Journal of Economic Dynamics and Control
2015, Volume 53, Issue C
- 1-14 A cobweb model of land-use competition between food and bioenergy crops
by Lundberg, Liv & Jonson, Emma & Lindgren, Kristian & Bryngelsson, David & Verendel, Vilhelm
- 15-27 Deforestation and optimal management
by Piazza, Adriana & Roy, Santanu
- 28-36 Imitation by price and quantity setting firms in a differentiated market
by Khan, Abhimanyu & Peeters, Ronald
- 37-46 Near unit root small open economies
by Seoane, Hernán D.
- 47-68 Keeping your options open
by Forand, Jean Guillaume
- 69-84 Social values and economic dynamics
by Kim, Yong Jin & Lee, Chul-In
- 85-102 Asymmetries and Markov-switching structural VAR
by Karamé, Frédéric
- 103-122 Loss aversion, habit formation and the term structures of equity and interest rates
by Curatola, Giuliano
- 123-143 Pricing external barrier options in a regime-switching model
by Kim, Jerim & Kim, Jeongsim & Joo Yoo, Hyun & Kim, Bara
- 144-160 Endogenous leverage and asset pricing in double auctions
by Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim
- 161-191 Non-transferable non-hedgeable executive stock option pricing
by Colwell, David B. & Feldman, David & Hu, Wei
- 192-207 Managing dynamic epidemiological risks through trade
by Horan, Richard D. & Fenichel, Eli P. & Finnoff, David & Wolf, Christopher A.
- 208-224 A rank-dependent utility model of uncertain lifetime
by Drouhin, Nicolas
- 225-250 The federal funds market, excess reserves, and unconventional monetary policy
by Güntner, Jochen H.F.
- 251-267 An optimal multiple stopping approach to infrastructure investment decisions
by Dahlgren, Eric & Leung, Tim
- 268-289 Government debt, learning and the term structure
by Sinha, Arunima
- 290-313 Inventory behavior with permanent sales shocks
by Maccini, Louis J. & Moore, Bartholomew & Schaller, Huntley
- 314-339 Public versus private provision of liquidity: Is there a trade-off?
by Röhrs, Sigrid & Winter, Christoph
2015, Volume 52, Issue C
- A1-A10 Monetary policy and the term premium
by Fuerst, Timothy S.
- 1-16 Price-level uncertainty and instability in the United Kingdom
by Cogley, Timothy & Sargent, Thomas J. & Surico, Paolo
- A11-A23 Emergence of a core-periphery structure in a simple dynamic model of the interbank market
by Lux, Thomas
- 17-31 Excess reserves and economic activity
by Dressler, Scott J. & Kersting, Erasmus K.
- 32-38 A simple method for computing equilibria when asset markets are incomplete
by Ma, Wei
- 39-54 Drifting inflation targets and monetary stagflation
by Khan, Shujaat & Knotek, Edward S.
- 55-74 Monetary and fiscal policy under deep habits
by Leith, Campbell & Moldovan, Ioana & Rossi, Raffaele
- 75-95 Heterogeneity and long-run changes in aggregate hours and the labor wedge
by Cociuba, Simona E. & Ueberfeldt, Alexander
- 96-118 Land use dynamics and the environment
by Camacho, Carmen & Pérez-Barahona, Agustín
- 119-135 A quantitative analysis of optimal sustainable monetary policies
by Sunakawa, Takeki
- 136-149 Competition, work rules and productivity
by Bridgman, Benjamin
- 150-165 Self-organization of knowledge economies
by Lafond, François
- 166-189 Fiscal and monetary policies in complex evolving economies
by Dosi, Giovanni & Fagiolo, Giorgio & Napoletano, Mauro & Roventini, Andrea & Treibich, Tania
- 190-208 Inferring monetary policy objectives with a partially observed state
by Givens, Gregory E. & Salemi, Michael K.
