Price Competition with Network Effects,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(1), pages 83-111.
- Luis Cabral, 2008. "Dynamic Price Competition with Network Effects," Working Papers 08-4, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luis, 2008. "Dynamic Price Competition with Network Effects," CEPR Discussion Papers 6687, C.E.P.R. Discussion Papers.
- Luis Cabral, 2007. "Dynamic Price Competition with Network Effects," 2007 Meeting Papers 326, Society for Economic Dynamics.
- Luís Cabral, 2007. "Dynamic Price Competition with Network Effects," Working Papers 22, Portuguese Competition Authority.
- Cabral, Luis, 2009. "Dynamic price competition with network effects," IESE Research Papers D/843, IESE Business School.
- Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2011.
"How Sovereign Is Sovereign Credit Risk?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 75-103, April.
- Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2007. "How Sovereign is Sovereign Credit Risk?," NBER Working Papers 13658, National Bureau of Economic Research, Inc.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2011.
"Margin-based Asset Pricing and Deviations from the Law of One Price,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 1980-2022.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2011. "Margin-Based Asset Pricing and Deviations from the Law of One Price," NBER Working Papers 16777, National Bureau of Economic Research, Inc.
- Moser, Petra, 2011. "Do Patents Weaken the Localization of Innovations? Evidence from World's Fairs," The Journal of Economic History, Cambridge University Press, vol. 71(2), pages 363-382, June.
- Said, Maher, 2011.
"Sequential auctions with randomly arriving buyers,"
Games and Economic Behavior, Elsevier, vol. 73(1), pages 236-243, September.
- Said, Maher, 2008. "Dynamic Markets with Randomly Arriving Agents," MPRA Paper 9868, University Library of Munich, Germany.
- Stephen J. Brown, 2011. "The efficient markets hypothesis: The demise of the demon of chance?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(1), pages 79-95, March.
- Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2011. "Do hedge funds' exposures to risk factors predict their future returns?," Journal of Financial Economics, Elsevier, vol. 101(1), pages 36-68, July.
- Michael A. Cohen & Ronald W. Cotterill, 2011.
"Assessing The Impact Of Retailer Store Brand Presence On Manufacturer Brands In An Equilibrium Framework,"
Journal of Industrial Economics, Wiley Blackwell, vol. 59(3), pages 372-395, September.
- Michael Cohen & Ronald W. Cotterill, 2009. "Assessing the Impact of Retailer Store Brand Presence on Manufacturer Brands in an Equilibrium Framework," Food Marketing Policy Center Research Reports 119, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
- Cohen, Michael & Cotterill, Ronald, 2009. "Assessing the Impact of Retailer Store Brand Presence on Manufacturer Brands in an Equilibrium Framework," Research Reports 149959, University of Connecticut, Food Marketing Policy Center.
- Holger M. Mueller & Thomas Philippon, 2011. "Family Firms and Labor Relations," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 218-245, April.
- John, Kose & Knyazeva, Anzhela & Knyazeva, Diana, 2011.
"Does geography matter? Firm location and corporate payout policy,"
Journal of Financial Economics, Elsevier, vol. 101(3), pages 533-551, September.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Bill B. Francis & Iftekhar Hasan & Kose John & Liang Song, 2011.
"Corporate Governance and Dividend Payout Policy: A Test Using Antitakeover Legislation,"
Financial Management, Financial Management Association International, vol. 40(1), pages 83-112, March.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Asokan Anandarajan & Bill Francis & Iftekhar Hasan & Kose John, 2011.
"Value relevance of banks: global evidence,"
Review of Quantitative Finance and Accounting, Springer, vol. 36(1), pages 33-55, January.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Lawrence J. White, 2011.
"Preventing Bubbles: What Role for Financial Regulation?,"
Cato Journal, Cato Journal, Cato Institute, vol. 31(3), pages 603-619, Fall.
- Lawrence J. White, 2011. "Preventing Bubbles: What Role for Financial Regulation?," Working Papers 11-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lenard, Thomas M. & White, Lawrence J., 2011. "Improving ICANN's governance and accountability: A policy proposal," Information Economics and Policy, Elsevier, vol. 23(2), pages 189-199, June.
- Ron Shachar & Tülin Erdem & Keisha M. Cutright & Gavan J. Fitzsimons, 2011. "Brands: The Opiate of the Nonreligious Masses?," Marketing Science, INFORMS, vol. 30(1), pages 92-110, 01-02.
- Alexi Savov, 2011. "Asset Pricing with Garbage," Journal of Finance, American Finance Association, vol. 66(1), pages 177-201, February.
- Haselmann, Rainer & Wachtel, Paul, 2011. "Foreign banks in syndicated loan markets," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2679-2689, October.
- Paul Wachtel, 2011. "The Evolution of the Finance Growth Nexus," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 53(3), pages 475-488, September.
- Peter L. Rousseau & Paul Wachtel, 2011.
"What Is Happening To The Impact Of Financial Deepening On Economic Growth?,"
Economic Inquiry, Western Economic Association International, vol. 49(1), pages 276-288, January.
- Paul Wachtel & Peter L. Rousseau, 2006. "What is happening to the impact of financial deepening on economic growth?," Working Papers 06-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Peter L. Rousseau & Paul Wachtel, 2009. "What is Happening to the Impact of Financial Deepening on Economic Growth?," Vanderbilt University Department of Economics Working Papers 0915, Vanderbilt University Department of Economics.
- Paul Wachtel & Boris Vujcic, 2011. "16th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 53(2), pages 163-164, June.
- Edward I. Altman & Herbert A. Rijken, 2011. "Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk," Journal of Applied Corporate Finance, Morgan Stanley, vol. 23(1), pages 20-31, January.
2010
- Bali, Turan G. & Engle, Robert F., 2010. "The intertemporal capital asset pricing model with dynamic conditional correlations," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 377-390, May.
- Robert F. Engle, 2010. "Reminiscing on the 1984 NSF-NBER Time Series Meeting at UC Davis," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 158-159, spring.
- Paul Collier & Rick Van Der Ploeg & Michael Spence & Anthony J Venables, 2010. "Managing Resource Revenues in Developing Economies," IMF Staff Papers, Palgrave Macmillan, vol. 57(1), pages 84-118, April.
- Hurvich, Clifford M. & Wang, Yi, 2010. "A Pure-Jump Transaction-Level Price Model Yielding Cointegration," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(4), pages 539-558.
- Amihud, Yakov & Hurvich, Clifford M. & Wang, Yi, 2010. "Predictive regression with order-p autoregressive predictors," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 513-525, June.
- Baker, Malcolm & Litov, Lubomir & Wachter, Jessica A. & Wurgler, Jeffrey, 2010.
"Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(5), pages 1111-1131, October.
- Malcolm Baker & Lubomir Litov & Jessica A. Wachter & Jeffrey Wurgler, 2004. "Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements," NBER Working Papers 10685, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Johnson, Timothy C., 2010.
"More insiders, more insider trading: Evidence from private-equity buyouts,"
Journal of Financial Economics, Elsevier, vol. 98(3), pages 500-523, December.
- Acharya, Viral & Johnson, Tim, 2007. "More Insiders, More Insider Trading: Evidence from Private Equity Buyouts," CEPR Discussion Papers 6622, C.E.P.R. Discussion Papers.
- Acharya, Viral, 2010. "Comment on "The Macroeconomics of Money Market Freezes" by Max Bruche and Javier Suarez," Journal of Monetary Economics, Elsevier, vol. 57(1), pages 62-63, January.
- Viral V. Acharya & João A. C. Santos & Tanju Yorulmazer, 2010. "Systemic risk and deposit insurance premiums," Economic Policy Review, Federal Reserve Bank of New York, vol. 16(Aug), pages 89-99.
- Acharya, Viral V. & Cooley, Thomas & Richardson, Matthew & Walter, Ingo, 2010. "Manufacturing Tail Risk: A Perspective on the Financial Crisis of 2007–2009," Foundations and Trends(R) in Finance, now publishers, vol. 4(4), pages 247-325, April.
- Viral V. Acharya & Paolo F. Volpin, 2010.
"Corporate Governance Externalities,"
Review of Finance, European Finance Association, vol. 14(1), pages 1-33.
- Acharya, Viral & Volpin, Paolo, 2008. "Corporate Governance Externalities," CEPR Discussion Papers 6627, C.E.P.R. Discussion Papers.
- Viral V Acharya & Philipp Schnabl, 2010. "Do Global Banks Spread Global Imbalances? Asset-Backed Commercial Paper during the Financial Crisis of 2007–09," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 58(1), pages 37-73, August.
- Paul M. Romer, 2010. "What Parts of Globalization Matter for Catch-Up Growth?," American Economic Review, American Economic Association, vol. 100(2), pages 94-98, May.
- Charles I. Jones & Paul M. Romer, 2010.
"The New Kaldor Facts: Ideas, Institutions, Population, and Human Capital,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 224-245, January.
- Charles I. Jones & Paul M. Romer, 2009. "The New Kaldor Facts: Ideas, Institutions, Population, and Human Capital," NBER Working Papers 15094, National Bureau of Economic Research, Inc.
- Clementi, Gian Luca, 2010. "Comment on: "Financial globalization, financial crises, and contagion" by Enrique G. Mendoza and Vincenzo Quadrini," Journal of Monetary Economics, Elsevier, vol. 57(1), pages 40-44, January.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010.
"Asset Pricing in a Production Economy with Chew-Dekel Preferences,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Papers 07-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2009. "Code and data files for "Asset Pricing in a Production Economy with Chew-Dekel Preferences"," Computer Codes 07-51, Review of Economic Dynamics.
- CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew–Dekel Preferences," Cahiers de recherche 2009-09, Universite de Montreal, Departement de sciences economiques.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Paper series 07_07, Rimini Centre for Economic Analysis.
- CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Cahiers de recherche 10-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Gian Luca Clementi & Thomas Cooley & Sonia Di Giannatale, 2010.
"A Theory of Firm Decline,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 861-885, October.
- Gian Luca Clementi & Thomas F. Cooley & Sonia B. Di Giannatale, 2010. "A Theory of Firm Decline," Levine's Working Paper Archive 661465000000000149, David K. Levine.
- Gian Luca Clementi & Thomas Cooley & Sonia Di Giannatal, 2010. "A Theory of Firm Decline," Working Papers 2010.88, Fondazione Eni Enrico Mattei.
- Gian Luca Clementi & Thomas F. Cooley & Sonia Di Giannatale, 2009. "A Theory of Firm Decline," NBER Working Papers 15192, National Bureau of Economic Research, Inc.
- Gian Luca Clementi & Thomas Cooley & Sonia Di Giannatale, 2010. "Code files for "A Theory of Firm Decline"," Computer Codes 08-183, Review of Economic Dynamics.
- Gian Luca Clementi & Thomas Cooley & Sonia Di Giannatale, 2008. "A Theory of Firm Decline," Working Paper series 33_08, Rimini Centre for Economic Analysis.
- Gian Luca Clementi & Thomas F. Cooley & Sonia DiGiannatale, 2009. "A Theory of Firm Decline," Working Papers 09-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gian Luca, Clementi & Cooley, Thomas & Di Giannatale, Sonia, 2010. "A Theory of Firm Decline," Institutions and Markets Papers 92788, Fondazione Eni Enrico Mattei (FEEM).
- Sonia Di Giannatale Menegalli & Gian Luca Clementi & Thomas Cooley, 2008. "A Theory of Firm Decline," Working Papers DTE 445, CIDE, División de Economía.
- Greene, William, 2010.
"Testing hypotheses about interaction terms in nonlinear models,"
Economics Letters, Elsevier, vol. 107(2), pages 291-296, May.
- William H. Greene, 2009. "Testing Hypotheses About Interaction Terms in Nonlinear Models," Working Papers 09-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Raschke, Christian & Greene, William H., 2010. "Corrigendum to "Functional forms for the negative binomial model for count data" [Economics Letters 99 (2008) 585-590]," Economics Letters, Elsevier, vol. 107(2), pages 313-313, May.
- William Greene, 2010.
"A stochastic frontier model with correction for sample selection,"
Journal of Productivity Analysis, Springer, vol. 34(1), pages 15-24, August.
- William Greene, 2008. "A Stochastic Frontier Model with Correction for Sample Selection," Working Papers 08-9, New York University, Leonard N. Stern School of Business, Department of Economics.
- William Greene & David Hensher, 2010. "Does scale heterogeneity across individuals matter? An empirical assessment of alternative logit models," Transportation, Springer, vol. 37(3), pages 413-428, May.
- David Hensher & William Greene, 2010. "Non-attendance and dual processing of common-metric attributes in choice analysis: a latent class specification," Empirical Economics, Springer, vol. 39(2), pages 413-426, October.
- William H. Greene & David A. Hensher, 2010. "Ordered Choices and Heterogeneity in Attribute Processing," Journal of Transport Economics and Policy, University of Bath, vol. 44(3), pages 331-364, September.
- Luís Cabral & Ali Hortaçsu, 2010.
"The Dynamics Of Seller Reputation: Evidence From Ebay,"
Journal of Industrial Economics, Wiley Blackwell, vol. 58(1), pages 54-78, March.
- Luis Cabral & Ali Hortacsu, 2006. "The Dynamics of Seller Reputation: Evidence from eBay," Working Papers 06-32, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lampe, Ryan & Moser, Petra, 2010. "Do Patent Pools Encourage Innovation? Evidence from the Nineteenth-Century Sewing Machine Industry," The Journal of Economic History, Cambridge University Press, vol. 70(4), pages 898-920, December.
- Bryan R. Routledge & Stanley E. Zin, 2010.
"Generalized Disappointment Aversion and Asset Prices,"
Journal of Finance, American Finance Association, vol. 65(4), pages 1303-1332, August.
- Bryan R. Routledge & Stanley E. Zin, 2003. "Generalized Disappointment Aversion and Asset Prices," NBER Working Papers 10107, National Bureau of Economic Research, Inc.
- Thomas Philippon, 2010. "Financiers versus Engineers: Should the Financial Sector Be Taxed or Subsidized?," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 158-182, July.
- Thomas Philippon, 2010. "Debt Overhang and Recapitalization in Closed and Open Economies," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 58(1), pages 157-178, August.
- Carpenter, Jennifer N. & Stanton, Richard & Wallace, Nancy, 2010. "Optimal exercise of executive stock options and implications for firm cost," Journal of Financial Economics, Elsevier, vol. 98(2), pages 315-337, November.
- John, Kose & Mehran, Hamid & Qian, Yiming, 2010.
"Outside monitoring and CEO compensation in the banking industry,"
Journal of Corporate Finance, Elsevier, vol. 16(4), pages 383-399, September.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Kose John & S. Abraham Ravid & Natalia Reisel, 2010.
"The Notching Rule for Subordinated Debt and the Information Content of Debt Rating,"
Financial Management, Financial Management Association International, vol. 39(2), pages 489-513, June.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- John, Kose & Freund, Steven & Nguyen, Duong & Vasudevan, Gopala K., 2010.
"Investor protection and cross-border acquisitions of private and public targets,"
Journal of Corporate Finance, Elsevier, vol. 16(3), pages 259-275, June.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- N. Chidambaran & Kose John & Zhaoyun Shangguan & Gopala Vasudevan, 2010.
"Hot and cold merger markets,"
Review of Quantitative Finance and Accounting, Springer, vol. 34(3), pages 327-349, April.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2010.
"The effect of state antitakeover laws on the firm's bondholders,"
Journal of Financial Economics, Elsevier, vol. 96(1), pages 127-154, April.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- John, Kose & Reisz, Alexander S., 2010.
"Temporal resolution of uncertainty, disclosure policy, and corporate debt yields,"
Journal of Corporate Finance, Elsevier, vol. 16(5), pages 655-678, December.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Lawrence J. White, 2010. "Markets: The Credit Rating Agencies," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 211-226, Spring.
- Lawrence White, 2010. "Introduction: Antitrust and Regulatory Review," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 37(4), pages 261-262, December.
- Tülin Erdem & Michael Katz & Baohong Sun, 2010. "A simple test for distinguishing between internal reference price theories," Quantitative Marketing and Economics (QME), Springer, vol. 8(3), pages 303-332, September.
- Marcin Kacperczyk & Philipp Schnabl, 2010.
"When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009,"
Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 29-50, Winter.
- Marcin Kacperczyk & Philipp Schnabl, 2009. "When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009," NBER Working Papers 15538, National Bureau of Economic Research, Inc.
- Rainer Haselmann & Paul Wachtel, 2010.
"Institutions and Bank Behavior: Legal Environment, Legal Perception, and the Composition of Bank Lending,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 965-984, August.
- Rainer Haselmann & Paul Wachtel, 2010. "Institutions and Bank Behavior: Legal Environment, Legal Perception, and the Composition of Bank Lending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 965-984, August.
- Paul Wachtel & Boris Vujcic, 2010. "15th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 52(2), pages 131-132, June.
- Paul Wachtel, 2010. "Central Banking and Monetary Policy in the Asia-Pacific - By Akhand Akhtar Hossain," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 24(2), pages 181-182, November.
- Edward I. Altman & Amar Gande & Anthony Saunders, 2010.
"Bank Debt versus Bond Debt: Evidence from Secondary Market Prices,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 755-767, June.
- Edward I. Altman & Amar Gande & Anthony Saunders, 2010. "Bank Debt versus Bond Debt: Evidence from Secondary Market Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 755-767, June.
2009
- Viral V. Acharya & Menachem Brenner & Robert Engle & Anthony Lynch & Matthew Richardson, 2009. "Derivatives ‐ The Ultimate Financial Innovation," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 18(2), pages 166-167, May.
- Viral V. Acharya & Robert Engle & Stephen Figlewski & Anthony Lynch & Marti Subrahmanyam, 2009. "Centralized Clearing for Credit Derivatives," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 18(2), pages 168-170, May.
- Spence, A. Michael, 2009. "The financial and economic crisis and the developing world," Journal of Policy Modeling, Elsevier, vol. 31(4), pages 502-508, July.
- David Brady & Michael Spence, 2009. "Leadership and politics: a perspective from the Growth Commission," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 25(2), pages 205-218, Summer.
- Rebecca J. Sela & Clifford M. Hurvich, 2009. "Computationally efficient methods for two multivariate fractionally integrated models," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(6), pages 631-651, November.
- Deo, Rohit & Hurvich, Clifford M. & Soulier, Philippe & Wang, Yi, 2009. "Conditions For The Propagation Of Memory Parameter From Durations To Counts And Realized Volatility," Econometric Theory, Cambridge University Press, vol. 25(3), pages 764-792, June.
- Yakov Amihud & Clifford M. Hurvich & Yi Wang, 2009. "Multiple-Predictor Regressions: Hypothesis Testing," The Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 413-434, January.
- Malcolm Baker & Robin Greenwood & Jeffrey Wurgler, 2009.
"Catering through Nominal Share Prices,"
Journal of Finance, American Finance Association, vol. 64(6), pages 2559-2590, December.
- Malcolm Baker & Robin Greenwood & Jeffrey Wurgler, 2008. "Catering Through Nominal Share Prices," NBER Working Papers 13762, National Bureau of Economic Research, Inc.
- Malcolm Baker & C. Fritz Foley & Jeffrey Wurgler, 2009. "Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment," The Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 337-369, January.
- Viral V. Acharya & Conor Kehoe & Michael Reyner, 2009. "Private Equity vs. PLC Boards in the U.K.: A Comparison of Practices and Effectiveness," Journal of Applied Corporate Finance, Morgan Stanley, vol. 21(1), pages 45-56, January.
- Viral V. Acharya & Alberto Bisin, 2009. "Managerial hedging, equity ownership, and firm value," RAND Journal of Economics, RAND Corporation, vol. 40(1), pages 47-77, March.
- Richardson Matthew & Acharya Viral V, 2009. "Government Guarantees: Why the Genie Needs to Be Put Back in the Bottle," The Economists' Voice, De Gruyter, vol. 6(11), pages 1-5, November.
- Acharya, Viral V., 2009.
"A theory of systemic risk and design of prudential bank regulation,"
Journal of Financial Stability, Elsevier, vol. 5(3), pages 224-255, September.
- Acharya, Viral, 2009. "A Theory of Systemic Risk and Design of Prudential Bank Regulation," CEPR Discussion Papers 7164, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Krishnamurthy V. Subramanian, 2009.
"Bankruptcy Codes and Innovation,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 4949-4988, December.
- Acharya, Viral & Subramanian, Krishnamurthy, 2007. "Bankruptcy Codes and Innovation," CEPR Discussion Papers 6307, C.E.P.R. Discussion Papers.
- Rui Castro & Gian Clementi, 2009.
"The economic effects of improving investor rights in Portugal,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 8(2), pages 59-97, August.
- CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "The Economic Effects of Improving Investor Rights in Portugal," Cahiers de recherche 2009-07, Universite de Montreal, Departement de sciences economiques.
- CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "The Economic Effects of Improving Investor Rights in Portugal," Cahiers de recherche 08-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Greene, William H. & Hornstein, Abigail S. & White, Lawrence J., 2009.
"Multinationals do it better: Evidence on the efficiency of corporations' capital budgeting,"
Journal of Empirical Finance, Elsevier, vol. 16(5), pages 703-720, December.
- William H. Greene & Abigail S. Hornstein & Lawrence J. White & Bernard Yeung, 2006. "Multinationals Do It Better: Evidence on the Efficiency of Corporations’ Capital Budgeting," Wesleyan Economics Working Papers 2006-012, Wesleyan University, Department of Economics.
- William H. Greene & Abigail S. Hornstein & Lawrence J. White & Bernard Y. Yeung, 2006. "Multinationals Do It Better: Evidence on the Efficiency of Corporations’ Capital Budgeting," Working Papers 06-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Hongsoo Kim & Christine Kovner & Charlene Harrington & William Greene & Mathy Mezey, 2009. "A Panel Data Analysis of the Relationships of Nursing Home Staffing Levels and Standards to Regulatory Deficiencies," The Journals of Gerontology: Series B, The Gerontological Society of America, vol. 64(2), pages 269-278.
- William Greene, 2009. "Models for count data with endogenous participation," Empirical Economics, Springer, vol. 36(1), pages 133-173, February.
- Cabral, Luís M.B., 2009. "Umbrella branding with imperfect observability and moral hazard," International Journal of Industrial Organization, Elsevier, vol. 27(2), pages 206-213, March.
- Chen, Willa W. & Deo, Rohit S., 2009. "Bias Reduction And Likelihood-Based Almost Exactly Sized Hypothesis Testing In Predictive Regressions Using The Restricted Likelihood," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1143-1179, October.
- Willa W. Chen & Rohit S. Deo, 2009. "The restricted likelihood ratio test at the boundary in autoregressive series," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(6), pages 618-630, November.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2009.
"Market Liquidity and Funding Liquidity,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2201-2238, June.
- Brunnermeier, Markus K. & Pedersen, Lasse Heje, 2007. "Market liquidity and funding liquidity," LSE Research Online Documents on Economics 24478, London School of Economics and Political Science, LSE Library.
- Lasse Heje Pederson & Markus K Brunnermeier, 2007. "Market Liquidity and Funding Liquidity," FMG Discussion Papers dp580, Financial Markets Group.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2007. "Market Liquidity and Funding Liquidity," NBER Working Papers 12939, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus & Pedersen, Lasse Heje, 2007. "Market Liquidity and Funding Liquidity," CEPR Discussion Papers 6179, C.E.P.R. Discussion Papers.
- Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2009.
"Demand-Based Option Pricing,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 4259-4299, October.
- Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2005. "Demand-Based Option Pricing," NBER Working Papers 11843, National Bureau of Economic Research, Inc.
- Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan & ,, 2005. "Demand-Based Option Pricing," CEPR Discussion Papers 5420, C.E.P.R. Discussion Papers.
- Lasse Pedersen, 2009.
"When Everyone Runs for the Exit,"
International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 177-199, December.
- Lasse Heje Pedersen, 2009. "When Everyone Runs for the Exit," NBER Working Papers 15297, National Bureau of Economic Research, Inc.
- Pedersen, Lasse Heje, 2009. "When Everyone Runs for the Exit," CEPR Discussion Papers 7436, C.E.P.R. Discussion Papers.
- Bryan Routledge & Stanley Zin, 2009.
"Model Uncertainty and Liquidity,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 543-566, October.
- Bryan R. Routledge & Stanley E. Zin, 2000. "Model Uncertainty and Liquidity," Econometric Society World Congress 2000 Contributed Papers 1617, Econometric Society.
- Bryan R. Routledge & Stanley E. Zin, 2001. "Model Uncertainty and Liquidity," NBER Working Papers 8683, National Bureau of Economic Research, Inc.
- Bryan Routledge & Stanley Zin, 2009. "Code files for "Model Uncertainty and Liquidity"," Computer Codes 08-143, Review of Economic Dynamics.
- Bryan R. Routledge, Stanley E. Zin, 2000. "Model Uncertainity And Liquidity," Computing in Economics and Finance 2000 368, Society for Computational Economics.
- Bryan Routledge & Stanley Zin, "undated". "Model Uncertainty and Liquidity," GSIA Working Papers 2001-E17, Carnegie Mellon University, Tepper School of Business.
- Brown, Stephen J. & Hiraki, Takato & Arakawa, Kiyoshi & Ohno, Saburo, 2009. "Risk premia in international equity markets revisited," Pacific-Basin Finance Journal, Elsevier, vol. 17(3), pages 295-318, June.
- Ambarish Chandra & Allan Collard‐Wexler, 2009.
"Mergers in Two‐Sided Markets: An Application to the Canadian Newspaper Industry,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 18(4), pages 1045-1070, December.
- Chandra, Ambarish & Collard-Wexler, Allan, 2008. "Mergers in Two-Sided Markets: An Application to the Canadian Newspaper Industry," MPRA Paper 7954, University Library of Munich, Germany.
- Barbara G. Katz & Joel Owen, 2009. "Are property rights enough? Re‐evaluating a big‐bang claim1," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 17(1), pages 75-96, January.
- Simi Kedia & Thomas Philippon, 2009.
"The Economics of Fraudulent Accounting,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2169-2199, June.
- Simi Kedia & Thomas Philippon, 2005. "The Economics of Fraudulent Accounting," NBER Working Papers 11573, National Bureau of Economic Research, Inc.
- Thomas Philippon, 2009.
"The Bond Market's q,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 124(3), pages 1011-1056.
- Thomas Philippon, 2006. "The Bond Market's q," NBER Working Papers 12462, National Bureau of Economic Research, Inc.
- K. J. Martijn Cremers & Vinay B. Nair & Kose John, 2009.
"Takeovers and the Cross-Section of Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(4), pages 1409-1445, April.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Martijn Cremers & Vinay Nair & Kose John, 2005. "Takeovers and the Cross-Section of Returns," Yale School of Management Working Papers amz2393, Yale School of Management, revised 01 Sep 2007.
- Lawrence J. White, 2009. "Wal‐Mart And Banks: Should The Twain Meet? A Principles‐Based Approach To The Issues Of The Separation Of Banking And Commerce," Contemporary Economic Policy, Western Economic Association International, vol. 27(4), pages 440-449, October.
- White Lawrence J, 2009. "Comments on `Three Initiatives Enhancing the Mortgage Market' and `Monoline Regulations to Control Systemic Risk'," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 9(3), pages 1-8, March.
- Hellwig, Christian & Venkateswaran, Venky, 2009.
"Setting the right prices for the wrong reasons,"
Journal of Monetary Economics, Elsevier, vol. 56(S), pages 57-77.
- Venky Venkateswaran & Christian Hellwig, 2009. "Setting The Right Prices for the Wrong Reasons," 2009 Meeting Papers 260, Society for Economic Dynamics.
- Andrew Ching & Tülin Erdem & Michael Keane, 2009.
"The price consideration model of brand choice,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(3), pages 393-420, April.
- Ching, Andrew & Erdem, Tulin & Keane, Michael, 2007. "The Price Consideration Model of Brand Choice," MPRA Paper 4686, University Library of Munich, Germany.
- Hasan, Iftekhar & Wachtel, Paul & Zhou, Mingming, 2009.
"Institutional development, financial deepening and economic growth: Evidence from China,"
Journal of Banking & Finance, Elsevier, vol. 33(1), pages 157-170, January.
- Hasan, Iftekhar & Wachtel, Paul & Zhou, Mingming, 2006. "Institutional development, financial deepening and economic growth: evidence from China," BOFIT Discussion Papers 12/2006, Bank of Finland Institute for Emerging Economies (BOFIT).
- Paul Wachtel & Iftekhar Hasan & Mingming Zhou, 2007. "Institutional Development, Financial Deepening and Economic Growth: Evidence from China," Working Papers 07-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Paul Wachtel & Boris Vujcic, 2009.
"14th Dubrovnik Economic Conference Symposium,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 51(4), pages 419-420, December.
- Paul Wachtel & Boris Vujčić, 2019. "24th Dubrovnik Economic Conferences Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 61(2), pages 193-194, June.
- Edward I. Altman & Tushar Kant & Thongchai Rattanaruengyot, 2009. "Post‐Chapter 11 Bankruptcy Performance: Avoiding Chapter 22," Journal of Applied Corporate Finance, Morgan Stanley, vol. 21(3), pages 53-64, June.
2008
- David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2008.
"Time-Varying Arrival Rates of Informed and Uninformed Trades,"
Journal of Financial Econometrics, Oxford University Press, vol. 6(2), pages 171-207, Spring.
- David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2002. "Time-Varying Arrival Rates of Informed and Uninformed Trades," Finance 0207017, University Library of Munich, Germany.
- Robert F. Engle & Jose Gonzalo Rangel, 2008. "The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes," The Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1187-1222, May.
- Giovanni Barone-Adesi & Robert F. Engle & Loriano Mancini, 2008.
"A GARCH Option Pricing Model with Filtered Historical Simulation,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1223-1258, May.
- Giovanni Barone Adesi & Robert F. Engle & Loriano Mancini, 2014. "A GARCH Option Pricing Model with Filtered Historical Simulation," Palgrave Macmillan Books, in: Giovanni Barone Adesi (ed.), Simulating Security Returns: A Filtered Historical Simulation Approach, chapter 4, pages 66-108, Palgrave Macmillan.
- Mohamed A. El-Erian & A. Michael Spence, 2008.
"Growth Strategies and Dynamics,"
World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 9(1), pages 57-96, January.
- Mohamed A. El-Erian & Michael Spence, 2008. "Growth Strategies and Dynamics," World Bank Publications - Books, The World Bank Group, number 28006.
- Nicholas Economides & Katja Seim & V. Brian Viard, 2008.
"Quantifying the benefits of entry into local phone service,"
RAND Journal of Economics, RAND Corporation, vol. 39(3), pages 699-730, September.
- Nicholas Economides & Katja Seim & V. Brian Viard, 2007. "Quantifying the Benefits of Entry into Local Phone Service," Working Papers 07-27, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Katja Seim & V. Brian Viard, 2005. "Quantifying the Benefits of Entry into Local Phone Service," Working Papers 05-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & V. Brian Viard & Katja Seim, 2007. "Quantifying the Benefits of Entry into Local Phone Service," Working Papers 07-48, NET Institute, revised Dec 2007.
