SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Assessing GMM Estimates of the Federal Reserve Reaction Function
16 references·16 citing·35 second hopsampled
Assessing GMM Estimates of the Federal Reserve Reaction Function (2001)Assessing GMM Estimates of the Federal Re…The Tail Behavior of Stock Returns: Emerging Versus Mature Markets (2011)The Tail Behavior of Stock Re…Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election (2011)Reading Interest Rate and Bon…On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note (2011)On the Use of Banks Balance S…Competition Among Financial Intermediaries and the Risk of Contagious Failures (2011)Competition Among Financial I…THE HIGH- AND LOW-RISK ASSET DEMAND OF FRENCH HOUSEHOLDS (2010)THE HIGH- AND LOW-RISK ASSET …Loss Distribution Approach for Operational Risk (2007)Loss Distribution Approach fo…European Integration and the Demand for Broad Money (2005)European Integration and the …Entropy densities with an application to autoregressive conditional skewness and kurtosis (2002)Entropy densities with an app…Can financial infrastructures foster economic development? (2001)Can financial infrastructures…La relation entre le taux des crédits et le coût des ressources bancaires. Modélisation et estimation Sur données individuelles de banques (2000)La relation entre le taux des…Partial compatibility with network externalities and double purchase (1999)Partial compatibility with ne…Le contenu en information de la pente des taux : application au cas des titres publics français (1999)Le contenu en information de …La modélisation Var "structurel" : application à la politique monétaire en France (1999)La modélisation Var "structur…Impulse Control Method and Exchange Rate (1993)Impulse Control Method and Ex…Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence (1992)Optimal Consumption and Portf…DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 (1992)DERIVATIVE ASSET PRICING WITH…The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk (2010)The Cross-Section of Foreign …The Bank Bias: Segmentation of French Fund Families (2010)The Bank Bias: Segmentation o…Short-Run Assessment of French Economic Activity Using Optim (2010)Short-Run Assessment of Frenc…Price Setting in France: New Evidence from Survey Data (2010)Price Setting in France: New …Potential Output and Output Gap: Some Estimates for France (in French) (2010)Potential Output and Output G…Interactions between Business Cycles, Stock Market Cycles and Interest Rates: The Stylised Facts (2010)Interactions between Business…Inflation and the Markup in the Euro Area (2010)Inflation and the Markup in t…ICT Diffusion and Potential Output Growth (2010)ICT Diffusion and Potential O…Forecasting Inflation Using Economic Indicators: The Case of France (2010)Forecasting Inflation Using E…Evaluating the Fit of Sticky Price Models (2010)Evaluating the Fit of Sticky …Asset Allocation in Transition Economies (2010)Asset Allocation in Transitio…A Time-Varying Natural Rate for the Euro Area (2010)A Time-Varying Natural Rate f…Central bank reputation in a forward-looking model (2008)Central bank reputation in a …Régime de retraite et chute de la natalité: Évolution des mœurs ou arbitrage micro-économique? (2004)Régime de retraite et chute d…Optimal capacity in the banking sector and economic growth (2002)Optimal capacity in the banki…Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000) (2002)Croissance économique et diff…Option pricing: A simplified approach (1979)Capital Market Equilibrium with Transaction Costs (1986)Portfolio Selection with Transaction Costs (1990)There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs (1995)HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH12 (1996)Option pricing with transaction costs and a nonlinear Black-Scholes equation (1998)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Monetary Policy in the Euro Area (2001)Impulse Control of Brownian Motion (1983)Continuous Martingales and Brownian Motion (1991)Target Zones and Exchange Rate Dynamics (1991)Optimal Central Bank Intervention in the Foreign Exchange Market (1999)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)Technology Adoption in the Presence of Network Externalities (1986)Leading Indicators of Currency Crises in Emerging Economies (2010)A Short Survey of Network Economics (2011)Interest Rate Transmission and Volatility Transmission along the Yield Curve (2011)Bank Runs, Deposit Insurance, and Liquidity (1983)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)A Monetary History of the United States, 1867-1960 (2017)Aspects of Risk Theory (1991)Simulated Moments Estimation of Markov Models of Asset Prices (1993)Reading the smile: the message conveyed by methods which infer risk neutral densities (2000)Copulas for Finance - A Reading Guide and Some Applications (2007)Loss Distribution Approach in Practice (2007)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Mixed Normal Conditional Heteroskedasticity (2004)Maximum entropy autoregressive conditional heteroskedasticity model (2009)Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation (2010)The term structure of interest rates in a pure exchange economy with heterogeneous investors (1995)
this work references cited by second hop· second hop is a sample of the most-cited connections

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
  • 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
  • 2001Can financial infrastructures foster economic development?158 cited
  • 1999Le contenu en information de la pente des taux : application au cas des titres publics français158 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2000
La relation entre le taux des crédits et le coût des ressources bancaires. Modélisation et estimation Sur données individuelles de banques
157 cited
  • 2010THE HIGH- AND LOW-RISK ASSET DEMAND OF FRENCH HOUSEHOLDS155 cited
  • Cited by

    • 2002Optimal capacity in the banking sector and economic growth141 cited
    • 2002Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000)137 cited
    • 2010Short-Run Assessment of French Economic Activity Using Optim119 cited
    • 2010Forecasting Inflation Using Economic Indicators: The Case of France113 cited
    • 2010Asset Allocation in Transition Economies104 cited
    • 2010Potential Output and Output Gap: Some Estimates for France (in French)90 cited
    • 2010Price Setting in France: New Evidence from Survey Data86 cited
    • 2008Central bank reputation in a forward-looking model84 cited
    • 2010The Bank Bias: Segmentation of French Fund Families83 cited
    • 2010Evaluating the Fit of Sticky Price Models82 cited
    • 2010Interactions between Business Cycles, Stock Market Cycles and Interest Rates: The Stylised Facts81 cited
    • 2010The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk81 cited
    • 2010ICT Diffusion and Potential Output Growth79 cited
    • 2010A Time-Varying Natural Rate for the Euro Area74 cited
    • 2010Inflation and the Markup in the Euro Area71 cited
    • 2004Régime de retraite et chute de la natalité: Évolution des mœurs ou arbitrage micro-économique?67 cited