Journal of Economic Dynamics and Control
June 2010, Volume 34, Issue 6
- 1031-1047 Smooth-adjustment econometrics and inventory-theoretic money management
by Greene, Clinton A.
- 1048-1061 Sustained development of a society with a renewable resource
by Cairns, Robert D. & Tian, Huilan
- 1062-1076 Is corporate control effective when managers face investment timing decisions in incomplete markets?
by Henderson, Vicky
- 1077-1091 Convergence of iterative tâtonnement without price normalization
by Kitti, Mitri
- 1092-1104 Patents as collateral
by Amable, Bruno & Chatelain, Jean-Bernard & Ralf, Kirsten
- 1105-1122 Financial crises and interacting heterogeneous agents
by Huang, Weihong & Zheng, Huanhuan & Chia, Wai-Mun
- 1123-1139 Envelope theorems for locally differentiable open-loop Stackelberg equilibria of finite horizon differential games
by Van Gorder, Robert A. & Caputo, Michael R.
- 1140-1152 On the specification of noise in two agent-based asset pricing models
by Franke, Reiner
- 1153-1170 Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach
by Bekiros, Stelios D.
- 1171-1186 Structural shocks and the comovements between output and interest rates
by Mertens, Elmar
May 2010, Volume 34, Issue 5
- 817-824 Global stochastic properties of dynamic models and their linear approximations
by Babus, Ana & de Vries, Casper G.
- 825-843 Bifurcations of optimal vector fields in the shallow lake model
by Kiseleva, Tatiana & Wagener, F.O.O.
- 844-857 A stochastic differential Fishery game for a two species fish population with ecological interaction
by Wang, Wen-Kai & Ewald, Christian-Oliver
- 858-874 The new Keynesian Phillips curve revisited
by Boug, Pål & Cappelen, Adne & Swensen, Anders Rygh
- 875-896 The puzzling evolution of the home bias, information processing and financial openness
by Mondria, Jordi & Wu, Thomas
- 897-912 Uncertainty-driven growth
by Oikawa, Koki
- 913-931 From discrete to continuous time evolutionary finance models
by Palczewski, Jan & Schenk-Hoppé, Klaus Reiner
- 932-950 A theory of infrastructure-led development
by Agénor, Pierre-Richard
- 951-967 A structural model of debt pricing with creditor-determined liquidation
by Bruche, Max & Naqvi, Hassan
- 968-983 Monetary persistence and the labor market: A new perspective
by Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J.
- 984-1002 Linear rational-expectations models with lagged expectations: A synthetic method
by Meyer-Gohde, Alexander
- 1003-1013 Age effects, leverage and firm growth
by Huynh, Kim P. & Petrunia, Robert J.
April 2010, Volume 34, Issue 4
- 577-584 Perfect simulation of stationary equilibria
by Nishimura, Kazuo & Stachurski, John
- 585-597 Improvement in information and private investment in education
by Eckwert, Bernhard & Zilcha, Itzhak
- 598-603 On the relation between the mean and variance of delay in dynamic queues with random capacity and demand
by Fosgerau, Mogens
- 604-622 Public versus private investment and growth in a hierarchical education system
by Arcalean, Calin & Schiopu, Ioana
- 623-635 Indeterminacy and the elasticity of substitution in one-sector models
by Wong, Tsz-Nga & Yip, Chong K.
- 636-656 Portfolio selection in multidimensional general and partial moment space
by Briec, Walter & Kerstens, Kristiaan
- 657-680 Contract adjustment under uncertainty
by Holden, Helge & Holden, Lars & Holden, Steinar
- 681-695 The dynamics of the NAIRU model with two switching regimes
by Tramontana, F. & Gardini, L. & Ferri, P.
- 696-709 Productive consumption and population dynamics in an endogenous growth model: Demographic trends and human development aid in developing economies
by Daitoh, Ichiroh
- 710-724 Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
by Frey, Rüdiger & Backhaus, Jochen
- 725-742 The effect of mean reversion on entry and exit decisions under uncertainty
by Tsekrekos, Andrianos E.
