Details about Jean-Pierre Danthine

Homepage:	https://www.parisschoolofeconomics.eu/en/danthine-jean-pierre/
Postal address:	Liaudoz 45 1009 Pully
Workplace:	Paris School of Economics, (more information at EDIRC)

Access statistics for papers by Jean-Pierre Danthine.

Last updated 2024-01-04. Update your information in the RePEc Author Service.

Short-id: pda13

---

Jump to Journal Articles Books Chapters

Working Papers

2019

1. Risk Taking Incentives and the Great Financial Crisis
   Post-Print, HAL
   Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2019)
   PSE Working Papers, HAL (2017)
   Working Papers, HAL (2017)
2. Sound At Last? Assessing a Decade of Financial Regulation
   PSE-Ecole d'économie de Paris (Postprint), HAL View citations (8)
   Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2019) View citations (9)
   Post-Print, HAL (2019) View citations (8)
   Post-Print, HAL (2019) View citations (8)

2018

3. Negative interest rates in Switzerland: What have we learned?
   PSE-Ecole d'économie de Paris (Postprint), HAL View citations (6)
   Also in Working Papers, HAL (2017)
   Post-Print, HAL (2018) View citations (6)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
   PSE Working Papers, HAL (2017) View citations (1)
4. On the rewards to international investing: a safe haven currency perspective
   Post-Print, HAL View citations (2)
   Also in PSE Working Papers, HAL (2017)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2018) View citations (2)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (1)
   Working Papers, HAL (2017)
   See also Journal Article On the rewards to international investing: a safe haven currency perspective, Swiss Journal of Economics and Statistics, Springer (2018) View citations (2) (2018)

2017

5. Leverage and limited liability: a toxic cocktail
   Post-Print, HAL
   Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2017)
6. Subsidiarity: The forgotten concept at the core of Europe's existential crisis
   PSE-Ecole d'économie de Paris (Postprint), HAL
   Also in Post-Print, HAL (2017) View citations (2)
7. Taux négatifs: made for Switzerland
   PSE Working Papers, HAL
   Also in Working Papers, HAL (2017)
8. The Interest Rate Unbound?
   Post-Print, HAL
   Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2017)
   See also Journal Article The Interest Rate Unbound?, Comparative Economic Studies, Palgrave Macmillan (2017) (2017)

2010

9. Executive Compensation: A General Equilibrium Perspective
   Working Papers, Swiss National Bank View citations (1)
   See also Journal Article Executive Compensation: A General Equilibrium Perspective, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (4) (2015)
10. The Business Cycle Implications of Reciprocity in Labor Relations
    Working Papers, Swiss National Bank View citations (31)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (1)
    Cahiers de recherche, CIRPEE (2007) View citations (1)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2007) View citations (2)
    See also Journal Article The business cycle implications of reciprocity in labor relations, Journal of Monetary Economics, Elsevier (2010) View citations (31) (2010)
11. The equity premium and the allocation of income risk
    Levine's Working Paper Archive, David K. Levine View citations (2)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1992) View citations (30)
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) View citations (30)
    Working Papers, Columbia - Graduate School of Business (1992) View citations (28)
    See also Journal Article The equity premium and the allocation of income risk, Journal of Economic Dynamics and Control, Elsevier (1992) View citations (29) (1992)

2008

12. Executive Compensation and Stock Options: An Inconvenient Truth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2008)

2007

13. Executive Compensation: The View from General Equilibrium
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2007)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2007)

2006

14. Intangible Capital, Corporate Valuation and Asset Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2006)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2006) View citations (1)
    See also Journal Article Intangible capital, corporate valuation and asset pricing, Economic Theory, Springer (2007) View citations (10) (2007)

2005

15. Distribution Risk and Equity Returns
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (8)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2005) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (2)
16. Efficiency Wages Revisited: The Internal Reference Perspective (new version)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
17. The Macroeconomic Consequences of Reciprocity in Labor Relations
    Levine's Bibliography, UCLA Department of Economics View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2005) View citations (7)
    See also Journal Article The Macroeconomic Consequences of Reciprocity in Labor Relations, Scandinavian Journal of Economics, Wiley Blackwell (2007) View citations (34) (2007)

