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Peter Jennergren

Personal Details

First Name:Peter
Middle Name:
Last Name:Jennergren
Suffix:
RePEc Short-ID:pje73
[This author has chosen not to make the email address public]

Affiliation

Handelshögskolan i Stockholm

Stockholm, Sweden
http://www.hhs.se/

: +46-8-736 90 00
+46-8-31 81 86
Box 6501, S-113 83 STOCKHOLM
RePEc:edi:hhstose (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jennergren, L. Peter, 2004. "The Effect on Stock Prices of the Swedish Wealth Tax," SSE/EFI Working Paper Series in Business Administration 2004:14, Stockholm School of Economics.
  2. Jennergren, L. Peter, 2004. "Continuing Value in Firm Valuation by the Discounted Cash Flow Model," SSE/EFI Working Paper Series in Business Administration 2004:15, Stockholm School of Economics.
  3. Jennergren, L. Peter, 2004. "Loan Subsidy Valuation," SSE/EFI Working Paper Series in Business Administration 2004:8, Stockholm School of Economics.
  4. Jennergren, L. Peter, 2001. "The Swedish Finance Company Crisis -- Could It Have Been Anticipated?," SSE/EFI Working Paper Series in Business Administration 2001:6, Stockholm School of Economics, revised 22 Apr 2002.
  5. Jennergren, Peter, 2000. "Kommunsektorns pensionsskuld och pensionsförvaltning efter införandet av balanskrav och blandad redovisningsmodell," SSE/EFI Working Paper Series in Business Administration 2000:1, Stockholm School of Economics.
  6. Jennergren, L. Peter, 1998. "A Tutorial on the Discounted Cash Flow Model for Valuation of Companies," SSE/EFI Working Paper Series in Business Administration 1, Stockholm School of Economics, revised 13 Dec 2011.
  7. Angelin, K. & Jennergren, L.P., 1995. "Partner Leasing in Sweden," Papers 4, Uppsala - Working Paper Series.
  8. Dumas, B. & Jennergren, L.P. & Naslund, B., 1993. "Currency Option Pricing in Credible Target Zones," Weiss Center Working Papers 93-7, Wharton School - Weiss Center for International Financial Research.
  9. Dumas, B. & Jennergren, L.P. & Naslund, B., 1993. "Realignment Bank and Currency Option Pricing in Target Zones," Weiss Center Working Papers 93-6, Wharton School - Weiss Center for International Financial Research.
  10. Dumas, B. & Jennergren, L.P. & Naslund, B., 1993. "Siegel's Paradox and Pricing of Currency Options," Weiss Center Working Papers 93-8, Wharton School - Weiss Center for International Financial Research.
  11. Bernard Dumas & L. Peter Jennergren & Bertil Naslund, 1993. "Realignment Risk and Currency Option Pricing in Target Zones," NBER Working Papers 4458, National Bureau of Economic Research, Inc.

Articles

  1. Dumas, Bernard & Jennergren, L. Peter & Naslund, Bertil, 1995. "Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 459-460, June.
  2. Dumas, Bernard & Peter Jennergren, L. & Naslund, Bertil, 1995. "Realignment risk and currency option pricing in target zones," European Economic Review, Elsevier, vol. 39(8), pages 1523-1544, October.
  3. Dumas, Bernard & Jennergren, L. Peter & Naslund, Bertil, 1995. "Siegel's paradox and the pricing of currency options," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 213-223, April.
  4. Peter Jennergren, L., 1983. "On the role of a money commodity in a trading process," Economics Letters, Elsevier, vol. 11(1-2), pages 9-14.
  5. Costa, Antonio Maria & Jennergren, L. Peter, 1982. "Trade and development in the world economy: Methodological features of Project DYNAMICO," Journal of Policy Modeling, Elsevier, vol. 4(1), pages 3-22, March.
  6. Jennergren, L. Peter, 1981. "Pitfalls of analysis : G. Majone, and E.S. Quade, International Series on Applied Systems Analysis, John Wiley and Sons, Chichester, England," Journal of Policy Modeling, Elsevier, vol. 3(2), pages 272-276, May.
  7. Graham, Daniel A. & Peter Jennergren, L. & Peterson, David W. & Roy Weintraub, E., 1976. "Trader-commodity parity theorems," Journal of Economic Theory, Elsevier, vol. 12(3), pages 443-454, June.
  8. Jennergren, L Peter, 1973. "A Price Schedules Decomposition Algorithm for Linear Programming Problems," Econometrica, Econometric Society, vol. 41(5), pages 965-980, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jennergren, L. Peter, 2004. "Continuing Value in Firm Valuation by the Discounted Cash Flow Model," SSE/EFI Working Paper Series in Business Administration 2004:15, Stockholm School of Economics.

