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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


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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) Downloads
    Working Papers, HAL (2017) Downloads
  2. Sound At Last? Assessing a Decade of Financial Regulation
    Post-Print, HAL View citations (8)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2019) View citations (8)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2019) View citations (8)
    Post-Print, HAL (2019) View citations (8)

2018

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

    See also Journal Article On the rewards to international investing: a safe haven currency perspective, Swiss Journal of Economics and Statistics, Springer (2018) Downloads View citations (2) (2018)

2017

  1. Leverage and limited liability: a toxic cocktail
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Post-Print, HAL (2017)
  2. Subsidiarity: The forgotten concept at the core of Europe's existential crisis
    Post-Print, HAL View citations (2)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2017)
  3. Taux négatifs: made for Switzerland
    PSE Working Papers, HAL Downloads
    Also in Working Papers, HAL (2017) Downloads
  4. The Interest Rate Unbound?
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Post-Print, HAL (2017)

    See also Journal Article The Interest Rate Unbound?, Comparative Economic Studies, Palgrave Macmillan (2017) Downloads (2017)

2010

  1. Executive Compensation: A General Equilibrium Perspective
    Working Papers, Swiss National Bank Downloads 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) Downloads View citations (4) (2015)
  2. The Business Cycle Implications of Reciprocity in Labor Relations
    Working Papers, Swiss National Bank Downloads View citations (31)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (1)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2007) Downloads View citations (2)
    Cahiers de recherche, CIRPEE (2007) Downloads View citations (1)

    See also Journal Article The business cycle implications of reciprocity in labor relations, Journal of Monetary Economics, Elsevier (2010) Downloads View citations (31) (2010)
  3. The equity premium and the allocation of income risk
    Levine's Working Paper Archive, David K. Levine Downloads View citations (2)
    Also in Working Papers, Columbia - Graduate School of Business (1992) View citations (29)
    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) Downloads View citations (31)

    See also Journal Article The equity premium and the allocation of income risk, Journal of Economic Dynamics and Control, Elsevier (1992) Downloads View citations (30) (1992)

2008

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

2007

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

2006

  1. Intangible Capital, Corporate Valuation and Asset Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2006) Downloads View citations (1)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2006) Downloads

    See also Journal Article Intangible capital, corporate valuation and asset pricing, Economic Theory, Springer (2007) Downloads View citations (10) (2007)

2005

  1. Distribution Risk and Equity Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2005) Downloads View citations (8)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2005) Downloads View citations (1)
  2. 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 Downloads
  3. The Macroeconomic Consequences of Reciprocity in Labor Relations
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads
    Levine's Bibliography, UCLA Department of Economics (2005) Downloads View citations (11)

    See also Journal Article The Macroeconomic Consequences of Reciprocity in Labor Relations, Scandinavian Journal of Economics, Wiley Blackwell (2007) Downloads View citations (34) (2007)

2004

  1. Efficiency Wages Revisited: The Internal Reference Perspective
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    See also Journal Article Efficiency wages revisited: The internal reference perspective, Economics Letters, Elsevier (2006) Downloads View citations (25) (2006)
  2. Equity Returns and Integration: Is Europe Changing?
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads View citations (38)
  3. 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 Downloads View citations (9)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (6)

    See also Journal Article On the consequences of state dependent preferences for the pricing of financial assets, Finance Research Letters, Elsevier (2004) Downloads View citations (11) (2004)
  4. The Macroeconomics of Delegated Management
    2004 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2003) Downloads View citations (2)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2003) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (2)

2003

  1. European Financial Integration and Equity Returns: A Theory-Based Assessment
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads View citations (74)
  2. Fair Wages in a New Keynesian Model of the Business Cycle
    Cahiers de recherche, CIRPEE Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (4)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) Downloads 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) Downloads View citations (100) (2004)
  3. Portfolio Diversification in Europe
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads View citations (1)

2002

  1. A Note on NNS Models: Introducing Physical Capital; Avoiding Rationing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) Downloads View citations (15)

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

2001

  1. EMU and Portfolio Diversification Opportunities
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2000) Downloads View citations (14)
  2. Portfolio Diversification: Alive and Well in Euroland!
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (12)
    Working Papers, Manitoba - Department of Economics (2001) View citations (11)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2001) Downloads View citations (11)

    See also Journal Article Portfolio diversification: alive and well in Euro-land!, Applied Financial Economics, Taylor & Francis Journals (2004) Downloads View citations (14) (2004)

2000

  1. European Financial Markets After EMU: A First Assessment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (54)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2000) Downloads View citations (54)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2000) Downloads View citations (51)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) Downloads View citations (69)

1999

  1. 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 Downloads 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) (2001)

1998

  1. 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) Downloads (1998)
  2. Non-Falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads 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)
  3. Productivity Growth, Consumer Confidence and the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads 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) Downloads View citations (28) (1998)

1997

  1. 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

  1. 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) Downloads
  2. Labour Contracts, Operating Leverage and Asset Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
  3. 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

  1. 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

  1. 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)
  2. Non-Walrassian Economies
    Working Papers, Columbia - Graduate School of Business View citations (19)

1992

  1. Conjoncture et finances publiques
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
  2. 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) Downloads View citations (3)

    See also Journal Article Wage Bargaining Structure, Employment and Economic Integration, Economic Journal, Royal Economic Society (1994) Downloads View citations (92) (1994)