2004

18. Efficiency Wages Revisited: The Internal Reference Perspective
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    See also Journal Article Efficiency wages revisited: The internal reference perspective, Economics Letters, Elsevier (2006) View citations (25) (2006)
19. Equity Returns and Integration: Is Europe Changing?
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (38)
20. On the Consequences of State Dependent Preferences for the Pricing of Financial Assets
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (6)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) View citations (2)
    See also Journal Article On the consequences of state dependent preferences for the pricing of financial assets, Finance Research Letters, Elsevier (2004) View citations (11) (2004)
21. The Macroeconomics of Delegated Management
    2004 Meeting Papers, Society for Economic Dynamics View citations (2)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2003) View citations (3)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2003) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (2)

2003

22. European Financial Integration and Equity Returns: A Theory-Based Assessment
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (73)
23. Fair Wages in a New Keynesian Model of the Business Cycle
    Cahiers de recherche, CIRPEE View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (4)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) View citations (4)
    See also Journal Article Fair Wages in a New Keynesian Model of the Business Cycle, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2004) View citations (100) (2004)
24. Portfolio Diversification in Europe
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)

2002

25. A Note on NNS Models: Introducing Physical Capital; Avoiding Rationing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) View citations (15)
    See also Journal Article A note on NNS models: introducing physical capital; avoiding rationing, Economics Letters, Elsevier (2002) View citations (17) (2002)
26. Decentralizing the Stochastic Growth Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) View citations (5)

2001

27. EMU and Portfolio Diversification Opportunities
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2000) View citations (14)
28. Portfolio Diversification: Alive and Well in Euroland!
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
    Also in Working Papers, Manitoba - Department of Economics (2001) View citations (11)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2001) View citations (9)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2001) View citations (11)
    See also Journal Article Portfolio diversification: alive and well in Euro-land!, Applied Financial Economics, Taylor & Francis Journals (2004) View citations (14) (2004)

2000

29. European Financial Markets After EMU: A First Assessment
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (51)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (55)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) View citations (70)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2000) View citations (55)

1999

30. Macroeconomic Frictions: What have we Learned from the Real Business Cycle Research Programm ?
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (1)
    See also Chapter Macroeconomic Frictions: What Have We Learned from the Real Business Cycle Research Programme?, International Economic Association Series, Palgrave Macmillan (2001) View citations (1) (2001)

1998

31. A la poursuite du Graal: Le successeur d'IS-LM est-il identifié ?
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
    See also Journal Article À la poursuite du Graal: le successeur d’IS-LM est-il identifié?, L'Actualité Economique, Société Canadienne de Science Economique (1998) (1998)
32. Non-Falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    See also Journal Article Non-falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso, Economic Journal, Royal Economic Society (1999) View citations (12) (1999)
33. Productivity Growth, Consumer Confidence and the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (30)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1997) View citations (10)
    See also Journal Article Productivity growth, consumer confidence and the business cycle, European Economic Review, Elsevier (1998) View citations (28) (1998)

1997

34. In Search of a Successor to IS-LM
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (6)
    See also Journal Article In Search of a Successor to IS-LM, Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited (1997) View citations (7) (1997)

1996

35. Front-Running by Mutual Fund Managers: It Ain't That Bad
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (1)
    Also in Working Papers, Columbia - Graduate School of Business (1996) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1996)
36. Labour Contracts, Operating Leverage and Asset Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
37. Non-Falsified Expectations, General Equilibrium Asset Pricing and the Peso Problem
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie

1994

38. Asset Pricing Implications of Real Market Frictions
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (15)
    Also in Working Papers, Columbia - Graduate School of Business (1994) View citations (14)

1993

39. Computing Equilibria of Non-Optimal Economies
    Working Papers, Columbia - Graduate School of Business View citations (6)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1993) View citations (1)
40. Non-Walrassian Economies
    Working Papers, Columbia - Graduate School of Business View citations (19)

1992

41. Conjoncture et finances publiques
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
42. Wage Bargaining Structure, Employment and Economic Integration
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1992) View citations (30)
    See also Journal Article Wage Bargaining Structure, Employment and Economic Integration, Economic Journal, Royal Economic Society (1994) View citations (94) (1994)