    Cited by:

    1. Jennergren L. Peter, 2013. "Firm Valuation with Bankruptcy Risk," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, vol. 8(1), pages 1-41, October.
    2. Jennergren L. Peter, 2010. "On the Forecasting of Net Property, Plant and Equipment and Depreciation in Firm Valuation by the Discounted Cash Flow Model," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, vol. 5(1), pages 1-28, November.
    3. Jennergren, L. Peter, 1998. "A Tutorial on the Discounted Cash Flow Model for Valuation of Companies," SSE/EFI Working Paper Series in Business Administration 1, Stockholm School of Economics, revised 13 Dec 2011.
    4. Jennergren, L. Peter, 2011. "Value Driver Formulas for Continuing Value in the Discounted Cash Flow Model," SSE/EFI Working Paper Series in Business Administration 2011:5, Stockholm School of Economics, revised 30 May 2012.
    5. Reis Pedro Nogueira & Augusto Mário Gomes, 2015. "What Is a Firm’s Life Expectancy? Empirical Evidence in the Context of Portuguese Companies," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, vol. 10(1), pages 45-75, January.
    6. Jennergren, L. Peter, 2009. "On the forecasting of lease expense in firm valuation," SSE/EFI Working Paper Series in Business Administration 2009:12, Stockholm School of Economics, revised 22 Feb 2010.
    7. Jennergren L. Peter, 2011. "Approximate Firm Valuation with Operating Leases," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, vol. 6(1), pages 1-22, September.

  2. Jennergren, L. Peter, 2004. "Loan Subsidy Valuation," SSE/EFI Working Paper Series in Business Administration 2004:8, Stockholm School of Economics.

    Cited by:

    1. Jennergren, L. Peter, 1998. "A Tutorial on the Discounted Cash Flow Model for Valuation of Companies," SSE/EFI Working Paper Series in Business Administration 1, Stockholm School of Economics, revised 13 Dec 2011.

  3. Jennergren, L. Peter, 2001. "The Swedish Finance Company Crisis -- Could It Have Been Anticipated?," SSE/EFI Working Paper Series in Business Administration 2001:6, Stockholm School of Economics, revised 22 Apr 2002.

    Cited by:

    1. Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2013. "Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?," Journal of Financial Stability, Elsevier, vol. 9(1), pages 117-138.
    2. Lars Jonung, 2010. "Financial Crisis and Crisis Management in Sweden. Lessons for Today," Working Papers id:3067, eSocialSciences.
    3. David G. Mayes, 2017. "Top-down restructuring of markets and institutions: the Nordic banking crises," Journal of Banking Regulation, Palgrave Macmillan, vol. 18(3), pages 213-232, July.
    4. Lars Jonung & Jaakko Kiander & Pentti Vartia, 2008. "The great financial crisis in Finland and Sweden - The dynamics of boom, bust and recovery, 1985-2000," European Economy - Economic Papers 2008 - 2015 350, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.

  4. Jennergren, Peter, 2000. "Kommunsektorns pensionsskuld och pensionsförvaltning efter införandet av balanskrav och blandad redovisningsmodell," SSE/EFI Working Paper Series in Business Administration 2000:1, Stockholm School of Economics.

    Cited by:

    1. Hagen, Johannes, 2013. "A History of the Swedish Pension System," Working Paper Series, Center for Fiscal Studies 2013:7, Uppsala University, Department of Economics.

