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L’impact des chocs boursiers sur le crédit en France depuis le milieu des années quatre-vingt-dix
16 references·0 citing·37 second hop
L’impact des chocs boursiers sur le crédit en France depuis le milieu des années quatre-vingt-dix (2005)L’impact des chocs boursiers sur le crédi…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…Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model (2011)Fiscal Policy in the Transiti…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 …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…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…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…Negotiation of profit-sharing contracts in industry (1991)Negotiation of profit-sharing…On Hotelling's "Stability in Competition" (1979)The Simple Macroeconomics of Profit Sharing (1984)Commitment Through Renegotiation-Proof Contracts with Third Parties (1988)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)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)The term structure of interest rates in a pure exchange economy with heterogeneous investors (1995)The Tail Behavior of Stock Returns: Emerging Versus Mature Markets (2011)
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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
  • 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
  • 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

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2010
THE HIGH- AND LOW-RISK ASSET DEMAND OF FRENCH HOUSEHOLDS
155 cited
  • 2011Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model151 cited
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