- 743-764 Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates
by Dieci, Roberto & Westerhoff, Frank
- 765-779 A banking explanation of the US velocity of money: 1919-2004
by Benk, Szilárd & Gillman, Max & Kejak, Michal
- 780-797 Euro-dollar real exchange rate dynamics in an estimated two-country model: An assessment
by Rabanal, Pau & Tuesta, Vicente
- 798-815 Life expectancy and the environment
by Mariani, Fabio & Pérez-Barahona, Agustín & Raffin, Natacha
March 2010, Volume 34, Issue 3
- 281-295 New Keynesian versus old Keynesian government spending multipliers
by Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker
- 296-313 Optimal foreign investment dynamics in the presence of technological spillovers
by Dawid, Herbert & Greiner, Alfred & Zou, Benteng
- 314-329 The concavity of the value function of the extended Barro-Becker model
by Qi, Ling & Kanaya, Sadao
- 330-353 Optimal monetary policy in a new Keynesian model with job search
by Tang, Jenn-Hong
- 354-364 Labour taxes and unemployment evidence from a panel unobserved component model
by Berger, Tino & Everaert, Gerdie
- 365-387 Optimal monetary policy with imperfect unemployment insurance
by Nakajima, Tomoyuki
- 388-403 A new algorithm for solving dynamic stochastic macroeconomic models
by Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D.
- 404-416 An approximate consumption function
by Padula, Mario
- 417-436 Modeling structural breaks in economic relationships using large shocks
by Kapetanios, G. & Tzavalis, E.
- 437-455 On-the-job search, sticky prices, and persistence
by Van Zandweghe, Willem
- 456-471 Robust monetary rules under unstructured model uncertainty
by Levine, Paul & Pearlman, Joseph
- 472-489 A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models
by Anderson, Gary S.
- 490-502 An adverse selection model of optimal unemployment insurance
by Hagedorn, Marcus & Kaul, Ashok & Mennel, Tim
- 503-521 Markov-perfect capital and labor taxes
by Martin, Fernando M.
- 522-541 Ability-heterogeneity, entrepreneurship, and economic growth
by Jiang, Neville & Wang, Ping & Wu, Haibin
- 542-554 A lattice algorithm for pricing moving average barrier options
by Dai, Min & Li, Peifan & Zhang, Jin E.
- 555-576 The role of bank capital in the propagation of shocks
by Meh, Césaire A. & Moran, Kevin
February 2010, Volume 34, Issue 2
- 101-120 Optimal stalling when bargaining
by Thanassoulis, John
- 121-131 Structural vector autoregressions with Markov switching
by Lanne, Markku & Lütkepohl, Helmut & Maciejowska, Katarzyna
- 132-157 A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation
by Li, Minqiang
- 158-178 Dynamic investment and capital structure under manager-shareholder conflict
by Shibata, Takashi & Nishihara, Michi
- 179-190 Adaptive learning with a unit root: An application to the current account
by Davies, Ronald B. & Shea, Paul
- 191-206 Does tax competition really promote growth?
by Koethenbuerger, Marko & Lockwood, Ben
- 207-230 Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation
by Wang, J. & Forsyth, P.A.
- 231-245 On the distributional consequences of epidemics
by Boucekkine, Raouf & Laffargue, Jean-Pierre
- 246-257 Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations
by Lines, Marji & Westerhoff, Frank
- 258-265 A dynamic game of waste management
by Jørgensen, Steffen
- 266-279 Implications of more precise information for technological development and economic welfare
by Drees, Burkhard & Eckwert, Bernhard
January 2010, Volume 34, Issue 1
- 1-3 Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty
by Den Haan, Wouter J. & Judd, Kenneth L. & Juillard, Michel
- 4-27 Comparison of solutions to the incomplete markets model with aggregate uncertainty
by Den Haan, Wouter J.
- 28-35 Solving the incomplete markets model with aggregate uncertainty by backward induction
by Reiter, Michael
- 36-41 Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations
by Young, Eric R.
