Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E44: Financial Markets and the Macroeconomy

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Monetary Theory

1998

• Bernanke, B. & Gertler, M. & Gilchrist, S., 1998, "The Financial Accelerator in a Quantitative Business Cycle Framework," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 98-03.
• Fernandez, R., 1998, "Education and Borrowing Constraints: Tests vs Prices," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 98-17.
• Mansor H. Ibrahim, 1998, "An Econometric Analysis of Money Demand and Its Stability in the Malaysian Economy," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 33, issue 1, pages 53-66, January.
• Rankin, Neil, 1998, "Nominal rigidity and monetary uncertainty in a small open economy," Journal of Economic Dynamics and Control, Elsevier, volume 22, issue 5, pages 679-702, May.
• Rankin, Neil, 1998, "Nominal rigidity and monetary uncertainty," European Economic Review, Elsevier, volume 42, issue 1, pages 185-199, January.
• Bagliano, Fabio C. & Favero, Carlo A., 1998, "Measuring monetary policy with VAR models: An evaluation," European Economic Review, Elsevier, volume 42, issue 6, pages 1069-1112, June.
• McKinnon, Ronald I. & Pill, Huw, 1998, "International Overborrowing: A Decomposition of Credit and Currency Risks," World Development, Elsevier, volume 26, issue 7, pages 1267-1282, July.
• João Marcus M. Nunes, 1998, "The U.S. economy: are analysts missing the point?," Brazilian Journal of Political Economy, FGV EAESP, volume 18, issue 1, pages 43-56, January, DOI: 10.1590/0101-31571998-1276.
• João Marcus M. Nunes, 1998, "The U.S. economy: are analysts missing the point?," Brazilian Journal of Political Economy, FGV EAESP, volume 18, issue 1, pages 43-56, January, DOI: 10.1590/0101-31571998-1276.
• Maxwell J. Fry, 1998, "Pitfalls and Potential of Financial Liberilasation Patterns in Neighboring Areas," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 2, issue 1, pages 1-28, Summer.
• Roger Lagunoff & Stacey L. Schreft, 1998, "A model of financial fragility," Research Working Paper, Federal Reserve Bank of Kansas City, number 98-01.
• Flam, S.D., 1998, "Looking for Arbitrage," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 0598.
• Artus, P., 1998, "Recul de la Distribution de Credit au Japon: Quel modele au Japon," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1998-27/ma.
• Tervio, M., 1998, "Repeated Divisible Good Auctions with Price-Taking Bidders," University of Helsinki, Department of Economics, Department of Economics, number 444.
• Bardsen, G. & Klovland, J.T., 1998, "Shaken or Stirred? Financial Deregulation and the Monetary Transmission Mechanism in Norway," Papers, Norwegian School of Economics and Business Administration-, number 32/98.
• Ayelet Balsam & Shmuel Kandel & Ori Levy, , "Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 22-98.
• Anna Bottasso, 1998, "La relazione tra struttura finanziaria e decisioni reali delle imprese: una rassegna critica dell'evidenza empirica," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 57, issue 1, pages 109-155, April.
• Laura Rondi & Brian Sack & Fabio Schiantarelli & Alessandro Sembenelli, 1998, "Firms' Financial and Real Responses to Monetary Tightening: Evidence for Large and Small Italian Companies," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 57, issue 1, pages 35-64, April.
• Bruce D. Smith & John H. Boyd, 1998, "Capital market imperfections in a monetary growth model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 2, pages 241-273.
• Guido Tabellini & Scott Freeman, 1998, "The optimality of nominal contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 3, pages 545-562.
• Bruce D. Smith & John H. Boyd, 1998, "The evolution of debt and equity markets in economic development," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 12, issue 3, pages 519-560.
• Timothy S. Fuerst & Charles T. Carlstrom, 1998, "Agency costs and business cycles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 12, issue 3, pages 583-597.
• Costas Azariadis & Shankha Chakraborty, 1998, "Asset price volatility in a nonconvex general equilibrium model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 12, issue 3, pages 649-665.
• Harry Garretsen & Klaas Knot & Erwin Nijsse, 1998, "Learning about fundamentals: The widening of the French ERM bands in 1993," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 134, issue 1, pages 25-41, March, DOI: 10.1007/BF02707577.