- Nicholas Economides & V. Brian Viard & Katja Seim, 2005. "Quantifying the Benefits of Entry into Local Phone Service," Working Papers 05-08, NET Institute, revised Nov 2005.
- Nicholas Economides & V. Brian Viard & Katja Seim, 2007. "Quantifying the Benefits of Entry into Local Phone Service," Working Papers 07-38, NET Institute, revised Oct 2007.
- Clifford M. Hurvich & Eric Moulines & Philippe Soulier, 2008. "Corrigendum to "Estimating Long Memory in Volatility"," Econometrica, Econometric Society, vol. 76(3), pages 661-662, May.
- Viral V. Acharya & Tanju Yorulmazer, 2008.
"Information Contagion and Bank Herding,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 215-231, February.
- Viral V. Acharya & Tanju Yorulmazer, 2008. "Information Contagion and Bank Herding," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 215-231, February.
- Viral V. Acharya & Tanju Yorulmazer, 2008.
"Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2705-2742, November.
- Viral Acharya & Tanju Yorulmazer, 2007. "Cash-in-the-market pricing and optimal resolution of bank failures," Bank of England working papers 328, Bank of England.
- Greene, William, 2008. "Functional forms for the negative binomial model for count data," Economics Letters, Elsevier, vol. 99(3), pages 585-590, June.
- Hensher, David A. & Rose, John M. & Greene, William H., 2008. "Combining RP and SP data: biases in using the nested logit ‘trick’ – contrasts with flexible mixed logit incorporating panel and scale effects," Journal of Transport Geography, Elsevier, vol. 16(2), pages 126-133.
- Richard Anderson & William Greene & B. D. McCullough & H. D. Vinod, 2008. "The role of data/code archives in the future of economic research," Journal of Economic Methodology, Taylor & Francis Journals, vol. 15(1), pages 99-119.
- Luís M. B. Cabral & Thomas W. Ross, 2008.
"Are Sunk Costs a Barrier to Entry?,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 17(1), pages 97-112, March.
- Cabral, Luis & Ross, Thomas, 2007. "Are Sunk Costs a Barrier to Entry?," CEPR Discussion Papers 6162, C.E.P.R. Discussion Papers.
- Luis M.B. Cabral & Thomas Ross, 2006. "Are Sunk Costs A Barrier To Entry?," Working Papers 06-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luís Cabral & Thomas Ross, 2007. "Are Sunk Costs a Barrier to Entry?," Working Papers 19, Portuguese Competition Authority.
- Luís Cabral & Cristian Dezső, 2008.
"Technology Adoption with Multiple Alternative Designs and the Option to Wait,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 17(2), pages 413-441, June.
- Luis Cabral, 2004. "Technology Adoption with Multiple Alternative Designs and the Option to Wait," Working Papers 04-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Neeraj Arora & Xavier Dreze & Anindya Ghose & James Hess & Raghuram Iyengar & Bing Jing & Yogesh Joshi & V. Kumar & Nicholas Lurie & Scott Neslin & S. Sajeesh & Meng Su & Niladri Syam & Jacquelyn Thom, 2008. "Putting one-to-one marketing to work: Personalization, customization, and choice," Marketing Letters, Springer, vol. 19(3), pages 305-321, December.
- Thierry Post & Martijn J. van den Assem & Guido Baltussen & Richard H. Thaler, 2008. "Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show," American Economic Review, American Economic Association, vol. 98(1), pages 38-71, March.
- Brown, Stephen & Yan Du, Daphne & Rhee, S. Ghon & Zhang, Liang, 2008. "The returns to value and momentum in Asian Markets," Emerging Markets Review, Elsevier, vol. 9(2), pages 79-88, June.
- Brown, Stephen J., 2008. "Elusive return predictability: Discussion," International Journal of Forecasting, Elsevier, vol. 24(1), pages 19-21.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008.
"Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration,"
Journal of Finance, American Finance Association, vol. 63(6), pages 2785-2815, December.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2006. "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Yale School of Management Working Papers amz2472, Yale School of Management, revised 11 Sep 2009.
- Brown, Stephen & Ghon Rhee, S. & Zhang, Liang, 2008. "The return to value in Asian stock markets," Emerging Markets Review, Elsevier, vol. 9(3), pages 194-205, September.
- Heitor Almeida & Thomas Philippon, 2008. "Estimating Risk‐Adjusted Costs of Financial Distress," Journal of Applied Corporate Finance, Morgan Stanley, vol. 20(4), pages 105-109, September.
- Ales, Laurence & Carapella, Francesca & Maziero, Pricila & Weber, Warren E., 2008.
"A model of banknote discounts,"
Journal of Economic Theory, Elsevier, vol. 142(1), pages 5-27, September.
- Laurence Ales & Francesca Carapella & Pricila Maziero & Warren Weber, 2006. "A model of banknote discounts," 2006 Meeting Papers 681, Society for Economic Dynamics.
- Laurence Ales & Francesca Carapella & Pricila Maziero & Warren E. Weber, 2006. "A model of banknote discounts," Working Papers 641, Federal Reserve Bank of Minneapolis.
- Kose John & Lubomir Litov & Bernard Yeung, 2008.
"Corporate Governance and Risk‐Taking,"
Journal of Finance, American Finance Association, vol. 63(4), pages 1679-1728, August.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Gande, Amar & John, Kose & Senbet, Lemma W., 2008.
"Bank incentives, economic specialization, and financial crises in emerging economies,"
Journal of International Money and Finance, Elsevier, vol. 27(5), pages 707-732, September.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Bart Bronnenberg & Jean Dubé & Carl Mela & Paulo Albuquerque & Tulin Erdem & Brett Gordon & Dominique Hanssens & Guenter Hitsch & Han Hong & Baohong Sun, 2008. "Measuring long-run marketing effects and their implications for long-run marketing decisions," Marketing Letters, Springer, vol. 19(3), pages 367-382, December.
- Arvind Rangaswamy & James J. Cochran & Tülin Erdem & John R. Hauser & Robert J. Meyer, 2008. "Editorial—Editor-in-Chief Search Committee Report: The Digital Future Is Now," Marketing Science, INFORMS, vol. 27(1), pages 1-3, 01-02.
- Tülin Erdem & Michael P. Keane & Baohong Sun, 2008. "A Dynamic Model of Brand Choice When Price and Advertising Signal Product Quality," Marketing Science, INFORMS, vol. 27(6), pages 1111-1125, 11-12.
- Tülin Erdem & Michael Keane & Baohong Sun, 2008. "The impact of advertising on consumer price sensitivity in experience goods markets," Quantitative Marketing and Economics (QME), Springer, vol. 6(2), pages 139-176, June.
- Yakov Amihud & Haim Mendelson, 2008.
"Liquidity, the Value of the Firm, and Corporate Finance,"
Journal of Applied Corporate Finance, Morgan Stanley, vol. 20(2), pages 32-45, March.
- Yakov Amihud & Haim Mendelson, 2012. "Liquidity, the Value of the Firm, and Corporate Finance," Journal of Applied Corporate Finance, Morgan Stanley, vol. 24(1), pages 17-32, March.
- Paul Wachtel & Boris Vujcic, 2008. "13th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 50(4), pages 535-536, December.
2007
- Nicholas Economides, 2007.
"Nonbanks in the payments system: vertical integration issues,"
Proceedings – Payments System Research Conferences, Federal Reserve Bank of Kansas City.
- Nicholas Economides, 2007. "Nonbanks in the Payments System: Vertical Integration Issues," Working Papers 07-06, NET Institute.
- Nicholas Economides, 2007. "Nonbanks in the Payments System: Vertical Integration Issues," Working Papers 07-22, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & Kenneth Posner, 2007. "Competition: vertical integration: general discussion," Proceedings – Payments System Research Conferences, Federal Reserve Bank of Kansas City.
- Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe, 2007.
"Asymptotics for duration-driven long range dependent processes,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 913-949, December.
- Mengchen Hsieh & Clifford Hurvich & Philippe Soulier, 2004. "Asymptotics for Duration-Driven Long Range Dependent Processes," Econometrics 0412009, University Library of Munich, Germany.
- Malcolm Baker & Jeffrey Wurgler, 2007.
"Investor Sentiment in the Stock Market,"
Journal of Economic Perspectives, American Economic Association, vol. 21(2), pages 129-152, Spring.
- Malcolm Baker & Jeffrey Wurgler, 2007. "Investor Sentiment in the Stock Market," NBER Working Papers 13189, National Bureau of Economic Research, Inc.
- Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2007.
"The Effect of Dividends on Consumption,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(1), pages 231-292.
- Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2006. "The Effect of Dividends on Consumption," NBER Working Papers 12288, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Julian Franks & Henri Servaes, 2007. "Private Equity: Boom and Bust?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 19(4), pages 44-53, September.
- Acharya, Viral V. & Johnson, Timothy C., 2007.
"Insider trading in credit derivatives,"
Journal of Financial Economics, Elsevier, vol. 84(1), pages 110-141, April.
- Acharya, Viral & Johnson, Tim, 2005. "Insider Trading in Credit Derivatives," CEPR Discussion Papers 5180, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Bharath, Sreedhar T. & Srinivasan, Anand, 2007. "Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries," Journal of Financial Economics, Elsevier, vol. 85(3), pages 787-821, September.
- Acharya, Viral V. & Yorulmazer, Tanju, 2007.
"Too many to fail--An analysis of time-inconsistency in bank closure policies,"
Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 1-31, January.
- Acharya, Viral & Yorulmazer, Tanju, 2004. "Too Many to Fail - An Analysis of Time Inconsistency in Bank Closure Policies," CEPR Discussion Papers 4778, C.E.P.R. Discussion Papers.
- Viral Acharya & Tanju Yorulmazer, 2007. "Too many to fail - an analysis of time-inconsistency in bank closure policies," Bank of England working papers 319, Bank of England.
- Acharya, Viral V. & Almeida, Heitor & Campello, Murillo, 2007.
"Is cash negative debt? A hedging perspective on corporate financial policies,"
Journal of Financial Intermediation, Elsevier, vol. 16(4), pages 515-554, October.
- Viral V. Acharya & Heitor Almeida & Murillo Campello, 2005. "Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies," NBER Working Papers 11391, National Bureau of Economic Research, Inc.
- Acharya, Viral & Almeida, Heitor & Campello, Murillo, 2005. "Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies," CEPR Discussion Papers 4886, C.E.P.R. Discussion Papers.
- Knedlik, Tobias & Ströbel, Johannes, 2007. "Die Rolle von Kredit-Ratings im Rahmen der Bankenregulierung. Kredit-Ratings antizipieren Währungsrisiken unzureichend," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 13(10), pages 380-384.
- Knedlik, Tobias & Ströbel, Johannes, 2007. "Führt neues IWF-Instrument zur Prävention von Währungskrisen?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 13(7), pages 269-274.
- Knedlik, Tobias & Ströbel, Johannes, 2007. "Bankenregulierung: Die Mindesteigenkapitalvorschriften von Basel II verstärken die Übertragung von Währungskrisen auf Bankenkrisen," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 13(8), pages 317-320.
- David A. Hensher & Stewart Jones & William H. Greene, 2007. "An Error Component Logit Analysis of Corporate Bankruptcy and Insolvency Risk in Australia," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 86-103, March.
- Greene, William H. & Hensher, David A., 2007. "Heteroscedastic control for random coefficients and error components in mixed logit," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 43(5), pages 610-623, September.
- Greene, William, 2007.
"Functional Form and Heterogeneity in Models for Count Data,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 1(2), pages 113-218, August.
- William Greene, 2007. "Functional Form and Heterogeneity in Models for Count Data," Working Papers 07-9, New York University, Leonard N. Stern School of Business, Department of Economics.
- Ramesh Sankaranarayanan, 2007. "Innovation and the Durable Goods Monopolist: The Optimality of Frequent New-Version Releases," Marketing Science, INFORMS, vol. 26(6), pages 774-791, 11-12.
- Axel Anderson & Luís M. B. Cabral, 2007.
"Go for broke or play it safe? Dynamic competition with choice of variance,"
RAND Journal of Economics, RAND Corporation, vol. 38(3), pages 593-609, September.
- Cabral, Luis & Anderson, Axel, 2004. "Go For Broke or Play it Safe? Dynamic Competition with Choice of Variance," CEPR Discussion Papers 4249, C.E.P.R. Discussion Papers.
- Luís Cabral, 2007. "Small firms in Portugal: a selective survey of stylized facts, economic analysis, and policy implications," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 6(1), pages 65-88, April.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2007.
"Liquidity and Risk Management,"
American Economic Review, American Economic Association, vol. 97(2), pages 193-197, May.
- Nicolae B. Garleanu & Lasse H. Pedersen, 2007. "Liquidity and Risk Management," NBER Working Papers 12887, National Bureau of Economic Research, Inc.
- Darrell Duffie & Nicolae Gârleanu & Lasse Heje Pedersen, 2007.
"Valuation in Over-the-Counter Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 20(6), pages 1865-1900, November.
- Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2006. "Valuation in Over-the-Counter Markets," NBER Working Papers 12020, National Bureau of Economic Research, Inc.
- Duffie, Darrell & Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2006. "Valuation in Over-the-Counter Markets," CEPR Discussion Papers 5491, C.E.P.R. Discussion Papers.
- Lasse Heje Pedersen & Mark Mitchell & Todd Pulvino, 2007.
"Slow Moving Capital,"
American Economic Review, American Economic Association, vol. 97(2), pages 215-220, May.
- Pedersen, Lasse Heje & Mitchell, Mark & Pulvino, Todd, 2007. "Slow Moving Capital," CEPR Discussion Papers 6117, C.E.P.R. Discussion Papers.
- Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino, 2007. "Slow Moving Capital," NBER Working Papers 12877, National Bureau of Economic Research, Inc.
- Moser, Petra, 2007. "Networked Machinists: High Technology Industries in Antebellum America. By David R. Meyer. Baltimore: The John Hopkins University Press, 2006. Pp. xi, 311. $49.95," The Journal of Economic History, Cambridge University Press, vol. 67(3), pages 821-822, September.
- Michael F. Gallmeyer & Burton Hollifield & Francisco J. Palomino & Stanley E. Zin, 2007.
"Arbitrage-free bond pricing with dynamic macroeconomic models,"
Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 305-326.
- Michael F. Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley E. Zin, 2007. "Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models," NBER Working Papers 13245, National Bureau of Economic Research, Inc.
- Heitor Almeida & Thomas Philippon, 2007.
"The Risk‐Adjusted Cost of Financial Distress,"
Journal of Finance, American Finance Association, vol. 62(6), pages 2557-2586, December.
- Heitor Almeida & Thomas Philippon, 2005. "The Risk-Adjusted Cost of Financial Distress," NBER Working Papers 11685, National Bureau of Economic Research, Inc.
- Francesco Franco & Thomas Philippon, 2007.
"Firms and Aggregate Dynamics,"
The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 587-600, November.
- Thomas Philippon & Francesco Franco, 2005. "Firms and Aggregate Dynamics," 2005 Meeting Papers 246, Society for Economic Dynamics.
- Fluck, Zsuzsanna & John, Kose & Ravid, S. Abraham, 2007.
"Privatization as an agency problem: Auctions versus private negotiations,"
Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2730-2750, September.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- John, Kose, 2007.
"Financial distress and resolution: Introduction to the focused issue,"
Journal of Financial Stability, Elsevier, vol. 3(3), pages 195-197, October.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Allen N. Berger & Astrid A. Dick & Lawrence G. Goldberg & Lawrence J. White, 2007. "Competition from Large, Multimarket Firms and the Performance of Small, Single-Market Firms: Evidence from the Banking Industry," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 331-368, March.
- W. Scott Frame & Lawrence J. White, 2007.
"Charter Value, Risk-Taking Incentives, and Emerging Competition for Fannie Mae and Freddie Mac,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 83-103, February.
- W. Scott Frame & Lawrence J. White, 2007. "Charter Value, Risk‐Taking Incentives, and Emerging Competition for Fannie Mae and Freddie Mac," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 83-103, February.
- Joffre Swait & Tülin Erdem, 2007. "Brand Effects on Choice and Choice Set Formation Under Uncertainty," Marketing Science, INFORMS, vol. 26(5), pages 679-697, 09-10.
- Paul Wachtel, 2007. "Living Standards and the Wealth of Nations: Successes and Failures in Real Convergence," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 49(2), pages 333-335, June.
- Rainer Haselmann & Paul Wachtel, 2007.
"Risk Taking by Banks in the Transition Countries,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 49(3), pages 411-429, September.
- Paul Wachtel & Rainer Haselmann, 2007. "Risk Taking by Banks in the Transition Countries," Working Papers 07-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Paul Wachtel & Boris Vujcic, 2007. "12th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 49(3), pages 337-338, September.
- Edward Altman & Ankush Mittal & Krishnan V. Pagalthivarthi, 2007. "Knowledge based framework for facilitating e-learning services," International Journal of Innovation and Learning, Inderscience Enterprises Ltd, vol. 4(2), pages 112-126.
- Edward I. Altman & Gabriele Sabato, 2007.
"Modelling Credit Risk for SMEs: Evidence from the U.S. Market,"
Abacus, Accounting Foundation, University of Sydney, vol. 43(3), pages 332-357, September.
- Edward I. Altman & Gabriele Sabato, 2013. "MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET," World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 9, pages 251-279, World Scientific Publishing Co. Pte. Ltd..
- Edward Altman, 2007. "Morgan Stanley Roundtable on Managing Financial Trouble," Journal of Applied Corporate Finance, Morgan Stanley, vol. 19(4), pages 16-43, September.
- Edward I. Altman, 2007. "Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 19(3), pages 17-31, June.
2006
- Engle, Robert & Colacito, Riccardo, 2006. "Testing and Valuing Dynamic Correlations for Asset Allocation," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 238-253, April.
- Diebold, F.X. & Engle, R.F. & Favero, C. & Gallo, G.M. & Schorfheide, F., 2006. "The econometrics of macroeconomics, finance, and the interface," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 1-2.
- Engle, Robert F. & Gallo, Giampiero M., 2006.
"A multiple indicators model for volatility using intra-daily data,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 3-27.
- Robert F. Engle & Giampiero M. Gallo, 2003. "A Multiple Indicators Model for Volatility Using Intra-Daily Data," NBER Working Papers 10117, National Bureau of Economic Research, Inc.
- Robert F. Engle & Giampiero M. Gallo, 2003. "A Multiple Indicators Model For Volatility Using Intra-Daily Data," Econometrics Working Papers Archive wp2003_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Engle, Robert F. & Marcucci, Juri, 2006. "A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones," Journal of Econometrics, Elsevier, vol. 132(1), pages 7-42, May.
- Lorenzo Cappiello & Robert F. Engle & Kevin Sheppard, 2006.
"Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns,"
Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 537-572.
- Tom Doan, "undated". "RATS program to estimate various forms of DCC GARCH models," Statistical Software Components RTZ00174, Boston College Department of Economics.
- Cappiello, Lorenzo & Engle, Robert F. & Sheppard, Kevin, 2003. "Asymmetric dynamics in the correlations of global equity and bond returns," Working Paper Series 204, European Central Bank.
- Nicholas Economides & Evangelos Katsamakas, 2006.
"Two-Sided Competition of Proprietary vs. Open Source Technology Platforms and the Implications for the Software Industry,"
Management Science, INFORMS, vol. 52(7), pages 1057-1071, July.
- Nicholas Economides & Evangelos Katsamakas, 2004. "Two-sided competition of proprietary vs. open source technology platforms and the implications for the software industry," Working Papers 04-22, NET Institute, revised Aug 2004.
- Nicholas Economides & Evangelos Katsamakas, 2005. "Two-sided competition of proprietary vs. open source technology platforms and the implications for the software industry," Working Papers 05-06, NET Institute.
- Nicholas Economides & Evangelos Katsamakas, 2005. "Two-sided competition of proprietary vs. open source technology platforms, and the implications for the software industry," Working Papers 05-02, NET Institute, revised Oct 2005.
- Nicholas Economides & Evangelos Katsamakas, 2004. "Two-sided competition of proprietary vs. open source technology platforms and the implications for the software industry," Working Papers 04-30, New York University, Leonard N. Stern School of Business, Department of Economics.
- Chen, Willa W. & Hurvich, Clifford M. & Lu, Yi, 2006. "On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 812-822, June.
- Deo, Rohit & Hurvich, Clifford & Lu, Yi, 2006.
"Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 29-58.
- Rohit Deo & Clifford Hurvich & Yi Lu, 2005. "Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment," Econometrics 0501002, University Library of Munich, Germany.
- Malcolm Baker & Jeffrey Wurgler, 2006.
"Investor Sentiment and the Cross‐Section of Stock Returns,"
Journal of Finance, American Finance Association, vol. 61(4), pages 1645-1680, August.
- Malcolm Baker & Jeffrey Wurgler, 2004. "Investor Sentiment and the Cross-Section of Stock Returns," NBER Working Papers 10449, National Bureau of Economic Research, Inc.
- Malcolm Baker & Ryan Taliaferro & Jeffrey Wurgler, 2006. "Predicting Returns with Managerial Decision Variables: Is There a Small‐Sample Bias?," Journal of Finance, American Finance Association, vol. 61(4), pages 1711-1730, August.
- Viral Acharya & Jing-zhi Huang & Marti Subrahmanyam & Rangarajan Sundaram, 2006.
"When does Strategic Debt-service Matter?,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(2), pages 363-378, October.
- Acharya, Viral & Sundaram, Rangarajan K & Huang, Jing-Zhi & Subrahmanyam, Marti, 2002. "When Does Strategic Debt Service Matter?," CEPR Discussion Papers 3566, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Iftekhar Hasan & Anthony Saunders, 2006.
"Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios,"
The Journal of Business, University of Chicago Press, vol. 79(3), pages 1355-1412, May.
- Iftekhar Hasan & Anthony Saunders & Viral V. Acharya, 2002. "Should banks be diversified? Evidence from individual bank loan portfolios," BIS Working Papers 118, Bank for International Settlements.
- Garber Alan M & Jones Charles I. & Romer Paul, 2006.
"Insurance and Incentives for Medical Innovation,"
Forum for Health Economics & Policy, De Gruyter, vol. 9(2), pages 1-27, March.
- Alan M. Garber & Charles I. Jones & Paul M. Romer, 2006. "Insurance and Incentives for Medical Innovation," NBER Working Papers 12080, National Bureau of Economic Research, Inc.
- Clementi, Gian Luca & Cooley, Thomas F. & Wang, Cheng, 2006.
"Stock grants as a commitment device,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2191-2216, November.
- Gian Luca Clementi & Thomas F. Cooley & Cheng Wang, "undated". "Stock Grants as Commitment Device," GSIA Working Papers 2002-E12, Carnegie Mellon University, Tepper School of Business.
- Clementi, Gian Luca & Cooley, Thomas F. & Wang, Cheng, 2006. "Stock Grants As a Commitment Device," Staff General Research Papers Archive 12300, Iowa State University, Department of Economics.
- Gian Luca Clementi & Thomas Cooley & Chen Wang, 2004. "Stock Grants as a Committment Device," Working Papers 04-24, New York University, Leonard N. Stern School of Business, Department of Economics.
- Mehdi Farsi & Massimo Filippini & William Greene, 2006.
"Application Of Panel Data Models In Benchmarking Analysis Of The Electricity Distribution Sector,"
Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 77(3), pages 271-290, September.
- Mehdi Farsi & Massimo Filippini & William Greene, 2005. "Application of Panel Data Models in Benchmarking Analysis of the Electrivity Distribution Sector," CEPE Working paper series 05-39, CEPE Center for Energy Policy and Economics, ETH Zurich.
- Greene, William H. & Hensher, David A. & Rose, John, 2006. "Accounting for heterogeneity in the variance of unobserved effects in mixed logit models," Transportation Research Part B: Methodological, Elsevier, vol. 40(1), pages 75-92, January.
- David A Hensher & William H Greene & John M Rose, 2006. "Deriving Willingness-to-Pay Estimates of Travel-Time Savings from Individual-Based Parameters," Environment and Planning A, , vol. 38(12), pages 2365-2376, December.
- Sherrie L. W. Rhine & William H. Greene & Maude Toussaint-Comeau, 2006.
"The Importance of Check-Cashing Businesses to the Unbanked: Racial/Ethnic Differences,"
The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 146-157, February.
- William H. Greene & Sherrie L. W. Rhine & Maude Toussaint-Comeau, 2003. "The importance of check-cashing businesses to the unbanked: racial/ethnic differences," Working Paper Series WP-03-10, Federal Reserve Bank of Chicago.
- Cabral Luis M. B., 2006. "Market Power and Efficiency in Card Payment Systems: A Comment," Review of Network Economics, De Gruyter, vol. 5(1), pages 1-11, March.
- Chen, Willa W. & Deo, Rohit S., 2006.
"Estimation of mis-specified long memory models,"
Journal of Econometrics, Elsevier, vol. 134(1), pages 257-281, September.
- Willa Chen & Rohit Deo, 2005. "Estimation of mis-specified long memory models," Econometrics 0501004, University Library of Munich, Germany.
- Chen, Willa W. & Deo, Rohit S., 2006.
"The Variance Ratio Statistic At Large Horizons,"
Econometric Theory, Cambridge University Press, vol. 22(2), pages 206-234, April.
- Willa Chen & Rohit Deo, 2005. "The Variance Ratio Statistic at large Horizons," Econometrics 0501003, University Library of Munich, Germany.
- Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje, 2006.
"Liquidity and Asset Prices,"
Foundations and Trends(R) in Finance, now publishers, vol. 1(4), pages 269-364, February.
- Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje, 2005. "Liquidity and Asset Prices," MPRA Paper 24768, University Library of Munich, Germany.
- Yermack, David, 2006.
"Golden handshakes: Separation pay for retired and dismissed CEOs,"
Journal of Accounting and Economics, Elsevier, vol. 41(3), pages 237-256, September.
- Yermack, David, 2006. "Golden Handshakes: Separation Pay for Retired and Dismissed CEOs," SIFR Research Report Series 41, Institute for Financial Research.
- Yermack, David, 2006. "Flights of fancy: Corporate jets, CEO perquisites, and inferior shareholder returns," Journal of Financial Economics, Elsevier, vol. 80(1), pages 211-242, April.
- Katz, Barbara G. & Owen, Joel, 2006.
"Should governments compete for foreign direct investment?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 59(2), pages 230-248, February.
- Barbara G. Katz & Joel Owen, 2003. "Should Governments Compete for Foreign Direct Investment?," Working Papers 03-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- Philippon, Thomas, 2006.
"Corporate governance over the business cycle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2117-2141, November.
- Thomas Philippon, 2004. "Corporate Governance Over the Business Cycle," 2004 Meeting Papers 114, Society for Economic Dynamics.
- Bergstresser, Daniel & Philippon, Thomas, 2006.
"CEO incentives and earnings management,"
Journal of Financial Economics, Elsevier, vol. 80(3), pages 511-529, June.
- Daniel Bergstresser & Thomas Philippon, 2003. "CEO incentives and earnings management," Proceedings 862, Federal Reserve Bank of Chicago.
- John, Kose & John, Teresa A., 2006.
"Managerial incentives, derivatives and stability,"
Journal of Financial Stability, Elsevier, vol. 2(1), pages 71-94, April.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- White Lawrence J., 2006.
"Market Definition and Market Power in Payment Card Networks: Some Comments and Considerations,"
Review of Network Economics, De Gruyter, vol. 5(1), pages 1-11, March.
- Lawrence White, 2006. "Market Definition and Market Power in Payment Card Networks: Some Comments and Considerations," Working Papers 06-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Pradeep Chintagunta & Tülin Erdem & Peter E. Rossi & Michel Wedel, 2006. "Structural Modeling in Marketing: Review and Assessment," Marketing Science, INFORMS, vol. 25(6), pages 604-616, 11-12.
- Amihud, Yakov & Li, Kefei, 2006. "The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 41(3), pages 637-660, September.
- Yakov Amihud & Haim Mendelson, 2006. "Stock and Bond Liquidity and its Effect on Prices and Financial Policies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(1), pages 19-32, April.
- Wachtel, Paul, 2006. "Policy issues relevant to transition and emerging market economies: Papers from the 10th Dubrovnik Economic Conference," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1333-1334, May.
- Wachtel, Paul & Vujcic, Boris, 2006. "Introduction: Crises, financial stability and macroeconomic policy. Papers from the 11th Dubrovnik Economic Conference," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3257-3258, December.
- Korhonen, Iikka & Wachtel, Paul, 2006.
"A note on exchange rate pass-through in CIS countries,"
Research in International Business and Finance, Elsevier, vol. 20(2), pages 215-226, June.
- Korhonen, Iikka & Wachtel, Paul, 2005. "A Note on exchange rate pass-through in CIS countries," BOFIT Discussion Papers 2/2005, Bank of Finland Institute for Emerging Economies (BOFIT).
2005
- Bertaud, Alain & Brueckner, Jan K., 2005. "Analyzing building-height restrictions: predicted impacts and welfare costs," Regional Science and Urban Economics, Elsevier, vol. 35(2), pages 109-125, March.
- Russell, Jeffrey R. & Engle, Robert F., 2005. "A Discrete-State Continuous-Time Model of Financial Transactions Prices and Times: The Autoregressive Conditional Multinomial-Autoregressive Conditional Duration Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 166-180, April.
- Jeffrey Lange & Nicholas Economides, 2005.
"A Parimutuel Market Microstructure for Contingent Claims,"
European Financial Management, European Financial Management Association, vol. 11(1), pages 25-49, January.
- Nicholas Economides, 2003. "A Parimutuel Market Microstructure for Contingent Claims," Working Papers 03-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nouriel Roubini & Brad Setser, 2005. "Will the Bretton Woods 2 regime unravel soon? the risk of a hard landing in 2005-2006," Proceedings, Federal Reserve Bank of San Francisco, issue Feb.
- Hurvich, Clifford & Lang, Gabriel & Soulier, Philippe, 2005. "Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 853-871, September.
- Clifford M. Hurvich & Eric Moulines & Philippe Soulier, 2005.
"Estimating Long Memory in Volatility,"
Econometrica, Econometric Society, vol. 73(4), pages 1283-1328, July.
- Clifford Hurvich & Eric Moulines & Philippe Soulier, 2004. "Estimating Long Memory in Volatility," Econometrics 0412006, University Library of Munich, Germany.
- Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005.
"Comovement,"
Journal of Financial Economics, Elsevier, vol. 75(2), pages 283-317, February.
- Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005. "Comovement," Scholarly Articles 27867240, Harvard University Department of Economics.
- Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," Harvard Institute of Economic Research Working Papers 1953, Harvard - Institute of Economic Research.
- Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," NBER Working Papers 8895, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Pedersen, Lasse Heje, 2005.
"Asset pricing with liquidity risk,"
Journal of Financial Economics, Elsevier, vol. 77(2), pages 375-410, August.
- Acharya, Viral & Pedersen, Lasse Heje, 2004. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 4718, C.E.P.R. Discussion Papers.