1991

43. Conséquences macroéconomiques du vieillissement démographique: leçons d'un modèle adapté au cas de l'économie suisse
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
44. Methodological and Empirical Issues in Real Business Cycle Theory
    Working Papers, Columbia - Graduate School of Business View citations (6)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1991) View citations (5)
    See also Journal Article Methodological and empirical issues in real business cycle theory, European Economic Review, Elsevier (1993) View citations (67) (1993)
45. Risk Sharing in the Business Cycle
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (6)
    See also Journal Article Risk sharing in the business cycle, European Economic Review, Elsevier (1992) View citations (31) (1992)

1990

46. Business Cycles as nonlinear Phenomena: Characterizing Swiss and German Cycles 1965-1988
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (2)
47. Monitoring European integration: the impact of Eastern Europe:a CEPR annual report
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (11)
48. Risk Sharing, Time Minimum Wage and the Business Cycle
    Working Papers, Columbia - Graduate School of Business
    Also in Working Papers, HAL (1990)
    Working Papers, Dijon - Institut des Mathematiques Economiques (1990) View citations (3)
    Institut des Mathématiques Economiques – Document de travail de l’I.M.E. (1974-1993), Institut des Mathématiques Economiques. LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS, Université de Bourgogne (1990)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1990)
49. Volatility, Information and Noise Trading
    CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX. View citations (1)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1990) View citations (4)
    See also Journal Article Volatility, information and noise trading, European Economic Review, Elsevier (1993) View citations (21) (1993)

1988

50. Efficiency Wages and the Real Business Cycle
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (15)
51. Modélisation des fluctuations conjoncturelles: une approche nouvelle
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
52. On some computational Aspects of Equilibrium Business Cycle Theory
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (4)
    See also Journal Article On some computational aspects of equilibrium business cycle theory, Journal of Economic Dynamics and Control, Elsevier (1989) View citations (14) (1989)

Journal Articles

2018

1. On the rewards to international investing: a safe haven currency perspective
   Swiss Journal of Economics and Statistics, 2018, 154, (1), 1-12 View citations (2)
   See also Working Paper On the rewards to international investing: a safe haven currency perspective, Post-Print (2018) View citations (2) (2018)

2017

2. The Interest Rate Unbound?
   Comparative Economic Studies, 2017, 59, (2), 129-148
   See also Working Paper The Interest Rate Unbound?, Post-Print (2017) (2017)

2015

3. Executive Compensation: A General Equilibrium Perspective
   Review of Economic Dynamics, 2015, 18, (2), 269-286 View citations (4)
   See also Working Paper Executive Compensation: A General Equilibrium Perspective, Working Papers (2010) View citations (1) (2010)

2014

4. Implementing macroprudential policies: the Swiss approach
   Financial Stability Review, 2014, (18), 97-104 View citations (1)

2010

5. The business cycle implications of reciprocity in labor relations
   Journal of Monetary Economics, 2010, 57, (7), 837-850 View citations (31)
   See also Working Paper The Business Cycle Implications of Reciprocity in Labor Relations, Working Papers (2010) View citations (31) (2010)

2007

6. Intangible capital, corporate valuation and asset pricing
   Economic Theory, 2007, 32, (1), 157-177 View citations (10)
   See also Working Paper Intangible Capital, Corporate Valuation and Asset Pricing, CEPR Discussion Papers (2006) (2006)
7. The Macroeconomic Consequences of Reciprocity in Labor Relations
   Scandinavian Journal of Economics, 2007, 109, (4), 857-881 View citations (34)
   See also Working Paper The Macroeconomic Consequences of Reciprocity in Labor Relations, Levine's Bibliography (2005) View citations (11) (2005)

2006

8. Efficiency wages revisited: The internal reference perspective
   Economics Letters, 2006, 90, (2), 278-284 View citations (25)
   See also Working Paper Efficiency Wages Revisited: The Internal Reference Perspective, CEPR Discussion Papers (2004) View citations (4) (2004)