  5. Jennergren, L. Peter, 1998. "A Tutorial on the Discounted Cash Flow Model for Valuation of Companies," SSE/EFI Working Paper Series in Business Administration 1, Stockholm School of Economics, revised 13 Dec 2011.

    Cited by:

    1. Jennergren L. Peter, 2013. "Firm Valuation with Bankruptcy Risk," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, vol. 8(1), pages 1-41, October.
    2. Jennergren L. Peter, 2010. "On the Forecasting of Net Property, Plant and Equipment and Depreciation in Firm Valuation by the Discounted Cash Flow Model," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, vol. 5(1), pages 1-28, November.
    3. Jennergren, L. Peter, 2009. "On the forecasting of lease expense in firm valuation," SSE/EFI Working Paper Series in Business Administration 2009:12, Stockholm School of Economics, revised 22 Feb 2010.

  6. Dumas, B. & Jennergren, L.P. & Naslund, B., 1993. "Currency Option Pricing in Credible Target Zones," Weiss Center Working Papers 93-7, Wharton School - Weiss Center for International Financial Research.

    Cited by:

    1. Mundaca, Gabriela, 2003. "A Drift of the "Drift Adjustment Method"," Memorandum 16/2002, Oslo University, Department of Economics.
    2. Mordecai Avriel & Jens Hilscher & Alon Raviv, 2012. "Inflation Derivatives Under Inflation Target Regimes," Working Papers 43, Brandeis University, Department of Economics and International Businesss School.
    3. Malz, Allan M., 1996. "Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 717-748, October.
    4. Dumas, Bernard & Peter Jennergren, L. & Naslund, Bertil, 1995. "Realignment risk and currency option pricing in target zones," European Economic Review, Elsevier, vol. 39(8), pages 1523-1544, October.
    5. Ekvall, Niklas & Peter Jennergren, L. & Naslund, Bertil, 1997. "Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model," European Journal of Operational Research, Elsevier, vol. 100(1), pages 41-59, July.
    6. Fathi Abid & Moncef Habibi, 2010. "Hedging Transaction Exposure within the Context of a Basket Foreign Exchange Rate Arrangement," Working Papers 523, Economic Research Forum, revised 05 Jan 2010.
    7. Naszódi, Anna, 2002. "A sávos árfolyamú deviza megközelítése opciók segítségével
      [The option-based description of the exchange rate in a target-zone system]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 25-44.
    8. Naszódi, Anna, 2004. "A sáveltolás árfolyamhatásának vizsgálata opciós modell keretei között
      [Target-zone rearrangement and exchange-rate behaviour in an options-based model]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 638-658.
    9. Pierdzioch, Christian, 2000. "The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis," Kiel Working Papers 971, Kiel Institute for the World Economy (IfW).
    10. Dibeh, Ghassan, 2006. "Target zone dynamics where the fundamental follows a SDE with periodic forcing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 437-445.

  7. Dumas, B. & Jennergren, L.P. & Naslund, B., 1993. "Realignment Bank and Currency Option Pricing in Target Zones," Weiss Center Working Papers 93-6, Wharton School - Weiss Center for International Financial Research.

    Cited by:

    1. Neuhaus, Holger, 1995. "The information content of derivatives for monetary policy: Implied volatilities and probabilities," Discussion Paper Series 1: Economic Studies 1995,03e, Deutsche Bundesbank.
    2. Peter M. Garber & Michael G. Spencer, 1996. "Dynamic Hedging and the Interest Rate Defense," NBER Chapters,in: The Microstructure of Foreign Exchange Markets, pages 209-228 National Bureau of Economic Research, Inc.

  8. Dumas, B. & Jennergren, L.P. & Naslund, B., 1993. "Siegel's Paradox and Pricing of Currency Options," Weiss Center Working Papers 93-8, Wharton School - Weiss Center for International Financial Research.

    Cited by:

    1. Dumas, Bernard & Peter Jennergren, L. & Naslund, Bertil, 1995. "Realignment risk and currency option pricing in target zones," European Economic Review, Elsevier, vol. 39(8), pages 1523-1544, October.
    2. Bardhan, Indrajit, 1995. "Exchange rate shocks, currency options and the Siegel paradox," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 441-458, June.