- 42-49 Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm
by Maliar, Lilia & Maliar, Serguei & Valli, Fernando
- 50-58 Solving the incomplete market model with aggregate uncertainty using a perturbation method
by Kim, Sunghyun Henry & Kollmann, Robert & Kim, Jinill
- 59-68 Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions
by Algan, Yann & Allais, Olivier & Den Haan, Wouter J.
- 69-78 Solving the incomplete markets model with aggregate uncertainty using explicit aggregation
by Den Haan, Wouter J. & Rendahl, Pontus
- 79-99 Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
by Den Haan, Wouter J.
December 2009, Volume 33, Issue 12
- 1945-1961 Option hedging theory under transaction costs
by Lai, Tze Leung & Lim, Tiong Wee
- 1962-1980 Optimal timing of management turnover under agency problems
by Hori, Keiichi & Osano, Hiroshi
- 1981-1990 Imitators and optimizers in Cournot oligopoly
by Schipper, Burkhard C.
- 1991-2000 Capital-labor substitution and equilibrium indeterminacy
by Guo, Jang-Ting & Lansing, Kevin J.
- 2001-2014 E-stability and stability of adaptive learning in models with private information
by Heinemann, Maik
- 2015-2029 Jealousy and underconsumption in a one-sector model with wealth preference
by Nakamoto, Yasuhiro
- 2030-2046 Chaos and sector-specific externalities
by Stockman, David R.
November 2009, Volume 33, Issue 11
- 1837-1857 Implied recovery
by Das, Sanjiv R. & Hanouna, Paul
- 1858-1866 Pooling forecasts in linear rational expectations models
by Smith, Gregor W.
- 1867-1879 On nonrenewable resource oligopolies: The asymmetric case
by Benchekroun, Hassan & Halsema, Alex & Withagen, Cees
- 1880-1896 Learning about monetary policy rules when the cost-channel matters
by Llosa, Luis-Gonzalo & Tuesta, Vicente
- 1897-1911 Parental altruism, life expectancy and dynamically inefficient equilibria
by d'Albis, Hippolyte & Decreuse, Bruno
- 1912-1928 More hedging instruments may destabilize markets
by Brock, W.A. & Hommes, C.H. & Wagener, F.O.O.
- 1929-1944 Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis
by de Jong, Eelke & Verschoor, Willem F.C. & Zwinkels, Remco C.J.
October 2009, Volume 33, Issue 10
- 1739-1756 Learning games
by Hanaki, Nobuyuki & Ishikawa, Ryuichiro & Akiyama, Eizo
- 1757-1760 A note on the closed-form solution to the Lucas-Uzawa model with externality
by Hiraguchi, Ryoji
- 1761-1778 R&D policy in a volatile economy
by Haruyama, Tetsugen
- 1779-1795 Innovation and growth through local and global interaction
by Andergassen, Rainer & Nardini, Franco & Ricottilli, Massimo
- 1796-1807 Regime uncertainty and optimal investment timing
by Nishide, Katsumasa & Nomi, Ernesto Kazuhiro
- 1808-1823 Speculative hyperinflations and currency substitution
by Arce, Oscar J.
- 1824-1836 Can a stochastic cusp catastrophe model explain stock market crashes?
by Barunik, J. & Vosvrda, M.
September 2009, Volume 33, Issue 9
- 1631-1638 Macroeconomic (in)stability under real interest rate targeting
by Chin, Chi-Ting & Guo, Jang-Ting & Lai, Ching-Chong
- 1639-1647 Life-cycle savings, bequest, and a diminishing impact of scale on growth
by Dalgaard, Carl-Johan & Jensen, Martin Kaae
- 1648-1661 Integrated assessment of energy policies: Decomposing top-down and bottom-up
by Böhringer, Christoph & Rutherford, Thomos F.