• Philip Lane, 1998, "International Diversification and the Irish Economy," Economics Technical Papers, Trinity College Dublin, Department of Economics, number 9811.
• Philip Lane, 1998, "North-South Lending with Moral Hazard and Repudiation Risk," Economics Technical Papers, Trinity College Dublin, Department of Economics, number 989.
• Scott, A. & Uhlig, H.F.H.V.S., 1998, "Fickle Investors : An Impediment to Growth?," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-134.
• Scott, A. & Uhlig, H.F.H.V.S., 1998, "Fickle Investors : An Impediment to Growth?," Other publications TiSEM, Tilburg University, School of Economics and Management, number f177cd30-1268-410e-b52b-d.
• Bengt Holmstrom & Jean Tirole, 1998, "Private and Public Supply of Liquidity," Journal of Political Economy, University of Chicago Press, volume 106, issue 1, pages 1-40, February, DOI: 10.1086/250001.
• Per Krusell & Anthony A. Smith & Jr., 1998, "Income and Wealth Heterogeneity in the Macroeconomy," Journal of Political Economy, University of Chicago Press, volume 106, issue 5, pages 867-896, October, DOI: 10.1086/250034.
• Hans Joachim Voth, 1998, "Inflationary expectations during Germany's great slump," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 333, Nov.
• Ronald I. McKinnon & Huw Pill, 1998, "International Overborrowing: A Decomposition of Credit and Currency Risks," Working Papers, Stanford University, Department of Economics, number 98004, Feb.
• Miguel Cantillo & Julian Wright, 1998, "How Do Firms Choose Their Lenders? An Empirical Investigation," Finance, University Library of Munich, Germany, number 9803007, Mar.
• Roger Lagunoff & Stacey L. Schreft, 1998, "A Model of Financial Fragility," Game Theory and Information, University Library of Munich, Germany, number 9803001, Mar, revised 30 Apr 1998.
• Jorge A. Chan-Lau & Zhaohui Chen, 1998, "Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis," International Finance, University Library of Munich, Germany, number 9804001, Apr, revised 22 Sep 1998.
• Flavio Padrini, 1998, "The Response Of Financial And Goods Markets To Velocity," Macroeconomics, University Library of Munich, Germany, number 9802001, Feb.
• Randal J. Verbrugge, 1998, "A cross-country investigation of macroeconomic asymmetries," Macroeconomics, University Library of Munich, Germany, number 9809017, Sep, revised 30 Sep 1998.
• Peter G Zhang (ed.), 1998, "IMF and the Asian Financial Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 3930, ISBN: ARRAY(0x6c845d40).
• Peter G. Zhang, 1998, "A Brief History of the IMF," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Structure of the IMF," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "IMF and the World Bank," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "IMF Surveillance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Financial Assistance and Conditionality," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Identity Crisis: The IMF in the 1970s," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "The 1980s: The Debt Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Recent Efforts: The HIPC Initiative," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "IMF and the Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "IMF Programs in the Asian Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Criticisms of the IMF," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Valery A. Kholodnyi & John F. Price, 1998, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Market Environment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Symmetry in a Foreign Exchange Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Further Symmetries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Options with Consistently Smoothed Payoffs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for European Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for Bermudan and American Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for Barrier Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for Options with Consistently Smoothed Payoffs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Foreign Exchange Option Symmetry".
• Winter, Joachim, 1998, "Does Firms` Financial Status Affect Plant-Level Investment and Exit Decision," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 98-48, Nov.
• Kim, Dong-heon, 1998, "Another look at yield spreads: Monetary policy and the term structure of interest rates," Research Notes, Deutsche Bank Research, number 98-3.
• Rudi Dornbusch & Carlo Favero & Francesco Giavazzi, 1998, "Immediate challenges for the European Central Bank," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 13, issue 26, pages 16-64.
• Maclennan, Duncan & Muellbauer, John & Stephens, Mark, 1998, "Asymmetries in Housing and Financial Market Institutions and EMU," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 14, issue 3, pages 54-80, Autumn.
• Asli Demirgüç-Kunt & Enrica Detragiache, 1998, "The Determinants of Banking Crises in Developing and Developed Countries," IMF Staff Papers, Palgrave Macmillan, volume 45, issue 1, pages 81-109, March.