  9. Bernard Dumas & L. Peter Jennergren & Bertil Naslund, 1993. "Realignment Risk and Currency Option Pricing in Target Zones," NBER Working Papers 4458, National Bureau of Economic Research, Inc.

    Cited by:

    1. Dumas, B. & Jennergren, L.P. & Naslund, B., 1993. "Currency Option Pricing in Credible Target Zones," Weiss Center Working Papers 93-7, Wharton School - Weiss Center for International Financial Research.
    2. Mundaca, Gabriela, 2003. "A Drift of the "Drift Adjustment Method"," Memorandum 16/2002, Oslo University, Department of Economics.
    3. Lioui, Abraham, 1998. "Currency risk hedging: Futures vs. forward," Journal of Banking & Finance, Elsevier, vol. 22(1), pages 61-81, January.
    4. Pierdzioch, Christian, 2000. "Noise Traders? Trigger Rates, FX Options, and Smiles," Kiel Working Papers 970, Kiel Institute for the World Economy (IfW).
    5. Mordecai Avriel & Jens Hilscher & Alon Raviv, 2012. "Inflation Derivatives Under Inflation Target Regimes," Working Papers 43, Brandeis University, Department of Economics and International Businesss School.
    6. Young-Kyu Moh, 2006. "Continuous-time model of uncovered interest parity with regulated jump-diffusion interest differential," Applied Economics, Taylor & Francis Journals, vol. 38(21), pages 2523-2533.
    7. Ekvall, Niklas & Peter Jennergren, L. & Naslund, Bertil, 1997. "Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model," European Journal of Operational Research, Elsevier, vol. 100(1), pages 41-59, July.
    8. Urban J. Jermann, 2016. "Financial Markets’ Views about the Euro-Swiss Franc Floor," NBER Working Papers 21977, National Bureau of Economic Research, Inc.
    9. Rangvid, Jesper & Sorensen, Carsten, 2001. "Determinants of the implied shadow exchange rates from a target zone," European Economic Review, Elsevier, vol. 45(9), pages 1665-1696, October.
    10. Neuhaus, Holger, 1995. "Der Informationsgehalt von Derivaten für die Geldpolitik: Implizite Volatilitäten und Wahrscheinlichkeiten," Discussion Paper Series 1: Economic Studies 1995,03, Deutsche Bundesbank.
    11. Neuhaus, Holger, 1995. "The information content of derivatives for monetary policy: Implied volatilities and probabilities," Discussion Paper Series 1: Economic Studies 1995,03e, Deutsche Bundesbank.
    12. Fathi Abid & Moncef Habibi, 2010. "Hedging Transaction Exposure within the Context of a Basket Foreign Exchange Rate Arrangement," Working Papers 523, Economic Research Forum, revised 05 Jan 2010.
    13. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    14. Sandun Perera & Winston Buckley & Hongwei Long, 2018. "Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps," Annals of Operations Research, Springer, vol. 262(1), pages 213-238, March.
    15. Naszódi, Anna, 2002. "A sávos árfolyamú deviza megközelítése opciók segítségével
      [The option-based description of the exchange rate in a target-zone system]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 25-44.
    16. Alexandra Janssen & Rahel Studer, 2014. "The Swiss franc's honeymoon," ECON - Working Papers 170, Department of Economics - University of Zurich, revised Jan 2017.
    17. Chernov, Mikhail, 2007. "On the Role of Risk Premia in Volatility Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 411-426, October.
    18. Peter Carr & Zura Kakushadze, 2015. "FX Options in Target Zone," Papers 1512.01527, arXiv.org, revised Jul 2016.
    19. Bardhan, Indrajit, 1995. "Exchange rate shocks, currency options and the Siegel paradox," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 441-458, June.
    20. Dumas, Bernard & Jennergren, L. Peter & Naslund, Bertil, 1995. "Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 459-460, June.
    21. Naszódi, Anna, 2004. "A sáveltolás árfolyamhatásának vizsgálata opciós modell keretei között
      [Target-zone rearrangement and exchange-rate behaviour in an options-based model]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 638-658.
    22. Pierdzioch, Christian, 2000. "The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis," Kiel Working Papers 971, Kiel Institute for the World Economy (IfW).
    23. Peter M. Garber & Michael G. Spencer, 1996. "Dynamic Hedging and the Interest Rate Defense," NBER Chapters,in: The Microstructure of Foreign Exchange Markets, pages 209-228 National Bureau of Economic Research, Inc.