- 1662-1681 Distortionary taxes and public investment when government promises are not enforceable
by Azzimonti, Marina & Sarte, Pierre-Daniel & Soares, Jorge
- 1682-1698 Life-cycle portfolio choice: The role of heterogeneous under-diversification
by Campanale, Claudio
- 1699-1718 Could myopic pricing be a strategic choice in marketing channels? A game theoretic analysis
by Benchekroun, Hassan & Martín-Herrán, Guiomar & Taboubi, Sihem
- 1719-1738 Behavioral heterogeneity in dynamic search situations: Theory and experimental evidence
by Schunk, Daniel
August 2009, Volume 33, Issue 8
- 1531-1542 Aging, transitional dynamics, and gains from trade
by Naito, Takumi & Zhao, Laixun
- 1543-1554 Stochastic adaptation in finite games played by heterogeneous populations
by Josephson, Jens
- 1555-1576 Preferences with frames: A new utility specification that allows for the framing of risks
by Barberis, Nicholas & Huang, Ming
- 1577-1592 Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach
by Baillie, Richard T. & Morana, Claudio
- 1593-1603 Single-leader-multiple-follower games with boundedly rational agents
by Tharakunnel, Kurian & Bhattacharyya, Siddhartha
- 1604-1616 Methods for robust control
by Dennis, Richard & Leitemo, Kai & Söderström, Ulf
- 1617-1629 Delegation, time inconsistency and sustainable equilibrium
by Basso, Henrique S.
July 2009, Volume 33, Issue 7
- 1379-1397 Investor heterogeneity, asset pricing and volatility dynamics
by Weinbaum, David
- 1398-1418 Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model
by Chen, Baoline & Zadrozny, Peter A.
- 1419-1436 Endogenous growth and adverse selection in entrepreneurship
by Plehn-Dujowich, Jose M.
- 1437-1450 A quantitative exploration of the Golden Age of European growth
by Alvarez-Cuadrado, Francisco & Pintea, Mihaela I.
- 1451-1468 Monopoly behaviour with speculative storage
by Mitraille, Sébastien & Thille, Henry
- 1469-1489 Optimal monetary policy in economies with dual labor markets
by Mattesini, Fabrizio & Rossi, Lorenza
- 1490-1530 White discrimination in provision of black education: Plantations and towns
by Canaday, Neil & Tamura, Robert
June 2009, Volume 33, Issue 6
- 1183-1200 Real wages over the business cycle: OECD evidence from the time and frequency domains
by Messina, Julian & Strozzi, Chiara & Turunen, Jarkko
- 1201-1216 Chaos in the cobweb model with a new learning dynamic
by Waters, George A.
- 1217-1235 A geometric description of a macroeconomic model with a center manifold
by Gomis-Porqueras, Pere & Haro, Àlex
- 1236-1246 Why does overnight liquidity cost more than intraday liquidity?
by Bhattacharya, Joydeep & Haslag, Joseph H. & Martin, Antoine
- 1247-1262 Happiness maintenance and asset prices
by Falato, Antonio
- 1263-1277 Transaction costs and consumption
by Li, Geng
- 1278-1295 Is there a majority to support a capital tax cut?
by Gourio, François
- 1296-1313 Wage or price-based inflation? Alternative targets in optimal monetary policy rules
by Marzo, Massimiliano
- 1314-1331 Asset pricing with incomplete information and fat tails
by Bidarkota, Prasad V. & Dupoyet, Brice V. & McCulloch, J. Huston
- 1332-1344 A naïve sticky information model of households' inflation expectations
by Lanne, Markku & Luoma, Arto & Luoto, Jani
- 1345-1360 Cake eating, exhaustible resource extraction, life-cycle saving, and non-atomic games: Existence theorems for a class of optimal allocation problems
by Leung, Siu Fai
- 1361-1378 Search, unemployment, and age
by Hahn, Volker
May 2009, Volume 33, Issue 5
- 1019-1022 Introduction to special issue on complexity in economics and finance
by Anufriev, Mikhail & Branch, William A.