• Pierre-Richard Agénor & Joshua Aizenman, 1998, "Contagion and Volatility with Imperfect Credit Markets," IMF Staff Papers, Palgrave Macmillan, volume 45, issue 2, pages 207-235, June.
• Dai, Meixing, 1998, "Les effets stabilisants de la zone-cible du taux d’inflation
  [The stabilising effects of inflation-targeting zone]," MPRA Paper, University Library of Munich, Germany, number 13856, Dec, revised Nov 2001.
• Frank Campbell & Eleanor Lewis, 1998, "What Moves Yields in Australia?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9808, Jul.
• Hossein Askari & Mohamed Jaber, 1998, "A Note on Macroeconomic Policy Credibility," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 51, issue 2, pages 155-162.
• Zhen Zhu, 1998, "Stock Prices and the Exchange Rate in a Structural Model with an Application to the Case of France," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 13, pages 89-107.
• ANNAERT, Jan & DE CEUSTER, Marc & VALCKX, Nico, 1998, "The information content of interest rate and stock market volatility for predicting business cycles in probit models," SESO Working Papers, University of Antwerp, Faculty of Business and Economics, number 1998008, Jul.
• VALCKX, Nico & PLASMANS, Joseph E.J., 1998, "Financial asset returns and the macroeconomy: An elaboration of the consumption CAPM," SESO Working Papers, University of Antwerp, Faculty of Business and Economics, number 1998035, Dec.
• Nobuhiro Kiyotaki, 1998, "Credit and Business Cycles," The Japanese Economic Review, Japanese Economic Association, volume 49, issue 1, pages 18-35, March, DOI: 10.1111/1468-5876.00069.
• Robertson, Donald & Wright, Stephen, 1998, "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9822, Oct.

1997

• Peek, Joe & Rosengren, Eric S, 1997, "The International Transmission of Financial Shocks: The Case of Japan," American Economic Review, American Economic Association, volume 87, issue 4, pages 495-505, September.
• Miller, Marcus & Zhang, Lei, , "A Bankruptcy Procedure For Sovereign States," Economic Research Papers, University of Warwick - Department of Economics, number 268765, DOI: 10.22004/ag.econ.268765.
• Willem H. Buiter, 1997, "Generational Accounts, Aggregate Saving and Intergenerational Distribution," Economica, London School of Economics and Political Science, volume 64, issue 256, pages 605-626, November, DOI: 10.1111/1468-0335.00102.
• Willem H. Buiter & Ricardo Lago & Hélène Rey, 1997, "A portfolio approach to a cross‐sectoral and cross‐national investment strategy in transition economies," The Economics of Transition, The European Bank for Reconstruction and Development, volume 5, issue 1, pages 63-96, May, DOI: 10.1111/j.1468-0351.1997.tb00004.x.
• Lamont, Owen, 1997, "Cash Flow and Investment: Evidence from Internal Capital Markets," Journal of Finance, American Finance Association, volume 52, issue 1, pages 83-109, March.
• Andersen, Torben G & Bollerslev, Tim, 1997, "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," Journal of Finance, American Finance Association, volume 52, issue 3, pages 975-1005, July.
• W.H. Buiter & R Lagos & H Rey, 1997, "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economics," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0320, Jan.
• Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio, 1997, "A model of target changes and the term structure of interest rates," Journal of Monetary Economics, Elsevier, volume 39, issue 2, pages 223-249, July.
• Bekaert, Geert & Hodrick, Robert J. & Marshall, David A., 1997, "The implications of first-order risk aversion for asset market risk premiums," Journal of Monetary Economics, Elsevier, volume 40, issue 1, pages 3-39, September.
• Alan A. Rabin & Leland B. Yeager, 1997, "The Monetary Transmission Mechanism," Eastern Economic Journal, Eastern Economic Association, volume 23, issue 3, pages 293-299, Summer.
• Richard J. Cebula, 1997, "The Rate Of Return On Savings And Loan Assets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 17, issue 2, pages 3-24, January, DOI: 10.1108/eb028729.
• Pertti Haaparanta & Mikko Puhakka, 1997, "Budget deficits and the feasibility of credit market reform," Finnish Economic Papers, Finnish Economic Association, volume 10, issue 1, pages 35-46, Spring.
• Naveen Chandra & Ellis W. Tallman, 1997, "Financial aggregates as conditioning information for Australian output and inflation," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 97-8.