- Acharya, Viral & Pedersen, Lasse Heje, 2003. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 3749, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Lasse Heje Pedersen, 2004. "Asset Pricing with Liquidity Risk," NBER Working Papers 10814, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Alberto Bisin, 2005.
"Optimal Financial-Market Integration and Security Design,"
The Journal of Business, University of Chicago Press, vol. 78(6), pages 2397-2434, November.
- Bisin, Alberto & Acharya, Viral, 2003. "Optimal Financial Market Integration and Security Design," CEPR Discussion Papers 3852, C.E.P.R. Discussion Papers.
- Jianping Mei & Michael Moses, 2005. "Vested Interest and Biased Price Estimates: Evidence from an Auction Market," Journal of Finance, American Finance Association, vol. 60(5), pages 2409-2435, October.
- Greene, William, 2005. "Reconsidering heterogeneity in panel data estimators of the stochastic frontier model," Journal of Econometrics, Elsevier, vol. 126(2), pages 269-303, June.
- Rose, John M. & Hensher, David A. & Greene, William H., 2005. "Recovering costs through price and service differentiation: Accounting for exogenous information on attribute processing strategies in airline choice," Journal of Air Transport Management, Elsevier, vol. 11(6), pages 400-407.
- Willam Greene, 2005.
"Fixed and Random Effects in Stochastic Frontier Models,"
Journal of Productivity Analysis, Springer, vol. 23(1), pages 7-32, January.
- William Greene, 2002. "Fixed and Random Effects in Stochastic Frontier Models," Working Papers 02-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Jordan Louviere & Kenneth Train & Moshe Ben-Akiva & Chandra Bhat & David Brownstone & Trudy Cameron & Richard Carson & J. Deshazo & Denzil Fiebig & William Greene & David Hensher & Donald Waldman, 2005. "Recent Progress on Endogeneity in Choice Modeling," Marketing Letters, Springer, vol. 16(3), pages 255-265, December.
- Mehdi Farsi & Massimo Filippini & William Greene, 2005.
"Efficiency Measurement in Network Industries: Application to the Swiss Railway Companies,"
Journal of Regulatory Economics, Springer, vol. 28(1), pages 69-90, July.
- Mehdi Farsi & Massimo Filippini & William Greene, 2004. "Efficiency Measurement in Network Industries: Application to the Swiss Railway Companies," CEPE Working paper series 04-32, CEPE Center for Energy Policy and Economics, ETH Zurich.
- David Hensher & John Rose & William Greene, 2005. "The implications on willingness to pay of respondents ignoring specific attributes," Transportation, Springer, vol. 32(3), pages 203-222, May.
- William E. Becker & William H. Greene, 2005. "Using the Nobel Laureates in Economics to Teach Quantitative Methods," The Journal of Economic Education, Taylor & Francis Journals, vol. 36(3), pages 261-277, July.
- Cabral, Luis M.B., 2005.
"An equilibrium approach to international merger policy,"
International Journal of Industrial Organization, Elsevier, vol. 23(9-10), pages 739-751, December.
- Cabral, Luis, 2003. "An Equilibrium Approach to International Merger Policy," CEPR Discussion Papers 3878, C.E.P.R. Discussion Papers.
- Luis M. B. Cabral, 2003. "An Equilibrium Approach to International Merger Policy," Working Papers 03-25, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luís M. B. Cabral & Miguel Villas-Boas, 2005. "Bertrand Supertraps," Management Science, INFORMS, vol. 51(4), pages 599-613, April.
- Luís Cabral, 2005. "Collusion Theory: Where to Go Next?," Journal of Industry, Competition and Trade, Springer, vol. 5(3), pages 199-206, December.
- Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2005.
"Over-the-Counter Markets,"
Econometrica, Econometric Society, vol. 73(6), pages 1815-1847, November.
- Darrell Duffie, 2012. "Over-The-Counter Markets," Introductory Chapters, in: Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets, Princeton University Press.
- Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2004. "Over-the-Counter Markets," NBER Working Papers 10816, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2005.
"Predatory Trading,"
Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, August.
- Lasse H. Pedersen & Markus Brunnermeier, 2004. "Predatory Trading," Econometric Society 2004 North American Winter Meetings 425, Econometric Society.
- Markus K Brunnermeier & Lasse Heje Pederson, 2003. "Predatory Trading," FMG Discussion Papers dp441, Financial Markets Group.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2004. "Predatory Trading," NBER Working Papers 10755, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K. & Pederson, Lasse Heje, 2003. "Predatory trading," LSE Research Online Documents on Economics 24829, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus & Pedersen, Lasse Heje, 2004. "Predatory Trading," CEPR Discussion Papers 4639, C.E.P.R. Discussion Papers.
- Petra Moser, 2005.
"How Do Patent Laws Influence Innovation? Evidence from Nineteenth-Century World's Fairs,"
American Economic Review, American Economic Association, vol. 95(4), pages 1214-1236, September.
- Petra Moser, 2003. "How Do Patent Laws Influence Innovation? Evidence from Nineteenth-Century World Fairs," NBER Working Papers 9909, National Bureau of Economic Research, Inc.
- Goodfriend, Marvin & Zin, Stanley, 2005. "Monetary Theory and Policy: Papers in Honor of Bennett T. McCallum," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 853-853, July.
- Gallmeyer, Michael F. & Hollifield, Burton & Zin, Stanley E., 2005.
"Taylor rules, McCallum rules and the term structure of interest rates,"
Journal of Monetary Economics, Elsevier, vol. 52(5), pages 921-950, July.
- Michael F. Gallmeyer & Burton Hollifield, 2005. "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," 2005 Meeting Papers 676, Society for Economic Dynamics.
- Michael Gallmeyer & Burton Hollifield & Stanley E. Zin, 2005. "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," NBER Working Papers 11276, National Bureau of Economic Research, Inc.
- Simone Brands & Stephen J. Brown & David R. Gallagher, 2005. "Portfolio Concentration and Investment Manager Performance," International Review of Finance, International Review of Finance Ltd., vol. 5(3‐4), pages 149-174, September.
- Thomas Philippon, 2005. "No-arbitrage Taylor rules - comments," Proceedings, Federal Reserve Bank of San Francisco.
- Damodaran, Aswath & John, Kose & Liu, Crocker H., 2005.
"What motivates managers?: Evidence from organizational form changes,"
Journal of Corporate Finance, Elsevier, vol. 12(1), pages 1-26, December.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Aswath Damodaran & Kose John & Crocker H. Liu, 1999. "What Motivates Managers? Evidence from Organizational Form Changes," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-079, New York University, Leonard N. Stern School of Business-.
- Chiou, Ingyu & White, Lawrence J., 2005.
"Measuring the value of strategic alliances in the wake of a financial implosion: Evidence from Japan's financial services sector,"
Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2455-2473, October.
- Lawrence White & Ingyu Chiou, 2003. "Measuring the Value of Strategic Alliances in the Wake of a Financial Implosion: Evidence from Japan's Financial Services Sector," Working Papers 03-23, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence White, 2005.
"Introduction: Antitrust and Regulatory Update,"
Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 27(3), pages 195-196, November.
- Lawrence White, 2003. "Introduction: Antitrust and Regulatory Update," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 23(2), pages 93-94, September.
- Lawrence White, 2009. "Introduction: Antitrust and Regulatory Update," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 35(4), pages 315-316, December.
- Lawrence White, 2011. "Introduction: Antitrust and Regulatory Update," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 39(4), pages 269-270, December.
- Lawrence White, 2006. "Introduction: Antitrust and Regulatory Update," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 29(4), pages 279-280, December.
- Lawrence White, 2004. "Introduction: Antitrust and Regulatory Update," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 25(4), pages 351-351, October.
- Lawrence White, 2008. "Introduction: Antitrust and Regulatory Update," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 33(3), pages 185-185, November.
- Lawrence White, 2012. "Introduction: Antitrust and Regulatory Update," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 41(4), pages 249-250, December.
- Lawrence White, 2007. "Introduction: Antitrust and Regulatory Update," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 31(2), pages 83-83, September.
- Lawrence White, 2002. "Introduction: Antitrust and Regulatory Update," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 21(4), pages 335-335, December.
- W. Scott Frame & Lawrence J. White, 2005.
"Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire?,"
Journal of Economic Perspectives, American Economic Association, vol. 19(2), pages 159-184, Spring.
- Lawrence White & W. Scott Frame, 2004. "Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire?," Working Papers 04-27, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Lawrence J. White, 2004. "Fussing and fuming over Fannie and Freddie: how much smoke, how much fire?," FRB Atlanta Working Paper 2004-26, Federal Reserve Bank of Atlanta.
- Jalal Akhavein & W. Scott Frame & Lawrence J. White, 2005.
"The Diffusion of Financial Innovations: An Examination of the Adoption of Small Business Credit Scoring by Large Banking Organizations,"
The Journal of Business, University of Chicago Press, vol. 78(2), pages 577-596, March.
- Jalal Akhavein & W. Scott Frame & Lawrence J. White, 2001. "The Diffusion of Financial Innovations: An Examination of the Adoption of Small Business Credit Scoring By Large Banking Organizations," Working Papers 01-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Jalal D. Akhavein & W. Scott Frame & Lawrence J. White, 2001. "The diffusion of financial innovations: an examination of the adoption of small business credit scoring by large banking organizations," Proceedings 724, Federal Reserve Bank of Chicago.
- Jalal D. Akhavein & W. Scott Frame & Lawrence J. White, 2001. "The diffusion of financial innovations: an examination of the adoption of small business credit scoring by large banking organizations," FRB Atlanta Working Paper 2001-9, Federal Reserve Bank of Atlanta.
- Jalal Akhavein & W. Scott Frame & Lawrence J. White, 2001. "The Diffusion of Financial Innovations: An Examination of The Adoption of Small Business Credit Scoring by Large Banking Organizations," Center for Financial Institutions Working Papers 01-19, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Fich, Eliezer M. & White, Lawrence J., 2005.
"Why do CEOs reciprocally sit on each other's boards?,"
Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 175-195, March.
- Eliezer M. Fitch & Lawrence J. White, 2001. "Why Do CEO's Reciprocally Sit On Each Other's Boards?," Working Papers 01-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Tülin Erdem & Michael Keane & T. Öncü & Judi Strebel, 2005. "Learning About Computers: An Analysis of Information Search and Technology Choice," Quantitative Marketing and Economics (QME), Springer, vol. 3(3), pages 207-247, September.
- Tülin Erdem & Kannan Srinivasan & Wilfred Amaldoss & Patrick Bajari & Hai Che & Teck Ho & Wes Hutchinson & Michael Katz & Michael Keane & Robert Meyer & Peter Reiss, 2005. "Theory-Driven Choice Models," Marketing Letters, Springer, vol. 16(3), pages 225-237, December.
- Wachtel, Paul, 2005. "Introduction to the Symposium Issue," Journal of Banking & Finance, Elsevier, vol. 29(1), pages 1-4, January.
- Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul, 2005.
"Privatization matters: Bank efficiency in transition countries,"
Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2155-2178, August.
- John P. Bonin & Iftekhar Hasan & Paul Wachtel, 2004. "Privatization Matters: Bank Efficiency in Transition Countries," William Davidson Institute Working Papers Series 2004-679, William Davidson Institute at the University of Michigan.
- Paul Wachtel & John Bonin & Iftekhar Hasan, 2004. "Privatization Matters: Bank Efficiency in Transition Countries," Working Papers 04-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul, 2004. "Privatization matters: bank efficiency in transition countries," BOFIT Discussion Papers 8/2004, Bank of Finland Institute for Emerging Economies (BOFIT).
- Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul, 2005.
"Bank performance, efficiency and ownership in transition countries,"
Journal of Banking & Finance, Elsevier, vol. 29(1), pages 31-53, January.
- Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul, 2004. "Bank performance, efficiency and ownership in transition countries," BOFIT Discussion Papers 7/2004, Bank of Finland Institute for Emerging Economies (BOFIT).
- Edward I. Altman & Brooks Brady & Andrea Resti & Andrea Sironi, 2005. "The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications," The Journal of Business, University of Chicago Press, vol. 78(6), pages 2203-2228, November.
- Edward I. Altman & Herbert A. Rijken, 2005. "The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 34(2), pages 127-154, July.
- Edward Altman & Gabriele Sabato, 2005. "Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs," Journal of Financial Services Research, Springer;Western Finance Association, vol. 28(1), pages 15-42, October.
- Onorato, Mario & Altman, Edward I., 2005. "An integrated pricing model for defaultable loans and bonds," European Journal of Operational Research, Elsevier, vol. 163(1), pages 65-82, May.
- Altman, Edward I., 2005. "An emerging market credit scoring system for corporate bonds," Emerging Markets Review, Elsevier, vol. 6(4), pages 311-323, December.
2004
- Robert Engle, 2004.
"Risk and Volatility: Econometric Models and Financial Practice,"
American Economic Review, American Economic Association, vol. 94(3), pages 405-420, June.
- Engle III, Robert F., 2003. "Risk and Volatility: Econometric Models and Financial Practice," Nobel Prize in Economics documents 2003-4, Nobel Prize Committee.
- Robert F. Engle & Simone Manganelli, 2004.
"CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 367-381, October.
- Robert Engle & Simone Manganelli, 2000. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," Econometric Society World Congress 2000 Contributed Papers 0841, Econometric Society.
- Engle, Robert F & Manganelli, Simone, 1999. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," University of California at San Diego, Economics Working Paper Series qt06m3d6nv, Department of Economics, UC San Diego.
- Engle, Robert F. & Patton, Andrew J., 2004.
"Impacts of trades in an error-correction model of quote prices,"
Journal of Financial Markets, Elsevier, vol. 7(1), pages 1-25, January.
- Engle, Robert F & Patton, Andrew J, 2000. "Impacts of Trades in an Error-Correction Model of Quote Prices," University of California at San Diego, Economics Working Paper Series qt6dm6093f, Department of Economics, UC San Diego.
- Robert Engle, 2004. "Robert F Engle: Understanding volatility as a process," Quantitative Finance, Taylor & Francis Journals, vol. 4(2), pages 19-20.
- Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2004.
"Exchange rate overshooting and the costs of floating,"
Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Nouriel Roubini & Michele Cavallo & Kate Kisselev, 2004. "Exchange rate overshooting and the costs of floating," 2004 Meeting Papers 766, Society for Economic Dynamics.
- Nouriel Roubini & Michele Cavallo & Kate Kisselev, 2004. "Exchange rate overshooting and the costs of floating," Computing in Economics and Finance 2004 62, Society for Computational Economics.
- Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2005. "Exchange rate overshooting and the costs of floating," Working Paper Series 2005-07, Federal Reserve Bank of San Francisco.
- Amihud, Yakov & Hurvich, Clifford M., 2004.
"Predictive Regressions: A Reduced-Bias Estimation Method,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(4), pages 813-841, December.
- Yakov Amihud & Clifford Hurvich, 2004. "Predictive Regressions: A Reduced-Bias Estimation Method," Econometrics 0412008, University Library of Munich, Germany.
- Sundararajan, Arun, 2004. "Nonlinear pricing and type-dependent network effects," Economics Letters, Elsevier, vol. 83(1), pages 107-113, April.
- Baker, Malcolm & Wurgler, Jeffrey, 2004.
"Appearing and disappearing dividends: The link to catering incentives,"
Journal of Financial Economics, Elsevier, vol. 73(2), pages 271-288, August.
- Malcolm Baker & Jeffrey Wurgler, 2003. "Appearing and Disappearing Dividends: The Link to Catering Incentives," NBER Working Papers 9995, National Bureau of Economic Research, Inc.
- William Greene, 2004. "The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 98-119, June.
- William Greene & Dan Segal, 2004. "Profitability and Efficiency in the U.S. Life Insurance Industry," Journal of Productivity Analysis, Springer, vol. 21(3), pages 229-247, May.
- William Greene, 2004.
"Convenient estimators for the panel probit model: Further results,"
Empirical Economics, Springer, vol. 29(1), pages 21-47, January.
- William Greene, 2002. "Convenient estimators for the panel probit model: Further results," Working Papers 02-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- William Greene, 2004. "Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model," Econometric Reviews, Taylor & Francis Journals, vol. 23(2), pages 125-147.
- William Greene, 2004.
"Distinguishing between heterogeneity and inefficiency: stochastic frontier analysis of the World Health Organization's panel data on national health care systems,"
Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 959-980, October.
- William Greene, 2003. "Distinguishing Between Heterogeneity and Inefficiency: Stochastic Frontier Analysis of the World Health Organization’s Panel Data on National Health Care Systems," Working Papers 03-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luis M. B., 2004. "Simultaneous entry and welfare," European Economic Review, Elsevier, vol. 48(5), pages 943-957, October.
- Willa W. Chen & Rohit S. Deo, 2004. "Power transformations to induce normality and their applications," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 117-130, February.
- Chen, Willa W. & Deo, Rohit S., 2004. "A Generalized Portmanteau Goodness-Of-Fit Test For Time Series Models," Econometric Theory, Cambridge University Press, vol. 20(2), pages 382-416, April.
- Nicolae Gârleanu, 2004. "Adverse Selection and the Required Return," The Review of Financial Studies, Society for Financial Studies, vol. 17(3), pages 643-665.
- Petra Moser & Tom Nicholas, 2004. "Was Electricity a General Purpose Technology? Evidence from Historical Patent Citations," American Economic Review, American Economic Association, vol. 94(2), pages 388-394, May.
- Qian, Yiming & John, Kose & John, Teresa A., 2004.
"Financial system design and liquidity provision by banks and markets in a dynamic economy,"
Journal of International Money and Finance, Elsevier, vol. 23(3), pages 385-403, April.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Edward Altman & George Benston & Gerald Bierwag & Marshall Blume & Richard Brealey & Willard Carleton & Andrew Chen & Elroy Dimson & Franklin Edwards & Robert Eisenbeis & Wayne Ferson & Mark Flannery , 2004.
"The Controversy Over Executive Compensation,"
Journal of Applied Corporate Finance, Morgan Stanley, vol. 16(1), pages 108-111, January.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- W. Scott Frame & Lawrence J. White, 2004.
"Regulating housing GSEs: thoughts on institutional structure and authorities,"
Economic Review, Federal Reserve Bank of Atlanta, vol. 89(Q 2), pages 87-102.
- Lawrence J. White & W. Scott Frame, 2004. "Regulating Housing GSEs: Thoughts on Institutional Structure and Authorities," Working Papers 04-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Allen N. Berger & Seth D. Bonime & Lawrence G. Goldberg & Lawrence J. White, 2004. "The Dynamics of Market Entry: The Effects of Mergers and Acquisitions on Entry in the Banking Industry," The Journal of Business, University of Chicago Press, vol. 77(4), pages 797-834, October.
- W. Scott Frame & Lawrence J. White, 2004.
"Empirical Studies of Financial Innovation: Lots of Talk, Little Action?,"
Journal of Economic Literature, American Economic Association, vol. 42(1), pages 116-144, March.
- W. Scott Frame & Lawrence White, 2002. "Empirical Studies of Financial Innovation: Lots of Talk, Little Action?," Working Papers 02-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Lawrence J. White, 2002. "Empirical studies of financial innovation: lots of talk, little action?," FRB Atlanta Working Paper 2002-12, Federal Reserve Bank of Atlanta.
- Jalal Akhavein & Lawrence Goldberg & Lawrence White, 2004. "Small Banks, Small Business, and Relationships: An Empirical Study of Lending to Small Farms," Journal of Financial Services Research, Springer;Western Finance Association, vol. 26(3), pages 245-261, December.
- Cole, Rebel A. & Goldberg, Lawrence G. & White, Lawrence J., 2004. "Cookie Cutter vs. Character: The Micro Structure of Small Business Lending by Large and Small Banks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 227-251, June.
- Amihud, Yakov & Wohl, Avi, 2004. "Political news and stock prices: The case of Saddam Hussein contracts," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1185-1200, May.
- Altman, Edward I. & Rijken, Herbert A., 2004. "How rating agencies achieve rating stability," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2679-2714, November.
- W-K Ching & M K Ng & K-K Wong & E Altman, 2004. "Customer lifetime value: stochastic optimization approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 55(8), pages 860-868, August.
2003
- Bertaud, Alain, 2003. "Clearing the air in Atlanta: transit and smart growth or conventional economics?," Journal of Urban Economics, Elsevier, vol. 54(3), pages 379-400, November.
- Robert F. Engle & Asger Lunde, 2003.
"Trades and Quotes: A Bivariate Point Process,"
Journal of Financial Econometrics, Oxford University Press, vol. 1(2), pages 159-188.
- Engle, Robert F & Lunde, Asger, 1998. "Trades and Quotes: A Bivariate Point Process," University of California at San Diego, Economics Working Paper Series qt8bh079sq, Department of Economics, UC San Diego.
- Chen, Willa W. & Hurvich, Clifford M., 2003. "Semiparametric Estimation of Multivariate Fractional Cointegration," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 629-642, January.
- Chen, Willa W. & Hurvich, Clifford M., 2003. "Estimating fractional cointegration in the presence of polynomial trends," Journal of Econometrics, Elsevier, vol. 117(1), pages 95-121, November.
- Clifford M. Hurvich & Bonnie K. Ray, 2003. "The Local Whittle Estimator of Long-Memory Stochastic Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 1(3), pages 445-470.
- Baker, Malcolm & Greenwood, Robin & Wurgler, Jeffrey, 2003. "The maturity of debt issues and predictable variation in bond returns," Journal of Financial Economics, Elsevier, vol. 70(2), pages 261-291, November.
- Malcolm Baker & Jeremy C. Stein & Jeffrey Wurgler, 2003.
"When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(3), pages 969-1005.
- Malcolm Baker & Jeremy C. Stein & Jeffrey Wurgler, 2002. "When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms," NBER Working Papers 8750, National Bureau of Economic Research, Inc.
- Malcolm Baker & Jeremy C. Stein & Jeffrey Wurgler, 2002. "When Does the Market Matter? Stock Prices and the Investsment of Equity-Dependent Firms," Harvard Institute of Economic Research Working Papers 1978, Harvard - Institute of Economic Research.
- Viral V. Acharya, 2003.
"Is the International Convergence of Capital Adequacy Regulation Desirable?,"
Journal of Finance, American Finance Association, vol. 58(6), pages 2745-2782, December.
- Acharya, Viral, 2002. "Is the International Convergence of Capital Adequacy Regulation Desirable?," CEPR Discussion Papers 3253, C.E.P.R. Discussion Papers.
- Greene, William H. & Hensher, David A., 2003. "A latent class model for discrete choice analysis: contrasts with mixed logit," Transportation Research Part B: Methodological, Elsevier, vol. 37(8), pages 681-698, September.
- William Greene, 2003.
"Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function,"
Journal of Productivity Analysis, Springer, vol. 19(2), pages 179-190, April.
- William H. Greene, 2000. "Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function," Working Papers 00-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, W.H., 2000. "Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function," New York University, Leonard N. Stern School Finance Department Working Paper Seires 00-05, New York University, Leonard N. Stern School of Business-.
- David Hensher & William Greene, 2003. "The Mixed Logit model: The state of practice," Transportation, Springer, vol. 30(2), pages 133-176, May.
- Luís M B Cabral & José Mata, 2003.
"On the Evolution of the Firm Size Distribution: Facts and Theory,"
American Economic Review, American Economic Association, vol. 93(4), pages 1075-1090, September.
- Cabral, Luis & Mata, José, 2001. "On the Evolution of the Firm Size Distribution: Facts and Theory," CEPR Discussion Papers 3045, C.E.P.R. Discussion Papers.
- Luís M. B. Cabral, 2003. "R&D Competition when firms Choose Variance," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 12(1), pages 139-150, March.
- Cabral, Luis M. B., 2003.
"Horizontal mergers with free-entry: why cost efficiencies may be a weak defense and asset sales a poor remedy,"
International Journal of Industrial Organization, Elsevier, vol. 21(5), pages 607-623, May.
- Luis M. B. Cabral, 2001. "Horizontal Mergers With Free-Entry: Why Cost Efficiencies May Be a Weak Defense and Asset Sales a Poor Remedy," Working Papers 01-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luis M. B., 2003. "International merger policy coordination," Japan and the World Economy, Elsevier, vol. 15(1), pages 21-30, January.
- Deo, Rohit S. & Richardson, Matthew, 2003. "On The Asymptotic Power Of The Variance Ratio Test," Econometric Theory, Cambridge University Press, vol. 19(2), pages 231-239, April.
- Darrell Duffie & Lasse Heje Pedersen & Kenneth J. Singleton, 2003. "Modeling Sovereign Yield Spreads: A Case Study of Russian Debt," Journal of Finance, American Finance Association, vol. 58(1), pages 119-159, February.
- Dahiya, Sandeep & Yermack, David, 2003. "Litigation exposure, capital structure and shareholder value: the case of Brooke Group," Journal of Corporate Finance, Elsevier, vol. 9(3), pages 271-294, June.
- Brown, Stephen J. & Goetzmann, William N. & Hiraki, Takato & Shiraishi, Noriyoshi, 2003.
"An analysis of the relative performance of Japanese and foreign money management,"
Pacific-Basin Finance Journal, Elsevier, vol. 11(4), pages 393-412, September.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi, 2002. "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers ysm6, Yale School of Management, revised 01 Apr 2008.
- William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2004. "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers ysm6, Yale School of Management.
- William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2002. "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers ysm306, Yale School of Management.
- Kose John & Yiming Qian, 2003.
"Incentive features in CEO compensation in the banking industry,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 9(Apr), pages 109-121.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Kose John & Anthony W. Lynch & Manju Puri, 2003.
"Credit Ratings, Collateral, and Loan Characteristics: Implications for Yield,"
The Journal of Business, University of Chicago Press, vol. 76(3), pages 371-410, July.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- John, Kose & Lynch, Anthony W. & Puri, Manju, 2002. "Credit Ratings, Collateral and Loan Characteristics: Implications for Yield," Research Papers 1748, Stanford University, Graduate School of Business.
- Dahiya, Sandeep & John, Kose & Puri, Manju & Ramirez, Gabriel, 2003.
"Debtor-in-possession financing and bankruptcy resolution: Empirical evidence,"
Journal of Financial Economics, Elsevier, vol. 69(1), pages 259-280, July.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Lawrence White, 2003.
"Focusing on Fannie and Freddie: The Dilemmas of Reforming Housing Finance,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 23(1), pages 43-58, February.
- Lawrence J. White, 2002. "Focusing on Fannie and Freddie: The Dilemmas of Reforming Housing Finance," Working Papers 02-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Tülin Erdem & Susumu Imai & Michael Keane, 2003.
"Brand and Quantity Choice Dynamics Under Price Uncertainty,"
Quantitative Marketing and Economics (QME), Springer, vol. 1(1), pages 5-64, March.
- Erdem, Tulin & Imai, Susumu & Keane, Michael, 2003. "Brand and Quantity Choice Dynamics Under Price Uncertainty," MPRA Paper 52516, University Library of Munich, Germany.
- Amihud, Yakov & Lauterbach, Beni & Mendelson, Haim, 2003. "The Value of Trading Consolidation: Evidence from the Exercise of Warrants," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(4), pages 829-846, December.
- Amihud, Yakov & Hauser, Shmuel & Kirsh, Amir, 2003. "Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange," Journal of Financial Economics, Elsevier, vol. 68(1), pages 137-158, April.
- Paul Wachtel, 2003. "How much do we really know about growth and finance?," Economic Review, Federal Reserve Bank of Atlanta, vol. 88(Q1), pages 33-47.
- Boris Vujić & Paul Wachtel, 2003. "Editorial," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 45(3), pages 213-214, September.
2002
- Engle, Robert, 2002. "Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 339-350, July.
- Rosenberg, Joshua V. & Engle, Robert F., 2002.
"Empirical pricing kernels,"
Journal of Financial Economics, Elsevier, vol. 64(3), pages 341-372, June.
- Joshua Rosenberg & Robert F. Engle, 2000. "Empirical Pricing Kernels," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-014, New York University, Leonard N. Stern School of Business-.
- Robert Engle, 2002. "New frontiers for arch models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 425-446.
- Michael Spence, 2002.
"Signaling in Retrospect and the Informational Structure of Markets,"
American Economic Review, American Economic Association, vol. 92(3), pages 434-459, June.
- Spence, A. Michael, 2001. "Signaling in Retrospect and the Informational Structure of Markets," Nobel Prize in Economics documents 2001-6, Nobel Prize Committee.
- Hurvich, Clifford M. & Soulier, Philippe, 2002. "Testing For Long Memory In Volatility," Econometric Theory, Cambridge University Press, vol. 18(6), pages 1291-1308, December.
- Hurvich, Clifford M., 2002. "Multistep forecasting of long memory series using fractional exponential models," International Journal of Forecasting, Elsevier, vol. 18(2), pages 167-179.
- Hurvich, Clifford M. & Moulines, Eric & Soulier, Philippe, 2002. "The FEXP estimator for potentially non-stationary linear time series," Stochastic Processes and their Applications, Elsevier, vol. 97(2), pages 307-340, February.
- Wurgler, Jeffrey, 2002. "Comment on: Investor psychology in capital markets," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 211-214, January.
- Jeffrey Wurgler & Ekaterina Zhuravskaya, 2002.
"Does Arbitrage Flatten Demand Curves for Stocks?,"
The Journal of Business, University of Chicago Press, vol. 75(4), pages 583-608, October.
- Jeffrey Wurgler & Ekaterina Zhuravskaya, 2000. "Does Arbitrage Flatten Demand Curves for Stocks?," Yale School of Management Working Papers ysm152, Yale School of Management, revised 01 Nov 2001.
- Jeffrey Wurgler & Ekaterina Zhuravskaya, 2000. "Does Arbitrage Flatten Demand Curves for Stocks?," Yale School of Management Working Papers ysm152, Yale School of Management, revised 01 Nov 2001.
- Viral V. Acharya & Jennifer N. Carpenter, 2002.
"Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy,"
The Review of Financial Studies, Society for Financial Studies, vol. 15(5), pages 1355-1383.
- Acharya, Viral & Carpenter, Jennifer, 2002. "Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy," CEPR Discussion Papers 3328, C.E.P.R. Discussion Papers.
- Paul Romer, 2002. "When Should We Use Intellectual Property Rights?," American Economic Review, American Economic Association, vol. 92(2), pages 213-216, May.
- Jianping Mei & Michael Moses, 2002. "Art as an Investment and the Underperformance of Masterpieces," American Economic Review, American Economic Association, vol. 92(5), pages 1656-1668, December.
- Hensher, David A. & Greene, William H., 2002. "Specification and estimation of the nested logit model: alternative normalisations," Transportation Research Part B: Methodological, Elsevier, vol. 36(1), pages 1-17, January.
- Cabral, Luis, 2002. "The California energy crisis," Japan and the World Economy, Elsevier, vol. 14(3), pages 335-339, August.
- Cabral, Luis M. B., 2002.
"Increasing Dominance with No Efficiency Effect,"
Journal of Economic Theory, Elsevier, vol. 102(2), pages 471-479, February.
- Cabral, L., 2000. "Increasing Dominance with No Efficiency Effect," New York University, Leonard N. Stern School Finance Department Working Paper Seires 00-06, New York University, Leonard N. Stern School of Business-.
