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Intersectoral capital reallocation under price uncertainty
15 references·5 citing·35 second hop
Intersectoral capital reallocation under price uncertainty (1989)Intersectoral capital reallocation under …Theory of rational option pricing (2005)Theory of rational option pri…The Linkage Between Speculative Attack and Target Zone Models of Exchange Rates (1991)The Linkage Between Speculati…Firing Costs and Labour Demand: How Bad is Eurosclerosis? (1990)Firing Costs and Labour Deman…Hysteresis, Import Penetration, and Exchange Rate Pass-Through (1989)Hysteresis, Import Penetratio…Entry and Exit Decisions under Uncertainty (1989)Entry and Exit Decisions unde…Time to build, option value, and investment decisions (1987)Time to build, option value, …Time to Build, Option Value, and Investment Decisions (1985)Time to Build, Option Value, …Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…The Adjustment Process and the Timing of Trade Liberalization (1984)The Adjustment Process and th…Controlled Diffusion Processes (1980)Controlled Diffusion ProcessesTrade, stability, and macroeconomics : essays in honor of Lloyd A. Metzler (1974)Trade, stability, and macroec…HYSTERESIS OF LONG-RUN EQUILIBRIUM FROM REALISTIC ADJUSTMENT COSTS (1974)HYSTERESIS OF LONG-RUN EQUILI…Equilibrium search and unemployment (1974)Equilibrium search and unempl…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis (2016)Macroeconomic policy uncertai…Determinants of African Manufacturing Investment: the Microeconomic Evidence (2001)Determinants of African Manuf…Displaced Capital (1998)Displaced CapitalRisk-sharing, adjustment, and trade (1994)Risk-sharing, adjustment, and…A Simple Model of Sectoral Adjustment (1992)A Simple Model of Sectoral Ad…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)Planning Production, Inventories, and Work Force. (1962)Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Job Turnover and Policy Evaluation: A General Equilibrium Analysis (1993)Social Foundations of Postindustrial Economies (1999)Investment in Human Capital: A Theoretical Analysis (1962)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)The Pricing of Options and Corporate Liabilities (1973)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Rational Expectations and the Theory of Price Movements (1961)The Economics of Information (1961)Expectations and the neutrality of money (1972)Firm-specific Capital and Turnover (1979)Chapter 15 Job search and labor market analysis (1986)A Neoclassical Model of Unemployment and the Business Cycle (1988)Time to Build and Aggregate Fluctuations (1982)Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Real Options and Interactions with Financial Flexibility (1993)Strategy through the Option Lens: An Integrated View of Resource Investments and the Incremental-Choice Process (1993)Stochastic Differential Utility (1992)Martingale Methods in Financial Modelling (1997)Arbitrage Theory in Continuous Time (1998)Irreversibility, Uncertainty, and Investment (1990)Markov-Perfect Industry Dynamics: A Framework for Empirical Work (1995)Option pricing: A simplified approach (1979)
this work references cited by second hop

References

  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 1990Firing Costs and Labour Demand: How Bad is Eurosclerosis?1,374 cited
  • 1980Controlled Diffusion Processes1,311 cited
  • 1987Time to build, option value, and investment decisions912 cited
  • 1989Hysteresis, Import Penetration, and Exchange Rate Pass-Through870 cited
  • 1974Equilibrium search and unemployment688 cited
  • 1991The Linkage Between Speculative Attack and Target Zone Models of Exchange Rates98 cited
  • 1985Time to Build, Option Value, and Investment Decisions63 cited
  • 1984The Adjustment Process and the Timing of Trade Liberalization50 cited
  • 1974Trade, stability, and macroeconomics : essays in honor of Lloyd A. Metzler43 cited
  • 1974HYSTERESIS OF LONG-RUN EQUILIBRIUM FROM REALISTIC ADJUSTMENT COSTS41 cited

Cited by

  • 1992

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A Simple Model of Sectoral Adjustment
106 cited
  • 2016Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis80 cited
  • 2001Determinants of African Manufacturing Investment: the Microeconomic Evidence77 cited
  • 1994Risk-sharing, adjustment, and trade20 cited
  • 1998Displaced Capital18 cited