2004

9. Fair Wages in a New Keynesian Model of the Business Cycle
   Review of Economic Dynamics, 2004, 7, (1), 107-142 View citations (100)
   See also Working Paper Fair Wages in a New Keynesian Model of the Business Cycle, Cahiers de recherche (2003) View citations (10) (2003)
10. On the consequences of state dependent preferences for the pricing of financial assets
    Finance Research Letters, 2004, 1, (3), 143-153 View citations (11)
    See also Working Paper On the Consequences of State Dependent Preferences for the Pricing of Financial Assets, FAME Research Paper Series (2004) View citations (9) (2004)
11. Portfolio diversification: alive and well in Euro-land!
    Applied Financial Economics, 2004, 14, (17), 1225-1231 View citations (14)
    See also Working Paper Portfolio Diversification: Alive and Well in Euroland!, CEPR Discussion Papers (2001) View citations (12) (2001)

2002

12. A note on NNS models: introducing physical capital; avoiding rationing
    Economics Letters, 2002, 77, (3), 433-437 View citations (17)
    See also Working Paper A Note on NNS Models: Introducing Physical Capital; Avoiding Rationing, CEPR Discussion Papers (2002) View citations (17) (2002)
13. Labour Relations and Asset Returns
    The Review of Economic Studies, 2002, 69, (1), 41-64 View citations (85)

1999

14. Non-falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso
    Economic Journal, 1999, 109, (458), 607-35 View citations (12)
    See also Working Paper Non-Falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso, CEPR Discussion Papers (1998) View citations (9) (1998)

1998

15. Comment on R. W. Cooper, “Business Cycles: Theory, Evidence and Policy Implications”
    Scandinavian Journal of Economics, 1998, 100, (1), 239-245
16. Evaluation économique de différentes stratégies de vaccination contre l'hépatite B en Suisse
    International Journal of Public Health, 1998, 43, (1), S134-S137
17. Front-Running by Mutual Fund Managers: A Mixed Bag
    Review of Finance, 1998, 2, (1), 29-56 View citations (6)
18. Productivity growth, consumer confidence and the business cycle
    European Economic Review, 1998, 42, (6), 1113-1140 View citations (28)
    See also Working Paper Productivity Growth, Consumer Confidence and the Business Cycle, CEPR Discussion Papers (1998) View citations (30) (1998)
19. À la poursuite du Graal: le successeur d’IS-LM est-il identifié?
    L'Actualité Economique, 1998, 74, (4), 607-620
    See also Working Paper A la poursuite du Graal: Le successeur d'IS-LM est-il identifié ?, Cahiers de Recherches Economiques du Département d'économie (1998) (1998)
20. Ökonomische Evaluation verschiedener Hepatitis-B-Impfstrategien in der Schweiz
    International Journal of Public Health, 1998, 43, (1), S61-S64

1997

21. In Search of a Successor to IS-LM
    Oxford Review of Economic Policy, 1997, 13, (3), 135-44 View citations (7)
    See also Working Paper In Search of a Successor to IS-LM, Cahiers de Recherches Economiques du Département d'économie (1997) View citations (6) (1997)

1994

22. Wage Bargaining Structure, Employment and Economic Integration
    Economic Journal, 1994, 104, (424), 528-41 View citations (94)
    See also Working Paper Wage Bargaining Structure, Employment and Economic Integration, CEPR Discussion Papers (1992) View citations (3) (1992)

1993

23. Methodological and empirical issues in real business cycle theory
    European Economic Review, 1993, 37, (1), 1-35 View citations (67)
    See also Working Paper Methodological and Empirical Issues in Real Business Cycle Theory, Working Papers (1991) View citations (6) (1991)
24. Volatility, information and noise trading
    European Economic Review, 1993, 37, (5), 961-982 View citations (21)
    See also Working Paper Volatility, Information and Noise Trading, CEPR Financial Markets Paper (1990) View citations (1) (1990)

1992

25. Risk sharing in the business cycle
    European Economic Review, 1992, 36, (2-3), 468-475 View citations (31)
    See also Working Paper Risk Sharing in the Business Cycle, Cahiers de Recherches Economiques du Département d'économie (1991) View citations (6) (1991)
26. The equity premium and the allocation of income risk
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 509-532 View citations (29)
    See also Working Paper The equity premium and the allocation of income risk, Levine's Working Paper Archive (2010) View citations (2) (2010)