• Artus, P., 1997, "Quel Mode de Financement de l'Economie?," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1997-19/ma.
• Moore, M.P., 1997, "Financial Liberalization and the Asset Price Cycle," Papers, California Irvine - School of Social Sciences, number 97-98-16.
• Grinols, E-L & Turnovsky, S-J, 1997, "Consequences of Debt Policy in a Stochastically Growing Monetary Economy," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 97-09.
• Fabio C. Bagliano & Andrea Beltratti, 1997, "Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 56, issue 3-4, pages 139-167, December.
• Söderlind, Paul, 1997, "Forward Interest Rates as Indicators of Inflation Expectations," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 594, Oct.
• Acemoglu, Daron & Zilibotti, Fabrizio, 1997, "Agency costs in the process of development," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 607, Oct.
• Mr. Joshua Aizenman & Pierre-Richard Agénor, 1997, "Contagion and Volatility with Imperfect Credit Markets," IMF Working Papers, International Monetary Fund, number 1997/127, Oct.
• Richard Cebula, 1997, "The impact of net international capital inflows on nominal long-term interest rates in France," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 25, issue 2, pages 179-190, June, DOI: 10.1007/BF02298384.
• Philip Arestis & Panicos O. Demetriades, 1997, "Finance and Growth: Insitututional Considerations, Financial Policies and Causality," Keele Department of Economics Discussion Papers (1995-2001), Department of Economics, Keele University, number 97/02.
• László, Géza & Király, Júlia & Csontos, László, 1997, "Az ezredvégi nagy borzongás
  [The big thrill at the end of the millennium]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 569-596.
• McDonald, I.M. & Sibly, H., 1997, "Loss Aversion and the Non-Neutrality of Money," Department of Economics - Working Papers Series, The University of Melbourne, number 590.
• NG, Serena & RUGE-MURCIA, Francisco J., 1997, "Explaining the Persistence of Commodity Prices," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9709.
• Raquel Fernandez & Jordi Gali, 1997, "To Each According To...? Markets, Tournaments, and the Matching Problem with Borrowing Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 5930, Feb.
• Russell Cooper & Dean Corbae, 1997, "Financial Fragility and the Great Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 6094, Jul.
• Buiter, Willem H. & Lago, Ricardo & Rey, Hélène, 1997, "A Portfolio Approach to a Cross-sectoral and Cross-National Investment Strategy in Transition Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1548, Jan.
• Uhlig, Harald, 1997, "Long Term Debt and the Political Support of a Monetary Union," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1603, Mar.
• Fernández, Raquel & Galí, Jordi, 1997, "To Each According To...? Markets, Tournaments, and the Matching Problem with Borrowing Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1627, May.
• Sørensen, Bent E & Yosha, Oved, 1997, "Income and Consumption Smoothing Among US States: Regions or Clubs?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1670, Jul.
• Lettau, Martin & Uhlig, Harald, 1997, "Preferences, Consumption Smoothing, and Risk Premia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1678, Jul.
• Bagliano, Fabio-Cesare & Favero, Carlo A., 1997, "Measuring Monetary Policy with VAR Models: An Evaluation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1743, Nov.
• Smets, Frank, 1997, "Financial Asset Prices and Monetary Policy: Theory and Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1751, Nov.
• Smets, Frank & Tsatsaronis, Kostas, 1997, "Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1758, Dec.
• Abel Mayeyenda, 1997, "Détermination de la structure des taux d'intérêt : Une analyse empirique," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 49, Apr.
• Paul Fenton & Alain Paquet, 1997, "Politiques économiques et intégration des marchés financiers: que pouvons-nous apprendre des différentiels de taux d'intérêt?," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 52, Aug.
• Paul Fenton & Alain Paquet, 1997, "International Interest Rate Differentials: The Interaction with Fiscal and Monetary Variables, and the Business Cycle," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 56, Apr, revised Jan 1998.
• Laura Rondi & Alessandro Sembenelli, 1997, "Investment, Financial Factors and Business Fluctuations," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 199717, Dec.
• Siklos, Pierre L. & Granger, Clive W.J., 1997, "Regime-Sensitive Cointegration With An Application To Interest-Rate Parity," Macroeconomic Dynamics, Cambridge University Press, volume 1, issue 3, pages 640-657, September.
