Details about Henri F. Pagès

Access statistics for papers by Henri F. Pagès.

Last updated 2019-06-02. Update your information in the RePEc Author Service.

Short-id: ppa217

Working Papers

2015

1. A mathematical treatment of bank monitoring incentives
   Papers, arXiv.org
   Also in Working papers, Banque de France (2012) View citations (1)
   See also Journal Article A mathematical treatment of bank monitoring incentives, Finance and Stochastics, Springer (2014) View citations (11) (2014)

2012

2. Bank monitoring incentives and optimal ABS
   Working papers, Banque de France View citations (3)
   Also in Working papers, Banque de France (2009) View citations (3)
   See also Journal Article Bank monitoring incentives and optimal ABS, Journal of Financial Intermediation, Elsevier (2013) View citations (14) (2013)

2005

3. Settlement finality as a public good in large-value payment systems
   Public Economics, University Library of Munich, Germany View citations (1)
   Also in Working Paper Series, European Central Bank (2005) View citations (2)

2003

4. Optimal supervisory policies and depositor-preference laws
   BIS Working Papers, Bank for International Settlements View citations (5)
   Also in Working papers, Banque de France (2002)

2001

5. Can liquidity risk be subsumed in credit risk? A case study from Brady bond prices
   BIS Working Papers, Bank for International Settlements View citations (7)

1999

6. A note on the Gordon growth model with nonstationary dividend growth
   BIS Working Papers, Bank for International Settlements View citations (1)
7. Interbank interest rates and the risk premium
   BIS Working Papers, Bank for International Settlements View citations (1)

Journal Articles

2015

1. Banque, recherche et mécénat
   Bulletin de la Banque de France, 2015, (202), 53-58
2. The Banque de France, research and patronage
   Quarterly selection of articles - Bulletin de la Banque de France, 2015, (40), 29-34

2014

3. A mathematical treatment of bank monitoring incentives
   Finance and Stochastics, 2014, 18, (1), 39-73 View citations (11)
   See also Working Paper A mathematical treatment of bank monitoring incentives, Papers (2015) (2015)

2013

4. Bank monitoring incentives and optimal ABS
   Journal of Financial Intermediation, 2013, 22, (1), 30-54 View citations (14)
   See also Working Paper Bank monitoring incentives and optimal ABS, Working papers (2012) View citations (3) (2012)

2001

5. Forum de politique economique: Does Money Still Matter?
   Economie Internationale, 2001, (88), 107-143

1993

6. Labor Income, Borrowing Constraints, and Equilibrium Asset Prices
   Economic Theory, 1993, 3, (4), 663-96 View citations (67)

1992

7. DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1
   Mathematical Finance, 1992, 2, (2), 63-86 View citations (130)