SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
La mesure du ratio rendement-risque a partir du marche des euro-devises
16 references·7 citing·33 second hop
La mesure du ratio rendement-risque a partir du marche des euro-devises (1999)La mesure du ratio rendement-risque a par…Threat of a Capital Levy, Expected Devaluation and Interest Rates in France During the Interwar Period (2011)Threat of a Capital Levy, Exp…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…Interest Rate Transmission and Volatility Transmission along the Yield Curve (2011)Interest Rate Transmission an…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 …European Integration and the Demand for Broad Money (2005)European Integration and the …Partial compatibility with network externalities and double purchase (1999)Partial compatibility with ne…Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates (1999)Long‐run Causality, with an A…Le contenu en information de la pente des taux : application au cas des titres publics français (1999)Le contenu en information de …La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles (1998)La prevision des taux longs f…The Expectation Theory: Tests on French, German, and American Euro-Rates (1996)The Expectation Theory: Tests…Impulse Control Method and Exchange Rate (1993)Impulse Control Method and Ex…Commitment Value of Contracts Under Renegotiation Constraints (1993)Commitment Value of Contracts…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…Understanding Asset Prices: Determinants and Policy Implications (2010)Understanding Asset Prices: D…ICT Diffusion and Potential Output Growth (2010)ICT Diffusion and Potential O…Financial (Dis)Integration (2010)Financial (Dis)IntegrationUne évaluation structurelle du ratio de sacrifice dans la zone euro (2009)Une évaluation structurelle d…Excès de liquidité monétaire et prix des actifs (2005)Excès de liquidité monétaire …Is there a bank-lending channel in France? Evidence from bank panel data (2003)Is there a bank-lending chann…L'investissement en France depuis le debut des annees 1980 (1999)L'investissement en France de…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)La modélisation Var "structurel" : application à la politique monétaire en France (1999)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)Bank Runs, Deposit Insurance, and Liquidity (1983)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)The Tail Behavior of Stock Returns: Emerging Versus Mature Markets (2011)A Monetary History of the United States, 1867-1960 (2017)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Leading Indicators of Currency Crises in Emerging Economies (2010)Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000) (2002)Estimation of a Time Varying NAIRU for France (2010)Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models (2011)Entropy densities with an application to autoregressive conditional skewness and kurtosis (2002)The term structure of interest rates in a pure exchange economy with heterogeneous investors (1995)
this work references cited by second hop

References

  • 1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1420 cited
  • 1993Impulse Control Method and Exchange Rate270 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
  • 1993Commitment Value of Contracts Under Renegotiation Constraints188 cited
  • 2011Competition Among Financial Intermediaries and the Risk of Contagious Failures178 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
  • 1999Le contenu en information de la pente des taux : application au cas des titres publics français158 cited
  • 2010THE HIGH- AND LOW-RISK ASSET DEMAND OF FRENCH HOUSEHOLDS155 cited
  • 2011Threat of a Capital Levy, Expected Devaluation and Interest Rates in France During the Interwar Period147 cited
  • 2011Interest Rate Transmission and Volatility Transmission along the Yield Curve146 cited
  • 1999Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates61 cited

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

  • 1996The Expectation Theory: Tests on French, German, and American Euro-Rates48 cited
  • 1998La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles38 cited
  • Cited by

    • 2010ICT Diffusion and Potential Output Growth79 cited
    • 2010Financial (Dis)Integration39 cited
    • 1999L'investissement en France depuis le debut des annees 198032 cited
    • 2010Understanding Asset Prices: Determinants and Policy Implications32 cited
    • 2009Une évaluation structurelle du ratio de sacrifice dans la zone euro30 cited
    • 2003Is there a bank-lending channel in France? Evidence from bank panel data17 cited
    • 2005Excès de liquidité monétaire et prix des actifs15 cited