• Ramsey, J.B. & Lampart, C., 1997, "The Decomposition of Economic Relationships by Time Scale Using Wavelets," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 97-08.
• Fernandez, Raquel & Gali, Jordi, 1997, "To Each According to ...?: Markets, Tournaments, and The Matching Problem with Borrowing Constraints," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 97-11.
• Prakash G. Apte, 1997, "Money, Stock Prices and Industrial Activity in India Long-Run Relationships and Causality," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 32, issue 2, pages 179-198, July.
• Favero, Carlo A & Giavazzi, Francesco & Spaventa, Luigi, 1997, "High Yields: The Spread on German Interest Rates," Economic Journal, Royal Economic Society, volume 107, issue 443, pages 956-985, July.
• Bertaut, Carol C. & Haliassos, Michael, 1997, "Precautionary portfolio behavior from a life-cycle perspective," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 8-9, pages 1511-1542, June.
• Jarrow, Robert A & Lando, David & Turnbull, Stuart M, 1997, "A Markov Model for the Term Structure of Credit Risk Spreads," The Review of Financial Studies, Society for Financial Studies, volume 10, issue 2, pages 481-523.
• Brenda González-Hermosillo & Ceyla PazarbaÅŸioÄŸlu & Robert Billings, 1997, "Determinants of Banking System Fragility: A Case Study of Mexico," IMF Staff Papers, Palgrave Macmillan, volume 44, issue 3, pages 295-314, September.
• Ceyla PazarbaÅŸioÄŸlu, 1997, "A Credit Crunch? Finland in the Aftermath of the Banking Crisis," IMF Staff Papers, Palgrave Macmillan, volume 44, issue 3, pages 315-327, September.
• Frank Smets, 1997, "Financial-asset Prices and Monetary Policy: Theory and Evidence," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Philip Lowe, "Monetary Policy and Inflation Targeting".
• Ellis W. Tallman & Naveen Chandra, 1997, "Financial Aggregates as Conditioning Information for Australian Output and Inflation," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9704, Jul.
• Christopher Kent & Philip Lowe, 1997, "Asset-price Bubbles and Monetary Policy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9709, Dec.
• Richard B. Olsen & Ulrich A. Müller & Michel M. Dacorogna & Olivier V. Pictet & Rakhal R. Davé & Dominique M. Guillaume, 1997, "From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*)," Finance and Stochastics, Springer, volume 1, issue 2, pages 95-129.
• Robert J. Elliott & John van der Hoek, 1997, "An application of hidden Markov models to asset allocation problems (*)," Finance and Stochastics, Springer, volume 1, issue 3, pages 229-238.
• Marek Rutkowski & Marek Musiela, 1997, "Continuous-time term structure models: Forward measure approach (*)," Finance and Stochastics, Springer, volume 1, issue 4, pages 261-291.
• Javier DÎaz-GimÊnez, 1997, "Uninsured idiosyncratic risk, liquidity constraints and aggregate fluctuations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 10, issue 3, pages 463-482.
• Joydeep Bhattacharya, 1997, "Credit market imperfections, income distribution, and capital accumulation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 1, pages 171-200.
• Norbert Funke, 1997, "Predicting recessions: Some evidence for Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 133, issue 1, pages 90-102, March, DOI: 10.1007/BF02707678.
• Lettau, M. & Uhlig, H.F.H.V.S., 1997, "Preferences, Consumption Smoothing and Risk Premia," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-60.
• Bekaert, G.R.J. & Hodrick, R. & Marshall, D., 1997, "The implications of first-order risk aversion for asset market risk premiums," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-07.
• Uhlig, H.F.H.V.S., 1997, "Long Term Debt and the Political Support for a Monetary Union," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-13.
• Lettau, M. & Uhlig, H.F.H.V.S., 1997, "Preferences, Consumption Smoothing and Risk Premia," Other publications TiSEM, Tilburg University, School of Economics and Management, number 129a8e4c-f593-4f03-b35b-2.
• Bekaert, G.R.J. & Hodrick, R. & Marshall, D., 1997, "The implications of first-order risk aversion for asset market risk premiums," Other publications TiSEM, Tilburg University, School of Economics and Management, number 85c0b822-2525-4400-90af-1.