- 209-223 On the effects of mergers on equilibrium outcomes in a common property renewable asset oligopoly
by Benchekroun, Hassan & Gaudet, Gérard
- 224-239 Learning from experience in the stock market
by Nakov, Anton & Nuño, Galo
- 240-257 Opinion dynamics and wisdom under conformity
by Buechel, Berno & Hellmann, Tim & Klößner, Stefan
- 258-269 Taxing capital is a good idea: The role of idiosyncratic risk in an OLG model
by Hiraguchi, Ryoji & Shibata, Akihisa
- 270-284 Risk-sharing within families: Evidence from the Health and Retirement Study
by Akın, Ş. Nuray & Leukhina, Oksana
- 285-307 Monetary policy and risk taking
by Angeloni, Ignazio & Faia, Ester & Lo Duca, Marco
- 308-321 Solving asset pricing models with stochastic volatility
by de Groot, Oliver
- 322-339 Exchange rate volatility and fluctuations in the extensive margin of trade
by Naknoi, Kanda
- 340-360 What does financial volatility tell us about macroeconomic fluctuations?
by Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre
2015, Volume 51, Issue C
- 1-27 Informality in developing economies: Regulation and fiscal policies
by Charlot, Olivier & Malherbet, Franck & Terra, Cristina
- 28-49 Turnpike property and convergence rate for an investment model with general utility functions
by Bian, Baojun & Zheng, Harry
- 50-63 Overlapping portfolios, contagion, and financial stability
by Caccioli, Fabio & Farmer, J. Doyne & Foti, Nick & Rockmore, Daniel
- 64-77 Taxing capital along the transition—Not a bad idea after all?
by Fehr, Hans & Kindermann, Fabian
- 78-92 Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations
by Alonso, Irasema & Prado, Mauricio
- 93-110 Computation of Greeks using binomial trees in a jump-diffusion model
by Suda, Shintaro & Muroi, Yoshifumi
- 111-132 Prices and investment with collateral and default
by Magill, Michael & Quinzii, Martine
- 133-147 Adaptation, mitigation and risk: An analytic approach
by Zemel, Amos
- 148-165 Estimation of ergodic agent-based models by simulated minimum distance
by Grazzini, Jakob & Richiardi, Matteo
- 166-179 Managing the endogenous risk of disease outbreaks with non-constant background risk
by Berry, Kevin & Finnoff, David & Horan, Richard D. & Shogren, Jason F.
- 180-203 Finite lifetimes, long-term debt and the fiscal limit
by Richter, Alexander W.
- 204-217 A mechanism for booms and busts in housing prices
by Hillebrand, Marten & Kikuchi, Tomoo
- 218-239 Why is equity order flow so persistent?
by Tóth, Bence & Palit, Imon & Lillo, Fabrizio & Farmer, J. Doyne
- 240-256 Explicit investment rules with time-to-build and uncertainty
by Aïd, René & Federico, Salvatore & Pham, Huyên & Villeneuve, Bertrand
- 257-277 Price dynamics, financial fragility and aggregate volatility
by Mandel, Antoine & Landini, Simone & Gallegati, Mauro & Gintis, Herbert
- 278-298 Uncertain dynamics, correlation effects, and robust investment decisions
by Flor, Christian Riis & Hesel, Søren
- 299-317 Do labor market institutions matter for business cycles?
