Details about Jean-Pierre Danthine
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Last updated 2023-06-08. Update your information in the RePEc Author Service.
Short-id: pda13
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Working Papers
2019
- Risk Taking Incentives and the Great Financial Crisis
PSE-Ecole d'économie de Paris (Postprint), HAL
Also in PSE Working Papers, HAL (2017)  Post-Print, HAL (2019) Working Papers, HAL (2017)
- Sound At Last? Assessing a Decade of Financial Regulation
Post-Print, HAL View citations (8)
Also in Post-Print, HAL (2019) View citations (8) PSE-Ecole d'économie de Paris (Postprint), HAL (2019) View citations (8) PSE-Ecole d'économie de Paris (Postprint), HAL (2019) View citations (8)
2018
- Negative interest rates in Switzerland: What have we learned?
Post-Print, HAL View citations (6)
Also in Working Papers, HAL (2017)  PSE-Ecole d'économie de Paris (Postprint), HAL (2018) View citations (6) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)  PSE Working Papers, HAL (2017) View citations (1)
- On the rewards to international investing: a safe haven currency perspective
PSE-Ecole d'économie de Paris (Postprint), HAL View citations (2)
Also in Post-Print, HAL (2018) View citations (2) Working Papers, HAL (2017)  PSE Working Papers, HAL (2017)  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (1)
See also Journal Article in Swiss Journal of Economics and Statistics (2018)
2017
- Leverage and limited liability: a toxic cocktail
PSE-Ecole d'économie de Paris (Postprint), HAL
Also in Post-Print, HAL (2017)
- 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)
- Taux négatifs: made for Switzerland
Working Papers, HAL 
Also in PSE Working Papers, HAL (2017)
- The Interest Rate Unbound?
PSE-Ecole d'économie de Paris (Postprint), HAL
Also in Post-Print, HAL (2017)
See also Journal Article in Comparative Economic Studies (2017)
2010
- Executive Compensation: A General Equilibrium Perspective
Working Papers, Swiss National Bank View citations (1)
See also Journal Article in Review of Economic Dynamics (2015)
- The Business Cycle Implications of Reciprocity in Labor Relations
Working Papers, Swiss National Bank View citations (31)
Also in 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) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (1)
See also Journal Article in Journal of Monetary Economics (2010)
- The equity premium and the allocation of income risk
Levine's Working Paper Archive, David K. Levine View citations (2)
Also in Working Papers, Columbia - Graduate School of Business (1992) View citations (28) Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1992) View citations (31) Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) View citations (31)
See also Journal Article in Journal of Economic Dynamics and Control (1992)
2008
- 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
- Executive Compensation: The View from General Equilibrium
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2007)  Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2007)
2006
- Intangible Capital, Corporate Valuation and Asset Pricing
Swiss Finance Institute Research Paper Series, Swiss Finance Institute 
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (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 in Economic Theory (2007)
2005
- Distribution Risk and Equity Returns
FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (2) Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2005) View citations (8)
- 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
- 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 in Scandinavian Journal of Economics (2007)
2004
- Efficiency Wages Revisited: The Internal Reference Perspective
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
See also Journal Article in Economics Letters (2006)
- Equity Returns and Integration: Is Europe Changing?
FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (38)
- 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 Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) View citations (2) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (6)
See also Journal Article in Finance Research Letters (2004)
- 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
- 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)
- Fair Wages in a New Keynesian Model of the Business Cycle
Cahiers de recherche, CIRPEE View citations (10)
Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) View citations (4) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (4)
See also Journal Article in Review of Economic Dynamics (2004)
- Portfolio Diversification in Europe
FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)
2002
- 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 in Economics Letters (2002)
- 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
- 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)
- Portfolio Diversification: Alive and Well in Euroland!
FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (9)
Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2001) View citations (11) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (12) Working Papers, Manitoba - Department of Economics (2001) View citations (10)
2000
- European Financial Markets After EMU: A First Assessment
Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (54)
Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2000) View citations (51) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) View citations (69) NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (54)
1999
- 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 (2001)
1998
- 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 in L'Actualité Economique (1998)
- 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 in Economic Journal (1999)
- 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 in European Economic Review (1998)
1997
- 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 Oxford Review of Economic Policy (1997)
1996
- 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) CEPR Discussion Papers, C.E.P.R. Discussion Papers (1996)
- Labour Contracts, Operating Leverage and Asset Pricing
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
- 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
- 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 (13)
1993
- Computing Equilibria of Non-Optimal Economies
Working Papers, Columbia - Graduate School of Business View citations (7)
Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1993) View citations (1)
- Non-Walrassian Economies
Working Papers, Columbia - Graduate School of Business View citations (19)
1992
- Conjoncture et finances publiques
Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
- Wage Bargaining Structure, Employment and Economic Integration
Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (30)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1992) View citations (3)
See also Journal Article in Economic Journal (1994)
1991
- 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
- 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 in European Economic Review (1993)
- 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 in European Economic Review (1992)
1990
- 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)
- Monitoring European integration: the impact of Eastern Europe:a CEPR annual report
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (11)
- 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)
- 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 in European Economic Review (1993)
1988
- 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)
- Modélisation des fluctuations conjoncturelles: une approche nouvelle
Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
- 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 in Journal of Economic Dynamics and Control (1989)
Journal Articles
2018
- 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 (2018)
2017
- The Interest Rate Unbound?
Comparative Economic Studies, 2017, 59, (2), 129-148 
See also Working Paper (2017)
2015
- Executive Compensation: A General Equilibrium Perspective
Review of Economic Dynamics, 2015, 18, (2), 269-286 View citations (4)
See also Working Paper (2010)
2014
- Implementing macroprudential policies: the Swiss approach
Financial Stability Review, 2014, (18), 97-104 View citations (1)
2010
- 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 (2010)
2007
- Intangible capital, corporate valuation and asset pricing
Economic Theory, 2007, 32, (1), 157-177 View citations (10)
See also Working Paper (2006)
- The Macroeconomic Consequences of Reciprocity in Labor Relations
Scandinavian Journal of Economics, 2007, 109, (4), 857-881 View citations (32)
See also Working Paper (2005)
2006
- Efficiency wages revisited: The internal reference perspective
Economics Letters, 2006, 90, (2), 278-284 View citations (25)
See also Working Paper (2004)
2004
- Fair Wages in a New Keynesian Model of the Business Cycle
Review of Economic Dynamics, 2004, 7, (1), 107-142 View citations (99)
See also Working Paper (2003)
- 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 (2004)
2002
- A note on NNS models: introducing physical capital; avoiding rationing
Economics Letters, 2002, 77, (3), 433-437 View citations (17)
See also Working Paper (2002)
- Labour Relations and Asset Returns
Review of Economic Studies, 2002, 69, (1), 41-64 View citations (75)
1999
- 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 (1998)
1998
- Comment on R. W. Cooper, “Business Cycles: Theory, Evidence and Policy Implications”