• Miquel Faig, 1997, "INVESTMENT IRREVERSIBILITY IN GENERAL EQUILIBRIUM: Capital Accumulation, Interest Rates, and the Risk Premium," Working Papers, University of Toronto, Department of Economics, number faig-97-01, May.
• Kiyotaki, Nobuhiro & Moore, John, 1997, "Credit Cycles," Journal of Political Economy, University of Chicago Press, volume 105, issue 2, pages 211-248, April, DOI: 10.1086/262072.
• Acemoglu, Daron & Zilibotti, Fabrizio, 1997, "Was Prometheus Unbound by Chance? Risk, Diversification, and Growth," Journal of Political Economy, University of Chicago Press, volume 105, issue 4, pages 709-751, August, DOI: 10.1086/262091.
• Grinols, E-L & Turnovsky, S-J, 1997, "Consequences of Debt Policy in a Stochastically Growing Monetary Economy," Working Papers, University of Washington, Department of Economics, number 97-09.
• Jan Hanousek & Evzen Kocenda, 1997, "Czech Money Market: Emerging Links Among Interest Rates," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 95, Nov.
• Siklos, P.L. & Anusiewicz, J., 1997, "The Effect of Canadian and U.S. M1 Announcements on Canadian Financial Markets: The Crow Years," Working Papers, Wilfrid Laurier University, Department of Economics, number 97-3.
• Gillman, M. & Siklos, P.L. & Silver, J.L., 1997, "Money Velocity with Costly Credit," Working Papers, Wilfrid Laurier University, Department of Economics, number 97-4.
• Siklos, P.L. & Granger, C.W.J., 1997, "Regime Sensitive Cointegration with an Application to Interest rate Parity," Working Papers, Wilfrid Laurier University, Department of Economics, number 97-5.
• Klaus P. Fischer & Martin Chenard, 1997, "Financial Liberalization Causes Banking System Fragility," Finance, University Library of Munich, Germany, number 9706004, Jun.
• Klaus P. Fischer & Houcem Smaoui, 1997, "From Financial Liberalization to Banking Failure: Starting on the Wrong Foot?," Finance, University Library of Munich, Germany, number 9706005, Jun.
• Michael Frenkel & Gil Mehrez, 1997, "The Misallocation of Resources of Anticipated Inflation," Macroeconomics, University Library of Munich, Germany, number 9706003, Jun.
• Miller, M. & Zhang, L., 1997, "A Bankruptcy Procedure for Sovereign States," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 483.

1996

• Evans, M.D.D., 1996, "Index-Linked Debt and the Real term Styructure: New Estimates and Implications from the U.K. Bond Market," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 96-09.
• Bernanke, Ben & Gertler, Mark & Gilchrist, Simon, 1996, "The Financial Accelerator and the Flight to Quality," The Review of Economics and Statistics, MIT Press, volume 78, issue 1, pages 1-15, February.
• Heaton, John & Lucas, Deborah J, 1996, "Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing," Journal of Political Economy, University of Chicago Press, volume 104, issue 3, pages 443-487, June, DOI: 10.1086/262030.
• Daron Acemoglu & Fabrizio Zilibotti, 1996, "Agency costs in the process of development," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 157, Feb.
• Kjetil Storesletten & Chris Telmer & Amir Yaron, 1996, "Asset pricing with idiosyncratic risk and overlapping generations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 405, Jun, revised Jul 1999.
• Elmer Sterken & Jan Jacobs,, 1996, "Macroeconomics in Datastream," Working Papers, Centre for Economic Research, University of Groningen and University of Twente, number 30, Nov.
• Carol C. Bertaut & Michael Haliassos, 1996, "Precautionary Portfolio Behavior from a Life-Cycle Perspective," Finance, University Library of Munich, Germany, number 9604001, Apr.
• Roger Craine, 1996, "Fairly Priced Deposit Insurance and Bank Charter Policy," Finance, University Library of Munich, Germany, number 9605002, May.
• Edward J. Green & Ping Lin, 1996, "Implementing the efficient allocation in a model of financial intermediation," Finance, University Library of Munich, Germany, number 9610006, Oct, revised 31 Oct 1996.
• Hayri, A., 1996, "Debt Relief," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 459.
• Lapp, Susanne, 1996, "The Feldstein-Horioka paradox: A selective survey of the literature," Kiel Working Papers, Kiel Institute for the World Economy, number 752.