- 1023-1035 The market organism: Long-run survival in markets with heterogeneous traders
by Blume, Lawrence & Easley, David
- 1036-1051 A New Keynesian model with heterogeneous expectations
by Branch, William A. & McGough, Bruce
- 1052-1072 Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation
by Heemeijer, Peter & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan
- 1073-1090 Asset prices, traders' behavior and market design
by Anufriev, Mikhail & Panchenko, Valentyn
- 1091-1105 The reality game
by Cherkashin, Dmitriy & Farmer, J. Doyne & Lloyd, Seth
- 1106-1122 Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
by Kozhan, Roman & Salmon, Mark
- 1123-1133 Guessing with negative feedback: An experiment
by Sutan, Angela & Willinger, Marc
- 1134-1158 A prototype model of speculative dynamics with position-based trading
by Franke, Reiner
- 1159-1169 Learning in a credit economy
by Assenza, Tiziana & Berardi, Michele
- 1170-1181 Dynamic instability in generic model of multi-assets markets
by Marsili, Matteo & Raffaelli, Giacomo & Ponsot, Benedicte
April 2009, Volume 33, Issue 4
- 777-797 Macroeconomic implications of early retirement in the public sector: The case of Brazil
by Glomm, Gerhard & Jung, Juergen & Tran, Chung
- 798-816 Structural estimation of real options models
by Gamba, Andrea & Tesser, Matteo
- 817-831 Do stylised facts of order book markets need strategic behaviour?
by Ladley, Dan & Schenk-Hoppé, Klaus Reiner
- 832-842 Note on Goodwin's 1951 nonlinear accelerator model with an investment delay
by Matsumoto, Akio
- 843-863 Exchange rates and fundamentals under adaptive learning
by Kim, Young Se
- 864-882 Comparing DSGE-VAR forecasting models: How big are the differences?
by Ghent, Andra C.
- 883-902 Quantitative implications of indexed bonds in small open economies
by Durdu, Ceyhun Bora
- 903-921 Investment timing, asymmetric information, and audit structure: A real options framework
by Shibata, Takashi
- 922-937 Bubbles and crashes: Gradient dynamics in financial markets
by Friedman, Daniel & Abraham, Ralph
- 938-954 Matching with interviews
by Masters, Adrian
- 955-969 The asset location puzzle: Taxes matter
by Zhou, Jie
- 970-984 Inside money, credit, and investment
by Dressler, Scott J. & Li, Victor E.
- 985-996 Imperfect transparency and shifts in the central bank's output gap target
by Westelius, Niklas J.
- 997-1017 On the evolution of the monetary policy transmission mechanism
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.
2009, Volume 33, Issue 3
- 525-537 The impact of heterogeneous trading rules on the limit order book and order flows
by Chiarella, Carl & Iori, Giulia
March 2009, Volume 33, Issue 3
- 538-553 Sticky wages and sectoral labor comovement
by DiCecio, Riccardo
- 554-567 Demographic structure and capital accumulation: A quantitative assessment
by Lau, Sau-Him Paul
- 568-582 Dynamic R&D with spillovers: Competition vs cooperation
by Cellini, Roberto & Lambertini, Luca
- 583-596 Optimal pricing and advertising policies for an entertainment event
by Jørgensen, Steffen & Kort, Peter M. & Zaccour, Georges
- 597-613 The effects of permanent technology shocks on hours: Can the RBC-model fit the VAR evidence?
by Lindé, Jesper
- 614-623 Valuing programs with deterministic and stochastic cycles
by Paarsch, Harry J. & Rust, John
- 624-648 Indeterminacy, change points and the price puzzle in an estimated DSGE model
by Belaygorod, Anatoliy & Dueker, Michael
- 649-665 Solving heterogeneous-agent models by projection and perturbation
by Reiter, Michael
- 666-675 Non-constant discounting in finite horizon: The free terminal time case
by Marín-Solano, Jesús & Navas, Jorge
- 676-691 Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities
by Bayraktar, Erhan & Milevsky, Moshe A. & David Promislow, S. & Young, Virginia R.
- 692-709 Revealing the implied risk-neutral MGF from options: The wavelet method
by Haven, Emmanuel & Liu, Xiaoquan & Ma, Chenghu & Shen, Liya
- 710-724 Spectral decomposition of optimal asset-liability management
by Decamps, Marc & De Schepper, Ann & Goovaerts, Marc
- 725-744 Human capital formation and macroeconomic performance in an ageing small open economy
by Heijdra, Ben J. & Romp, Ward E.