Scandinavian Journal of Economics, 1998, 100, (1), 239-245
- Evaluation économique de différentes stratégies de vaccination contre l'hépatite B en Suisse
International Journal of Public Health, 1998, 43, (1), S134-S137
- Front-Running by Mutual Fund Managers: A Mixed Bag
Review of Finance, 1998, 2, (1), 29-56 View citations (6)
- Productivity growth, consumer confidence and the business cycle
European Economic Review, 1998, 42, (6), 1113-1140 View citations (28)
See also Working Paper (1998)
- 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 (1998)
- Ökonomische Evaluation verschiedener Hepatitis-B-Impfstrategien in der Schweiz
International Journal of Public Health, 1998, 43, (1), S61-S64
1997
- 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 (1997)
1994
- Wage Bargaining Structure, Employment and Economic Integration
Economic Journal, 1994, 104, (424), 528-41 View citations (91)
See also Working Paper (1992)
1993
- Methodological and empirical issues in real business cycle theory
European Economic Review, 1993, 37, (1), 1-35 View citations (67)
See also Working Paper (1991)
- Volatility, information and noise trading
European Economic Review, 1993, 37, (5), 961-982 View citations (21)
See also Working Paper (1990)
1992
- Risk sharing in the business cycle
European Economic Review, 1992, 36, (2-3), 468-475 View citations (31)
See also Working Paper (1991)
- The equity premium and the allocation of income risk
Journal of Economic Dynamics and Control, 1992, 16, (3-4), 509-532 View citations (30)
See also Working Paper (2010)
1990
- Efficiency wages and the business cycle puzzle
European Economic Review, 1990, 34, (7), 1275-1301 View citations (78)
1989
- Business cycles in Switzerland: A comparative study
European Economic Review, 1989, 33, (1), 31-50 View citations (59)
- Growth and unemployment in Europe: A review essay
Journal of Monetary Economics, 1989, 24, (3), 479-484
- 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 (1988)
1987
- Introduction
European Economic Review, 1987, 31, (1-2), 221-225
- On the superneutrality of money in a stochastic dynamic macroeconomic model
Journal of Monetary Economics, 1987, 20, (3), 475-499 View citations (22)
- Restoring Europe's prosperity: A review essay
Journal of Monetary Economics, 1987, 20, (3), 521-526
1986
- Inflation and Asset Prices in an Exchange Economy
Econometrica, 1986, 54, (3), 585-605 View citations (55)
1985
- 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)
- Investment in information acquisition
Economics Letters, 1985, 19, (3), 221-225 View citations (3)
1984
- Complement to 'rationing macroeconomics: A graphical exposition': Aggregate demand and supply
European Economic Review, 1984, 26, (1-2), 203-208
- Investment, stability and taxation in a long-run macroeconomic model
Journal of Economic Dynamics and Control, 1984, 7, (2), 79-110
1983
- Hedger Diversity in Futures Markets
Economic Journal, 1983, 93, (37), 370-89 View citations (68)
- On the impact of shock persistence on the dynamics of a recursive economy
European Economic Review, 1983, 22, (2), 147-166 View citations (2)
- The Time Pattern of Hedging and the Volatility of Futures Prices
Review of Economic Studies, 1983, 50, (2), 249-266 View citations (79)
1981
- Certainty Planning in an Uncertain World: A Reconsideration
Review of Economic Studies, 1981, 48, (3), 507-510 View citations (4)
- Cross Hedging
Journal of Political Economy, 1981, 89, (6), 1182-96 View citations (90)
- Stochastic Properties of Fast vs. Slow Growing Economies
Econometrica, 1981, 49, (4), 1007-33 View citations (34)
1980
- Hedging and Joint Production: Theory and Illustrations
Journal of Finance, 1980, 35, (2), 487-98 View citations (60)
1978
- Information, futures prices, and stabilizing speculation
Journal of Economic Theory, 1978, 17, (1), 79-98 View citations (133)
1977
- Martingale, market efficiency and commodity prices
European Economic Review, 1977, 10, (1), 1-17 View citations (26)
Books
2014
- Intermediate Financial Theory
Elsevier Monographs, Elsevier View citations (19)
2013
- States, Banks and the Financing of the Economy: Monetary Policy and Regulatory Perspectives
SUERF Studies, SUERF - The European Money and Finance Forum
Chapters
2013
- Policy Panel
A chapter in Liquidity and Funding Markets, 2013 View citations (4)
- 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
- Banking: Is Bigger Really Better?
Palgrave Macmillan View citations (1)
- Macroeconomic Frictions: What Have We Learned from the Real Business Cycle Research Programme?
Palgrave Macmillan
See also Working Paper (1999)
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