Details about David Nickerson

Access statistics for papers by David Nickerson.

Last updated 2015-01-23. Update your information in the RePEc Author Service.

Short-id: pni123

Working Papers

2003

1. Financial innovation, strategic real options and endogenous competition: theory and an application to Internet banking
   Payments System Research Working Paper, Federal Reserve Bank of Kansas City View citations (15)

1990

2. Optimal monopoly investment and capacity utilization under random demand
   Working Papers, Federal Reserve Bank of St. Louis View citations (1)
3. Precommitment and random exchange rates in symmetric duopoly: a new theory of multinational production
   Working Papers, Federal Reserve Bank of St. Louis

Journal Articles

2006

1. Private Investment, Public Aid and Endogenous Divergence in the Evolution of Urban Neighborhoods
   The Journal of Real Estate Finance and Economics, 2006, 32, (1), 83-100 View citations (10)

2005

2. Insurers are not Banks: Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy
   The Geneva Papers on Risk and Insurance - Issues and Practice, 2005, 30, (3), 498-521 View citations (2)

2004

3. Assessing Systemic Risk Exposure from Banks and GSEs Under Alternative Approaches to Capital Regulation
   The Journal of Real Estate Finance and Economics, 2004, 28, (2_3), 123-145 View citations (3)

2002

4. Investment in internet banking as a real option: theory and tests
   Journal of Multinational Financial Management, 2002, 12, (4-5), 347-363 View citations (21)
5. Mortgage Contracts, Strategic Options and Stochastic Collateral
   The Journal of Real Estate Finance and Economics, 2002, 24, (1-2), 35-58 View citations (3)

1997

6. Discrimination Resulting from Overage Practices
   Journal of Financial Services Research, 1997, 11, (1), 133-151 View citations (44)

1996

7. Endogenous Competition and Strategic Foreign Investment
   Canadian Journal of Economics, 1996, 29, (s1), 483-89

1994

8. Monopoly Investment, Pricing and Production under Intertemporal Demand Uncertainty
   Australian Economic Papers, 1994, 33, (63), 155-74
9. Strategic delay and endogenous offers in bargaining games with private information
   Journal of Economics, 1994, 60, (2), 125-154

1989

10. Self-insurance against natural disasters
    Journal of Environmental Economics and Management, 1989, 16, (3), 209-223 View citations (61)

1988

11. Dominance of the positive-part version of the James-Stein estimator
    Statistics & Probability Letters, 1988, 7, (2), 97-103 View citations (1)

1987

12. The Neutrality and Optimality of Counter-cyclical Monetary Policy in Equilibrium Models with a Wealth Effect
    Canadian Journal of Economics, 1987, 20, (3), 612-24

1985

13. A theorem on policy neutrality
    European Economic Review, 1985, 28, (3), 331-345

1984

14. Intertemporal incentive allocation in simple hierarchies
    Mathematical Social Sciences, 1984, 7, (1), 33-57
15. The neutrality of systematic monetary policy in models with a disequilibrium price level
    Economics Letters, 1984, 14, (1), 1-8 View citations (1)