- 745-757 Intergenerational human capital evolution, local public good preferences, and stratification
by Chen, Been-Lon & Peng, Shin-Kun & Wang, Ping
- 758-776 Money and the natural rate of interest: Structural estimates for the United States and the euro area
by Andrés, Javier & David López-Salido, J. & Nelson, Edward
February 2009, Volume 33, Issue 2
- 267-282 Business cycle analysis and VARMA models
by Kascha, Christian & Mertens, Karel
- 283-295 Computing the mean square error of unobserved components extracted by misspecified time series models
by Harvey, Andrew C. & Delle Monache, Davide
- 296-316 Robustifying learnability
by Tetlow, Robert J. & von zur Muehlen, Peter
- 317-328 Flexible shrinkage in portfolio selection
by Golosnoy, Vasyl & Okhrin, Yarema
- 329-344 Exchange rate dynamics in a target zone--A heterogeneous expectations approach
by Bauer, Christian & De Grauwe, Paul & Reitz, Stefan
- 345-362 Limited attention, interaction and the gradual adjustment of a firm's decisions
by Takii, Katsuya
- 363-376 Computational modelling of price formation in the electricity pool of England and Wales
by Bunn, Derek W. & Day, Christopher J.
- 377-393 Financial integration, credit market imperfections and consumption smoothing
by Leblebicioglu, AslI
- 394-408 History versus expectations in economic geography reconsidered
by Oyama, Daisuke
- 409-430 Is forward-looking inflation targeting destabilizing? The role of policy's response to current output under endogenous investment
by Huang, Kevin X.D. & Meng, Qinglai & Xue, Jianpo
- 431-453 A population-macroeconomic growth model for currently developing countries
by Momota, Akira
- 454-462 Monetary equilibrium and the differentiability of the value function
by Aliprantis, C.D. & Camera, G. & Ruscitti, F.
- 463-476 Water allocation under distribution losses: Comparing alternative institutions
by Chakravorty, Ujjayant & Hochman, Eithan & Umetsu, Chieko & Zilberman, David
- 477-490 Structural changes in the US economy: Is there a role for monetary policy?
by Canova, Fabio & Gambetti, Luca
- 491-506 Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study
by Kirchler, Michael
- 507-524 Investment under uncertainty with price ceilings in oligopolies
by Roques, Fabien A. & Savva, Nicos
January 2009, Volume 33, Issue 1
- 1-14 Wealth distribution and aggregate time-preference: Markov-perfect equilibria in a Ramsey economy
by Pichler, Paul & Sorger, Gerhard
- 15-36 Saddlepoint approximations for affine jump-diffusion models
by Glasserman, Paul & Kim, Kyoung-Kuk
- 37-52 Analytical methods for hedging systematic credit risk with linear factor portfolios
by Rosen, Dan & Saunders, David
- 53-64 Keeping up with the ageing Joneses
by Fisher, Walter H. & Heijdra, Ben J.
- 65-77 Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach
by Takamizawa, Hideyuki & Shoji, Isao
- 78-92 Network structure and N-dependence in agent-based herding models
by Alfarano, Simone & Milakovic, Mishael
- 93-108 Systematic equity-based credit risk: A CEV model with jump to default
by Campi, Luciano & Polbennikov, Simon & Sbuelz, Alessandro
- 109-127 Risk aversion and block exercise of executive stock options
by Grasselli, Matheus & Henderson, Vicky
- 128-153 American chooser options
by Detemple, Jérôme & Emmerling, Thomas
- 154-165 A quartet of asset pricing models in nominal and real economies
by Wei, Chao
- 166-182 Dynamic interaction models of economic equilibrium
by Evstigneev, Igor & Taksar, Michael
- 183-203 Anything goes with heterogeneous, but not always with homogeneous oligopoly
by Furth, Dave
- 204-220 Effectiveness of CPPI strategies under discrete-time trading
by Balder, Sven & Brandl, Michael & Mahayni, Antje
- 221-236 Specialization and efficiency with labor-market matching
by Mukoyama, Toshihiko & Sahin, Aysegül
- 237-249 Trends in hours: The U.S. from 1900 to 1950
by Vandenbroucke, Guillaume