Articles

  1. Dumas, Bernard & Jennergren, L. Peter & Naslund, Bertil, 1995. "Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 459-460, June.

    Cited by:

    1. Kam Chu, 2005. "Solution to the Siegel Paradox," Open Economies Review, Springer, vol. 16(4), pages 399-405, October.
    2. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

  2. Dumas, Bernard & Peter Jennergren, L. & Naslund, Bertil, 1995. "Realignment risk and currency option pricing in target zones," European Economic Review, Elsevier, vol. 39(8), pages 1523-1544, October.
    See citations under working paper version above.
  3. Dumas, Bernard & Jennergren, L. Peter & Naslund, Bertil, 1995. "Siegel's paradox and the pricing of currency options," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 213-223, April.

    Cited by:

    1. Lucio Sarno & Mark P. Taylor, 2002. "Purchasing Power Parity and the Real Exchange Rate," IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 1-5.
    2. Kam Chu, 2005. "Solution to the Siegel Paradox," Open Economies Review, Springer, vol. 16(4), pages 399-405, October.
    3. Driessen, Joost & Perotti, Enrico C, 2004. "Confidence Building on Euro Conversion: Theory and Evidence from Currency Options," CEPR Discussion Papers 4180, C.E.P.R. Discussion Papers.
    4. Andre O Santos & Jorge A Chan-Lau, 2006. "Currency Mismatches and Corporate Default Risk; Modeling, Measurement, and Surveillance Applications," IMF Working Papers 06/269, International Monetary Fund.
    5. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    6. Cao, Melanie, 2001. "Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 191-218, April.
    7. Driessen, Joost & Perotti, Enrico, 2011. "Confidence building on Euro convergence: Evidence from currency options," Journal of International Money and Finance, Elsevier, vol. 30(3), pages 474-491, April.
    8. Jose Giancarlo Gasha & Andre O Santos & Jorge A Chan-Lau & Carlos I. Medeiros & Marcos R Souto & Christian Capuano, 2009. "Recent Advances in Credit Risk Modeling," IMF Working Papers 09/162, International Monetary Fund.
    9. Peter Carr & Zura Kakushadze, 2015. "FX Options in Target Zone," Papers 1512.01527, arXiv.org, revised Jul 2016.

  4. Graham, Daniel A. & Peter Jennergren, L. & Peterson, David W. & Roy Weintraub, E., 1976. "Trader-commodity parity theorems," Journal of Economic Theory, Elsevier, vol. 12(3), pages 443-454, June.

    Cited by:

    1. Marakulin, V., 2011. "Contracts and Domination in Competitive Economies," Journal of the New Economic Association, New Economic Association, issue 9, pages 10-32.
    2. Marakulin Valery, 2006. "On convergence of contractual trajectories in pure exchange economies," EERC Working Paper Series 06-07e, EERC Research Network, Russia and CIS.

  5. Jennergren, L Peter, 1973. "A Price Schedules Decomposition Algorithm for Linear Programming Problems," Econometrica, Econometric Society, vol. 41(5), pages 965-980, September.

    Cited by:

    1. Pfeiffer, Thomas, 1999. "Transfer pricing and decentralized dynamic lot-sizing in multistage, multiproduct production processes," European Journal of Operational Research, Elsevier, vol. 116(2), pages 319-330, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ACC: Accounting & Auditing (1) 2001-05-16
  2. NEP-CFN: Corporate Finance (1) 1999-11-01
  3. NEP-FIN: Finance (1) 2004-11-22
  4. NEP-FMK: Financial Markets (1) 1998-06-22
  5. NEP-PUB: Public Finance (1) 2004-11-22

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