1990

27. Efficiency wages and the business cycle puzzle
    European Economic Review, 1990, 34, (7), 1275-1301 View citations (78)

1989

28. Business cycles in Switzerland: A comparative study
    European Economic Review, 1989, 33, (1), 31-50 View citations (59)
29. Growth and unemployment in Europe: A review essay
    Journal of Monetary Economics, 1989, 24, (3), 479-484
30. On some computational aspects of equilibrium business cycle theory
    Journal of Economic Dynamics and Control, 1989, 13, (3), 449-470 View citations (14)
    See also Working Paper On some computational Aspects of Equilibrium Business Cycle Theory, Cahiers de Recherches Economiques du Département d'économie (1988) View citations (4) (1988)

1987

31. Introduction
    European Economic Review, 1987, 31, (1-2), 221-225
32. On the superneutrality of money in a stochastic dynamic macroeconomic model
    Journal of Monetary Economics, 1987, 20, (3), 475-499 View citations (22)
33. Restoring Europe's prosperity: A review essay
    Journal of Monetary Economics, 1987, 20, (3), 521-526

1986

34. Inflation and Asset Prices in an Exchange Economy
    Econometrica, 1986, 54, (3), 585-605 View citations (56)

1985

35. A note on the effects of capital income taxation on the dynamics of a competitive economy
    Journal of Public Economics, 1985, 28, (2), 255-265 View citations (12)
36. Investment in information acquisition
    Economics Letters, 1985, 19, (3), 221-225 View citations (3)

1984

37. Complement to 'rationing macroeconomics: A graphical exposition': Aggregate demand and supply
    European Economic Review, 1984, 26, (1-2), 203-208
38. Investment, stability and taxation in a long-run macroeconomic model
    Journal of Economic Dynamics and Control, 1984, 7, (2), 79-110

1983

39. Hedger Diversity in Futures Markets
    Economic Journal, 1983, 93, (37), 370-89 View citations (70)
40. On the impact of shock persistence on the dynamics of a recursive economy
    European Economic Review, 1983, 22, (2), 147-166 View citations (2)
41. The Time Pattern of Hedging and the Volatility of Futures Prices
    The Review of Economic Studies, 1983, 50, (2), 249-266 View citations (82)

1981

42. Certainty Planning in an Uncertain World: A Reconsideration
    The Review of Economic Studies, 1981, 48, (3), 507-510 View citations (4)
43. Cross Hedging
    Journal of Political Economy, 1981, 89, (6), 1182-96 View citations (89)
44. Stochastic Properties of Fast vs. Slow Growing Economies
    Econometrica, 1981, 49, (4), 1007-33 View citations (36)

1980

45. Hedging and Joint Production: Theory and Illustrations
    Journal of Finance, 1980, 35, (2), 487-98 View citations (62)

1978

46. Information, futures prices, and stabilizing speculation
    Journal of Economic Theory, 1978, 17, (1), 79-98 View citations (139)

1977

47. Martingale, market efficiency and commodity prices
    European Economic Review, 1977, 10, (1), 1-17 View citations (26)

Books

2014

1. Intermediate Financial Theory
   Elsevier Monographs, Elsevier View citations (18)

2013

2. States, Banks and the Financing of the Economy: Monetary Policy and Regulatory Perspectives
   SUERF Studies, SUERF - The European Money and Finance Forum

Chapters

2013

1. Policy Panel
   A chapter in Liquidity and Funding Markets, 2013 View citations (4)
2. Reserve management and the use of ratings at the Swiss National Bank
   A chapter in Sovereign risk: a world without risk-free assets?, 2013, vol. 72, pp 136-138

2001

3. Banking: Is Bigger Really Better?
   Palgrave Macmillan View citations (1)
4. Macroeconomic Frictions: What Have We Learned from the Real Business Cycle Research Programme?
   Palgrave Macmillan View citations (1)
   See also Working Paper Macroeconomic Frictions: What have we Learned from the Real Business Cycle Research Programm ?, Université de Lausanne, Faculté des HEC, Département d’économie (1999) View citations (1) (1999)