- Luis Cabral, 2000. "Increasing Dominance With No Efficiency Effect," Working Papers 00-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luís Cabral, 2002. "Comments on Clemons, Hitt, Gu, Thatcher, and Weber," Journal of Financial Services Research, Springer;Western Finance Association, vol. 22(1), pages 91-93, August.
- Deo, Rohit S., 2002. "On testing the adequacy of stable processes under conditional heteroscedasticity," Journal of Empirical Finance, Elsevier, vol. 9(2), pages 257-270, March.
- Duffie, Darrell & Garleanu, Nicolae & Pedersen, Lasse Heje, 2002. "Securities lending, shorting, and pricing," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 307-339.
- Telmer, Chris I. & Zin, Stanley E., 2002. "Prices as factors: Approximate aggregation with incomplete markets," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1127-1157, July.
- Zin, Stanley E., 2002. "Are behavioral asset-pricing models structural?," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 215-228, January.
- Barbara G. Katz & Joel Owen, 2002.
"Voucher Privatization: A detour on the road to transition?,"
The Economics of Transition, The European Bank for Reconstruction and Development, vol. 10(3), pages 553-583, November.
- Barbara Katz & Joel Owen, 2001. "Voucher Privatization : A Detour on the Road to Transition?," Working Papers 01-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 2002. "Trends in Aggregate Concentration in the United States," Journal of Economic Perspectives, American Economic Association, vol. 16(4), pages 137-160, Fall.
- White, Lawrence J., 2002.
"Bank regulation in the United States: understanding the lessons of the 1980s and 1990s,"
Japan and the World Economy, Elsevier, vol. 14(2), pages 137-154, April.
- Lawrence J. White, 2000. "Bank Regulation in the United States: Understanding the Lessons of the 1980s and 1990s," Working Papers 00-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Amihud, Yakov, 2002. "Illiquidity and stock returns: cross-section and time-series effects," Journal of Financial Markets, Elsevier, vol. 5(1), pages 31-56, January.
- Amihud, Yakov & DeLong, Gayle L. & Saunders, Anthony, 2002. "The effects of cross-border bank mergers on bank risk and value," Journal of International Money and Finance, Elsevier, vol. 21(6), pages 857-877, November.
- Rousseau, Peter L. & Wachtel, Paul, 2002. "Inflation thresholds and the finance-growth nexus," Journal of International Money and Finance, Elsevier, vol. 21(6), pages 777-793, November.
- Boris Vujcic & Paul Wachtel, 2002. "7th Dubrovnik Economics Conference: Current Issues in Emerging Market Economies," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 44(2-3), pages 1-1, September.
- Edward I Altman, 2002. "Managing Credit Risk: A Challenge for the New Millennium," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 31(2), pages 201-214, July.
- T. Boulogne & E. Altman & O. Pourtallier, 2002. "On the Convergence to Nash Equilibrium in Problems of Distributed Computing," Annals of Operations Research, Springer, vol. 109(1), pages 279-291, January.
- Altman, Edward I. & Bharath, Sreedhar T. & Saunders, Anthony, 2002. "Credit ratings and the BIS capital adequacy reform agenda," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 909-921, May.
2001
- Bertaud, Alain & Malpezzi, Stephen, 2001.
"Measuring the Costs and Benefits of Urban Land Use Regulation: A Simple Model with an Application to Malaysia,"
Journal of Housing Economics, Elsevier, vol. 10(3), pages 393-418, September.
- Alain Bertaud & Stephen Malpezzi, 1995. "Measuring the Costs and Benefits of Urban Land Use Regulation: A Simple Model with an Application to Malaysia," Wisconsin-Madison CULER working papers 95-03, University of Wisconsin Center for Urban Land Economic Research.
- Robert Engle, 2001. "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 157-168, Fall.
- Engle, Robert, 2001. "Financial econometrics - A new discipline with new methods," Journal of Econometrics, Elsevier, vol. 100(1), pages 53-56, January.
- Engle, Robert F. & Lange, Joe, 2001. "Predicting VNET: A model of the dynamics of market depth," Journal of Financial Markets, Elsevier, vol. 4(2), pages 113-142, April.
- R. F. Engle & A. J. Patton, 2001. "What good is a volatility model?," Quantitative Finance, Taylor & Francis Journals, vol. 1(2), pages 237-245.
- Economides, Nicholas, 2001.
"The impact of the Internet on financial markets,"
Journal of Financial Transformation, Capco Institute, vol. 1, pages 8-13.
- Nicholas Economides, 2004. "The Impact of the Internet on Financial Markets," Finance 0407010, University Library of Munich, Germany.
- Nicholas Economides, 2001.
"The Microsoft Antitrust Case,"
Journal of Industry, Competition and Trade, Springer, vol. 1(1), pages 7-39, March.
- Economides, N., 2001. "The Microsoft Antitrust Case," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-00, New York University, Leonard N. Stern School of Business-.
- Nicholas Economides, 2001. "The Microsoft Antitrust Case: Rejoinder," Journal of Industry, Competition and Trade, Springer, vol. 1(1), pages 71-79, March.
- Roubini, Nouriel, 2001. "Is recovery of Asian markets sustainable?," Japan and the World Economy, Elsevier, vol. 13(2), pages 181-185, April.
- Clifford M. Hurvich & Julia Brodsky, 2001. "Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(2), pages 221-249, March.
- Clifford M. Hurvich, 2001. "Model Selection for Broadband Semiparametric Estimation of Long Memory in Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(6), pages 679-709, November.
- Deo, Rohit S. & Hurvich, Clifford M., 2001. "On The Log Periodogram Regression Estimator Of The Memory Parameter In Long Memory Stochastic Volatility Models," Econometric Theory, Cambridge University Press, vol. 17(4), pages 686-710, August.
- Viral V. Acharya, 2001. "Competition Among Banks, Capital Requirements and International Spillovers," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(3), pages 337-358, November.
- William E. Becker & William H. Greene, 2001. "Teaching Statistics and Econometrics to Undergraduates," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 169-182, Fall.
- Epstein, Larry G. & Zin, Stanley E., 2001.
"The independence axiom and asset returns,"
Journal of Empirical Finance, Elsevier, vol. 8(5), pages 537-572, December.
- Larry G. Epstein & Stanley E. Zin, 1991. "The Independence Axiom and Asset Returns," NBER Technical Working Papers 0109, National Bureau of Economic Research, Inc.
- Brown, Stephen J & Goetzmann, William N & Hiraki, Takato & Otsuki, Toshiyuki & Shiraishi, Noriyoshi, 2001.
"The Japanese Open-End Fund Puzzle,"
The Journal of Business, University of Chicago Press, vol. 74(1), pages 59-77, January.
- Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998. "The Japanese Open-End Fund Puzzle," NBER Working Papers 6347, National Bureau of Economic Research, Inc.
- Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998. "The Japanese Open-End Fund Puzzle," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-012, New York University, Leonard N. Stern School of Business-.
- Brown, Stephen J., 2001. "Hedge funds: Omniscient or just plain wrong," Pacific-Basin Finance Journal, Elsevier, vol. 9(4), pages 301-311, August.
- Brown, Stephen J. & Steenbeek, Onno W., 2001. "Doubling: Nick Leeson's trading strategy," Pacific-Basin Finance Journal, Elsevier, vol. 9(2), pages 83-99, April.
- Stephen J. Brown & William N. Goetzmann & James Park, 2001. "Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry," Journal of Finance, American Finance Association, vol. 56(5), pages 1869-1886, October.
- Yannis Bakos, 2001. "The Emerging Landscape for Retail E-Commerce," Journal of Economic Perspectives, American Economic Association, vol. 15(1), pages 69-80, Winter.
- Kramarz, Francis & Philippon, Thomas, 2001.
"The impact of differential payroll tax subsidies on minimum wage employment,"
Journal of Public Economics, Elsevier, vol. 82(1), pages 115-146, October.
- Francis Kramarz & Thomas Philippon, 2000. "The Impact of Differenctial Payroll Tax Subsidies on Minimum Wage Employment," Working Papers 2000-10, Center for Research in Economics and Statistics.
- Kramarz, Francis & Philippon, Thomas, 2000. "The Impact of Differential Payroll Tax Subsidies on Minimum Wage Employment," IZA Discussion Papers 219, Institute of Labor Economics (IZA).
- Carpenter, Jennifer N & Remmers, Barbara, 2001. "Executive Stock Option Exercises and Inside Information," The Journal of Business, University of Chicago Press, vol. 74(4), pages 513-534, October.
- Lawrence White, 2001.
"Lysine and Price Fixing: How Long? How Severe?,"
Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 18(1), pages 23-31, February.
- Lawrence J. White, 1999. "Lysine and Price Fixing: How Long? How Severe?," Working Papers 99-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Kwoka, John E, Jr & White, Lawrence J, 2001.
"The New Industrial Organization and Small Business,"
Small Business Economics, Springer, vol. 16(1), pages 21-30, February.
- John E. Kwoka Jr. & Lawrence J. White, 2000. "The New Industrial Organization and Small Business," Working Papers 00-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Kwoka Jr., J.E. & White, L.J., 2000. "The New Industrial Organization and Small Business," New York University, Leonard N. Stern School Finance Department Working Paper Seires ec-00-03, New York University, Leonard N. Stern School of Business-.
- Erdem, Tulin & Sun, Baohong, 2001. "Testing for Choice Dynamics in Panel Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 142-152, April.
- Thomas Urich & Paul Wachtel, 2001. "Financial Market Responses To Monetary Policy Changes In The 1990s," Contemporary Economic Policy, Western Economic Association International, vol. 19(3), pages 254-267, July.
- Paul Wachtel, 2001. "Growth and Finance: What Do We Know and How Do We Know It?," International Finance, Wiley Blackwell, vol. 4(3), pages 335-362.
- Altman, Edward I., 2001. "Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 1-2, January.
- Altman, Edward I. & Saunders, Anthony, 2001.
"An analysis and critique of the BIS proposal on capital adequacy and ratings,"
Journal of Banking & Finance, Elsevier, vol. 25(1), pages 25-46, January.
- Edward Altman & Anthony Saunders, 2000. "An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-084, New York University, Leonard N. Stern School of Business-.
2000
- Alfonso Dufour & Robert F. Engle, 2000.
"Time and the Price Impact of a Trade,"
Journal of Finance, American Finance Association, vol. 55(6), pages 2467-2498, December.
- Dufour, Alfonso & Engle, Robert F, 1999. "Time and the Price Impact of a Trade," University of California at San Diego, Economics Working Paper Series qt62c0h04j, Department of Economics, UC San Diego.
- Robert F. Engle, 2000.
"The Econometrics of Ultra-High Frequency Data,"
Econometrica, Econometric Society, vol. 68(1), pages 1-22, January.
- Robert F. Engle, 1996. "The Econometrics of Ultra-High Frequency Data," NBER Working Papers 5816, National Bureau of Economic Research, Inc.
- Economides, Nicholas, 2000. "Comment on "A note on N. Economides: The Incentive for Non-Price Discrimination by an Input Monopolist," by Mats Bergman," International Journal of Industrial Organization, Elsevier, vol. 18(6), pages 989-991, August.
- Kim, Soyoung & Roubini, Nouriel, 2000. "Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach," Journal of Monetary Economics, Elsevier, vol. 45(3), pages 561-586, June.
- Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel & Tille, Cedric, 2000. "Competitive devaluations: toward a welfare-based approach," Journal of International Economics, Elsevier, vol. 51(1), pages 217-241, June.
- Clifford M. Hurvich & Willa W. Chen, 2000. "An Efficient Taper for Potentially Overdifferenced Long‐memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(2), pages 155-180, March.
- Malcolm Baker & Jeffrey Wurgler, 2000.
"The Equity Share in New Issues and Aggregate Stock Returns,"
Journal of Finance, American Finance Association, vol. 55(5), pages 2219-2257, October.
- Malcolm Baker & Jeffrey Wurgler, 1999. "The Equity Share in New Issues and Aggregate Stock Returns," Yale School of Management Working Papers ysm124, Yale School of Management, revised 01 Jan 2009.
- Wurgler, Jeffrey, 2000.
"Financial markets and the allocation of capital,"
Journal of Financial Economics, Elsevier, vol. 58(1-2), pages 187-214.
- Jeffrey Wurgler, 1999. "Financial Markets And The Allocation Of Capital," Yale School of Management Working Papers ysm123, Yale School of Management, revised 01 Mar 2001.
- Acharya, Viral V. & John, Kose & Sundaram, Rangarajan K., 2000.
"On the optimality of resetting executive stock options,"
Journal of Financial Economics, Elsevier, vol. 57(1), pages 65-101, July.
- Viral Acharya & Kose John & Rangarajan K. Sundaram, 1999. "On the Optimality of Resetting Executive Stock Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-087, New York University, Leonard N. Stern School of Business-.
- Paul M. Romer, 2000.
"Thinking and Feeling,"
American Economic Review, American Economic Association, vol. 90(2), pages 439-443, May.
- Romer, Paul M., 2000. "Thinking and Feeling," Research Papers 1618, Stanford University, Graduate School of Business.
- Zahir Zaveri & Daniel Pedisicha & William Greene, 2000. "Opportunities for Economic Research by Secondary School Students," The Journal of Economic Education, Taylor & Francis Journals, vol. 31(4), pages 402-405, December.
- Pedro P. Barros & Luís Cabral, 2000. "Competing for Foreign Direct Investment," Review of International Economics, Wiley Blackwell, vol. 8(2), pages 360-371, May.
- Cabral, Luis M. B., 2000. "R&D cooperation and product market competition," International Journal of Industrial Organization, Elsevier, vol. 18(7), pages 1033-1047, October.
- Luis M.B. Cabral, 2000.
"Stretching Firm and Brand Reputation,"
RAND Journal of Economics, The RAND Corporation, vol. 31(4), pages 658-673, Winter.
- Cabral, L.M.B., 2000. "Stretching Firm and Brand Reputation," New York University, Leonard N. Stern School Finance Department Working Paper Seires 00-07, New York University, Leonard N. Stern School of Business-.
- Luis Cabral, 2000. "Stretching Firm and Brand Reputation," Working Papers 00-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- Deo, Rohit S., 2000. "Spectral tests of the martingale hypothesis under conditional heteroscedasticity," Journal of Econometrics, Elsevier, vol. 99(2), pages 291-315, December.
- Deo, Rohit S., 2000. "On estimation and testing goodness of fit for m-dependent stable sequences," Journal of Econometrics, Elsevier, vol. 99(2), pages 349-372, December.
- Brenner, Menachem & Sundaram, Rangarajan K. & Yermack, David, 2000.
"Altering the terms of executive stock options,"
Journal of Financial Economics, Elsevier, vol. 57(1), pages 103-128, July.
- Menachem Brenner & Rangarajan K. Sundaram & David Yermack, 1998. "Altering the Terms of Executive Stock Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-010, New York University, Leonard N. Stern School of Business-.
- Katz, Barbara G. & Owen, Joel, 2000. "Choosing between Big-Bang and Gradualist Reforms: An Option Price Approach," Journal of Comparative Economics, Elsevier, vol. 28(1), pages 95-107, March.
- John, Kose & Saunders, Anthony & Senbet, Lemma W, 2000.
"A Theory of Bank Regulation and Management Compensation,"
The Review of Financial Studies, Society for Financial Studies, vol. 13(1), pages 95-125.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Kose John & Anthony Saunders & Lemma W. Senbet, 1996. "A Theory of Bank Regulation and Management Compensation," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-30, New York University, Leonard N. Stern School of Business-.
- Kose John & Anthony Saunders & Lemma W. Senbet, 1998. "A Theory of Bank Regulation and Management Compensation," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-043, New York University, Leonard N. Stern School of Business-.
- Lawrence White, 2000.
"Present at the Beginning of a New Era for Antitrust: Reflections on 1982–1983,"
Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 16(2), pages 131-149, March.
- Lawrence J. White, 1999. "Present at the Beginning of a New Era for Antitrust: Reflections on 1982-1983," Working Papers 99-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- White, Lawrence J., 2000. "US telephone deregulation: lessons to be learned, mistakes to be avoided," Japan and the World Economy, Elsevier, vol. 12(2), pages 173-183, May.
- Yakov Amihud & Haim Mendelson, 2000. "The Liquidity Route To A Lower Cost Of Capital," Journal of Applied Corporate Finance, Morgan Stanley, vol. 12(4), pages 8-25, January.
- Yakov Amihud & Kenneth Garbade & Marcel Kahan, 2000. "An Institutional Innovation To Reduce The Agency Costs Of Public Corporate Bonds," Journal of Applied Corporate Finance, Morgan Stanley, vol. 13(1), pages 114-121, March.
- Rousseau, P. L. & Wachtel, P., 2000.
"Equity markets and growth: Cross-country evidence on timing and outcomes, 1980-1995,"
Journal of Banking & Finance, Elsevier, vol. 24(12), pages 1933-1957, December.
- Peter L. Rousseau & Paul Wachtel, 1998. "Equity Markets and Growth: Cross-Country Evidence on Timing and Outcomes, 1980-1995," Working Papers 98-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Altman, Edward I. & Suggitt, Heather J., 2000. "Default rates in the syndicated bank loan market: A mortality analysis," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 229-253, January.
- Edward I. Altman, 2000. "Revisiting The High Yield Bond Market: Mature But Never Dull," Journal of Applied Corporate Finance, Morgan Stanley, vol. 13(1), pages 64-74, March.
1999
- Robert F. Engle & Aaron D. Smith, 1999.
"Stochastic Permanent Breaks,"
The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 553-574, November.
- Engle, Robert F & Smith, Aaron, 1998. "Stochastic Permanent Breaks," University of California at San Diego, Economics Working Paper Series qt99v0s0zx, Department of Economics, UC San Diego.
- Economides, Nicholas, 1999.
"Quality choice and vertical integration,"
International Journal of Industrial Organization, Elsevier, vol. 17(6), pages 903-914, August.
- Nicholas Economides, 1994. "Quality Choice and Vertical Integration," Working Papers 94-22, New York University, Leonard N. Stern School of Business, Department of Economics.
- Economides, Nicholas, 1999.
"The Telecommunications Act of 1996 and its impact1,"
Japan and the World Economy, Elsevier, vol. 11(4), pages 455-483, December.
- Nicholas Economides, 1998. "The Telecommunication Act of 1996 and its Impact," Working Papers 98-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999.
"Paper tigers?: A model of the Asian crisis,"
European Economic Review, Elsevier, vol. 43(7), pages 1211-1236, June.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "Paper tigers? A model of the Asian crisis," Research Paper 9822, Federal Reserve Bank of New York.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "Paper Tigers? A Model of the Asian Crisis," NBER Working Papers 6783, National Bureau of Economic Research, Inc.
- Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999.
"What caused the Asian currency and financial crisis?,"
Japan and the World Economy, Elsevier, vol. 11(3), pages 305-373, October.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "What Caused the Asian Currency and Financial Crisis?," Temi di discussione (Economic working papers) 343, Bank of Italy, Economic Research and International Relations Area.
- Corsetti, G. & Pesenti, P. & Roubini, N., 1998. "What Caused the Asian Currency and Financial Crisis?," Papers 343, Banca Italia - Servizio di Studi.
- Clifford M. Hurvich & Rohit S. Deo, 1999. "Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 20(3), pages 331-341, May.
- Greene, William, 1999.
"Marginal effects in the censored regression model,"
Economics Letters, Elsevier, vol. 64(1), pages 43-49, July.
- William Greene, 1998. "Marginal Effects in the Censored Regression Model," Working Papers 98-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cabral, Luis M. B. & Salant, David J. & Woroch, Glenn A., 1999.
"Monopoly pricing with network externalities,"
International Journal of Industrial Organization, Elsevier, vol. 17(2), pages 199-214, February.
- Luis Cabral & David Salant & Glenn Woroch, 1994. "Monopoly Pricing With Network Externalities," Industrial Organization 9411003, University Library of Munich, Germany.
- Arvan, Lanny & Cabral, Luis & Santos, Vasco, 1999. "Meaningful cheap talk must improve equilibrium payoffs," Mathematical Social Sciences, Elsevier, vol. 37(1), pages 97-106, January.
- Hamid Mehran & Robert A. Taggart & David Yermack, 1999. "CEO Ownership, Leasing, and Debt Financing," Financial Management, Financial Management Association, vol. 28(2), Summer.
- Brown, Stephen J & Goetzmann, William N & Ibbotson, Roger G, 1999. "Offshore Hedge Funds: Survival and Performance, 1989-95," The Journal of Business, University of Chicago Press, vol. 72(1), pages 91-117, January.
- Bakos, Yannis & Brynjolfsson, Erik & Lichtman, Douglas, 1999. "Shared Information Goods," Journal of Law and Economics, University of Chicago Press, vol. 42(1), pages 117-155, April.
- Carpenter, Jennifer N. & Lynch, Anthony W., 1999.
"Survivorship bias and attrition effects in measures of performance persistence,"
Journal of Financial Economics, Elsevier, vol. 54(3), pages 337-374, December.
- Jennifer Carpenter & Anthony Lynch, 1998. "Survivorship Bias and Attrition Effects in Measures of Performance Persistence," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-077, New York University, Leonard N. Stern School of Business-.
- DeYoung, Robert & Goldberg, Lawrence G. & White, Lawrence J., 1999.
"Youth, adolescence, and maturity of banks: Credit availability to small business in an era of banking consolidation,"
Journal of Banking & Finance, Elsevier, vol. 23(2-4), pages 463-492, February.
- Robert DeYoung & Lawrence G. Goldberg & Lawrence J. White, 1997. "Youth, Adolescence, and Maturity of Banks: Credit Availability to Small Business in an Era of Banking Consolidation," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-025, New York University, Leonard N. Stern School of Business-.
- Yakov Amihud & Baruch Lev, 1999. "Does corporate ownership structure affect its strategy towards diversification?," Strategic Management Journal, Wiley Blackwell, vol. 20(11), pages 1063-1069, November.
- Allan C. Eberhart & Edward I. Altman & Reena Aggarwal, 1999.
"The Equity Performance of Firms Emerging from Bankruptcy,"
Journal of Finance, American Finance Association, vol. 54(5), pages 1855-1868, October.
- Edward I. Altman & Allan C. Eberhart & Reena Aggarwal, 1996. "The Equity Performance of Firms Emerging from Bankruptcy," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-2, New York University, Leonard N. Stern School of Business-.
- Allan C. Eberhart & Edward I. Altman & Reena Aggarwal, 1997. "The Equity Performance of Firms Emerging from Bankruptcy," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-22, New York University, Leonard N. Stern School of Business-.
1998
- Robert F. Engle & Jeffrey R. Russell, 1998. "Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data," Econometrica, Econometric Society, vol. 66(5), pages 1127-1162, September.
- Economides, Nicholas, 1998. "The incentive for non-price discrimination by an input monopolist," International Journal of Industrial Organization, Elsevier, vol. 16(3), pages 271-284, May.
- Nocholas Economides & Frederick Flyer, 1998. "Equilibrium Coalition Structures in Markets for Network Goods," Annals of Economics and Statistics, GENES, issue 49-50, pages 361-380.
- Milesi-Ferretti, Gian Maria & Roubini, Nouriel, 1998.
"On the taxation of human and physical capital in models of endogenous growth,"
Journal of Public Economics, Elsevier, vol. 70(2), pages 237-254, November.
- Milesi-Ferretti, Gian Maria & Roubini, Nouriel, 1996. "On the Taxation of Human and Physical Capital in Models of Endogenous Growth," CEPR Discussion Papers 1477, C.E.P.R. Discussion Papers.
- Milesi-Ferretti, Gian Maria & Roubini, Nouriel, 1998.
"Growth Effects of Income and Consumption Taxes,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(4), pages 721-744, November.
- Milesi-Ferretti, Gian Maria & Roubini, Nouriel, 1998. "Growth Effects of Income and Consumption Taxes," CEPR Discussion Papers 1979, C.E.P.R. Discussion Papers.
- Clifford M. Hurvich & Jeffrey S. Simonoff & Chih‐Ling Tsai, 1998. "Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(2), pages 271-293.
- Clifford M. Hurvich & Rohit Deo & Julia Brodsky, 1998. "The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 19(1), pages 19-46, January.
- Rohit S. Deo & Clifford M. Hurvich, 1998. "Linear Trend with Fractionally Integrated Errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 19(4), pages 379-397, July.
- Evans, Geroge W & Honkapohja, Seppo & Romer, Paul, 1998.
"Growth Cycles,"
American Economic Review, American Economic Association, vol. 88(3), pages 495-515, June.
- Paul Romer & George Evans & Seppo Hokapohja, "undated". "Growth Cycles," Home Pages _001, Stanford University.
- George Evans & Seppo Honkapohja & Paul Romer, 1996. "Growth Cycles," NBER Working Papers 5659, National Bureau of Economic Research, Inc.
- Greene, William, 1998. "Sample selection in credit-scoring models1," Japan and the World Economy, Elsevier, vol. 10(3), pages 299-316, July.
- William H. Greene, 1998. "Gender Economics Courses in Liberal Arts Colleges: Further Results," The Journal of Economic Education, Taylor & Francis Journals, vol. 29(4), pages 291-300, January.
- Backus, David & Foresi, Silverio & Zin, Stanley, 1998.
"Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 13-26, January.
- David Backus & Silverio Foresi & Stanley Zin, 1996. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," NBER Working Papers 5638, National Bureau of Economic Research, Inc.
- David K. Backus & Silverio Foresi & Stanley E. Zin, 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Working Papers 94-28, New York University, Leonard N. Stern School of Business, Department of Economics.
- Backus, D.K. & Foresi, S. & Zin, S.E., 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Papers 95-02, Columbia - Graduate School of Business.
- David Backus & Silverio Foresi & Stanley Zin, 1996. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-8, New York University, Leonard N. Stern School of Business-.
- Yermack, David, 1998.
"Companies' Modest Claims about the Value of CEO Stock Option Awards,"
Review of Quantitative Finance and Accounting, Springer, vol. 10(2), pages 207-226, March.
- David Yermack, 1996. "Companies' Modest Claims About the Value of CEO Stock Option Awards," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-42, New York University, Leonard N. Stern School of Business-.
- Kahan, Marcel & Yermack, David, 1998.
"Investment Opportunities and the Design of Debt Securities,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 14(1), pages 136-151, April.
- Marcel Kahan & David Yermack, 1996. "Investment Opportunities and the Design of Debt Securities," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-31, New York University, Leonard N. Stern School of Business-.
- Carpenter, Jennifer N., 1998.
"The exercise and valuation of executive stock options,"
Journal of Financial Economics, Elsevier, vol. 48(2), pages 127-158, May.
- Jennifer Carpenter, 1997. "The Exercise and Valuation of Executive Stock Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires 97-10, New York University, Leonard N. Stern School of Business-.
- John, Kose & Senbet, Lemma W., 1998.
"Corporate governance and board effectiveness1,"
Journal of Banking & Finance, Elsevier, vol. 22(4), pages 371-403, May.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Goldberg, Lawrence G. & White, Lawrence J., 1998.
"De novo banks and lending to small businesses: An empirical analysis,"
Journal of Banking & Finance, Elsevier, vol. 22(6-8), pages 851-867, August.
- Lawrence G. Goldberg & Lawrence J. White, 1997. "De Novo Banks and Lending to Small Businesses: An Empirical Analysis," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-039, New York University, Leonard N. Stern School of Business-.
- Erdem, Tulin & Keane, Michael P. & Sun, Baohong, 1998. "Missing price and coupon availability data in scanner panels: Correcting for the self-selection bias in choice model parameters," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 177-196, November.
- Erdem, Tulin & Winer, Russell S., 1998. "Econometric modeling of competition: A multi-category choice-based mapping approach," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 159-175, November.
- Rousseau, Peter L & Wachtel, Paul, 1998. "Financial Intermediation and Economic Performance: Historical Evidence from Five Industrialized Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(4), pages 657-678, November.
- Altman, Edward I., 1998. "The importance and subtlety of credit rating migration," Journal of Banking & Finance, Elsevier, vol. 22(10-11), pages 1231-1247, October.
1997
- Bertaud, Alain & Renaud, Bertrand, 1997. "Socialist Cities without Land Markets," Journal of Urban Economics, Elsevier, vol. 41(1), pages 137-151, January.
- Vahid, Farshid & Engle, Robert F., 1997. "Codependent cycles," Journal of Econometrics, Elsevier, vol. 80(2), pages 199-221, October.
- Engle, Robert F. & Russell, Jeffrey R., 1997. "Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 187-212, June.
- Ramanathan, Ramu & Engle, Robert & Granger, Clive W. J. & Vahid-Araghi, Farshid & Brace, Casey, 1997. "Shorte-run forecasts of electricity loads and peaks," International Journal of Forecasting, Elsevier, vol. 13(2), pages 161-174, June.
- Nicholas Economides, 1997.
"The Economics of Networks,"
Brazilian Electronic Journal of Economics, Department of Economics, Universidade Federal de Pernambuco, vol. 1(0), December.
- Economides, Nicholas, 1996. "The economics of networks," International Journal of Industrial Organization, Elsevier, vol. 14(6), pages 673-699, October.
- Nicholas Economides, 1997. "The Economics of Networks," Industrial Organization 9701002, University Library of Munich, Germany.
- Nicholas Economides, 1995. "The Economics of Networks," Working Papers 94-24, New York University, Leonard N. Stern School of Business, Department of Economics, revised Sep 1995.
- Giancarlo Corsetti & Nouriel Roubini, 1997.
"Politically Motivated Fiscal Deficits: Policy Issues in Closed and Open Economies,"
Economics and Politics, Wiley Blackwell, vol. 9(1), pages 27-54, March.
- Giancarlo Corsetti & Nouriel Roubini, 1995. "Politically Motivated Fiscal Deficits: Policy Issues in Closed and Open Economies," Working Papers 95-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- Luís M. B. Cabral & Michael H. Riordan, 1997. "The Learning Curve, Predation, Antitrust, and Welfare," Journal of Industrial Economics, Wiley Blackwell, vol. 45(2), pages 155-169, June.
- Cabral, Luis M. B. & Mello, Antonio S., 1997. "Exchange rate expectations and market shares," Economics Letters, Elsevier, vol. 55(1), pages 61-67, August.
- Deo, R. S., 1997. "Nonparametric regression with long-memory errors," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 89-94, April.
- Smith, Gregor W. & Zin, Stanley E., 1997.
"Real business-cycle realizations,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 243-280, December.
- Gregor W. Smith & Stanley E. Zin, 1997. "Real Business Cycle Realizations," Working Paper 1253, Economics Department, Queen's University.
- Smith, Anthony A, Jr & Sowell, Fallaw & Zin, Stanley E, 1997.
"Fractional Integration with Drift: Estimation in Small Samples,"
Empirical Economics, Springer, vol. 22(1), pages 103-116.
- Tony Smith & Fallaw Sowell & Stanley Zin, "undated". "Fractional integration with Drift: Estimation in Small Samples," GSIA Working Papers 22, Carnegie Mellon University, Tepper School of Business.
