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Descriptive Theories of Financial Institutions Under Uncertainty


  • David H. Pyle.


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  • David H. Pyle., 1972. "Descriptive Theories of Financial Institutions Under Uncertainty," Research Program in Finance Working Papers 9, University of California at Berkeley.
  • Handle: RePEc:ucb:calbrf:9

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    References listed on IDEAS

    1. Black, Stanley W, 1976. "Rational Response to Shocks in a Dynamic Model of Capital Asset Pricing," American Economic Review, American Economic Association, vol. 66(5), pages 767-779, December.
    2. Blume, Marshall E & Friend, Irwin, 1973. "A New Look at the Capital Asset Pricing Model," Journal of Finance, American Finance Association, vol. 28(1), pages 19-33, March.
    3. Ernst R. Berndt & Bronwyn H. Hall & Robert E. Hall & Jerry A. Hausman, 1974. "Estimation and Inference in Nonlinear Structural Models," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 653-665 National Bureau of Economic Research, Inc.
    4. Frankel, Jeffrey A., 1982. "In search of the exchange risk premium: A six-currency test assuming mean-variance optimization," Journal of International Money and Finance, Elsevier, vol. 1(1), pages 255-274, January.
    5. Frankel, Jeffrey & Engel, Charles M., 1984. "Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test," Journal of International Economics, Elsevier, vol. 17(3-4), pages 309-323, November.
    6. William D. Nordhaus & Steven N. Durlauf, 1982. "The Structure of Social Risk," Cowles Foundation Discussion Papers 648, Cowles Foundation for Research in Economics, Yale University.
    7. Merton, Robert C, 1973. "An Intertemporal Capital Asset Pricing Model," Econometrica, Econometric Society, vol. 41(5), pages 867-887, September.
    8. Ross, Stephen A, 1978. "The Current Status of the Capital Asset Pricing Model (CAPM)," Journal of Finance, American Finance Association, vol. 33(3), pages 885-901, June.
    9. Gibbons, Michael R., 1982. "Multivariate tests of financial models : A new approach," Journal of Financial Economics, Elsevier, vol. 10(1), pages 3-27, March.
    10. Benjamin M. Friedman & V. Vance Roley, 1979. "A Note on the Derivation of Linear Homogeneous Asset Demand Functions," NBER Working Papers 0345, National Bureau of Economic Research, Inc.
    11. Friend, Irwin & Blume, Marshall E, 1975. "The Demand for Risky Assets," American Economic Review, American Economic Association, vol. 65(5), pages 900-922, December.
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    Cited by:

    1. Ramirez, Carlos D., 2004. "Monetary policy and the credit channel in an open economy," International Review of Economics & Finance, Elsevier, vol. 13(4), pages 363-369.
    2. cho, hyejin, 2014. "Chronological Description about Financial Crisis and Gap between Academic and Professional Approach," MPRA Paper 54411, University Library of Munich, Germany.
    3. Hassan, M. Kabir & Farhat, Joseph & Al-Zu'Bi, Bashir, 2003. "Dividend Signaling Hypothesis And Short-Term Asset Concentration Of Islamic Interest-Free Banking," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 11, pages 2-30.
    4. John P. Judd, 1979. "Competition between the commercial paper market and commercial banks," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 39-53.

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