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What is the Best Approach to Measure the Interdependence between Different Markets?
16 references·16 citing·36 second hopsampled
What is the Best Approach to Measure the Interdependence between Different Markets? (2010)What is the Best Approach to Measure the …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 …Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area (2010)Financial Systems and the Rol…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 Fed and the Question of Financial Stability: An Empirical Investigation (2010)The Fed and the Question of F…The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk (2010)The Cross-Section of Foreign …The Breaks in Per Capita Productivity Trends in a Number of Industrial Countries (2010)The Breaks in Per Capita Prod…The Bank Bias: Segmentation of French Fund Families (2010)The Bank Bias: Segmentation o…Stock Exchanges Industry Consolidation and Shock Transmission (2010)Stock Exchanges Industry Cons…Optimal Portfolio Allocation Under Higher Moments (2010)Optimal Portfolio Allocation …Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity (2010)Optimal Monetary Policy in an…Opportunity Costs of Having a Child, Financial Constraints and Fertility (2010)Opportunity Costs of Having a…Monetary Policy Inertia or Persistent Shocks? (2010)Monetary Policy Inertia or Pe…Ml vs GMM Estimates of Hybrid Macroeconomic Models (with an Application to the New Phillips Curve) (2010)Ml vs GMM Estimates of Hybrid…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…Can the Kydland-Prescott Model Pass the Cogley-Nason Test? (2010)Can the Kydland-Prescott Mode…Are Business and Credit Cycles Converging or Diverging? A Comparison of Poland, Hungary, the Czech Republic and the Euro Area (2010)Are Business and Credit Cycle…Term structure anomalies: Term premium or peso-problem? (2008)Term structure anomalies: Ter…Illiquidity, Financial Development and the Growth-Volatility Relationship (2006)Illiquidity, Financial Develo…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Does bank capital affect lending behavior? (2004)How Do Banks Set Interest Rates? (2004)The role of securitization in bank liquidity and funding management (2011)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)Does Correlation between Stock Returns Really Increase During Turbulent Period? (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)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

  • 2010Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area457 cited
  • 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
  • 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

  • 2000La relation entre le taux des crédits et le coût des ressources bancaires. Modélisation et estimation Sur données individuelles de banques157 cited
  • 2010THE HIGH- AND LOW-RISK ASSET DEMAND OF FRENCH HOUSEHOLDS155 cited
  • Cited by

    • 2010Forecasting Inflation Using Economic Indicators: The Case of France113 cited
    • 2010The Breaks in Per Capita Productivity Trends in a Number of Industrial Countries86 cited
    • 2010The Bank Bias: Segmentation of French Fund Families83 cited
    • 2010The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk81 cited
    • 2010ICT Diffusion and Potential Output Growth79 cited
    • 2010Optimal Portfolio Allocation Under Higher Moments59 cited
    • 2006Illiquidity, Financial Development and the Growth-Volatility Relationship55 cited
    • 2008Term structure anomalies: Term premium or peso-problem?54 cited
    • 2010Opportunity Costs of Having a Child, Financial Constraints and Fertility54 cited
    • 2010Can the Kydland-Prescott Model Pass the Cogley-Nason Test?53 cited
    • 2010The Fed and the Question of Financial Stability: An Empirical Investigation52 cited
    • 2010Are Business and Credit Cycles Converging or Diverging? A Comparison of Poland, Hungary, the Czech Republic and the Euro Area47 cited
    • 2010Monetary Policy Inertia or Persistent Shocks?44 cited
    • 2010Ml vs GMM Estimates of Hybrid Macroeconomic Models (with an Application to the New Phillips Curve)44 cited
    • 2010Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity44 cited
    • 2010Stock Exchanges Industry Consolidation and Shock Transmission43 cited