- Trick, Michael A. & Zin, Stanley E., 1997. "Spline Approximations To Value Functions," Macroeconomic Dynamics, Cambridge University Press, vol. 1(1), pages 255-277, January.
- Yermack, David, 1997.
"Good Timing: CEO Stock Option Awards and Company News Announcements,"
Journal of Finance, American Finance Association, vol. 52(2), pages 449-476, June.
- David Yermack, 1996. "Good Timing: CEO Stock Option Awards and Company News Announcements," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-41, New York University, Leonard N. Stern School of Business-.
- Berger, Philip G & Ofek, Eli & Yermack, David L, 1997.
"Managerial Entrenchment and Capital Structure Decisions,"
Journal of Finance, American Finance Association, vol. 52(4), pages 1411-1438, September.
- Philip E. Berger & Eli Ofek & David Yermack, 1996. "Managerial Entrenchment and Capital Structure Decisions," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-14, New York University, Leonard N. Stern School of Business-.
- Brown, Stephen J. & Goetzmann, William N., 1997.
"Mutual fund styles,"
Journal of Financial Economics, Elsevier, vol. 43(3), pages 373-399, March.
- William N. Goetzmann & Stephen J. Brown, 1998. "Mutual Fund Styles," Yale School of Management Working Papers ysm40, Yale School of Management.
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson & Stephen A. Ross, 1997. "Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 167-170, May.
- Katz, Barbara G., 1997. "Comments on: "Hardening of the budget constraint under the postsocialist system"," Japan and the World Economy, Elsevier, vol. 9(1), pages 1-4, March.
- Katz, Barbara G. & Owen, Joel, 1997.
"Optimal Voucher Privatization Fund Bids When Bidding Affects Firm Performance,"
Journal of Comparative Economics, Elsevier, vol. 24(1), pages 25-43, February.
- Barbara G. Katz & Joel Owen, 1995. "Optimal Voucher Privatization Fund Bids When Bidding Affects Firm Performance," Working Papers 95-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- John, Kose & Narayanan, Ranga, 1997.
"Market Manipulation and the Role of Insider Trading Regulations,"
The Journal of Business, University of Chicago Press, vol. 70(2), pages 217-247, April.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Damodaran, Aswath & John, Kose & Liu, Crocker H., 1997.
"The determinants of organizational form changes: evidence and implications from real estate,"
Journal of Financial Economics, Elsevier, vol. 45(2), pages 169-192, August.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- White, Lawrence J., 1997. "The life cycle of state-led industrialization: Some cautionary comments," Japan and the World Economy, Elsevier, vol. 9(1), pages 5-8, March.
- Lawrence J. White, 1997. "Checking on banks: Autonomy and accountability in three federal agencies," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 16(4), pages 648-651.
- Amihud, Yakov & Murgia, Maurizio, 1997. "Dividends, Taxes, and Signaling: Evidence from Germany," Journal of Finance, American Finance Association, vol. 52(1), pages 397-408, March.
- Amihud, Yakov & Mendelson, Haim & Lauterbach, Beni, 1997.
"Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange,"
Journal of Financial Economics, Elsevier, vol. 45(3), pages 365-390, September.
- Yakov Amihud & Haim Mendelson & Beni Lauterbach, 1997. "Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-004, New York University, Leonard N. Stern School of Business-.
- Yakov Amihud & Haim Mendelson & Beni Lauterbach, 1996. "Market Microstructure and Securities Values: Evidence From the Tel Aviv Stock Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-7, New York University, Leonard N. Stern School of Business-.
- Wachtel, Paul, 1997. "A labor-income based measure of the value of human capital: An application to the states of the US: Comments," Japan and the World Economy, Elsevier, vol. 9(2), pages 193-196, May.
- Wachtel, Paul, 1997.
"A külföldi bankok szerepe a közép-európai átmeneti gazdaságokban I [Role of foreign banks in the Central European economies in transition],"
Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 13-30.
- Wachtel, Paul, 1997. "A külföldi bankok szerepe a közép-európai átmeneti gazdaságokban II [Role of foreign banks in the Central European economies in transaiton. Part II]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 124-141.
- Altman, Edward I. & Saunders, Anthony, 1997.
"Credit risk measurement: Developments over the last 20 years,"
Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1721-1742, December.
- Edward I. Altman & Anthony Saunders, 1996. "Credit Risk Measurement: Developments over the Last 20 Years," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-3, New York University, Leonard N. Stern School of Business-.
1996
- Engle, Robert F & Hylleberg, Svend, 1996. "Common Seasonal Features: Global Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 615-630, November.
- Economides, Nicholas & Hubbard, R Glenn & Palia, Darius, 1996.
"The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition among Small and Large Banks,"
Journal of Law and Economics, University of Chicago Press, vol. 39(2), pages 667-704, October.
- Economides, N. & Hubbard, R.G. & Palia, D., 1995. "The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition Among Small and Large Banks," Papers 95-14, Columbia - Graduate School of Business.
- Nicholas Economides & R. Glen Hubbard & Darius Palia, 1993. "The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition Among Small and Large Banks," Working Papers 93-23, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides & R. Glenn Hubbard & Darius Palia, 1995. "The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition among Small and Large Banks," NBER Working Papers 5210, National Bureau of Economic Research, Inc.
- Economides, Nicholas & Lopomo, Giuseppe & Woroch, Glenn, 1996. "Regulatory Pricing Rules to Neutralize Network Dominance," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 5(4), pages 1013-1028.
- Economides, Nicholas, 1996.
"Network externalities, complementarities, and invitations to enter,"
European Journal of Political Economy, Elsevier, vol. 12(2), pages 211-233, September.
- Nicholas Economides, 1997. "Network Externalities, Complementarities, and Invitations to Enter," Industrial Organization 9701004, University Library of Munich, Germany.
- Economides, Nicholas & Encaoua, David, 1996. "Special issue on network economics: Business conduct and market structure," International Journal of Industrial Organization, Elsevier, vol. 14(6), pages 669-671, October.
- Corsetti, Giancarlo & Roubini, Nouriel, 1996. "European versus American Perspectives on Balanced-Budget Rules," American Economic Review, American Economic Association, vol. 86(2), pages 408-413, May.
- Grilli, Vittorio & Roubini, Nouriel, 1996.
"Liquidity models in open economies: Theory and empirical evidence,"
European Economic Review, Elsevier, vol. 40(3-5), pages 847-859, April.
- Vittorio Grilli & Nouriel Roubini, 1995. "Liquidity Models in Open Economies: Theory and Empirical Evidence," Working Papers 95-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nouriel Roubini & Vittorio Grilli, 1995. "Liquidity Models in Open Economies: Theory and Empirical Evidence," NBER Working Papers 5313, National Bureau of Economic Research, Inc.
- Hurvich, Clifford M. & Tsai, Chih-Ling, 1996. "The impact of unsuspected serial correlations on model selection in linear regression," Statistics & Probability Letters, Elsevier, vol. 27(2), pages 115-126, April.
- Romer, Paul M, 1996.
"Why, Indeed, in America? Theory, History, and the Origins of Modern Economic Growth,"
American Economic Review, American Economic Association, vol. 86(2), pages 202-206, May.
- Paul M. Romer, 1996. "Why, indeed, in America? Theory, History, and the Origins of Modern Economic Growth," NBER Working Papers 5443, National Bureau of Economic Research, Inc.
- Richard R. Nelson & Paul M. Romer, 1996. "Science, Economic Growth, and Public Policy," Challenge, Taylor & Francis Journals, vol. 39(1), pages 9-21, January.
- Yermack, David, 1996. "Higher market valuation of companies with a small board of directors," Journal of Financial Economics, Elsevier, vol. 40(2), pages 185-211, February.
- Fluck, Zsuzsanna & John, Kose & Abraham Ravid, S., 1996.
"Privatizing in stages and the dynamics of ownership structure,"
Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 277-296, July.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Chemmanur, Thomas J. & John, Kose, 1996.
"Optimal Incorporation, Structure of Debt Contracts, and Limited-Recourse Project Financing,"
Journal of Financial Intermediation, Elsevier, vol. 5(4), pages 372-408, October.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Chemmanur, T.J. & John, K., 1991. "Optimal Incorporation, Structure of Debt Contracts , and Limited-recourse Project Financing," Papers fb-_91-08, Columbia - Graduate School of Business.
- Sundaram, Anant K. & John, Teresa A. & John, Kose, 1996.
"An empirical analysis of strategic competition and firm values The case of R&D competition,"
Journal of Financial Economics, Elsevier, vol. 40(3), pages 459-486, March.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Berlin, Mitchell & John, Kose & Saunders, Anthony, 1996.
"Bank Equity Stakes in Borrowing Firms and Financial Distress,"
The Review of Financial Studies, Society for Financial Studies, vol. 9(3), pages 889-919.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Mitchell Berlin & Kose John & Anthony Saunders, 1995. "Bank equity stakes in borrowing firms and financial distress," Working Papers 96-1, Federal Reserve Bank of Philadelphia.
- Tülin Erdem & Michael P. Keane, 1996. "Decision-Making Under Uncertainty: Capturing Dynamic Brand Choice Processes in Turbulent Consumer Goods Markets," Marketing Science, INFORMS, vol. 15(1), pages 1-20.
- Tülin Erdem, 1996. "A Dynamic Analysis of Market Structure Based on Panel Data," Marketing Science, INFORMS, vol. 15(4), pages 359-378.
- Amihud, Yakov, 1996. "Unexpected Inflation and Stock Returns Revisited--Evidence from Israel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(1), pages 22-33, February.
1995
- Engle, Robert F. & Kroner, Kenneth F., 1995. "Multivariate Simultaneous Generalized ARCH," Econometric Theory, Cambridge University Press, vol. 11(1), pages 122-150, February.
- Engle, Robert F. & Issler, Joao Victor, 1995. "Estimating common sectoral cycles," Journal of Monetary Economics, Elsevier, vol. 35(1), pages 83-113, February.
- Nicholas Economides, 1995. "Antitrust and payment technologies: commentary," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 60-63.
- Roubini, Nouriel & Sala-i-Martin, Xavier, 1995.
"A growth model of inflation, tax evasion, and financial repression,"
Journal of Monetary Economics, Elsevier, vol. 35(2), pages 275-301, April.
- Roubini, N. & Sala-i-Martin, X., 1992. "A Growth Model of Inflation, Tax Evasion and Financial Repression," Papers 658, Yale - Economic Growth Center.
- Nouriel Roubini & Xavier Sala-i-Martin, 1992. "A Growth Model of Inflation, Tax Evasion, and Financial Repression," NBER Working Papers 4062, National Bureau of Economic Research, Inc.
- Clifford M. Hurvich & Bonnie K. Ray, 1995. "Estimation Of The Memory Parameter For Nonstationary Or Noninvertible Fractionally Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(1), pages 17-41, January.
- Romer, Paul M., 1995. "La croissance économique et l’investissement dans les enfants," L'Actualité Economique, Société Canadienne de Science Economique, vol. 71(4), pages 384-396, décembre.
- Cabral, Luis & Sakovics, Jozsef, 1995. "Must Sell," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 4(1), pages 55-68, Spring.
- Cabral, Luis, 1995. "Sunk Costs, Firm Size and Firm Growth," Journal of Industrial Economics, Wiley Blackwell, vol. 43(2), pages 161-172, June.
- Cabral, Luis M. B., 1995. "Conjectural variations as a reduced form," Economics Letters, Elsevier, vol. 49(4), pages 397-402, October.
- Zin, Stanley E., 1995. "The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42(1), pages 33-38, June.
- Yermack, David, 1995. "Do corporations award CEO stock options effectively?," Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 237-269.
- Brown, Stephen J & Goetzmann, William N, 1995.
"Performance Persistence,"
Journal of Finance, American Finance Association, vol. 50(2), pages 679-698, June.
- William N. Goetzmann & Stephen J. Brown, 2005. "Performance Persistence," Yale School of Management Working Papers ysm451, Yale School of Management.
- Brown, Stephen J & Goetzmann, William N & Ross, Stephen A, 1995. "Survival," Journal of Finance, American Finance Association, vol. 50(3), pages 853-873, July.
- Katz B. G. & Owen J., 1995. "Designing and Optimal Privatisation Plan for Restructuring Firms and Institutes in Transition," Journal of Comparative Economics, Elsevier, vol. 21(1), pages 1-28, August.
- John, Kose & Saunders, Anthony & Senbet, Lemma W., 1995.
"Perspectives on bank capital regulation and managerial compensation,"
Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 735-737, June.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- John, Kose & Ofek, Eli, 1995.
"Asset sales and increase in focus,"
Journal of Financial Economics, Elsevier, vol. 37(1), pages 105-126, January.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- White, Lawrence J., 1995. "Coase and international economic relations: A comment on Cooper," Japan and the World Economy, Elsevier, vol. 7(1), pages 45-48, May.
- Lawrence J. White, 1995. "Tying, Banking, And Antitrust: It'S Time For A Change," Contemporary Economic Policy, Western Economic Association International, vol. 13(4), pages 26-35, October.
- Rothschild, Michael & White, Lawrence J, 1995. "The Analytics of the Pricing of Higher Education and Other Services in Which the Customers Are Inputs," Journal of Political Economy, University of Chicago Press, vol. 103(3), pages 573-586, June.
- Calomiris, Charles W. & Himmelberg, Charles P. & Wachtel, Paul, 1995.
"Commercial paper, corporate finance, and the business cycle: a microeconomic perspective,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42(1), pages 203-250, June.
- Charles W. Calomiris & Charles P. Himmelberg & Paul Wachtel, 1994. "Commercial Paper, Corporate Finance, and the Business Cycle: A Microeconomic Perspective," NBER Working Papers 4848, National Bureau of Economic Research, Inc.
- Charles W. Calomiris & Charles P. Himmelberg & Paul Wachtel, 1994. "Commercial Paper, Corporate Finance and the Business Cycle: A Microeconomic Perspective," Working Papers 94-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Yehning Chen & J. Fred Weston & Edward I. Altman, 1995. "Financial Distress and Restructuring Models," Financial Management, Financial Management Association, vol. 24(2), Summer.
1994
- Engle, Robert F, 1994. "Bayesian Analysis of Stochastic Volatility Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 395-396, October.
- Susmel, Raul & Engle, Robert F., 1994. "Hourly volatility spillovers between international equity markets," Journal of International Money and Finance, Elsevier, vol. 13(1), pages 3-25, February.
- Lin, Wen-Ling & Engle, Robert F & Ito, Takatoshi, 1994. "Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 7(3), pages 507-538.
- Economides, Nicholas, 1994. "Comments on 'ranking alternative trade-restricting policies under duopoly', by Jota Ishikawa," Japan and the World Economy, Elsevier, vol. 6(2), pages 171-173, June.
- Economides, Nicholas & White, Lawrence J., 1994. "Networks and compatibility: Implications for antitrust," European Economic Review, Elsevier, vol. 38(3-4), pages 651-662, April.
- Asim Ansari & Nicholas Economides & Avijit Ghosh, 1994. "Competitive Positioning in Markets with Nonuniform Preferences," Marketing Science, INFORMS, vol. 13(3), pages 248-273.
- Clifford M. Hurvich & Kaizo I. Beltrao, 1994. "Acknowledgement Of Priority For “Asymptotics For The Low‐Frequency Ordinates Of The Periodogram Of A Long‐Memory Time Series”," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(1), pages 64-64, January.
- Clifford M. Hurvich & Kaizo I. Beltrao, 1994. "Automatic Semiparametric Estimation Of The Memory Parameter Of A Long‐Memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(3), pages 285-302, May.
- Terrin, Norma & Hurvich, Clifford M., 1994. "An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series," Stochastic Processes and their Applications, Elsevier, vol. 54(2), pages 297-307, December.
- Romer, Paul, 1994.
"New goods, old theory, and the welfare costs of trade restrictions,"
Journal of Development Economics, Elsevier, vol. 43(1), pages 5-38, February.
- Paul M. Romer, 1993. "New Goods, Old Theory, and the Welfare Costs of Trade Restrictions," NBER Working Papers 4452, National Bureau of Economic Research, Inc.
- Paul M. Romer, 1994. "The Origins of Endogenous Growth," Journal of Economic Perspectives, American Economic Association, vol. 8(1), pages 3-22, Winter.
- Luis Rivera-Batiz & Paul M. Romer, 1994. "Economic Integration and Endogenous Growth: An Addendum," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 109(1), pages 307-308.
- Gunnor Rosenqvist & William Greene, 1994. "Limdep: Version 6.0," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 43(1), pages 290-293, March.
- Cabral, Luis M B & Riordan, Michael H, 1994.
"The Learning Curve, Market Dominance, and Predatory Pricing,"
Econometrica, Econometric Society, vol. 62(5), pages 1115-1140, September.
- Cabral, L. & Riordan, M., 1992. "The Learning Curve, Market Dominance and Predatory Pricing," Papers 39, Boston University - Industry Studies Programme.
- Luis M.B. Cabral & Michael Riordan, 1992. "The Learning Curve, Market Dominance and Predatory Pricing," Papers 0039, Boston University - Industry Studies Programme.
- Barros, Pedro P. & Cabral, Luis, 1994. "Merger policy in open economies," European Economic Review, Elsevier, vol. 38(5), pages 1041-1055, May.
- Cabral, Luis, 1994. "Bias in market R&D portfolios," International Journal of Industrial Organization, Elsevier, vol. 12(4), pages 533-547, December.
- Katz Barbara G., 1994. "What Is to Be Done? Proposals for the Soviet Transition to the Market, Merton J. Peck and Thomas J. Richardson, Eds., Yale Univ. Press, New Haven 1991, xviii + 211 pp., $12.00," Journal of Comparative Economics, Elsevier, vol. 18(1), pages 104-107, February.
- John, Kose & John, Teresa A. & Saunders, Anthony, 1994.
"Universal banking and firm risk-taking,"
Journal of Banking & Finance, Elsevier, vol. 18(2), pages 307-323, January.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- White, Lawrence J, 1994. "On the International Harmonization of Bank Regulation," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 10(4), pages 94-105, Winter.
- Altman, Edward I. & Marco, Giancarlo & Varetto, Franco, 1994. "Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)," Journal of Banking & Finance, Elsevier, vol. 18(3), pages 505-529, May.
1993
- Engle, Robert F & Susmel, Raul, 1993. "Common Volatility in International Equity Markets," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 167-176, April.
- Engle, Robert F & Kozicki, Sharon, 1993.
"Testing for Common Features,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 369-380, October.
- Robert F. Engle & Sharon Kozicki, 1990. "Testing For Common Features," NBER Technical Working Papers 0091, National Bureau of Economic Research, Inc.
- Engle, Robert F & Kozicki, Sharon, 1993. "Testing for Common Features: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 393-395, October.
- Engle, Robert F & Ng, Victor K, 1993.
"Measuring and Testing the Impact of News on Volatility,"
Journal of Finance, American Finance Association, vol. 48(5), pages 1749-1778, December.
- Robert F. Engle & Victor K. Ng, 1991. "Measuring and Testing the Impact of News on Volatility," NBER Working Papers 3681, National Bureau of Economic Research, Inc.
- Bollerslev, Tim & Engle, Robert F, 1993. "Common Persistence in Conditional Variances," Econometrica, Econometric Society, vol. 61(1), pages 167-186, January.
- Engle, R. F. & Granger, C. W. J. & Hylleberg, S. & Lee, H. S., 1993. "The Japanese consumption function," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 275-298.
- Engle, Robert F. & Hendry, David F., 1993.
"Testing superexogeneity and invariance in regression models,"
Journal of Econometrics, Elsevier, vol. 56(1-2), pages 119-139, March.
- Engle, R. & Hendry, D., 1990. "Testing Super Exogeneity And Invariance In Regression Models," Economics Series Working Papers 99100, University of Oxford, Department of Economics.
- Ding, Zhuanxin & Granger, Clive W. J. & Engle, Robert F., 1993. "A long memory property of stock market returns and a new model," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 83-106, June.
- Engle, Robert F. & Issler, João Victor, 1993. "Common trends and common cycles in Latin America," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 47(2), April.
- Vahid, F & Engle, Robert F, 1993. "Common Trends and Common Cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(4), pages 341-360, Oct.-Dec..
- Engle, Robert F & Ng, Victor K, 1993.
"Time-Varying Volatility and the Dynamic Behavior of the Term Structure,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 336-349, August.
- Robert F. Engle & Victor K. Ng, 1991. "Time-Varying Volatility and the Dynamic Behavior of the Term Structure," NBER Working Papers 3682, National Bureau of Economic Research, Inc.
- Economides, Nicholas, 1993. "Quantity leadership and social inefficiency," International Journal of Industrial Organization, Elsevier, vol. 11(2), pages 219-237, June.
- Economides, Nicholas, 1993. "Quality variations in the circular model of variety-differentiated products," Regional Science and Urban Economics, Elsevier, vol. 23(2), pages 235-257, April.
- Alesina, Alberto & Cohen, Gerald D. & Roubini, Nouriel, 1993. "Electoral business cycle in industrial democracies," European Journal of Political Economy, Elsevier, vol. 9(1), pages 1-23, March.
- Grilli, Vittorio & Roubini, Nouriel, 1993. "Liquidity, capital controls, and exchange rates," Journal of International Money and Finance, Elsevier, vol. 12(2), pages 139-153, April.
- Clifford M. Hurvich & Chih‐Ling Tsai, 1993. "A Corrected Akaike Information Criterion For Vector Autoregressive Model Selection," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(3), pages 271-279, May.
- Clifford M. Hurvich & Kaizo I. Beltrao, 1993. "Asymptotics For The Low‐Frequency Ordinates Of The Periodogram Of A Long‐Memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(5), pages 455-472, September.
- Romer, Paul, 1993. "Idea gaps and object gaps in economic development," Journal of Monetary Economics, Elsevier, vol. 32(3), pages 543-573, December.
- George A. Akerlof & Paul M. Romer, 1993. "Looting: The Economic Underworld of Bankruptcy for Profit," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 24(2), pages 1-74.
- Paul M. Romer, 1993. "Implementing a National Technology Strategy with Self-Organizing Industry Investment Boards," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 24(2 Microec), pages 345-399.
- Cabral Luis M. B., 1993. "Experience Advantages and Entry Dynamics," Journal of Economic Theory, Elsevier, vol. 59(2), pages 403-416, April.
- David K. Backus & Stanley E. Zin, 1993.
"Long-memory inflation uncertainty: evidence from the term structure of interest rates,"
Proceedings, Federal Reserve Bank of Cleveland, pages 681-708.
- Backus, David K & Zin, Stanley E, 1993. "Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 681-700, August.
- David K. Backus, 1993. "Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates," Working Papers 93-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- David K. Backus & Stanley E. Zin, 1993. "Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates," NBER Technical Working Papers 0133, National Bureau of Economic Research, Inc.
- Brown, Stephen J. & Otsuki, Toshiyuki, 1993. "Risk premia in Pacific-Basin capital markets," Pacific-Basin Finance Journal, Elsevier, vol. 1(3), pages 235-261, September.
- Katz Barbara G. & Owen Joel, 1993. "Privatization: Choosing the Optimal Time Path," Journal of Comparative Economics, Elsevier, vol. 17(4), pages 715-736, December.
- Kose John, 1993.
"Managing Financial Distress and Valuing Distressed Securities: A Survey and a Research Agenda,"
Financial Management, Financial Management Association, vol. 22(3), Fall.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- John, Teresa A & John, Kose, 1993.
"Top-Management Compensation and Capital Structure,"
Journal of Finance, American Finance Association, vol. 48(3), pages 949-974, July.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- White, Lawrence J., 1993. "Discussants' comments on Fried et al., Mester and Bauer and Hancock," Journal of Banking & Finance, Elsevier, vol. 17(2-3), pages 313-315, April.
- White, Lawrence J, 1993.
"Competition Policy in the United States: An Overview,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 9(2), pages 133-153, Summer.
- Lawrence J. White, 1993. "Competition Policy in the United States: An Overview," Working Papers 93-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lawrence J. White, 1993. "What Should Banks Really Do?: Reply," Contemporary Economic Policy, Western Economic Association International, vol. 11(4), pages 111-113, October.
- Golbe, Devra L & White, Lawrence J, 1993. "Catch a Wave: The Time Series Behavior of Mergers," The Review of Economics and Statistics, MIT Press, vol. 75(3), pages 493-499, August.
- Martin Evans & Paul Wachtel, 1993. "Inflation regimes and the sources of inflation uncertainty," Proceedings, Federal Reserve Bank of Cleveland, pages 475-520.
- Evans, Martin & Wachtel, Paul, 1993. "Inflation Regimes and the," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 475-511, August.
- Evans, Martin & Wachtel, Paul, 1993.
"Were price changes during the Great Depression anticipated? : Evidence from nominal interest rates,"
Journal of Monetary Economics, Elsevier, vol. 32(1), pages 3-34, August.
- Martin Evans & Paul Wachtel, 1992. "Were Price Changes during the Great Depression Anticipated? Evidence from Nominal Interest Rates," Working Papers 92-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Joseph G. Haubrich & Paul Wachtel, 1993. "Capital requirements and shifts in commercial bank portfolios," Economic Review, Federal Reserve Bank of Cleveland, vol. 29(Q III), pages 2-15.
1992
- Ng, Victor & Engle, Robert F. & Rothschild, Michael, 1992. "A multi-dynamic-factor model for stock returns," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 245-266.
- Engle, Robert F. & Mustafa, Chowdhury, 1992. "Implied ARCH models from options prices," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 289-311.
- Ito, Takatoshi & Engle, Robert F. & Lin, Wen-Ling, 1992.
"Where does the meteor shower come from? : The role of stochastic policy coordination,"
Journal of International Economics, Elsevier, vol. 32(3-4), pages 221-240, May.
- Takatoshi Ito & Robert F. Engle & Wen-Ling Lin, 1990. "Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination," NBER Working Papers 3504, National Bureau of Economic Research, Inc.
- Engle, Robert & Navarro, Peter & Carson, Richard, 1992. "On the theory of growth controls," Journal of Urban Economics, Elsevier, vol. 32(3), pages 269-283, November.
- Brown, Scott J. & Coulson, N. Edward & Engle, Robert F., 1992. "On the determination of regional base and regional base multipliers," Regional Science and Urban Economics, Elsevier, vol. 22(4), pages 619-635, November.
- Economides, Nicholas & Salop, Steven C, 1992. "Competition and Integration among Complements, and Network Market Structure," Journal of Industrial Economics, Wiley Blackwell, vol. 40(1), pages 105-123, March.
- Roubini, Nouriel & Sala-i-Martin, Xavier, 1992.
"Financial repression and economic growth,"
Journal of Development Economics, Elsevier, vol. 39(1), pages 5-30, July.
- Nouriel Roubini & Xavier Sala-i-Martin, 1991. "Financial Repression and Economic Growth," NBER Working Papers 3876, National Bureau of Economic Research, Inc.
- Grilli, Vittorio & Roubini, Nouriel, 1992. "Liquidity and exchange rates," Journal of International Economics, Elsevier, vol. 32(3-4), pages 339-352, May.
- Kehoe, Timothy J & Levine, David K & Romer, Paul M, 1992.
"On Characterizing Equilibria of Economies with Externalities and Taxes as Solutions to Optimization Problems,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(1), pages 43-68, January.
- Timothy J. Kehoe & David K. Levine & Paul M. Romer, 1990. "On characterizing equilibria of economies with externalities and taxes as solutions to optimization problems," Working Papers 436, Federal Reserve Bank of Minneapolis.
- Brown, Stephen J, et al, 1992. "Survivorship Bias in Performance Studies," The Review of Financial Studies, Society for Financial Studies, vol. 5(4), pages 553-580.
- Katz, Barbara G. & Joel Owen, 1992. "On the existence of franchise contracts and some of their implications," International Journal of Industrial Organization, Elsevier, vol. 10(4), pages 567-593, December.
- John, Kose & Lang, Larry H P & Netter, Jeffry, 1992.
"The Voluntary Restructuring of Large Firms in Response to Performance Decline,"
Journal of Finance, American Finance Association, vol. 47(3), pages 891-917, July.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Lawrence J. White, 1992. "The future of banking, by James L. Pierce. New Haven, CT: Yale University Press, 1991, 163 pp. Price: $25.00 cloth," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 11(4), pages 742-744.
- Lawrence J. White, 1992. "What Should Banks Really Do?," Contemporary Economic Policy, Western Economic Association International, vol. 10(3), pages 104-112, July.
- Evans, Martin & Wachtel, Paul, 1992. "Interpreting the Movements in Short-Term Interest Rates," The Journal of Business, University of Chicago Press, vol. 65(3), pages 395-429, July.
1991
- Engle, Robert F & Gonzalez-Rivera, Gloria, 1991. "Semiparametric ARCH Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(4), pages 345-359, October.
- de Crombrugghe, Alain & Roubini, Nouriel & Sachs, Jeffrey D, 1991. "Dynamic Strategic Monetary Policies and Coordination in Interdependent Economies: Comment," American Economic Review, American Economic Association, vol. 81(5), pages 1439-1442, December.
- Roubini, Nouriel, 1991.
"Leadership and cooperation in the Europian Monetary System: A simulation approach,"
Journal of Policy Modeling, Elsevier, vol. 13(1), pages 1-39.
- Nouriel Roubini, 1989. "Leadership and Cooperation in the European Monetary System: A Simulation Approach," NBER Working Papers 3044, National Bureau of Economic Research, Inc.
- Roubini, Nouriel, 1991. "Economic and political determinants of budget deficits in developing countries," Journal of International Money and Finance, Elsevier, vol. 10(1, Supple), pages 49-72, March.
- Stephan Morgenthaler & Clifford Hurvich, 1991. "An information-theoretic framework for robustness," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(1), pages 131-146, March.
- Barro, Robert J & Romer, Paul M, 1991. "Ski-Lift Pricing, with Applications to Labor and Other Markets: Reply," American Economic Review, American Economic Association, vol. 81(1), pages 378-380, March.
- Rivera-Batiz, Luis A. & Romer, Paul M., 1991.
"International trade with endogenous technological change,"
European Economic Review, Elsevier, vol. 35(4), pages 971-1001, May.
- Francisco L. Rivera-Batiz & Luis A. Rivera-Batiz, 2018. "International Trade with Endogenous Technological Change," World Scientific Book Chapters, in: Francisco L Rivera-Batiz & Luis A Rivera-Batiz (ed.), International Trade, Capital Flows and Economic Development, chapter 2, pages 33-70, World Scientific Publishing Co. Pte. Ltd..
- Luis A. Rivera-Batiz & Paul M. Romer, 1991. "International Trade with Endogenous Technological Change," NBER Working Papers 3594, National Bureau of Economic Research, Inc.
- Romer, Paul M., 1991. "El cambio tecnológico endógeno," El Trimestre Económico, Fondo de Cultura Económica, vol. 58(231), pages 441-480, julio-sep.
- Paul Romer, 1991. "Progrès techniques endogène," Annals of Economics and Statistics, GENES, issue 22, pages 1-32.
- Luis A. Rivera-Batiz & Paul M. Romer, 1991.
"Economic Integration and Endogenous Growth,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(2), pages 531-555.