1991

  1. 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
  2. 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) Downloads View citations (67) (1993)
  3. 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) Downloads View citations (31) (1992)

1990

  1. 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)
  2. Monitoring European integration: the impact of Eastern Europe:a CEPR annual report
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (11)
  3. Risk Sharing, Time Minimum Wage and the Business Cycle
    Working Papers, Columbia - Graduate School of Business
    Also in Working Papers, HAL (1990) Downloads
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1990)
    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)
    Working Papers, Dijon - Institut des Mathematiques Economiques (1990) View citations (3)
  4. 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) Downloads View citations (21) (1993)

1988

  1. 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)
  2. Modélisation des fluctuations conjoncturelles: une approche nouvelle
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
  3. 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) Downloads 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 Downloads View citations (2)
    See also Working Paper On the rewards to international investing: a safe haven currency perspective, PSE-Ecole d'économie de Paris (Postprint) (2018) View citations (2) (2018)

2017

  1. The Interest Rate Unbound?
    Comparative Economic Studies, 2017, 59, (2), 129-148 Downloads
    See also Working Paper The Interest Rate Unbound?, PSE-Ecole d'économie de Paris (Postprint) (2017) (2017)

2015

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

2014

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

2010

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

2007

  1. Intangible capital, corporate valuation and asset pricing
    Economic Theory, 2007, 32, (1), 157-177 Downloads View citations (10)
    See also Working Paper Intangible Capital, Corporate Valuation and Asset Pricing, CEPR Discussion Papers (2006) Downloads (2006)
  2. The Macroeconomic Consequences of Reciprocity in Labor Relations
    Scandinavian Journal of Economics, 2007, 109, (4), 857-881 Downloads View citations (34)
    See also Working Paper The Macroeconomic Consequences of Reciprocity in Labor Relations, Cahiers de Recherches Economiques du Département d'économie (2005) Downloads View citations (7) (2005)

2006

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

2004

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

2002

  1. A note on NNS models: introducing physical capital; avoiding rationing
    Economics Letters, 2002, 77, (3), 433-437 Downloads View citations (17)
    See also Working Paper A Note on NNS Models: Introducing Physical Capital; Avoiding Rationing, CEPR Discussion Papers (2002) Downloads View citations (17) (2002)
  2. Labour Relations and Asset Returns
    The Review of Economic Studies, 2002, 69, (1), 41-64 Downloads View citations (78)

1999

  1. 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) Downloads View citations (9) (1998)

1998

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

1997

  1. 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

  1. Wage Bargaining Structure, Employment and Economic Integration
    Economic Journal, 1994, 104, (424), 528-41 Downloads View citations (92)
    See also Working Paper Wage Bargaining Structure, Employment and Economic Integration, Cahiers de Recherches Economiques du Département d'économie (1992) View citations (30) (1992)

1993

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

1992

  1. Risk sharing in the business cycle
    European Economic Review, 1992, 36, (2-3), 468-475 Downloads 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)
  2. The equity premium and the allocation of income risk
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 509-532 Downloads View citations (30)
    See also Working Paper The equity premium and the allocation of income risk, Levine's Working Paper Archive (2010) Downloads View citations (2) (2010)

1990

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

1989

  1. Business cycles in Switzerland: A comparative study
    European Economic Review, 1989, 33, (1), 31-50 Downloads View citations (59)
  2. Growth and unemployment in Europe: A review essay
    Journal of Monetary Economics, 1989, 24, (3), 479-484 Downloads
  3. On some computational aspects of equilibrium business cycle theory
    Journal of Economic Dynamics and Control, 1989, 13, (3), 449-470 Downloads 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

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

1986

  1. Inflation and Asset Prices in an Exchange Economy
    Econometrica, 1986, 54, (3), 585-605 Downloads View citations (55)

1985

  1. 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 Downloads View citations (12)
  2. Investment in information acquisition
    Economics Letters, 1985, 19, (3), 221-225 Downloads View citations (3)

1984

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

1983

  1. Hedger Diversity in Futures Markets
    Economic Journal, 1983, 93, (37), 370-89 Downloads View citations (69)
  2. On the impact of shock persistence on the dynamics of a recursive economy
    European Economic Review, 1983, 22, (2), 147-166 Downloads View citations (2)
  3. The Time Pattern of Hedging and the Volatility of Futures Prices
    The Review of Economic Studies, 1983, 50, (2), 249-266 Downloads View citations (81)

1981

  1. Certainty Planning in an Uncertain World: A Reconsideration
    The Review of Economic Studies, 1981, 48, (3), 507-510 Downloads View citations (4)
  2. Cross Hedging
    Journal of Political Economy, 1981, 89, (6), 1182-96 Downloads View citations (90)
  3. Stochastic Properties of Fast vs. Slow Growing Economies
    Econometrica, 1981, 49, (4), 1007-33 Downloads View citations (36)

1980

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

1978

  1. Information, futures prices, and stabilizing speculation
    Journal of Economic Theory, 1978, 17, (1), 79-98 Downloads View citations (136)

1977

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

Books

2014

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

2013

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

Chapters

2013

  1. Policy Panel
    A chapter in Liquidity and Funding Markets, 2013 Downloads 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 Downloads

2001

  1. Banking: Is Bigger Really Better?
    Palgrave Macmillan View citations (1)
  2. Macroeconomic Frictions: What Have We Learned from the Real Business Cycle Research Programme?
    Palgrave Macmillan
    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) Downloads View citations (1) (1999)
 
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