by Gnocchi, Stefano & Lagerborg, Andresa & Pappa, Evi
- 318-340 New-Keynesian Phillips curve with Bertrand competition and endogenous entry
by Etro, Federico & Rossi, Lorenza
- 341-355 Factor adjustment costs: A structural investigation
by Mumtaz, Haroon & Zanetti, Francesco
- 356-377 The business cycle human capital accumulation nexus and its effect on hours worked volatility
by Alessandrini, Diana & Kosempel, Stephen & Stengos, Thanasis
- 378-403 Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model
by Poutineau, Jean-Christophe & Vermandel, Gauthier
- 404-419 Skiba points in free end-time problems
by Caulkins, Jonathan P. & Feichtinger, Gustav & Grass, Dieter & Hartl, Richard F. & Kort, Peter M. & Seidl, Andrea
- 420-444 Tax smoothing in a business cycle model with capital-skill complementarity
by Angelopoulos, Konstantinos & Asimakopoulos, Stylianos & Malley, James
- 445-458 Learning from inferred foregone payoffs
by Wu, Hang & Bayer, Ralph-C
- 459-479 News, disaster risk, and time-varying uncertainty
by Shen, Wenyi
2015, Volume 50, Issue C
- 5-28 Emergent dynamics of a macroeconomic agent based model with capital and credit
by Assenza, Tiziana & Delli Gatti, Domenico & Grazzini, Jakob
- 29-61 Tipping points in macroeconomic agent-based models
by Gualdi, Stanislao & Tarzia, Marco & Zamponi, Francesco & Bouchaud, Jean-Philippe
- 62-77 PQ strategies in monopolistic competition: Some insights from the lab
by Assenza, Tiziana & Grazzini, Jakob & Hommes, Cars & Massaro, Domenico
- 78-97 Towards a credit network based early warning indicator for crises
by Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio
- 98-116 Networked relationships in the e-MID interbank market: A trading model with memory
by Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele
- 117-143 Financial regulations and bank credit to the real economy
by Gabbi, Giampaolo & Iori, Giulia & Jafarey, Saqib & Porter, James
- 144-154 To bail-out or to bail-in? Answers from an agent-based model
by Klimek, Peter & Poledna, Sebastian & Doyne Farmer, J. & Thurner, Stefan
- 155-179 The dynamics of the leverage cycle
by Aymanns, Christoph & Farmer, J. Doyne
- 180-202 The impact of systemic and illiquidity risk on financing with risky collateral
by Lillo, Fabrizio & Pirino, Davide
2014, Volume 49, Issue C
- 4-17 Deviations from rules-based policy and their effects
by Nikolsko-Rzhevskyy, Alex & Papell, David H. & Prodan, Ruxandra
- 18-20 Should the monetary policy rule be different in a financial crisis?
by Piazzesi, Monika
- 21-30 Monetary policy in open economies: Practical perspectives for pragmatic central bankers
by Clarida, Richard H.
- 31-34 On the use of open economy new Keynesian models to evaluate policy rules
by Obstfeld, Maurice
- 35-48 The impact of monetary policy in the midst of big shocks
by Ohanian, Lee E.
- 49-51 Redistribution effects of inflation
by Schneider, Martin
- 52-69 The design and communication of systematic monetary policy strategies
by Levin, Andrew T.
- 70-73 Communication and transparency – The example of the ECB
by Issing, Otmar
- 74-108 Monetary policy with interest on reserves
by Cochrane, John H.
- 109-111 Interest on reserves, policy rules and quantitative easing
by Prescott, Edward C.
- 112-120 Lessons from a century of FED policy: Why monetary and credit policies need rules and boundaries
by Goodfriend, Marvin
- 121-125 Are rules and boundaries sufficient to limit harmful central bank discretion? Lessons from Europe
by Orphanides, Athanasios
- 126-134 Rules for a lender of last resort: An historical perspective
by Bordo, Michael D.
- 135-138 Fed Credit Policy: What is a Lender of Last Resort?
by Lacker, Jeffrey M.
- 139-141 Supervisory frameworks and monetary policy
by George, Esther L.
- 142-143 The importance of rules-based monetary policy in practice
by Shultz, George P.
- 144-146 Monetary rules: Theory and practice
by Plosser, Charles I.
- 147-150 The evolution of monetary policy rules
by Sargent, Thomas J.
- 151-153 Policy rules in practice
by Williams, John C.
- 154-155 Methodology of economic history as an approach to assessing monetary policy
by Eichengreen, Barry
- 156-159 Central bank rules in historical perspective
by Ferguson, Niall
- 160-163 Federal reserve independence
by Meltzer, Allan H.
2014, Volume 48, Issue C
- 1-25 Portfolio management with robustness in both prediction and decision: A mixture model based learning approach
by Zhu, Shushang & Fan, Minjie & Li, Duan
- 26-40 Inflation forecast contracts
by Gersbach, Hans & Hahn, Volker
- 41-62 Correlated income shocks and excess smoothness of consumption
by Hryshko, Dmytro
- 63-78 Delegating optimal monetary policy inertia
by Bilbiie, Florin O.