- Francisco L. Rivera-Batiz & Luis A. Rivera-Batiz, 2018. "Economic Integration and Endogenous Growth," World Scientific Book Chapters, in: Francisco L Rivera-Batiz & Luis A Rivera-Batiz (ed.), International Trade, Capital Flows and Economic Development, chapter 1, pages 3-32, World Scientific Publishing Co. Pte. Ltd..
- Luis A. Rivera-Batiz & Paul M. Romer, 1990. "Economic Integration and Endogenous Growth," NBER Working Papers 3528, National Bureau of Economic Research, Inc.
- Robert J. Babro & Paul M. Romer, 1991. "Introduction," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(2).
- Greene, William H & Seaks, Terry G, 1991. "The Restricted Least Squares Estimator: A Pedagogical Note," The Review of Economics and Statistics, MIT Press, vol. 73(3), pages 563-567, August.
- Smith, Gregor W & Zin, Stanley E, 1991. "Persistent Deficits and the Market Value of Government Debt," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(1), pages 31-44, Jan.-Marc.
- Epstein, Larry G & Zin, Stanley E, 1991. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis," Journal of Political Economy, University of Chicago Press, vol. 99(2), pages 263-286, April.
- Zin, Stanley E., 1991. "Recent U.S. investment behavior and the tax reform act of 1986: A disaggregate view a comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 35(1), pages 217-220, January.
- John, Kose & John, Teresa A. & Senbet, Lemma W., 1991.
"Risk-shifting incentives of depository institutions: A new perspective on federal deposit insurance reform,"
Journal of Banking & Finance, Elsevier, vol. 15(4-5), pages 895-915, September.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- John, Kose & Lang, Larry H P, 1991.
"Insider Trading around Dividend Announcements: Theory and Evidence,"
Journal of Finance, American Finance Association, vol. 46(4), pages 1361-1389, September.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- John, Kose & Reisman, Haim, 1991.
"Fundamentals, Factor Structure, and Multibeta Models in Large Asset Markets,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 26(1), pages 1-10, March.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Kose John & Lemma W. Senbet & Anant K. Sundaram, 1991.
"Cross-Border Liability of Multinational Enterprises, Border Taxes, and Capital Structure,"
Financial Management, Financial Management Association, vol. 20(4), Winter.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Steven C. Salop & Lawrence J. White, 1991. "Policy Watch: Antitrust Goes to College," Journal of Economic Perspectives, American Economic Association, vol. 5(3), pages 193-202, Summer.
- Amihud, Yakov & Mendelson, Haim, 1991. "Liquidity, Maturity, and the Yields on U.S. Treasury Securities," Journal of Finance, American Finance Association, vol. 46(4), pages 1411-1425, September.
- Amihud, Yakov & Mendelson, Haim, 1991. "Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market," Journal of Finance, American Finance Association, vol. 46(5), pages 1765-1789, December.
- Amihud, Yakov & Mendelson, Haim, 1991. "Trading mechanisms and value-discovery: Cross-national evidence and policy implications," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 34(1), pages 105-130, January.
1990
- Young, Mary E. & Bertaud, Alain, 1990. "A new perspective in health planning: a case of Tianjin," Health Policy, Elsevier, vol. 14(2), pages 139-149.
- Engle, Robert F & Ito, Takatoshi & Lin, Wen-Ling, 1990.
"Meteor Showers or Heat Waves? Heteroskedastic Intra-daily Volatility in the Foreign Exchange Market,"
Econometrica, Econometric Society, vol. 58(3), pages 525-542, May.
- Engel, R.F. & Ito, T. & Lin, W-L., 1988. "Meteor Showers Or Heat Wages? Heteroskedastic Intra-Daily Volatility In A The Foreign Exchange Market," Papers 246, Minnesota - Center for Economic Research.
- Robert F. Engle & Takatoshi Ito & Wen-Ling Lin, 1988. "Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market," NBER Working Papers 2609, National Bureau of Economic Research, Inc.
- Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990.
"Seasonal integration and cointegration,"
Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
- Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal, Integration And Cointegration," Papers 6-88-2, Pennsylvania State - Department of Economics.
- Hyllerberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal Integration And Cointegration," Papers 0-88-2, Pennsylvania State - Department of Economics.
- Engle, Robert F. & Ng, Victor K. & Rothschild, Michael, 1990.
"Asset pricing with a factor-arch covariance structure : Empirical estimates for treasury bills,"
Journal of Econometrics, Elsevier, vol. 45(1-2), pages 213-237.
- Robert F. Engle & Victor Ng & Michael Rothschild, 1988. "Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills," NBER Technical Working Papers 0065, National Bureau of Economic Research, Inc.
- Engle, Robert F, 1990. "Stock Volatility and the Crash of '87: Discussion," The Review of Financial Studies, Society for Financial Studies, vol. 3(1), pages 103-106.
- Clifford M. Hurvich & Kaizô I. Beltrato, 1990. "Cross‐Validatory Choice Of A Spectrum Estimate And Its Connections With Aic," Journal of Time Series Analysis, Wiley Blackwell, vol. 11(2), pages 121-137, March.
- Hurvich, Clifford M. & Tsai, Chih-Ling, 1990. "Model selection for least absolute deviations regression in small samples," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 259-265, March.
- Romer, Paul M, 1990.
"Are Nonconvexities Important for Understanding Growth?,"
American Economic Review, American Economic Association, vol. 80(2), pages 97-103, May.
- Paul Romer, 1990. "Are Nonconvexities Important For Understanding Growth?," NBER Working Papers 3271, National Bureau of Economic Research, Inc.
- Romer, Paul M, 1990.
"Endogenous Technological Change,"
Journal of Political Economy, University of Chicago Press, vol. 98(5), pages 71-102, October.
- Paul M Romer, 1999. "Endogenous Technological Change," Levine's Working Paper Archive 2135, David K. Levine.
- Paul Romer, 1989. "Endogenous Technological Change," NBER Working Papers 3210, National Bureau of Economic Research, Inc.
- Kehoe, Timothy J. & Levine, David K. & Romer, Paul M., 1990.
"Determinacy of equilibria in dynamic models with finitely many consumers,"
Journal of Economic Theory, Elsevier, vol. 50(1), pages 1-21, February.
- Timothy J. Kehoe & David K. Levine & Paul M. Romer, 1989. "Determinacy of equilibria in dynamic models with finitely many consumers," Staff Report 118, Federal Reserve Bank of Minneapolis.
- Timothy J. Kehoe & David K. Levine & Paul Romer, 1990. "Determinacy of Equilibrium in Dynamic Models with Finitely Many Consumers," Levine's Working Paper Archive 165, David K. Levine.
- Romer, Paul M., 1990.
"Human capital and growth: Theory and evidence,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 32(1), pages 251-286, January.
- Paul M. Romer, 1989. "Human Capital And Growth: Theory and Evidence," NBER Working Papers 3173, National Bureau of Economic Research, Inc.
- Paul M. Romer, 1990. "Capital, Labor, and Productivity," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 21(1990 Micr), pages 337-367.
- Becker, William E & Greene, William & Rosen, Sherwin, 1990. "Research on High School Economic Education," American Economic Review, American Economic Association, vol. 80(2), pages 14-22, May.
- Greene, William H., 1990. "A Gamma-distributed stochastic frontier model," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 141-163.
- Greene, William, 1990. "Multiple roots of the Tobit log-likelihood," Journal of Econometrics, Elsevier, vol. 46(3), pages 365-380, December.
- Cabral, Luis M. B., 1990. "On the adoption of innovations with 'network' externalities," Mathematical Social Sciences, Elsevier, vol. 19(3), pages 299-308, June.
- Cabral, Luis M B & Greenstein, Shane, 1990. "Switching Costs and Bidding Parity in Government Procurement of Computer Systems," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 6(2), pages 453-469, Fall.
- Epstein, Larry G. & Zin, Stanley E., 1990.
"'First-order' risk aversion and the equity premium puzzle,"
Journal of Monetary Economics, Elsevier, vol. 26(3), pages 387-407, December.
- L. Epstein & S. Zin, 2010. "First order risk aversion and the equity premium puzzle," Levine's Working Paper Archive 1400, David K. Levine.
- Katz, Barbara G & Nelson, Julianne, 1990. "Product Availability as a Strategic Variable: The Implications of Regulating Retailer Stockouts," Journal of Regulatory Economics, Springer, vol. 2(4), pages 379-395, December.
- John, Kose & Mishra, Banikanta, 1990.
"Information Content of Insider Trading Around Corporate Announcements: The Case of Capital Expenditures,"
Journal of Finance, American Finance Association, vol. 45(3), pages 835-855, July.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Gilson, Stuart C. & John, Kose & Lang, Larry H. P., 1990.
"Troubled debt restructurings*1: An empirical study of private reorganization of firms in default,"
Journal of Financial Economics, Elsevier, vol. 27(2), pages 315-353, October.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Lawrence J. White, 1990. "Problems Of The Fslic: A Former Policy Maker'S View," Contemporary Economic Policy, Western Economic Association International, vol. 8(2), pages 62-81, April.
- Donnenfeld, Shabtai & White, Lawrence J, 1990. "Quality Distortion by a Discriminating Monopolist: Comment," American Economic Review, American Economic Association, vol. 80(4), pages 941-945, September.
- Sargen, Nicholas & Schoenholtz, Kermit L., 1990. "Japan's adjustment miracle and its implications for the yen," Japan and the World Economy, Elsevier, vol. 2(3), pages 283-293, September.
- Amihud, Yakov & Lev, Baruch & Travlos, Nickolaos G, 1990. "Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions," Journal of Finance, American Finance Association, vol. 45(2), pages 603-616, June.
- Amihud, Yakov & Mendelson, Haim & Murgia, Maurizio, 1990. "Stock market microstructure and return volatility : Evidence from Italy," Journal of Banking & Finance, Elsevier, vol. 14(2-3), pages 423-440, August.
- Sofianos, George & Wachtel, Paul & Melnik, Arie, 1990.
"Loan commitments and monetary policy,"
Journal of Banking & Finance, Elsevier, vol. 14(4), pages 677-689, October.
- George Sofianos & Arie Melnik & Paul Wachtel, 1987. "Loan Commitments and Monetary Policy," NBER Working Papers 2232, National Bureau of Economic Research, Inc.
- Edward I. Altman, 1990. "Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns," Journal of Applied Corporate Finance, Morgan Stanley, vol. 3(2), pages 82-95, June.
1989
- Engle, R. F. & Granger, C. W. J. & Hallman, J. J., 1989. "Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting," Journal of Econometrics, Elsevier, vol. 40(1), pages 45-62, January.
- Economides, Nicholas, 1989. "Desirability of Compatibility in the Absence of Network Externalities," American Economic Review, American Economic Association, vol. 79(5), pages 1165-1181, December.
- Economides, Nicholas, 1989. "Symmetric equilibrium existence and optimality in differentiated product markets," Journal of Economic Theory, Elsevier, vol. 47(1), pages 178-194, February.
- Economides, Nicholas, 1989. "Quality variations and maximal variety differentiation," Regional Science and Urban Economics, Elsevier, vol. 19(1), pages 21-29, February.
- Cabral, Luis M B & Riordan, Michael H, 1989. "Incentives for Cost Reduction under Price Cap Regulation," Journal of Regulatory Economics, Springer, vol. 1(2), pages 93-102, June.
- Epstein, Larry G & Zin, Stanley E, 1989.
"Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework,"
Econometrica, Econometric Society, vol. 57(4), pages 937-969, July.
- Larry G. Epstein & Stanley E. Zin, 2013. "Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 12, pages 207-239, World Scientific Publishing Co. Pte. Ltd..
- Larry G. Epstein & Stanley E. Zin, 1987. "Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework," Working Paper 699, Economics Department, Queen's University.
- Backus, David K. & Gregory, Allan W. & Zin, Stanley E., 1989.
"Risk premiums in the term structure : Evidence from artificial economies,"
Journal of Monetary Economics, Elsevier, vol. 24(3), pages 371-399, November.
- David K. Backus & Allan W. Gregory & Stanley E. Zin, 1986. "Risk Premiums in the Term Structure : Evidence from Artificial Economies," Working Paper 665, Economics Department, Queen's University.
- White, Lawrence J, 1989.
"The Reform of Federal Deposit Insurance,"
Journal of Economic Perspectives, American Economic Association, vol. 3(4), pages 11-29, Fall.
- Lawrence J. White, 1989. "The reform of Federal Deposit Insurance," Proceedings 258, Federal Reserve Bank of Chicago.
- Amihud, Yakov & Medenelson, Haim, 1989. "Inventory behaviour and market power: An empirical investigation," International Journal of Industrial Organization, Elsevier, vol. 7(2), pages 269-280, June.
- Amihud, Yakov & Mendelson, Haim, 1989. "Market microstructure and price discovery on the Tokyo Stock Exchange," Japan and the World Economy, Elsevier, vol. 1(4), pages 341-370, November.
- Altman, Edward I. & Minowa, Yoshiki, 1989. "Analyzing risks, returns and potential interest in the U.S. high yield corporate debt market for Japanese investors," Japan and the World Economy, Elsevier, vol. 1(2), pages 163-186, March.
1988
- Engle, Robert F, 1988. "Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: Reply," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(3), pages 422-423, August.
- Bollerslev, Tim & Engle, Robert F & Wooldridge, Jeffrey M, 1988. "A Capital Asset Pricing Model with Time-Varying Covariances," Journal of Political Economy, University of Chicago Press, vol. 96(1), pages 116-131, February.
- Economides, Nicholas & Siow, Aloysius, 1988. "The Division of Markets is Limited by the Extent of Liquidity (Spatial Competition with Externalities)," American Economic Review, American Economic Association, vol. 78(1), pages 108-121, March.
- Cabral, Luis M. B., 1988. "Asymmetric equilibria in symmetric games with many players," Economics Letters, Elsevier, vol. 27(3), pages 205-208.
- Brown, Stephen J, 1988. "Stable Factors in Security Returns: Identification Using Cross-Validation: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 1-23, January.
- Goody Katz, Barbara & Owen, Joel, 1988. "An equilibrium model of a second economy market in a centrally planned economy," Journal of Comparative Economics, Elsevier, vol. 12(4), pages 546-569, December.
- Besanko, David & Donnenfeld, Shabtai & White, Lawrence J, 1988. "The Multiproduct Firm, Quality Choice, and Regulation," Journal of Industrial Economics, Wiley Blackwell, vol. 36(4), pages 411-429, June.
- Lawrence J. White, 1988. "Litan's What Should Banks Do? A Review Essay," RAND Journal of Economics, The RAND Corporation, vol. 19(2), pages 305-315, Summer.
- Paul Wachtel, 1988. "The Future Of Stabilization Policy: A Symposium In Memory Of Michael J. Hamburger—Introduction," Contemporary Economic Policy, Western Economic Association International, vol. 6(4), pages 1-2, October.
1987
- Engle, Robert F & Granger, Clive W J, 1987.
"Co-integration and Error Correction: Representation, Estimation, and Testing,"
Econometrica, Econometric Society, vol. 55(2), pages 251-276, March.
- Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
- Engle, Robert F & Lilien, David M & Robins, Russell P, 1987. "Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model," Econometrica, Econometric Society, vol. 55(2), pages 391-407, March.
- Engle, Robert F. & Yoo, Byung Sam, 1987. "Forecasting and testing in co-integrated systems," Journal of Econometrics, Elsevier, vol. 35(1), pages 143-159, May.
- Coulson, N. Edward & Engle, Robert F., 1987. "Transportation costs and the rent gradient," Journal of Urban Economics, Elsevier, vol. 21(3), pages 287-297, May.
- Romer, Paul M, 1987. "Growth Based on Increasing Returns Due to Specialization," American Economic Review, American Economic Association, vol. 77(2), pages 56-62, May.
- Barro, Robert J & Romer, Paul M, 1987. "Ski-Lift Pricing, with Applications to Labor and Other," American Economic Review, American Economic Association, vol. 77(5), pages 875-890, December.
- Katz, Barbara Goody & Owen, Joel, 1987. "Rationed and walrasian markets for the same good : A rational expectations determination of the relative prices," Economics Letters, Elsevier, vol. 25(3), pages 221-224.
- John, Kose, 1987.
"Risk-Shifting Incentives and Signalling through Corporate Capital Structure,"
Journal of Finance, American Finance Association, vol. 42(3), pages 623-641, July.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Ambarish, Ramasastry & John, Kose & Williams, Joseph, 1987.
"Efficient Signalling with Dividends and Investments,"
Journal of Finance, American Finance Association, vol. 42(2), pages 321-343, June.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- White, Lawrence J, 1987. "Antitrust and Merger Policy: A Review and Critique," Journal of Economic Perspectives, American Economic Association, vol. 1(2), pages 13-22, Fall.
- Amihud, Yakov & Mendelson, Haim, 1987. "Trading Mechanisms and Stock Returns: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 42(3), pages 533-553, July.
- Wachtel, Paul & Young, John, 1987. "Deficit Announcements and Interest Rates," American Economic Review, American Economic Association, vol. 77(5), pages 1007-1012, December.
1986
- Nicholas Economides, 1986. "Nash Equilibrium in Duopoly with Products Defined by Two Characteristics," RAND Journal of Economics, The RAND Corporation, vol. 17(3), pages 431-439, Autumn.
- Donsimoni, Marie-Paule & Economides, Nicholas S & Polemarchakis, Herakles M, 1986. "Stable Cartels," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(2), pages 317-327, June.
- Economides, Nicholas, 1986. "Minimal and maximal product differentiation in Hotelling's duopoly," Economics Letters, Elsevier, vol. 21(1), pages 67-71.
- Romer, Paul M, 1986. "Cake Eating, Chattering, and Jumps: Existence Results for Variational Problems," Econometrica, Econometric Society, vol. 54(4), pages 897-908, July.
- Romer, Paul M, 1986.
"Increasing Returns and Long-run Growth,"
Journal of Political Economy, University of Chicago Press, vol. 94(5), pages 1002-1037, October.
- Paul M Romer, 1999. "Increasing Returns and Long-Run Growth," Levine's Working Paper Archive 2232, David K. Levine.
- Poirier, Dale J & Tello, Mario D & Zin, Stanley E, 1986. "A Diagnostic Test for Normality within the Power Exponential Family," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(3), pages 359-353, July.
- Brown, Stephen J & Dybvig, Philip H, 1986. "The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 41(3), pages 617-630, July.
- Goody Katz, Barbara & Owen, Joel, 1986. "Stochastic rationing by waiting list," Economics Letters, Elsevier, vol. 20(4), pages 311-314.
- Katz, Barbara G., 1986. "Erratum," Journal of Comparative Economics, Elsevier, vol. 10(2), pages 207-207, June.
- Downing, Paul B. & White, Lawrence J., 1986. "Innovation in pollution control," Journal of Environmental Economics and Management, Elsevier, vol. 13(1), pages 18-29, March.
- Amihud, Yakov & Mendelson, Haim, 1986. "Asset pricing and the bid-ask spread," Journal of Financial Economics, Elsevier, vol. 17(2), pages 223-249, December.
1985
- Robert F. Engle & David F. Hendry & David Trumble, 1985. "Small-Sample Properties of ARCH Estimators and Tests," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 66-93, February.
- Engle, Robert F. & Lilien, David M. & Watson, Mark, 1985. "A dymimic model of housing price determination," Journal of Econometrics, Elsevier, vol. 28(3), pages 307-326, June.
- Watson, Mark W & Engle, Robert F, 1985. "Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative," The Review of Economics and Statistics, MIT Press, vol. 67(2), pages 341-346, May.
- Pankaj Ghemawat & A. Michael Spence, 1985. "Learning Curve Spillovers and Market Performance," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 100(Supplemen), pages 839-852.
- Romer, Paul M., 1985. "Public debt policies and united states saving A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 23(1), pages 87-89, January.
- Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
- Brown, Stephen J. & Weinstein, Mark I., 1985. "Derived factors in event studies," Journal of Financial Economics, Elsevier, vol. 14(3), pages 491-495, September.
- Barry, Christopher B. & Brown, Stephen J., 1985. "Differential Information and Security Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 20(4), pages 407-422, December.
- Katz, Barbara G., 1985. "The soviet economy toward the year 2000 : London: Allen & Unwin, 1983. 446 pp., index. $37.50," Journal of Comparative Economics, Elsevier, vol. 9(3), pages 329-335, September.
- John, Kose & Nachman, David C, 1985.
"Risky Debt, Investment Incentives, and Reputation in a Sequential Equilibrium,"
Journal of Finance, American Finance Association, vol. 40(3), pages 863-878, July.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- John, Kose & Williams, Joseph, 1985.
"Dividends, Dilution, and Taxes: A Signalling Equilibrium,"
Journal of Finance, American Finance Association, vol. 40(4), pages 1053-1070, September.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Lawrence J. White, 1985. "Resale Price Maintenance And The Problem Of Marginal And Inframarginal Customers," Contemporary Economic Policy, Western Economic Association International, vol. 3(3), pages 17-21, March.
- Frydman, Halina & Altman, Edward I & Kao, Duen-Li, 1985. "Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress," Journal of Finance, American Finance Association, vol. 40(1), pages 269-291, March.
1984
- Engle, Robert F. & Granger, C. W. J. & Kraft, Dennis, 1984. "Combining competing forecasts of inflation using a bivariate arch model," Journal of Economic Dynamics and Control, Elsevier, vol. 8(2), pages 151-165, November.
- Train, Kenneth & Ignelzi, Patrice & Engle, Robert & Granger, Clive & Ramanathan, Ramu, 1984. "The billing cycle and weather variables in models of electricity sales," Energy, Elsevier, vol. 9(11), pages 1041-1047.
- Spence, A Michael, 1984. "Industrial Organization and Competitive Advantage in Multinational Industries," American Economic Review, American Economic Association, vol. 74(2), pages 356-360, May.
- Spence, Michael, 1984. "Cost Reduction, Competition, and Industry Performance," Econometrica, Econometric Society, vol. 52(1), pages 101-121, January.
- Economides, Nicholas, 1984. "The principle of minimum differentiation revisited," European Economic Review, Elsevier, vol. 24(3), pages 345-368, April.
- Economides, Nicholas, 1984. "Do increases in preference similarity (across countries) induce increases in trade? : An affirmative example," Journal of International Economics, Elsevier, vol. 17(3-4), pages 375-381, November.
- Greene, William H, 1984. "Reverse Regression: The Algebra of Discrimination [Reverse Regression, Fairness, and Employment Discrimination]," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(2), pages 117-120, April.
- Greene, William H., 1984. "Estimation of the correlation coefficient in a bivariate probit model using the method of moments," Economics Letters, Elsevier, vol. 16(3-4), pages 285-291.
- Klein, Roger W & Brown, Stephen J, 1984. "Model Selection When There Is "Minimal" Prior Information," Econometrica, Econometric Society, vol. 52(5), pages 1291-1312, September.
- Barry, Christopher B. & Brown, Stephen J., 1984. "Differential information and the small firm effect," Journal of Financial Economics, Elsevier, vol. 13(2), pages 283-294, June.
- Brown, Stephen J & Barry, Christopher B, 1984. "Anomalies in Security Returns and the Specification of the Market Model," Journal of Finance, American Finance Association, vol. 39(3), pages 807-815, July.
- Brown, Stephen J, 1984. "Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion," Journal of Finance, American Finance Association, vol. 39(3), pages 893-894, July.
- Katz, Barbara Goody & Owen, Joel, 1984. "Disequilibrium theory, waiting costs, and saving behavior in centrally planned economies: A queueing-theoretic approach," Journal of Comparative Economics, Elsevier, vol. 8(3), pages 301-321, September.
- John, Kose, 1984.
"Market Resolution and Valuation in Incomplete Markets,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(1), pages 29-44, March.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Urich, Thomas J & Wachtel, Paul, 1984.
"The Effects of Inflation and Money Supply Announcements on Interest Rates,"
Journal of Finance, American Finance Association, vol. 39(4), pages 1177-1188, September.
- Thomas Urich & Paul Wachtel, 1984. "The Effects of Inflation and Money Supply Announcements on Interest Rates," NBER Working Papers 1313, National Bureau of Economic Research, Inc.
- Altman, Edward I., 1984. "Introduction: Company and country risk models," Journal of Banking & Finance, Elsevier, vol. 8(2), pages 151-151, June.
- Altman, Edward I., 1984. "The success of business failure prediction models : An international survey," Journal of Banking & Finance, Elsevier, vol. 8(2), pages 171-198, June.
- Altman, Edward I, 1984. "A Further Empirical Investigation of the Bankruptcy Cost Question," Journal of Finance, American Finance Association, vol. 39(4), pages 1067-1089, September.
1983
- Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983.
"Exogeneity,"
Econometrica, Econometric Society, vol. 51(2), pages 277-304, March.
- ENGLE, Robert F. & HENDRY, David F. & RICHARD, Jean-François, 1983. "Exogeneity," LIDAM Reprints CORE 516, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Engle, Robert F. & Hendry, David F. & Richard, Jean-Francois, 1979. "Exogeneity," Economic Research Papers 269060, University of Warwick - Department of Economics.
- Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1979. "Exogeneity," The Warwick Economics Research Paper Series (TWERPS) 162, University of Warwick, Department of Economics.
- Watson, Mark W. & Engle, Robert F., 1983. "Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models," Journal of Econometrics, Elsevier, vol. 23(3), pages 385-400, December.
- Engle, Robert F, 1983. "Estimates of the Variance of U.S. Inflation Based upon the ARCH Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 15(3), pages 286-301, August.
- Spence, Michael, 1983. "Contestable Markets and the Theory of Industry Structure: A Review Article," Journal of Economic Literature, American Economic Association, vol. 21(3), pages 981-990, September.
- McCall, John & Noll, Roger & Spence, Michael, 1983. "Information economics and policy in America," Information Economics and Policy, Elsevier, vol. 1(1), pages 11-12.
- Greene, William H., 1983. "Estimation of limited dependent variable models by ordinary least squares and the method of moments," Journal of Econometrics, Elsevier, vol. 21(2), pages 195-212, February.
- Smiley, Robert H. & Greene, William H., 1983. "Determinants of the effectiveness of electric utility regulation," Resources and Energy, Elsevier, vol. 5(1), pages 65-81, March.
- Chen, Son-Nan & Brown, Stephen J, 1983. "Estimation Risk and Simple Rules for Optimal Portfolio Selection," Journal of Finance, American Finance Association, vol. 38(4), pages 1087-1093, September.
- Brown, Stephen J & Weinstein, Mark I, 1983. "A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm," Journal of Finance, American Finance Association, vol. 38(3), pages 711-743, June.
- John, Kose & Majthay, Antal, 1983.
"Structural stability of market models,"
Mathematical Social Sciences, Elsevier, vol. 5(1), pages 89-95, August.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- John, Kose & Saunders, Anthony, 1983.
"Asymmetry of Information, Regulatory Lags and Optimal Incentive Contracts: Theory and Evidence,"
Journal of Finance, American Finance Association, vol. 38(2), pages 391-404, May.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- John, Kose, 1983.
"Collective fineness of stock prices and efficiency of financial markets,"
European Economic Review, Elsevier, vol. 23(2), pages 223-230.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz, 1983.
"Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 14(1), pages 173-224.
- Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz, 1983. "Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates," Cowles Foundation Discussion Papers 667, Cowles Foundation for Research in Economics, Yale University.
- Amihud, Yakov & Mendelson, Haim, 1983. "Multiperiod sales-production decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 5(1), pages 249-265, February.
- Amihud, Yakov & Kalay, Avner, 1983. "Inflation 'news' and exchange rates," Economics Letters, Elsevier, vol. 12(3-4), pages 333-338.
- Amihud, Yakov & Kamin, Jacob Y. & Ronen, Joshua, 1983. "`Managerialism', `ownerism' and risk," Journal of Banking & Finance, Elsevier, vol. 7(2), pages 189-196, June.
- Yakov Amihud & Haim Mendelson, 1983. "Price Smoothing and Inventory," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 50(1), pages 87-98.
- Figlewski, Stephen & Wachtel, Paul, 1983. "Rational Expectations, Informational Efficiency, and Tests Using Survey Data: A Reply [The Formation of Inflationary Expectations]," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 529-531, August.
1982
- Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
- Engle, Robert F., 1982. "A general approach to lagrange multiplier model diagnostics," Journal of Econometrics, Elsevier, vol. 20(1), pages 83-104, October.
- Economides, Nicholas, 1982. "The Demand for Life Insurance: An Application of the Economics of Uncertainty: A Comment," Journal of Finance, American Finance Association, vol. 37(5), pages 1305-1309, December.
- Greene, William H., 1982. "Maximum likelihood estimation of stochastic frontier production models," Journal of Econometrics, Elsevier, vol. 18(2), pages 285-289, February.
- John, Kose & Kalay, Avner, 1982.
"Costly Contracting and Optimal Payout Constraints,"
Journal of Finance, American Finance Association, vol. 37(2), pages 457-470, May.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Garbade, Kenneth D & Silber, William L & White, Lawrence J, 1982. "Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 686-691, November.
- Lawrence J. White, 1982. "On the Welfare Effects of Resale in the Context of a Nonlinear Pricing Schedule," Bell Journal of Economics, The RAND Corporation, vol. 13(1), pages 280-285, Spring.
- White, Lawrence J, 1982. "The Determinants of the Relative Importance of Small Business," The Review of Economics and Statistics, MIT Press, vol. 64(1), pages 42-49, February.
- White, Lawrence J, 1982. "U.S. Automotive Emissions Controls: How Well Are They Working?," American Economic Review, American Economic Association, vol. 72(2), pages 332-335, May.
- Amihud, Yakov, 1982. "Unanticipated inflation and economic activity," Economics Letters, Elsevier, vol. 9(4), pages 327-335.
- Amihud, Yakov & Mendelson, Haim, 1982. "The output-inflation relationship : An inventory-adjustment approach," Journal of Monetary Economics, Elsevier, vol. 9(2), pages 163-184.
- Haim Mendelson & Yakov Amihud, 1982. "Optimal Consumption Policy under Uncertain Income," Management Science, INFORMS, vol. 28(6), pages 683-697, June.
- Amihud, Yakov & Mendelson, Haim, 1982. "Relative Price Dispersion and Economic Shocks: An Inventory-Adjustment Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 14(3), pages 390-398, August.
- Cukierman, Alex & Wachtel, Paul, 1982. "Inflationary Expectations: Reply and Further Thoughts on Inflation Uncertainty," American Economic Review, American Economic Association, vol. 72(3), pages 508-512, June.
- Cukierman, Alex & Wachtel, Paul, 1982. "Relative Price Variability and Nonuniform Inflationary Expectations," Journal of Political Economy, University of Chicago Press, vol. 90(1), pages 146-157, February.
1981
- A. M. Spence, 1981. "The Learning Curve and Competition," Bell Journal of Economics, The RAND Corporation, vol. 12(1), pages 49-70, Spring.
- Greene, William H, 1981. "On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model," Econometrica, Econometric Society, vol. 49(2), pages 505-513, March.
- Greene, William H, 1981. "Sample Selection Bias as a Specification Error: Comment," Econometrica, Econometric Society, vol. 49(3), pages 795-798, May.
