Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Long-Run Causality, with an Application to International Links between Long-Term Interest Rates

10 references·16 citing·21 second hop

FromToDepth

this work references cited by second hop

References

1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1420 cited
1993Impulse Control Method and Exchange Rate270 cited
2005European Integration and the Demand for Broad Money202 cited
1999La modélisation Var "structurel" : application à la politique monétaire en France175 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
1995Asymmetry in the EMS Revisited: Evidence from the Causality Analysis of Daily Eurorates155 cited
2011Threat of a Capital Levy, Expected Devaluation and Interest Rates in France During the Interwar Period147 cited
1996Le partage primaire du revenu : un constat descriptif sur longue période142 cited
1992Safety and reliability assessment-an integral approach117 cited

Cited by

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
2011Interest Rate Transmission and Volatility Transmission along the Yield Curve146 cited
2010Price Rigidity: Evidence from the French CPI Macro-Data144 cited

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

2010Leading Indicators of Currency Crises in Emerging Economies144 cited

2010Does Correlation between Stock Returns Really Increase During Turbulent Period?144 cited

2010Estimation of a Time Varying NAIRU for France142 cited

2010Testing for a Forward-Looking Phillips Curve: Additional Evidence from European and US Data141 cited

2011The Information Content of the French and German Government Bond Yield Curves: Why Such Differences?140 cited

2010Pitfalls in Investment Euler Equations140 cited

2002Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000)137 cited

2010The Impact of Financial Constraints on Innovation: What Can Be Learned from a Direct Measure?132 cited

2011Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models131 cited

2004Incorporating labour market frictions into an optimising-based monetary policy model125 cited

2010Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies121 cited

2010Firm Investment and Monetary Policy Transmission in the Euro Area121 cited