- 79-94 Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
by Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick
- 95-120 Prices, debt and market structure in an agent-based model of the financial market
by Fischer, Thomas & Riedler, Jesper
- 121-146 Evolution and market behavior with endogenous investment rules
by Bottazzi, Giulio & Dindo, Pietro
- 147-158 Niche firms, mass markets, and income across countries: Accounting for the impact of entry costs
by Bento, Pedro
- 159-175 Resource prices and planning horizons
by Spiro, Daniel
- 176-187 Location-scale portfolio selection with factor-recentered skew normal asset returns
by Gan, Quan
- 188-201 Learning a population distribution
by Yoo, Seung Han
- 202-217 Currency substitution, risk premia and the Taylor principle
by Airaudo, Marco
- 218-225 Price indexation, habit formation, and the Generalized Taylor Principle
by Bhattarai, Saroj & Lee, Jae Won & Park, Woong Yong
- 229-245 Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities
by Basile, Roberto & Durbán, María & Mínguez, Román & María Montero, Jose & Mur, Jesús
- 246-264 Positive welfare effects of trade barriers in a dynamic partial equilibrium model
by Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank
- 265-287 Regional integration, international liberalisation and the dynamics of industrial agglomeration
by Commendatore, Pasquale & Kubin, Ingrid & Petraglia, Carmelo & Sushko, Iryna
- 288-307 Strategic location choice under dynamic oligopolistic competition and spillovers
by Colombo, Luca & Dawid, Herbert
- 308-324 Innovate or Imitate? Behavioural technological change
by Hommes, Cars & Zeppini, Paolo
- 325-348 Unemployment, income distribution and debt-financed investment in a growth cycle model
by Sordi, Serena & Vercelli, Alessandro
- 349-373 Herding, trend chasing and market volatility
by Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai
- 374-393 Learning to bid in sequential Dutch auctions
by Guerci, E. & Kirman, A. & Moulet, S.
- 394-409 Evolutionary competition in a mixed market with socially concerned firms
by Kopel, Michael & Lamantia, Fabio & Szidarovszky, Ferenc
- 410-427 Communities and social inefficiency with heterogeneous groups
by Dalmazzo, Alberto & Pin, Paolo & Scalise, Diego
2014, Volume 47, Issue C
- 1-19 Distortions in the neoclassical growth model: A cross-country analysis
by Brinca, Pedro
- 20-38 Monetary policy, bank leverage, and financial stability
by Valencia, Fabián
- 39-53 Productivity insurance: The role of unemployment benefits in a multi-sector model
by Fuller, David L. & Kudlyak, Marianna & Lkhagvasuren, Damba
- 54-71 R&D and aggregate fluctuations
by Artuç, Erhan & Pourpourides, Panayiotis M.
- 72-93 Trade-offs in means tested pension design
by Tran, Chung & Woodland, Alan
- 94-114 Learning and time-varying macroeconomic volatility
by Milani, Fabio
- 115-122 Feedback equilibria in a dynamic renewable resource oligopoly: Pre-emption, voracity and exhaustion
by Lambertini, Luca & Mantovani, Andrea
- 123-151 Measuring the effects of fiscal policy
by Bouakez, Hafedh & Chihi, Foued & Normandin, Michel
- 152-167 Does the labor-income process contain a unit root? Evidence from individual-specific time series
by Gustavsson, Magnus & Österholm, Pär
- 168-185 The threat of counterfeiting in competitive search equilibrium
by Shao, Enchuan
- 186-210 Systemic risk in banking networks: Advantages of “tiered” banking systems
by Teteryatnikova, Mariya
- 211-224 Industrialization and environmental externalities in a Solow-type model
by Antoci, Angelo & Russu, Paolo & Sordi, Serena & Ticci, Elisa
- 225-238 Network structure, games, and agent dynamics
by Wilhite, Allen
- 239-262 Volatility swaps and volatility options on discretely sampled realized variance
by Lian, Guanghua & Chiarella, Carl & Kalev, Petko S.
