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Asset Allocation in Transition Economies

16 references·16 citing·36 second hopsampled

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References

1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1420 cited
1993Impulse Control Method and Exchange Rate270 cited
2002Entropy densities with an application to autoregressive conditional skewness and kurtosis262 cited
1992Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence229 cited
2005European Integration and the Demand for Broad Money202 cited
1999Partial compatibility with network externalities and double purchase194 cited
1991Negotiation of profit-sharing contracts in industry189 cited
1993Commitment Value of Contracts Under Renegotiation Constraints188 cited
2011Competition Among Financial Intermediaries and the Risk of Contagious Failures178 cited
1999La modélisation Var "structurel" : application à la politique monétaire en France175 cited
2007Loss Distribution Approach for Operational Risk175 cited
2011On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note165 cited
2011Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election162 cited
2011The Tail Behavior of Stock Returns: Emerging Versus Mature Markets161 cited
2001

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Can financial infrastructures foster economic development?

158 cited

1999Le contenu en information de la pente des taux : application au cas des titres publics français158 cited

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