• Lapp, Susanne, 1996, "Wie mobil ist Kapital? Empirische Evidenz für Deutschland," Kiel Working Papers, Kiel Institute for the World Economy, number 784.
• Stock, James & Feldstein, Martin, 1996, "Measuring Money Growth When Financial Markets are Changing," Scholarly Articles, Harvard University Department of Economics, number 2799053.
• Chirinko, Robert S. & Schaller, Huntley, 1996, "Business Fixed Investment and "Bubbles": The Japanese Case," Economics Series, Institute for Advanced Studies, number 28, Mar.
• Hermann KUTZER, 1996, "Frankfurt güleryüzlü, Wall Street daha zorlu 24 saat borsa," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 11, issue 129, pages 16-24.
• Mr. Willem H. Buiter, 1996, "Generational Accounts, Aggregate Savings, and Intergenerational Distribution," IMF Working Papers, International Monetary Fund, number 1996/076, Jul.
• Philippe BACCHETTA & CRamon CAMINAL, 1996, "Do Capital Market Imperfections Exacerbate Output Fluctuations ?," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9612, May.
• Mario Seccareccia & Marc Lavoie, 1996, "Central Bank Austerity Policy, Zero-Inflation Targets, and Productivity Growth in Canada," Journal of Economic Issues, Taylor & Francis Journals, volume 30, issue 2, pages 533-544, June, DOI: 10.1080/00213624.1996.11505817.
• Holmstrom, B & Tirole, J, 1996, "Private and Public Supply of Liquidity," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-21.
• Acemoglu, D. & Zilibotti, F., 1996, "Agency Costs in the Process of Development," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-8.
• John Y. Campbell & Robert J. Shiller, 1996, "A Scorecard for Indexed Government Debt," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 1996, Volume 11".
• Owen Lamont, 1996, "Cash Flow and Investment: Evidence from Internal Capital Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 5499, Mar.
• John Y. Campbell & Robert J. Shiller, 1996, "A Scorecard for Indexed Government Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 5587, May.
• Torben G. Andersen & Tim Bollerslev, 1996, "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 5752, Sep.
• Krishnan, M & Sankaraguruswamy, S & Song Shin, H, 1996, "Skewness of Earnings and the Believability Hypothesis : How Does the Financial Market Discount Accounting Earnings Disclosures?," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 120.
• John Murray & Simon van Norden & Robert Vigfusson, 1996, "Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?," Technical Reports, Bank of Canada, number 76, DOI: 10.34989/tr-76.
• Marie-Josée Godbout & Simon van Norden, 1996, "Unit-Root Test and Excess Returns," Staff Working Papers, Bank of Canada, number 96-10, DOI: 10.34989/swp-1996-10.
• Simon van Norden & Huntley Schaller, 1996, "Speculative Behaviour, Regime-Switching and Stock Market Crashes," Staff Working Papers, Bank of Canada, number 96-13, DOI: 10.34989/swp-1996-13.
• Lavoie, Marc, 1996, "Horizontalism, Structuralism, Liquidity Preference and the Principle of Increasing Risk," Scottish Journal of Political Economy, Scottish Economic Society, volume 43, issue 3, pages 275-300, August.
• Christopher F. Baum & Clifford F. Thies, 1996, "Q, Cash Flow and Investment: An Econometric Critique," Boston College Working Papers in Economics, Boston College Department of Economics, number 332., Jan.
• Joe Peek & Eric S. Rosengren, 1996, "The International Transmission of Financial Shocks: The Case of Japan," Boston College Working Papers in Economics, Boston College Department of Economics, number 357, Sep.
• Robin McConnachie, 1996, "Primary Dealers in Government Securities Markets," Handbooks, Centre for Central Banking Studies, Bank of England, number 6, ISBN: ARRAY(0xa3102818), April.
• Partha Sen, 1996, "Dynamic Efficiency In A Two-Sector Overlapping Generations Model," Working papers, Centre for Development Economics, Delhi School of Economics, number 38, May.
• Darrel Duffie & Leandro Saita & Ke Wang, 2005, "Multi-Period Corporate Default Prediction With Stochastic Covariates," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-047, Sep.
• Shin-ichi Fukuda, 2010, "Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-229, Sep.