Details about Michel Robe

Access statistics for papers by Michel Robe.

Last updated 2013-06-08. Update your information in the RePEc Author Service.

Short-id: pro31

Working Papers

2008

1. Demutualization and enforcement incentives at self-regulatory financial exchanges
   CFS Working Paper Series, Center for Financial Studies (CFS)

2006

2. Penalties and Optimality in Financial Contracts: Taking Stock
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (5)
3. Unemployment Insurance: Isn't Marriage Enough?
   2006 Meeting Papers, Society for Economic Dynamics

2005

4. Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data
   Computing in Economics and Finance 2005, Society for Computational Economics
   Also in CIRANO Working Papers, CIRANO (2004)
   See also Journal Article in Journal of Banking & Finance (2013)
5. The Welfare Costs of Macroeconomic Fluctuations under Incomplete Markets: Evidence from State-Level Consumption Data
   Cahiers de recherche, CIRPEE

2004

6. On the Potential of Foreign Aid as Insurance
   Cahiers de recherche, CIRPEE View citations (5)
7. The States vs. the states: On the Welfare Cost of Business Cycles in the U.S
   Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (1)
   Also in Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques (2002) View citations (2)
   Computing in Economics and Finance 2003, Society for Computational Economics (2003)

2003

8. Leland & Pyle Meet Foreign Aid? Adverse Selection and the Procyclicality of Financial Aid Flows
   Cahiers de recherche, CIRPEE View citations (3)

2001

9. Magnitude X on the Richter Scale: Welfare Cost of Business Cycles in Developing Countries
   Computing in Economics and Finance 2001, Society for Computational Economics View citations (1)
   Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (2000) View citations (1)
10. What Can We Learn From Simulating a Standard Agency Model?
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (3)
    See also Journal Article in Economics Letters (2001)

2000

11. FOREIGN AID AND THE BUSINESS CYCLE
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (1)
    Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1998) View citations (17)
    See also Journal Article in Review of International Economics (2001)

1989

12. COMPTES ANNUELS BELGES ET ANLYSE ECONOMETRIQUE: UNE MISE EN GARDE
    Working Papers, Liege - Centre de Recherches Economiques et Demographiques
13. PREVISIONS RATIONNELLES, LEGISLATION, INFLATION ET POLITIQUE DE DEVIDENDE DES GRANDES FIRMES
    Working Papers, Liege - Centre de Recherches Economiques et Demographiques

Journal Articles

2013

1. Market incompleteness and the equity premium puzzle: Evidence from state-level data
   Journal of Banking & Finance, 2013, 37, (2), 378-388
   See also Working Paper (2005)

2012

2. Does It Matter Who Trades Energy Derivatives?
   Review of Environment, Energy and Economics - Re3, 2012

2006

3. The Potential of Foreign Aid as Insurance
   IMF Staff Papers, 2006, 53, (3), 5 View citations (5)

2004

4. The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment
   Journal of Financial Economics, 2004, 71, (3), 461-488 View citations (10)

2003

5. On the Welfare Cost of Economic Fluctuations in Developing Countries
   International Economic Review, 2003, 44, (2), 677-698 View citations (60)

2001

6. Foreign Aid and the Business Cycle
   Review of International Economics, 2001, 9, (4), 641-72 View citations (46)
   See also Working Paper (2000)
7. What can we learn from simulating a standard agency model?
   Economics Letters, 2001, 73, (2), 137-146 View citations (3)
   See also Working Paper (2001)

1999

8. Optimal vs. Traditional Securities under Moral Hazard
   Journal of Financial and Quantitative Analysis, 1999, 34, (02), 161-189 View citations (6)