- 263-281 Corporate credit risk prediction under stochastic volatility and jumps
by Bu, Di & Liao, Yin
- 282-299 Dealing with a liquidity trap when government debt matters: Optimal time-consistent monetary and fiscal policy
by Burgert, Matthias & Schmidt, Sebastian
- 300-316 Social security and retirement across the OECD
by Alonso-Ortiz, Jorge
- 317-337 Sufficiency of an outside bank and a default penalty to support the value of fiat money: Experimental evidence
by Huber, Jürgen & Shubik, Martin & Sunder, Shyam
2014, Volume 46, Issue C
- 1-29 A dynamic autoregressive expectile for time-invariant portfolio protection strategies
by Hamidi, Benjamin & Maillet, Bertrand & Prigent, Jean-Luc
- 30-49 The Taylor principle fights back, Part II
by Buffie, Edward F.
- 50-72 Population, pensions, and endogenous economic growth
by Heer, Burkhard & Irmen, Andreas
- 73-90 How beneficial was the Great Moderation after all?
by Pancrazi, Roberto
- 91-113 Leave and let leave: A sufficient condition to explain the evolutionary emergence of cooperation
by Izquierdo, Luis R. & Izquierdo, Segismundo S. & Vega-Redondo, Fernando
- 114-129 Impact of policy distortions on firm-level innovation, productivity dynamics and TFP
by Ranasinghe, Ashantha
- 130-149 Estimating contract indexation in a Financial Accelerator Model
by Carlstrom, Charles T. & Fuerst, Timothy S. & Ortiz, Alberto & Paustian, Matthias
- 150-172 Optimal dividend strategies with time-inconsistent preferences
by Chen, Shumin & Li, Zhongfei & Zeng, Yan
- 173-199 The effects of public spending externalities
by Ercolani, Valerio & Valle e Azevedo, João
- 200-218 Self-employment and business cycle persistence: Does the composition of employment matter for economic recoveries?
by Finkelstein Shapiro, Alan
- 219-236 Investment decisions in finite-lived monopolies
by Pereira, Paulo J. & Rodrigues, Artur
- 237-251 Does risk sharing increase with risk aversion and risk when commitment is limited?
by Laczó, Sarolta
- 252-270 The slowdown in American educational attainment
by Keller, Elisa
- 271-305 Optimal monetary policy rules, financial amplification, and uncertain business cycles
by Fendoğlu, Salih
2014, Volume 45, Issue C
- 1-18 How do experienced traders respond to inflows of inexperienced traders? An experimental analysis
by Akiyama, Eizo & Hanaki, Nobuyuki & Ishikawa, Ryuichiro
- 19-43 Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products
by Huang, Yao Tung & Kwok, Yue Kuen
- 44-65 Optimal discretionary monetary policy in a micro-founded model with a zero lower bound on nominal interest rate
by Ngo, Phuong V.
- 66-79 No-Arbitrage ROM simulation
by Geyer, Alois & Hanke, Michael & Weissensteiner, Alex
- 80-93 Collateral amplification under complete markets
by Nikolov, Kalin
- 94-110 Inflation illusion and the Taylor principle: An experimental study
by Luhan, Wolfgang J. & Scharler, Johann
- 111-125 Financial intermediation in an overlapping generations model with transaction costs
by Hasman, Augusto & Samartín, Margarita & van Bommel, Jos
- 126-145 Indexed versus nominal government debt under inflation and price-level targeting
by Hatcher, Michael
- 146-164 Quantitative easing and the loan to collateral value ratio
by Damjanovic, Tatiana & Girdėnas, Šarūnas
- 165-179 Gasoline prices, transport costs, and the U.S. business cycles
by Yilmazkuday, Hakan
- 180-193 Asset prices in affine real business cycle models
by Malkhozov, Aytek
- 194-219 Risk shocks and housing supply: A quantitative analysis
by Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D.
- 220-238 Liquidity traps and expectation dynamics: Fiscal stimulus or fiscal austerity?
by Benhabib, Jess & Evans, George W. & Honkapohja, Seppo
- 239-261 Do TFP and the relative price of investment share a common I(1) component?
by Benati, Luca
- 262-288 Speculative behavior and the dynamics of interacting stock markets
by Schmitt, Noemi & Westerhoff, Frank
- 289-314 Model uncertainty and intertemporal tax smoothing
by Luo, Yulei & Nie, Jun & Young, Eric R.