- John, Kose, 1981.
"Efficient Funds in a Financial Market with Options: A New Irrelevance Proposition,"
Journal of Finance, American Finance Association, vol. 36(3), pages 685-695, June.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Fogler, H Russell & John, Kose & Tipton, James, 1981.
"Three Factors, Interest Rate Differentials and Stock Groups,"
Journal of Finance, American Finance Association, vol. 36(2), pages 323-335, May.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- White, Lawrence J, 1981. "On Measuring Aggregate Concentration: A Reply [What Has Been Happening to Aggregate Concentration in the United States?]," Journal of Industrial Economics, Wiley Blackwell, vol. 30(2), pages 223-224, December.
- White, Lawrence J, 1981. "What Has Been Happening to Aggregate Concentration in the United States?," Journal of Industrial Economics, Wiley Blackwell, vol. 29(3), pages 223-230, March.
- Agmon, Tamir & Amihud, Yakov, 1981. "The forward exchange rate and the prediction of the future spot rate: Empirical evidence," Journal of Banking & Finance, Elsevier, vol. 5(3), pages 425-437, September.
- Amihud, Yakov, 1981. "A Possible Error in the Expectations Theory: A Rejoinder," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 13(1), pages 107-108, February.
- Yakov Amihud & Baruch Lev, 1981. "Risk Reduction as a Managerial Motive for Conglomerate Mergers," Bell Journal of Economics, The RAND Corporation, vol. 12(2), pages 605-617, Autumn.
- Urich, Thomas & Wachtel, Paul, 1981. "Market Response to the Weekly Money Supply Announcements in the 1970s," Journal of Finance, American Finance Association, vol. 36(5), pages 1063-1072, December.
- Figlewski, Stephen & Wachtel, Paul, 1981. "The Formation of Inflationary Expectations," The Review of Economics and Statistics, MIT Press, vol. 63(1), pages 1-10, February.
- Altman, Edward I. & Brenner, Menachem, 1981. "Information Effects and Stock Market Response to Signs of Firm Deterioration," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(1), pages 35-51, March.
- Edward I. Altman, 1981. "Share Markets and Portfolio Theory," Australian Journal of Management, Australian School of Business, vol. 6(1), pages 144-146, June.
- Altman, Edward I., 1981. "Statistical classification models applied to common stock analysis," Journal of Business Research, Elsevier, vol. 9(2), pages 123-149, June.
1980
- Engle, Robert F, 1980. "Exact Maximum Likelihood Methods for Dynamic Regressions and Band Spectrum Regressions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(2), pages 391-407, June.
- A. Michael Spence, 1980. "Notes on Advertising, Economies of Scale, and Entry Barriers," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 95(3), pages 493-507.
- A. Michael Spence, 1980. "Multi-Product Quantity-Dependent Prices and Profitability Constraints," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(5), pages 821-841.
- Lesser, William H. & Greene, W. H., 1980. "Economies Of Size And Operating Efficiency Of Livestock Markets: A Frontier Function Approach," Journal of the Northeastern Agricultural Economics Council, Northeastern Agricultural and Resource Economics Association, vol. 9(01), pages 1-4, April.
- Greene, William H., 1980. "On the estimation of a flexible frontier production model," Journal of Econometrics, Elsevier, vol. 13(1), pages 101-115, May.
- Greene, William H., 1980. "Maximum likelihood estimation of econometric frontier functions," Journal of Econometrics, Elsevier, vol. 13(1), pages 27-56, May.
- Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
- Arditti, Fred D. & John, Kose, 1980.
"Spanning the State Space with Options,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(1), pages 1-9, March.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Amihud, Yakov, 1980. "General Risk Aversion and Attitude towards Risk," Journal of Finance, American Finance Association, vol. 35(3), pages 685-691, June.
- Amihud, Yakov, 1980. "An empirical note on bond-yield uncertainty and the demand for money," Economics Letters, Elsevier, vol. 5(1), pages 63-69.
- Amihud, Yakov & Mendelson, Haim, 1980. "Dealership market : Market-making with inventory," Journal of Financial Economics, Elsevier, vol. 8(1), pages 31-53, March.
- Ronald Rizzuto & Paul Wachtel, 1980. "Census data from 1960 and 1970, augmented with schooling data (expenditures per pupil as well as other measures of school quality) from the various Biennial Surveys of Education, are utilized to analy," Journal of Human Resources, University of Wisconsin Press, vol. 15(2), pages 240-254.
- Altman, Edward I., 1980. "Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(4), pages 813-832, November.
1979
- Granger, Clive W. J. & Engle, Robert & Ramanathan, Ramu & Andersen, Allan, 1979. "Residential load curves and time-of-day pricing : An econometric analysis," Journal of Econometrics, Elsevier, vol. 9(1-2), pages 13-32, January.
- Engle, Robert F., 1979.
"Estimation of the price elasticity of demand facing metropolitan producers,"
Journal of Urban Economics, Elsevier, vol. 6(1), pages 42-64, January.
- R. F. Engle, 1975. "Estimation of the Price Elasticity of Demand Facing Metropolitan Producers," Working papers 162, Massachusetts Institute of Technology (MIT), Department of Economics.
- A. Michael Spence, 1979. "Investment Strategy and Growth in a New Market," Bell Journal of Economics, The RAND Corporation, vol. 10(1), pages 1-19, Spring.
- Steven Caldwell & William Greene & Timothy Mount & Sidney Saltzman & Richard Broyd, 1979. "Forecasting Regional Energy Demand With Linked Macro/Micro Models," Papers in Regional Science, Wiley Blackwell, vol. 43(1), pages 99-113, January.
- Brown, S., 1979. "The Effect of Estimation Risk on Capital Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(2), pages 215-220, June.
- Katz, Barbara Goody, 1979. "The Disequilibrium Model in a Controlled Economy: Comment," American Economic Review, American Economic Association, vol. 69(4), pages 721-725, September.
- Amihud, Yakov, 1979. "A Possible Error in the Expectations Theory: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 11(2), pages 243-245, May.
- Cukierman, Alex & Wachtel, Paul, 1979. "Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence," American Economic Review, American Economic Association, vol. 69(4), pages 595-609, September.
- Edward I Altman & Tara K N Baidya & Luis Manoel Ribeiro Dias, 1979. "Assessing Potential Financial Problems for Firms in Brazil," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 10(2), pages 9-24, June.
1978
- Engle, Robert F, 1978. "Testing Price Equations for Stability across Spectral Frequency Bands," Econometrica, Econometric Society, vol. 46(4), pages 869-881, July.
- Michael Spence, 1978. "Tacit Co-ordination and Imperfect Information," Canadian Journal of Economics, Canadian Economics Association, vol. 11(3), pages 490-505, August.
- Michael Spence, 1978. "Efficient Collusion and Reaction Functions," Canadian Journal of Economics, Canadian Economics Association, vol. 11(3), pages 527-533, August.
- Spence, Michael, 1978. "Product differentiation and performance in insurance markets," Journal of Public Economics, Elsevier, vol. 10(3), pages 427-447, December.
- Laurits R. Christensen & William H. Greene, 1978. "An Econometric Assessment of Cost Savings from Coordination in U.S. Electric Power Generation," Land Economics, University of Wisconsin Press, vol. 54(2), pages 139-155.
- Katz, Barbara G, 1978. "Territorial Exclusivity in the Soft Drink Industry," Journal of Industrial Economics, Wiley Blackwell, vol. 27(1), pages 85-96, September.
- John, Kose, 1978.
"Market Efficiency in an Arrow-Debreu Economy: A Closer Look,"
American Economic Review, American Economic Association, vol. 68(3), pages 419-422, June.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
- Aftalion, Florin & White, Lawrence J., 1978. "On the choice of immediate monetary targets," Journal of Banking & Finance, Elsevier, vol. 2(1), pages 1-13, June.
- White, Lawrence J, 1978. "The Evidence on Appropriate Factor Proportions for Manufacturing in Less Developed Countries: A Survey," Economic Development and Cultural Change, University of Chicago Press, vol. 27(1), pages 27-59, October.
- Aftalion, Florin & White, Lawrence J., 1978. "A study of a monetary system with a pegged discount rate under different market structures : A reply to J. Vuchelen," Journal of Banking & Finance, Elsevier, vol. 2(4), pages 351-354, December.
- Garbade, Kenneth & Wachtel, Paul, 1978. "Time variation in the relationship between inflation and interest rates," Journal of Monetary Economics, Elsevier, vol. 4(4), pages 755-765, November.
- Altman, Edward I. & Eisenbeis, Robert A., 1978. "Financial Applications of Discriminant Analysis: A Clarification," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(1), pages 185-195, March.
1977
- Spence, A Michael, 1977. "Nonprice Competition," American Economic Review, American Economic Association, vol. 67(1), pages 255-259, February.
- Spence, Michael, 1977. "Nonlinear prices and welfare," Journal of Public Economics, Elsevier, vol. 8(1), pages 1-18, August.
- Michael Spence & Bruce Owen, 1977. "Television Programming, Monopolistic Competition, and Welfare," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 91(1), pages 103-126.
- Michael Spence, 1977. "Consumer Misperceptions, Product Failure and Producer Liability," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 44(3), pages 561-572.
- A. Michael Spence, 1977. "Entry, Capacity, Investment and Oligopolistic Pricing," Bell Journal of Economics, The RAND Corporation, vol. 8(2), pages 534-544, Autumn.
- Brown, Stephen J, 1977. "Heteroscedasticity in the Market Model: A Comment," The Journal of Business, University of Chicago Press, vol. 50(1), pages 80-83, January.
- White, Lawrence J, 1977. "Market Structure and Product Varieties," American Economic Review, American Economic Association, vol. 67(2), pages 179-182, March.
- White, Lawrence J., 1977. "How good are two-point estimates of urban density gradients and central densities?," Journal of Urban Economics, Elsevier, vol. 4(3), pages 292-309, July.
- White, Michelle J. & White, Lawrence J., 1977. "The tax subsidy to owner-occupied housing: Who benefits?," Journal of Public Economics, Elsevier, vol. 7(1), pages 111-126, February.
- White, Lawrence J., 1977. "A further note on density functions and average distance from the center," Journal of Urban Economics, Elsevier, vol. 4(2), pages 218-219, April.
- Aftalion, Florin & White, Lawrence J., 1977. "A study of a monetary system with a pegged discount rate under different market structures," Journal of Banking & Finance, Elsevier, vol. 1(4), pages 349-371, December.
- Amihud, Yakov, 1977. "A Note on Risk Aversion and Indifference Curves," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(3), pages 509-513, September.
- Amihud, Y. & Barnea, A., 1977. "A Note on Fisher Hypothesis and Price Level Uncertainty," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(3), pages 525-530, September.
- Yakov Amihud, 1977. "The Effect of Uncertainty in Input Quantities on the Optimal Expected Input Combination," Management Science, INFORMS, vol. 23(9), pages 957-962, May.
- Yakov Amihud, 1977. "A Note on the Measurement of Technological Progress and Experience in Production," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 59(4), pages 728-730.
- Altman, Edward I., 1977. "Predicting performance in the savings and loan association industry," Journal of Monetary Economics, Elsevier, vol. 3(4), pages 443-466, October.
- Altman, Edward I. & Haldeman, Robert G. & Narayanan, P., 1977. "ZETATM analysis A new model to identify bankruptcy risk of corporations," Journal of Banking & Finance, Elsevier, vol. 1(1), pages 29-54, June.
1976
- Engle, Robert F & Gardner, Roy, 1976.
"Some Finite Sample Properties of Spectral Estimators of a Linear Regression,"
Econometrica, Econometric Society, vol. 44(1), pages 149-165, January.
- R. F. Engle & R. Gardner, 1973. "Some Finite Sample Properties of Spectral Estimators of a Linear Regression," Working papers 122, Massachusetts Institute of Technology (MIT), Department of Economics.
- Engle, Robert F, 1976. "Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Comment," Econometrica, Econometric Society, vol. 44(3), pages 617-618, May.
- Spence, Michael, 1976. "Product Differentiation and Welfare," American Economic Review, American Economic Association, vol. 66(2), pages 407-414, May.
- Roberts, Marc J. & Spence, Michael, 1976. "Effluent charges and licenses under uncertainty," Journal of Public Economics, Elsevier, vol. 5(3-4), pages 193-208.
- Michael Spence, 1976. "Competition in Salaries, Credentials, and Signaling Prerequisites for Jobs," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 90(1), pages 51-74.
- Michael Spence, 1976. "Symposium: The Economics of Information: Informational Aspects of Market Structure: An Introduction," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 90(4), pages 591-597.
- Michael Spence, 1976. "Product Selection, Fixed Costs, and Monopolistic Competition," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 43(2), pages 217-235.
- Greene, William H, 1976. "Estimation and Prediction from Aggregate Data When Aggregates Are Measured More Accurately Than Their Components: Comment," Econometrica, Econometric Society, vol. 44(5), pages 1085-1085, September.
- Christensen, Laurits R & Greene, William H, 1976. "Economies of Scale in U.S. Electric Power Generation," Journal of Political Economy, University of Chicago Press, vol. 84(4), pages 655-676, August.
- Katz, Barbara, 1976. "Political Undercurrents in Soviet Economic Debates. By Moshe Lewin. Princeton: Princeton University Press, 1974. Pp. xix, 373," The Journal of Economic History, Cambridge University Press, vol. 36(3), pages 773-774, September.
- White, Lawrence J, 1976. "Price Regulation and Quality Rivalry in a Profit-maximizing Model: The Case of Bank Branching," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 8(1), pages 97-106, February.
- Wachtel, Paul, 1976. "The Effect of Earnings of School and College Investment Expenditures," The Review of Economics and Statistics, MIT Press, vol. 58(3), pages 326-331, August.
- Wachtel, Paul & Sametz, Arnold & Shuford, Harry, 1976. "Capital Shortages: Myth or Reality?," Journal of Finance, American Finance Association, vol. 31(2), pages 269-286, May.
- Altman, Edward I. & Brenner, Menachem, 1976. "Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(4), pages 575-575, November.
- Altman, Edward I & Loris, Bettina, 1976. "A Financial Early Warning System for Over-the-Counter Broker-Dealers," Journal of Finance, American Finance Association, vol. 31(4), pages 1201-1217, September.
1975
- Robert F. Engle, 1975. "Policy Pills For A Metropolitan Economy," Papers in Regional Science, Wiley Blackwell, vol. 35(1), pages 191-205, January.
- Engle, Robert F & Foley, Duncan K, 1975. "An Asset Price Model of Aggregate Investment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(3), pages 625-647, October.
- Spence, A Michael & Starrett, David, 1975. "Most Rapid Approach Paths in Accumulation Problems," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(2), pages 388-403, June.
- A. Michael Spence, 1975. "Monopoly, Quality, and Regulation," Bell Journal of Economics, The RAND Corporation, vol. 6(2), pages 417-429, Autumn.
- A. Michael Spence, 1975. "The Economics of Internal Organization: An Introduction," Bell Journal of Economics, The RAND Corporation, vol. 6(1), pages 163-172, Spring.
- Michael A. Moses, 1975. "Implementation of Analytical Planning Systems," Management Science, INFORMS, vol. 21(10), pages 1133-1143, June.
- Barbara Katz, 1975. "Polish postwar economic growth comment on whalley and flakierski," Europe-Asia Studies, Taylor & Francis Journals, vol. 27(4), pages 639-642.
- White, Lawrence J., 1975. "The spatial distribution of retail firms in an urban setting," Regional Science and Urban Economics, Elsevier, vol. 5(3), pages 325-333, August.
1974
- Engle, Robert F, 1974.
"Specification of the Disturbance for Efficient Estimation,"
Econometrica, Econometric Society, vol. 42(1), pages 135-146, January.
- R. F. Engle, 1971. "The Specification of the Disturbance for Efficient Estimation," Working papers 76, Massachusetts Institute of Technology (MIT), Department of Economics.
- Engle, Robert F., 1974.
"Issues in the specification of an econometric model of metropolitan growth,"
Journal of Urban Economics, Elsevier, vol. 1(2), pages 250-267, April.
- R. F. Engle, 1973. "Issues in the Specification of an Econometric Model of Metropolitan Growth," Working papers 120, Massachusetts Institute of Technology (MIT), Department of Economics.
- Engle, Robert F, 1974.
"Band Spectrum Regression,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 1-11, February.
- R. F. Engle, 1972. "Band Spectrum Regressions," Working papers 96, Massachusetts Institute of Technology (MIT), Department of Economics.
- Spence, Michael, 1974. "Competitive and optimal responses to signals: An analysis of efficiency and distribution," Journal of Economic Theory, Elsevier, vol. 7(3), pages 296-332, March.
- William F. Hamilton & Michael A. Moses, 1974. "A Computer-Based Corporate Planning System," Management Science, INFORMS, vol. 21(2), pages 148-159, October.
- White, Lawrence J, 1974. "Industrial Organization and International Trade: Some Theoretical Considerations," American Economic Review, American Economic Association, vol. 64(6), pages 1013-1020, December.
- Elizabeth E. Bailey & Lawrence J. White, 1974.
"Reversals in Peak and Offpeak Prices,"
Bell Journal of Economics, The RAND Corporation, vol. 5(1), pages 75-92, Spring.
- Bailey, Elizabeth E. & White, Lawrence J., 1974. "Reversals in Peak and Off-Peak Prices," Working Papers 74-01, C.V. Starr Center for Applied Economics, New York University.
- Amihud, Y & Barnea, A, 1974. "Portfolio selection for managerial control," Omega, Elsevier, vol. 2(6), pages 775-783, December.
- Altman, Edward I. & Margaine, Michel & Schlosser, Michel & Vernimmen, Pierre, 1974. "Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(2), pages 195-211, March.
- Altman, Edward I & Jacquillat, Bertrand C & Levasseur, Michel, 1974. "Comparative Analysis of Risk Measures: France and the United States," Journal of Finance, American Finance Association, vol. 29(5), pages 1495-1511, December.
1973
- Michael Spence, 1973. "Job Market Signaling," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 87(3), pages 355-374.
- A. Michael Spence, 1973. "Time and Communication in Economic and Social Interaction," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 87(4), pages 651-660.
- Edward I. Altman, 1973. "Predicting Railroad Bankruptcies in America," Bell Journal of Economics, The RAND Corporation, vol. 4(1), pages 184-211, Spring.
- Schwartz, Robert A & Altman, Edward I, 1973. "Volatility Behavior of Industrial Stock Price Indices," Journal of Finance, American Finance Association, vol. 28(4), pages 957-971, September.
1972
- Engle, Robert F, III, et al, 1972. "An Econometric Simulation Model of Intra-Metropolitan Housing Location: Housing, Business, Transportation and Local Government," American Economic Review, American Economic Association, vol. 62(2), pages 87-97, May.
- Spence, Michael & Zeckhauser, Richard J, 1972. "The Effect of the Timing of Consumption Decisions and the Resolution of Lotteries on the Choice of Lotteries," Econometrica, Econometric Society, vol. 40(2), pages 401-403, March.
- Keeler, Emmett & Spence, Michael & Zeckhauser, Richard, 1972. "The optimal control of pollution," Journal of Economic Theory, Elsevier, vol. 4(1), pages 19-34, February.
- Michael Moses, 1972. "Dispatching and Allocating Servers to Stochastically Failing Networks," Management Science, INFORMS, vol. 18(6), pages 289-300, February.
- Lawrence J. White, 1972. "Quality Variation When Prices Are Regulated," Bell Journal of Economics, The RAND Corporation, vol. 3(2), pages 425-436, Autumn.
- White, Lawrence J, 1972. "The American Automobile Industry and the Small Car, 1945-70," Journal of Industrial Economics, Wiley Blackwell, vol. 20(2), pages 179-192, April.
- Wachtel, Paul, 1972. "Interrelated Models of Household Behavior: A Summary and an Extension," Journal of Finance, American Finance Association, vol. 27(2), pages 503-506, May.
- F. Thomas Juster & Paul Wachtel, 1972. "Inflation and the Consumer," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 3(1), pages 71-122.
- F. Thomas Juster & Paul Wachtel, 1972. "A Note on Inflation and the Saving Rate," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 3(3), pages 765-778.
- Juster, F Thomas & Wachtel, Paul, 1972.
"Anticipatory and Objective Models of Durable Goods Demand,"
American Economic Review, American Economic Association, vol. 62(4), pages 564-579, September.
- F. Thomas Juster & Paul Wachtel, 1974. "Anticipatory and Objective Models of Durable Goods Demand," NBER Chapters, in: Explorations in Economic Research, Volume 1, number 2, pages 340-392, National Bureau of Economic Research, Inc.
- Altman, Edward I, 1972. "Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply," Journal of Finance, American Finance Association, vol. 27(3), pages 718-721, June.
1971
- Spence, Michael & Zeckhauser, Richard, 1971. "Insurance, Information, and Individual Action," American Economic Review, American Economic Association, vol. 61(2), pages 380-387, May.
- Altman, Edward I, 1971. "Railroad Bankruptcy Propensity," Journal of Finance, American Finance Association, vol. 26(2), pages 333-345, May.
1970
- Altman, Edward I, 1970. "Ratio Analysis and the Prediction of Firm Failure: A Reply," Journal of Finance, American Finance Association, vol. 25(5), pages 1169-1172, December.
- Altman, Edward I. & Schwartz, Robert A., 1970. "Common Stock Price Volatility Measures and Patterns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 4(5), pages 603-625, January.
1969
- Altman, Edward I, 1969. "Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation," Journal of Finance, American Finance Association, vol. 24(5), pages 887-900, December.
1968
- Edward I. Altman, 1968. "The Prediction Of Corporate Bankruptcy: A Discriminant Analysis," Journal of Finance, American Finance Association, vol. 23(1), pages 193-194, March.
- Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
Undated
- Robert F. Engle & Magdalena E. Sokalska, 0. "Forecasting intraday volatility in the US equity market. Multiplicative component GARCH," Journal of Financial Econometrics, Oxford University Press, vol. 10(1), pages 54-83.
- Arthur Berd & Robert Engle & Artem Voronov, .
"The underlying dynamics of credit correlations,"
Journal of Credit Risk, Journal of Credit Risk.
- Arthur M. Berd & Robert F. Engle & Artem Voronov, 2010. "The Underlying Dynamics of Credit Correlations," Papers 1001.0786, arXiv.org.
- Robert Engle & Cristiano Zazzara, . "Systemic risk in the financial system: capital shortfalls under Brexit, the US elections and the Italian referendum," Journal of Credit Risk, Journal of Credit Risk.
- Christian Brownlees & Robert Engle & Bryan Kelly, . "A practical guide to volatility forecasting through calm and storm," Journal of Risk, Journal of Risk.
Books
2021
- Petra Moser, 2021.
"Economics of Research and Innovation in Agriculture,"
NBER Books,
National Bureau of Economic Research, Inc, number mose-1.
- Petra Moser, 2020. "Economics of Research and Innovation in Agriculture," NBER Working Papers 27080, National Bureau of Economic Research, Inc.
2019
- Thijs ten Raa & William H. Greene (ed.), 2019. "The Palgrave Handbook of Economic Performance Analysis," Springer Books, Springer, number 978-3-030-23727-1, July.
- Rousseau,Peter L. & Wachtel,Paul (ed.), 2019. "Financial Systems and Economic Growth," Cambridge Books, Cambridge University Press, number 9781316506264, January.
2018
- William H. Greene & Lynda Khalaf & Paul Makdissi & Robin C. Sickles & Michael Veall & Marcel-Cristia (ed.), 2018. "Productivity and Inequality," Springer Proceedings in Business and Economics, Springer, number 978-3-319-68678-3, December.
2017
- Rousseau,Peter L. & Wachtel,Paul (ed.), 2017. "Financial Systems and Economic Growth," Cambridge Books, Cambridge University Press, number 9781107141094, January.
2016
- William H. Greene & Lynda Khalaf & Robin Sickles & Michael Veall & Marcel-Cristian Voia (ed.), 2016. "Productivity and Efficiency Analysis," Springer Proceedings in Business and Economics, Springer, edition 1, number 978-3-319-23228-7, December.
2015
- Viral V. Acharya & Heitor Almeida & Malcolm Baker, 2015. "New Perspectives on Corporate Capital Structure," NBER Books, National Bureau of Economic Research, Inc, number acha13-1.
- Hensher,David A. & Rose,John M. & Greene,William H., 2015. "Applied Choice Analysis," Cambridge Books, Cambridge University Press, number 9781107465923, January.
- Lasse Heje Pedersen, 2015. "Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined," Economics Books, Princeton University Press, edition 1, number 10441.
2013
- Viral V Acharya & Thorsten Beck & Douglas D Evanoff & George G Kaufman & Richard Portes (ed.), 2013. "The Social Value of the Financial Sector:Too Big to Fail or Just Too Big?," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8865, September.
- Amihud,Yakov & Mendelson,Haim & Pedersen,Lasse Heje, 2013.
"Market Liquidity,"
Cambridge Books,
Cambridge University Press, number 9780521139656, January.
- Amihud,Yakov & Mendelson,Haim & Pedersen,Lasse Heje, 2013. "Market Liquidity," Cambridge Books, Cambridge University Press, number 9780521191760, January.
- Oliviero Roggi & Edward I Altman (ed.), 2013. "Managing and Measuring Risk:Emerging Global Standards and Regulations After the Financial Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8565, September.
2012
- Blanchard, Olivier J. & Romer, David & Spence, Michael & Stiglitz, Joseph E. (ed.), 2012. "In the Wake of the Crisis: Leading Economists Reassess Economic Policy," MIT Press Books, The MIT Press, edition 1, volume 1, number 026201761x, December.
2011
- Viral V. Acharya & Matthew Richardson & Stijn Van Nieuwerburgh & Lawrence J. White, 2011. "Guaranteed to Fail: Fannie Mae, Freddie Mac, and the Debacle of Mortgage Finance," Economics Books, Princeton University Press, edition 1, number 9400.
2010
- David Brady & Michael Spence, 2010. "Leadership and Growth : Commission on Growth and Development," World Bank Publications - Books, The World Bank Group, number 2404.
- Michael Spence & Danny Leipziger, 2010. "Globalization and Growth - Implications for a Post-Crisis World : Commission on Growth and Development," World Bank Publications - Books, The World Bank Group, number 2440.
- Ravi Kanbur & Michael Spence, 2010. "Equity and Growth in a Globalizing World : Commission on Growth and Development," World Bank Publications - Books, The World Bank Group, number 2458.
- Greene,William H. & Hensher,David A., 2010.
"Modeling Ordered Choices,"
Cambridge Books,
Cambridge University Press, number 9780521142373, January.
- Greene,William H. & Hensher,David A., 2010. "Modeling Ordered Choices," Cambridge Books, Cambridge University Press, number 9780521194204, January.
2009
- Michael Spence & Patricia Clarke Annez & Robert M. Buckley, 2009. "Urbanization and Growth : Commission on Growth and Development," World Bank Publications - Books, The World Bank Group, number 2582.
- Michael Spence & Maureen Lewis, 2009. "Health and Growth : Commission on Growth and Development," World Bank Publications - Books, The World Bank Group, number 2633.
- Michael Spence, 2009. "Climate Change, Mitigation, and Developing Country Growth," World Bank Publications - Books, The World Bank Group, number 28022.
- Lawrence J. White, 2009. "The CRA: good goals, flawed concept," Monograph, Federal Reserve Bank of San Francisco, number 2009tgf.
2008
- Mohamed A. El-Erian & Michael Spence, 2008.
"Growth Strategies and Dynamics,"
World Bank Publications - Books,
The World Bank Group, number 28006.
- Mohamed A. El-Erian & A. Michael Spence, 2008. "Growth Strategies and Dynamics," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 9(1), pages 57-96, January.
- Kwoka, John E. & White, Lawrence J., 2008. "The Antitrust Revolution: Economics, Competition, and Policy," OUP Catalogue, Oxford University Press, edition 5, number 9780195322972.
- Sato,Ryuzo & Wachtel,Paul (ed.), 2008. "Trade Friction and Economic Policy," Cambridge Books, Cambridge University Press, number 9780521067058, January.
2000
- Cabral, Luis M. B., 2000. "Introduction to Industrial Organization," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262032864, December.
1999
- Engle, Robert F. & White (the late), Halbert (ed.), 1999. "Cointegration, Causality, and Forecasting: Festschrift in Honour of Clive W. J. Granger," OUP Catalogue, Oxford University Press, number 9780198296836.
- Ronald C. Lease, & Kose John, & Avner Kalay, & Uri Loewenstein, & Oded H. Sarig,, 1999.
"Dividend Policy:: Its Impact on Firm Value,"
OUP Catalogue,
Oxford University Press, number 9780875844978.
- Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016. "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 1925-1953, December.
1998
- John P. Bonin & Kálmán Mizsei & István P. Székely & Paul Wachtel, 1998. "Banking in Transition Economies," Books, Edward Elgar Publishing, number 1286.
1995
- Engle, Robert F. (ed.), 1995. "ARCH: Selected Readings," OUP Catalogue, Oxford University Press, number 9780198774327.
1991
- Engle, R. F. & Granger, C. W. J. (ed.), 1991. "Long-Run Economic Relationships: Readings in Cointegration," OUP Catalogue, Oxford University Press, number 9780198283393.
1986
- R. F. Engle & D. McFadden (ed.), 1986. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 4, number 4.
- Brown,Stephen J. & Sibley,David Sumner, 1986. "The Theory of Public Utility Pricing," Cambridge Books, Cambridge University Press, number 9780521314008, January.
Chapters
2023
- Viral V. Acharya & Raghuram G. Rajan & Jack B. Shim, 2023.
"Sovereign Debt and Economic Growth When Government Is Myopic and Self-Interested,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2023,
National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Rajan, Raghuram G. & Shim, Jack B., 2024. "Sovereign debt and economic growth when government is myopic and self-interested," Journal of International Economics, Elsevier, vol. 150(C).
- Viral V. Acharya & Raghuram Rajan & Jack Shim, 2022. "Sovereign Debt and Economic Growth when Government is Myopic and Self-interested," NBER Working Papers 30296, National Bureau of Economic Research, Inc.
- Acharya, Viral & Rajan, Raghuram & Shim, Jack B., 2022. "Sovereign Debt and Economic Growth when Government is Myopic and Self-interested," CEPR Discussion Papers 14961, C.E.P.R. Discussion Papers.
- Venky Venkateswaran, 2023. "Comment on "Long Term Expectations and Aggregate Fluctuations"," NBER Chapters, in: NBER Macroeconomics Annual 2023, volume 38, pages 363-368, National Bureau of Economic Research, Inc.
2021
- Paul Wachtel, 2021. "Are the Transition Economies Still in Transition?," Springer Books, in: Elodie Douarin & Oleh Havrylyshyn (ed.), The Palgrave Handbook of Comparative Economics, edition 1, chapter 16, pages 389-428, Springer.
- Derrick Choe & Alexander Oettl & Rob Seamans, 2021. "What’s Driving Entrepreneurship and Innovation in the Transportation Sector?," NBER Chapters, in: The Role of Innovation and Entrepreneurship in Economic Growth, pages 251-285, National Bureau of Economic Research, Inc.