- 315-329 Health insurance reform: The impact of a Medicare buy-in
by Hansen, Gary D. & Hsu, Minchung & Lee, Junsang
- 330-352 What (really) accounts for the fall in hours after a technology shock?
by Rebei, Nooman
- 353-365 Solving the income fluctuation problem with unbounded rewards
by Li, Huiyu & Stachurski, John
- 366-388 Solvability of perturbation solutions in DSGE models
by Lan, Hong & Meyer-Gohde, Alexander
2014, Volume 44, Issue C
- 1-19 How should monetary policy respond to changes in the relative price of oil? Considering supply and demand shocks
by Plante, Michael
- 20-28 Capital accumulation, sectoral heterogeneity and the Taylor principle
by Sveen, Tommy
- 29-53 An optimal stochastic control framework for determining the cost of hedging of variable annuities
by Forsyth, Peter & Vetzal, Kenneth
- 54-80 Economic convergence: Policy implications from a heterogeneous agent model
by Dawid, H. & Harting, P. & Neugart, M.
- 81-91 Barriers to capital accumulation in a model of technology adoption and schooling
by Restuccia, Diego
- 92-123 Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
by Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael
- 124-146 Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality
by Hainaut, Donatien & Deelstra, Griselda
- 147-168 Experimental evidence on inflation expectation formation
by Pfajfar, Damjan & Žakelj, Blaž
- 169-195 The role of asset testing in public health insurance reform
by Janicki, Hubert P.
- 196-217 What inventories tell us about aggregate fluctuations—A tractable approach to (S,s) policies
by Wang, Pengfei & Wen, Yi & Xu, Zhiwei
- 218-234 Imperfect credibility and robust monetary policy
by Dennis, Richard
- 235-250 On-the-job search and cyclical unemployment: Crowding out vs. vacancy effects
by Martin, Daniel & Pierrard, Olivier
- 251-269 Instability and concentration in the distribution of wealth
by Fernholz, Ricardo & Fernholz, Robert
- 270-279 Sequential coordination, higher-order belief dynamics and the E-stability principle
by Gaballo, Gaetano
2014, Volume 43, Issue C
- 1-11 The role of financial intermediaries in monetary policy transmission
by Beck, Thorsten & Colciago, Andrea & Pfajfar, Damjan
- 12-30 In search for yield? Survey-based evidence on bank risk taking
by Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban
- 31-57 The credit crunch and fall in employment during the Great Recession
by Haltenhof, Samuel & Jung Lee, Seung & Stebunovs, Viktors
- 58-77 Verifying the state of financing constraints: Evidence from U.S. business credit contracts
by Meisenzahl, Ralf R.
- 78-106 Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis
by Chang, Su-Hsin & Contessi, Silvio & Francis, Johanna L.
- 107-129 The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: The experiences of the Federal Reserve and the European Central Bank
by Carpenter, Seth & Demiralp, Selva & Eisenschmidt, Jens
- 130-145 Financial innovation and bank behavior: Evidence from credit markets
by Norden, Lars & Silva Buston, Consuelo & Wagner, Wolf
- 146-174 Should monetary policy lean against the wind?
by Gambacorta, Leonardo & Signoretti, Federico M.
- 175-198 Bank capital and the macroeconomy: Policy considerations
by Kiley, Michael T. & Sim, Jae W.
- 199-217 Unconventional government debt purchases as a supplement to conventional monetary policy
by Ellison, Martin & Tischbirek, Andreas
- 218-240 Financial fragility, sovereign default risk and the limits to commercial bank bail-outs
by van der Kwaak, C.G.F. & van Wijnbergen, S.J.G.
- 241-268 Endogenous risk in a DSGE model with capital-constrained financial intermediaries
by Dewachter, Hans & Wouters, Raf
2014, Volume 42, Issue C
- 1-12 An escape time interpretation of robust control
by Cho, In-Koo & Kasa, Kenneth
- 13-32 Quadratic hedging schemes for non-Gaussian GARCH models
by Badescu, Alexandru & Elliott, Robert J. & Ortega, Juan-Pablo