2020
- Petra Moser, 2020. "Introduction to "Economics of Research and Innovation in Agriculture"," NBER Chapters, in: Economics of Research and Innovation in Agriculture, pages 1-19, National Bureau of Economic Research, Inc.
- Barbara Biasi & David Deming & Petra Moser, 2020.
"Education and Innovation,"
NBER Chapters, in: The Role of Innovation and Entrepreneurship in Economic Growth, pages 537-551,
National Bureau of Economic Research, Inc.
- Barbara Biasi & David J. Deming & Petra Moser, 2021. "Education and Innovation," NBER Working Papers 28544, National Bureau of Economic Research, Inc.
2019
- Matias Covarrubias & Germán Gutiérrez & Thomas Philippon, 2019.
"From Good to Bad Concentration? US Industries over the Past 30 Years,"
NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 1-46,
National Bureau of Economic Research, Inc.
- Matias Covarrubias & Germán Gutiérrez & Thomas Philippon, 2019. "From Good to Bad Concentration? U.S. Industries over the past 30 years," NBER Working Papers 25983, National Bureau of Economic Research, Inc.
2018
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018.
"The Tail That Keeps the Riskless Rate Low,"
NBER Chapters, in: NBER Macroeconomics Annual 2018, volume 33, pages 253-283,
National Bureau of Economic Research, Inc.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019. "The Tail That Keeps the Riskless Rate Low," NBER Macroeconomics Annual, University of Chicago Press, vol. 33(1), pages 253-283.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," Working Papers 18-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," NBER Working Papers 24362, National Bureau of Economic Research, Inc.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers 1111, Society for Economic Dynamics.
- Manav Raj & Robert Seamans, 2018. "Artificial Intelligence, Labor, Productivity, and the Need for Firm-Level Data," NBER Chapters, in: The Economics of Artificial Intelligence: An Agenda, pages 553-565, National Bureau of Economic Research, Inc.
- Jason Furman & Robert Seamans, 2018.
"AI and the Economy,"
NBER Chapters, in: Innovation Policy and the Economy, Volume 19, pages 161-191,
National Bureau of Economic Research, Inc.
- Jason Furman & Robert Seamans, 2019. "AI and the Economy," Innovation Policy and the Economy, University of Chicago Press, vol. 19(1), pages 161-191.
- Jason Furman & Robert Seamans, 2018. "AI and the Economy," NBER Working Papers 24689, National Bureau of Economic Research, Inc.
2017
- John Horton & William R. Kerr & Christopher Stanton, 2017.
"Digital Labor Markets and Global Talent Flows,"
NBER Chapters, in: High-Skilled Migration to the United States and Its Economic Consequences, pages 71-108,
National Bureau of Economic Research, Inc.
- John Horton & William R. Kerr & Christopher Stanton, 2017. "Digital Labor Markets and Global Talent Flows," NBER Working Papers 23398, National Bureau of Economic Research, Inc.
2016
- Roxana Mihet & Laura Veldkamp, 2016. "Comment on "Is the Macroeconomy Locally Unstable and Why Should We Care?"," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 531-539, National Bureau of Economic Research, Inc.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016.
"The Analytics of the Greek Crisis,"
NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 1-81,
National Bureau of Economic Research, Inc.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2017. "The Analytics of the Greek Crisis," NBER Macroeconomics Annual, University of Chicago Press, vol. 31(1), pages 1-81.
- Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri, 2017. "The analytics of the Greek crisis," LSE Research Online Documents on Economics 82433, London School of Economics and Political Science, LSE Library.
- Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri, 2017. "The Analytics of the Greek Crisis," Department of Economics, Working Paper Series qt2cg7m1gf, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016. "The Analytics of the Greek Crisis," NBER Working Papers 22370, National Bureau of Economic Research, Inc.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016. "The Analytics of the Greek Crisis," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 100, Hellenic Observatory, LSE.
- Vayanos, Dimitri & Gourinchas, Pierre-Olivier & Philippon, Thomas, 2016. "The Analytics of the Greek Crisis," CEPR Discussion Papers 11334, C.E.P.R. Discussion Papers.
2015
- Ajay Agrawal & John Horton & Nicola Lacetera & Elizabeth Lyons, 2015.
"Digitization and the Contract Labor Market: A Research Agenda,"
NBER Chapters, in: Economic Analysis of the Digital Economy, pages 219-250,
National Bureau of Economic Research, Inc.
- Ajay Agrawal & John Horton & Nicola Lacetera & Elizabeth Lyons, 2013. "Digitization and the Contract Labor Market: A Research Agenda," NBER Working Papers 19525, National Bureau of Economic Research, Inc.
- Lasse Heje Pedersen, 2015. "Introduction," Introductory Chapters, in: Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined, Princeton University Press.
- Megan MacGarvie & Petra Moser, 2015.
"Copyright and the Profitability of Authorship: Evidence from Payments to Writers in the Romantic Period,"
NBER Chapters, in: Economic Analysis of the Digital Economy, pages 357-379,
National Bureau of Economic Research, Inc.
- Megan MacGarvie & Petra Moser, 2013. "Copyright and the Profitability of Authorship: Evidence from Payments to Writers in the Romantic Period," NBER Working Papers 19521, National Bureau of Economic Research, Inc.
2014
- Giovanni Barone Adesi & Robert F. Engle & Loriano Mancini, 2014.
"A GARCH Option Pricing Model with Filtered Historical Simulation,"
Palgrave Macmillan Books, in: Giovanni Barone Adesi (ed.), Simulating Security Returns: A Filtered Historical Simulation Approach, chapter 4, pages 66-108,
Palgrave Macmillan.
- Giovanni Barone-Adesi & Robert F. Engle & Loriano Mancini, 2008. "A GARCH Option Pricing Model with Filtered Historical Simulation," The Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1223-1258, May.
- A. Michael Spence, 2014. "Long-Term Trends and Structural Changes in the Global Economy," Palgrave Macmillan Books, in: Robert M. Solow & Janice Murray (ed.), Economics for the Curious, chapter 0, pages 61-76, Palgrave Macmillan.
- William Greene, 2014. "Models for ordered choices," Chapters, in: Stephane Hess & Andrew Daly (ed.), Handbook of Choice Modelling, chapter 15, pages 333-362, Edward Elgar Publishing.
- Edward I. Altman & Brenda J. Kuehne, 2014. "Defaults and Returns in the High-Yield Bond and Distressed Debt Market: Review and Outlook," Palgrave Macmillan Books, in: Torben Juul Andersen (ed.), Contemporary Challenges in Risk Management, chapter 8, pages 203-253, Palgrave Macmillan.
2013
- Viral V. Acharya & Christian Brownlees & Robert Engle & Farhang Farazmand & Matthew Richardson, 2013.
"Measuring Systemic Risk,"
World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 3, pages 65-98,
World Scientific Publishing Co. Pte. Ltd..
- Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2017. "Measuring Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 2-47.
- Viral V. Acharya, 2011. "Measuring Systemic Risk," World Scientific Book Chapters, in: Stijn Claessens & Douglas D Evanoff & George G Kaufman & Laura E Kodres (ed.), Macroprudential Regulatory Policies The New Road to Financial Stability?, chapter 10, pages 133-143, World Scientific Publishing Co. Pte. Ltd..
- Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2010. "Measuring systemic risk," Working Papers (Old Series) 1002, Federal Reserve Bank of Cleveland.
- Richardson, Matthew P & Philippon, Thomas & Acharya, Viral & Pedersen, Lasse Heje, 2012. "Measuring Systemic Risk," CEPR Discussion Papers 8824, C.E.P.R. Discussion Papers.
- Viral V. Acharya, 2010. "Measuring systemic risk," Proceedings 1140, Federal Reserve Bank of Chicago.
- Baker, Malcolm & Wurgler, Jeffrey, 2013.
"Behavioral Corporate Finance: An Updated Survey,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 357-424,
Elsevier.
- Malcolm Baker & Jeffrey Wurgler, 2011. "Behavioral Corporate Finance: An Updated Survey," NBER Working Papers 17333, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Heitor Almeida & Malcolm Baker, 2013. "Introduction, New Perspectives on Corporate Capital Structure," NBER Chapters, in: New Perspectives on Corporate Capital Structure, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Lasse Pedersen & Thomas Philippon & Matthew Richardson, 2013. "Taxing Systemic Risk," World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 4, pages 99-122, World Scientific Publishing Co. Pte. Ltd..
- Viral V. Acharya & T. Sabri Öncü, 2013.
"A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market,"
World Scientific Book Chapters, in: Viral V Acharya & Thorsten Beck & Douglas D Evanoff & George G Kaufman & Richard Portes (ed.), The Social Value of the Financial Sector Too Big to Fail or Just Too Big?, chapter 10, pages 159-214,
World Scientific Publishing Co. Pte. Ltd..
- Viral V. Acharya & T. Sabri Öncü, 2013. "A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 291-351, January.
- Acharya, Viral & Öncü, T Sabri, 2012. "A proposal for the resolution of systemically important assets and liabilities: The case of the repo market," CEPR Discussion Papers 8927, C.E.P.R. Discussion Papers.
- Stephen J. Brown, 2013. "Current and Future Challenges Faced by Asset Managers," Palgrave Macmillan Books, in: Michael Pinedo & Ingo Walter (ed.), Global Asset Management, chapter 31, pages 601-617, Palgrave Macmillan.
- Venky Venkateswaran & Randall Wright, 2013.
"Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity,"
NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 227-270,
National Bureau of Economic Research, Inc.
- Venky Venkateswaran & Randall Wright, 2014. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 227-270.
- Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Working Papers 19009, National Bureau of Economic Research, Inc.
- Edward I. Altman & Gabriele Sabato, 2013.
"MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET,"
World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 9, pages 251-279,
World Scientific Publishing Co. Pte. Ltd..
- Edward I. Altman & Gabriele Sabato, 2007. "Modelling Credit Risk for SMEs: Evidence from the U.S. Market," Abacus, Accounting Foundation, University of Sydney, vol. 43(3), pages 332-357, September.
- Edward I. Altman, 2013. "Predicting financial distress of companies: revisiting the Z-Score and ZETA® models," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 17, pages 428-456, Edward Elgar Publishing.
- Edward I. Altman & Herbert Rijken, 2013.
"Toward A Bottom-Up Approach To Assessing Sovereign Default Risk: An Update,"
World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 2, pages 41-64,
World Scientific Publishing Co. Pte. Ltd..
- Altman, Edward & Rijken, Herbert, 2012. "Toward a bottom-up approach to assessing sovereign default risk: an update," Journal of Financial Transformation, Capco Institute, vol. 34, pages 19-29.
2012
- Michael Spence, 2012. "Growth in the Postcrisis World," MIT Press Book Chapters, in: Blanchard, Olivier J. & Romer, David & Spence, Michael & Stiglitz, Joseph E. (ed.), In the Wake of the Crisis: Leading Economists Reassess Economic Policy, edition 1, volume 1, chapter 19, pages 111-123, The MIT Press.
- Nicholas Economides & Brian Viard, 2012. "Pricing of Complements and Network Effects," Chapters, in: Gerald R. Faulhaber & Gary Madden & Jeffrey Petchey (ed.), Regulation and the Performance of Communication and Information Networks, chapter 7, Edward Elgar Publishing.
- Nicholas Economides, 2012.
"Tying, Bundling, and Loyalty/Requirement Rebates,"
Chapters, in: Einer R. Elhauge (ed.), Research Handbook on the Economics of Antitrust Law, chapter 5,
Edward Elgar Publishing.
- Nicholas Economides, 2010. "Tying, Bundling, and Loyalty/Requirement Rebates," Working Papers 10-26, NET Institute.
- Nicholas Economides, 2011. "Tying, Bundling, and Loyalty/Requirement Rebates," Working Papers 11-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2012. "How to Calculate Systemic Risk Surcharges," NBER Chapters, in: Quantifying Systemic Risk, pages 175-212, National Bureau of Economic Research, Inc.
- Viral V. Acharya, 2012.
"A Transparency Standard for Derivatives,"
NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 83-95,
National Bureau of Economic Research, Inc.
- Acharya, V. V., 2013. "A transparency standard for derivatives," Financial Stability Review, Banque de France, issue 17, pages 81-89, April.
- Viral V. Acharya, 2011. "A Transparency Standard for Derivatives," NBER Working Papers 17558, National Bureau of Economic Research, Inc.
- Romer, Paul, 2012. "Process, Responsibility, and Myron’s Law," MIT Press Book Chapters, in: Blanchard, Olivier J. & Romer, David & Spence, Michael & Stiglitz, Joseph E. (ed.), In the Wake of the Crisis: Leading Economists Reassess Economic Policy, edition 1, volume 1, chapter 12, pages 111-123, The MIT Press.
- John Geanakoplos & Lasse Heje Pedersen, 2012.
"Monitoring Leverage,"
NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 113-127,
National Bureau of Economic Research, Inc.
- John Geanakoplos & Lasse H. Pedersen, 2011. "Monitoring Leverage," Cowles Foundation Discussion Papers 1838, Cowles Foundation for Research in Economics, Yale University.
- Ryan Lampe & Petra Moser, 2012. "Do Patent Pools Encourage Innovation? Evidence from 20 Industries in the 1930s," NBER Chapters, in: Standards, Patents and Innovations, National Bureau of Economic Research, Inc.
2011
- Michael Spence, 2011. "Security and Development: Some Reflections," Chapters, in: George Mavrotas (ed.), Security and Development, chapter 2, Edward Elgar Publishing.
- Viral V. Acharya & Matthew Richardson & Stijn Van Nieuwerburgh & Lawrence J. White, 2011. "Feeding the Beast," Introductory Chapters, in: Guaranteed to Fail: Fannie Mae, Freddie Mac, and the Debacle of Mortgage Finance, Princeton University Press.
- Luis Cabral, 2011. "Comment on "How Entrepreneurs Affect the Rate and Direction of Inventive Activity"," NBER Chapters, in: The Rate and Direction of Inventive Activity Revisited, pages 315-318, National Bureau of Economic Research, Inc.
- Adam Ashcraft & Nicolae Gârleanu & Lasse Heje Pedersen, 2011.
"Two Monetary Tools: Interest Rates and Haircuts,"
NBER Chapters, in: NBER Macroeconomics Annual 2010, volume 25, pages 143-180,
National Bureau of Economic Research, Inc.
- Nicolae B. Garleanu & Lasse Heje Pedersen & Adam B. Ashcraft, 2010. "Two Monetary Tools: Interest-Rates and Haircuts," 2010 Meeting Papers 1102, Society for Economic Dynamics.
- Pedersen, Lasse Heje & Ashcraft, Adam & Garleanu, Nicolae Bogdan, 2010. "Two Monetary Tools: Interest Rates and Haircuts," CEPR Discussion Papers 8000, C.E.P.R. Discussion Papers.
- Adam Ashcraft & Nicolae Gârleanu & Lasse Heje Pedersen, 2010. "Two Monetary Tools: Interest Rates and Haircuts," NBER Working Papers 16337, National Bureau of Economic Research, Inc.
- Petra Moser & Paul W. Rhode, 2011.
"Did Plant Patents Create the American Rose?,"
NBER Chapters, in: The Rate and Direction of Inventive Activity Revisited, pages 413-438,
National Bureau of Economic Research, Inc.
- Petra Moser & Paul W. Rhode, 2011. "Did Plant Patents Create the American Rose?," NBER Working Papers 16983, National Bureau of Economic Research, Inc.
- Lawrence J. White, 2011. "Fannie Mae, Freddie Mac and the crisis in US mortgage finance," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
- Paul A Wachtel, 2011.
"Central Banking for the 21st Century: An American Perspective,"
Chapters, in: Ewald Nowotny & Peter Mooslechner & Doris Ritzberger-Grünwald (ed.), Post-Crisis Growth and Integration in Europe, chapter 10,
Edward Elgar Publishing.
- Paul Wachtel, 2011. "Central Banking for the 21st Century: An American Perspective," Working Papers 11-02, New York University, Leonard N. Stern School of Business, Department of Economics.
2010
- Nicholas Economides & Ioannis Lianos, 2010. "The Quest for Appropriate Remedies in the EC Microsoft Cases: A Comparative Appraisal," Chapters, in: Luca Rubini (ed.), Microsoft on Trial, chapter 13, Edward Elgar Publishing.
- Johannes Stroebel, 2010. "A Summary of the Commentary," Book Chapters, in: Kenneth E. Scott & George P. Shultz & John B. Taylor (ed.), Ending Government Bailouts As We Know Them, chapter 13, Hoover Institution, Stanford University.
- Luís Cabral, 2010. "Modelling Competition and Regulation in Wireless Telecommunications: A Progress Report," Chapters, in: Abel M. Mateus & Teresa Moreira (ed.), Competition Law and Economics, chapter 10, Edward Elgar Publishing.
- Stephen G. Cecchetti & Kermit L. Schoenholtz, 2010. "How Central Bankers See It: The First Decade of European Central Bank Policy and Beyond," NBER Chapters, in: Europe and the Euro, pages 327-374, National Bureau of Economic Research, Inc.
- Sendhil Mullainathan & Philipp Schnabl, 2010. "Does Less Market Entry Regulation Generate More Entrepreneurs? Evidence from a Regulatory Reform in Peru," NBER Chapters, in: International Differences in Entrepreneurship, pages 159-177, National Bureau of Economic Research, Inc.
2009
- Luís M.B. Cabral & David Salant, 2009. "Policy towards standardisation in wireless telecommunications," Chapters, in: Gary Madden & Russel Cooper (ed.), The Economics of Digital Markets, chapter 1, pages 1-12, Edward Elgar Publishing.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2009.
"Carry Trades and Currency Crashes,"
NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 313-347,
National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008. "Carry Trades and Currency Crashes," Working Papers 2008-1, Princeton University. Economics Department..
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008. "Carry Trades and Currency Crashes," NBER Working Papers 14473, National Bureau of Economic Research, Inc.
- Robert DiClemente & Kermit Schoenholtz, 2009. "A View of the U.S. Subprime Crisis," World Scientific Book Chapters, in: Douglas D Evanoff & Philipp Hartmann & George G Kaufman (ed.), The First Credit Market Turmoil Of The 21st Century Implications for Public Policy, chapter 5, pages 41-66, World Scientific Publishing Co. Pte. Ltd..
2006
- Alain Bertaud, 2006. "The spatial structures of Central and Eastern European cities," Contributions to Economics, in: Sasha Tsenkova & Zorica Nedović-Budić (ed.), The Urban Mosaic of Post-Socialist Europe, chapter 5, pages 91-110, Springer.
- Nicholas Economides, 2006.
"Competition Policy in Network Industries: An Introduction,"
Chapters, in: Dennis W. Jansen (ed.), The New Economy and Beyond, chapter 5,
Edward Elgar Publishing.
- Nicholas Economides, 2004. "Competition Policy In Network Industries: An Introduction," Industrial Organization 0407006, University Library of Munich, Germany.
- Nicholas Economides, 2003. "Competition Policy In Network Industries: An Introduction," Working Papers 03-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Nicholas Economides, 2004. "Competition Policy In Network Industries: An Introduction," Working Papers 04-24, NET Institute, revised Jun 2004.
- Ginsburgh, Victor & Mei, Jianping & Moses, Michael, 2006. "The Computation of Prices Indices," Handbook of the Economics of Art and Culture, in: V.A. Ginsburgh & D. Throsby (ed.), Handbook of the Economics of Art and Culture, edition 1, volume 1, chapter 27, pages 947-979, Elsevier.
- Luís M.B. Cabral, 2006. "Equilibrium, Epidemic and Catastrophe: Diffusion of Innovations with Network Effects," Chapters, in: Cristiano Antonelli & Dominique Foray & Bronwyn H. Hall & W. Edward Steinmueller (ed.), New Frontiers in the Economics of Innovation and New Technology, chapter 15, Edward Elgar Publishing.
- Diego A. Comin & Thomas Philippon, 2006.
"The Rise in Firm-Level Volatility: Causes and Consequences,"
NBER Chapters, in: NBER Macroeconomics Annual 2005, Volume 20, pages 167-228,
National Bureau of Economic Research, Inc.
- Diego Comin & Thomas Philippon, 2005. "The Rise in Firm-Level Volatility: Causes and Consequences," NBER Working Papers 11388, National Bureau of Economic Research, Inc.
2005
- David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005.
"Exotic Preferences for Macroeconomists,"
NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414,
National Bureau of Economic Research, Inc.
- David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," Working Papers 04-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," NBER Working Papers 10597, National Bureau of Economic Research, Inc.
- Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005.
"Fees On Fees In Funds Of Funds,"
World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 7, pages 141-160,
World Scientific Publishing Co. Pte. Ltd..
- Stephen J. Brown & William N. Goetzmann & Bing Liang, 2004. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm18, Yale School of Management.
- Stephen Brown & William Goetzmann & Bing Liang, 2002. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm309, Yale School of Management, revised 01 Sep 2009.
- Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003. "Fees on Fees in Funds of Funds," NBER Working Papers 9464, National Bureau of Economic Research, Inc.
- Stephen Brown & William Goetzmann & Bing Liang, 2002. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm309, Yale School of Management, revised 01 Sep 2009.
- John P. Bonin & Paul Wachtel, 2005.
"Dealing with Financial Fragility in Transition Economies,"
World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman (ed.), Systemic Financial Crises Resolving Large Bank Insolvencies, chapter 10, pages 141-157,
World Scientific Publishing Co. Pte. Ltd..
- Paul Wachtel & John Bonin, 2004. "Dealing with Financial Fragility in Transition Economies," Working Papers 04-31, New York University, Leonard N. Stern School of Business, Department of Economics.
2003
- Jeffrey A. Frankel & Nouriel Roubini & Mervyn King & Robert Rubin & George Soros, 2003. "Industrial Country Policies," NBER Chapters, in: Economic and Financial Crises in Emerging Market Economies, pages 155-296, National Bureau of Economic Research, Inc.
2002
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2002.
"The Role of Large Players in Currency Crises,"
NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 197-268,
National Bureau of Economic Research, Inc.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2001. "The Role of Large Players in Currency Crises," NBER Working Papers 8303, National Bureau of Economic Research, Inc.
2001
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2001. "Fundamental Determinants of the Asian Crisis: The Role of Financial Fragility and External Imbalances," NBER Chapters, in: Regional and Global Capital Flows: Macroeconomic Causes and Consequences, pages 11-41, National Bureau of Economic Research, Inc.
- Nouriel Roubini, 2001. "Comment on "Currency Crisis of Korea: Internal Weakness or External Interdependence?"," NBER Chapters, in: Regional and Global Capital Flows: Macroeconomic Causes and Consequences, pages 373-376, National Bureau of Economic Research, Inc.
- Paul M. Romer, 2001.
"Should the Government Subsidize Supply or Demand in the Market for Scientists and Engineers?,"
NBER Chapters, in: Innovation Policy and the Economy, Volume 1, pages 221-252,
National Bureau of Economic Research, Inc.
- Paul M. Romer, 2000. "Should the Government Subsidize Supply or Demand in the Market for Scientists and Engineers?," NBER Working Papers 7723, National Bureau of Economic Research, Inc.
1996
- Paul M. Romer, 1996. "Preferences, Promises, and the Politics of Entitlement," NBER Chapters, in: Individual and Social Responsibility: Child Care, Education, Medical Care, and Long-Term Care in America, pages 195-228, National Bureau of Economic Research, Inc.
- Lawrence J. White, 1996. "International Regulation of Securities Markets: Competition or Harmonization?," NBER Chapters, in: The Industrial Organization and Regulation of the Securities Industry, pages 207-242, National Bureau of Economic Research, Inc.
1993
- Nicholas Economides & Susan Rose-Ackerman, 1993.
"Differentiated Public Goods: Privatization and Optimality,"
Palgrave Macmillan Books, in: Hiroshi Ohta & Jacques-François Thisse (ed.), Does Economic Space Matter?, chapter 6, pages 111-132,
Palgrave Macmillan.
- Nicholas Economides & Susan Rose-Ackerman, 1992. "Differentiated Public Goods: Privatization and Optimality," Working Papers 92-3, New York University, Leonard N. Stern School of Business, Department of Economics.
- Michael Rothschild & Lawrence J. White, 1993.
"The University in the Marketplace: Some Insights and Some Puzzles,"
NBER Chapters, in: Studies of Supply and Demand in Higher Education, pages 11-42,
National Bureau of Economic Research, Inc.
- Michael Rothschild & Lawrence J. White, 1991. "The University in the Marketplace: Some Insights and Some Puzzles," NBER Working Papers 3853, National Bureau of Economic Research, Inc.
1988
- Joseph A. Grundfest & Gregg Jarrell & Steven C. Salop & Lawrence J. White, 1988. "Panel Discussion: Corporate Takeovers and Public Policy," NBER Chapters, in: Corporate Takeovers: Causes and Consequences, pages 311-332, National Bureau of Economic Research, Inc.
- Devra L. Golbe & Lawrence J. White, 1988. "A Time-Series Analysis of Mergers and Acquisitions in the U.S. Economy," NBER Chapters, in: Corporate Takeovers: Causes and Consequences, pages 265-310, National Bureau of Economic Research, Inc.
1987
- Paul M. Romer, 1987. "Crazy Explanations for the Productivity Slowdown," NBER Chapters, in: NBER Macroeconomics Annual 1987, Volume 2, pages 163-210, National Bureau of Economic Research, Inc.
- Devra L. Golbe & Lawrence J. White, 1987. "Mergers and Acquisitions in the U.S. Economy: An Aggregate and Historical Overview," NBER Chapters, in: Mergers and Acquisitions, pages 25-48, National Bureau of Economic Research, Inc.
1986
- Bollerslev, Tim & Engle, Robert F. & Nelson, Daniel B., 1986. "Arch models," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 49, pages 2959-3038, Elsevier.
1985
- A. Michael Spence, 1985. "Capital Structure and the Corporation's Product Market Environment," NBER Chapters, in: Corporate Capital Structures in the United States, pages 353-382, National Bureau of Economic Research, Inc.
- David M. Kreps & A. Michael Spence, 1985. "Modelling the Role of History in Industrial Organization and Competition," Palgrave Macmillan Books, in: George R. Feiwel (ed.), Issues in Contemporary Microeconomics and Welfare, chapter 10, pages 340-378, Palgrave Macmillan.
1984
- Engle, Robert F., 1984. "Wald, likelihood ratio, and Lagrange multiplier tests in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 13, pages 775-826, Elsevier.
1982
- Michael E. Porter & A. Michael Spence, 1982. "The Capacity Expansion Process in a Growing Oligopoly: The Case of Corn Wet Milling," NBER Chapters, in: The Economics of Information and Uncertainty, pages 259-316, National Bureau of Economic Research, Inc.
1981
- Michael Spence, 1981. "Signaling, Screening, and Information," NBER Chapters, in: Studies in Labor Markets, pages 319-358, National Bureau of Economic Research, Inc.
1980
- Robert F. Engle, 1980. "Hypothesis Testing in Spectral Regression; the Lagrange Multiplier Test as a Regression Diagnostic," NBER Chapters, in: Evaluation of Econometric Models, pages 309-321, National Bureau of Economic Research, Inc.
1978
- Robert F. Engle, 1978. "Estimating Structural Models of Seasonality," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 281-308, National Bureau of Economic Research, Inc.
1977
- Katharine Bradbury & Robert Engle & Owen Irvine & Jerome Rothenberg, 1977. "Simultaneous Estimation of the Supply and Demand for Housing Location in a Multizoned Metropolitan Area," NBER Chapters, in: Residential Location and Urban Housing Markets, pages 51-92, National Bureau of Economic Research, Inc.
- Paul Wachtel, 1977. "Inflation, Uncertainty, and Saving Behavior," NBER Chapters, in: Explorations in Economic Research, Volume 4, number 4, pages 558-578, National Bureau of Economic Research, Inc.
- Paul Wachtel, 1977. "Survey Measures of Expected Inflation and Their Potential Usefulness," NBER Chapters, in: Analysis of Inflation: 1965–1974, pages 361-402, National Bureau of Economic Research, Inc.
1976
- Robert F. Engle, 1976.
"Interpreting Spectral Analyses in Terms of Time-Domain Models,"
NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 1, pages 89-109,
National Bureau of Economic Research, Inc.
- Robert F. Engle, 1974. "Interpreting Spectral Analyses in Terms of Time-Domain Models," NBER Working Papers 0037, National Bureau of Economic Research, Inc.
1975
- Paul Wachtel, 1975. "The Returns to Investment in Higher Education: Another View," NBER Chapters, in: Education, Income, and Human Behavior, pages 151-170, National Bureau of Economic Research, Inc.
- Paul Wachtel, 1975. "The Effect of School Quality on Achievement, Attainment Levels, and Lifetime Earnings," NBER Chapters, in: Explorations in Economic Research, Volume 2, number 4, pages 502-536, National Bureau of Economic Research, Inc.
1974
- F. Thomas Juster & Paul Wachtel, 1974.
"Anticipatory and Objective Models of Durable Goods Demand,"
NBER Chapters, in: Explorations in Economic Research, Volume 1, number 2, pages 340-392,
National Bureau of Economic Research, Inc.
- Juster, F Thomas & Wachtel, Paul, 1972. "Anticipatory and Objective Models of Durable Goods Demand," American Economic Review, American Economic Association, vol. 62(4), pages 564-579, September.
1972
- Robert F. Engle & Ta-Chung Liu, 1972. "Effects of Aggregation Over Time on Dynamic Characteristics of an Econometric Model," NBER Chapters, in: Econometric Models of Cyclical Behavior, Volumes 1 and 2, pages 673-737, National Bureau of Economic Research, Inc.
- Paul Wachtel, 1972. "A Model of Interrelated Demand for Assets by Households," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 1, number 2, pages 129-140, National Bureau of Economic Research, Inc.
Software components
2018
- Luis Cabral & Zhu Wang & Daniel Yi Xu, 2018.
"Code and data files for "Competitor, Complementors, Parents and Places: Explaining Regional Agglomeration in the U.S. Auto Industry","
Computer Codes
16-34, Review of Economic Dynamics.
- Luis Cabral & Zhu Wang & Daniel Yi Xu, 2018. "Competitor, Complementors, Parents and Places: Explaining Regional Agglomeration in the U.S. Auto Industry," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 1-29, October.
2010
- Gian Luca Clementi & Thomas Cooley & Sonia Di Giannatale, 2010.
"Code files for "A Theory of Firm Decline","
Computer Codes
08-183, Review of Economic Dynamics.
- Gian Luca Clementi & Thomas Cooley & Sonia Di Giannatale, 2010. "A Theory of Firm Decline," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 861-885, October.
2009
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2009.
"Code and data files for "Asset Pricing in a Production Economy with Chew-Dekel Preferences","
Computer Codes
07-51, Review of Economic Dynamics.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
- Bryan Routledge & Stanley Zin, 2009.
"Code files for "Model Uncertainty and Liquidity","
Computer Codes
08-143, Review of Economic Dynamics.
- Bryan Routledge & Stanley Zin, 2009. "Model Uncertainty and Liquidity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 543-566, October.