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Details about Jean Charles Rochet

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Postal address:University of Geneva GFRI BOULEVARD DU PONT D’ARVE 42 1211 Geneva SWITZERLAND
Workplace:Geneva Finance Research Institute (GFRI), Université de Genève (University of Geneva), (more information at EDIRC)
Swiss Finance Institute, (more information at EDIRC)
Institut für Banking und Finance (Institut für Schweizerisches Bankwesen) (Department of Banking and Finance (Swiss Banking Institute)), Wirtschaftswissenschaftliche Fakutät (Faculty of Economics), Universität Zürich (University of Zurich), (more information at EDIRC)
Institut d'Économie Industrielle (IDEI) (Institute of Industrial Economics), Toulouse School of Economics (TSE), (more information at EDIRC)

Access statistics for papers by Jean Charles Rochet.

Last updated 2017-12-16. Update your information in the RePEc Author Service.

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Working Papers

2019

  1. The Rise of NGO Activism
    Working Papers, FAERE - French Association of Environmental and Resource Economists Downloads
    Also in CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich (2016) Downloads View citations (1)
    CESifo Working Paper Series, CESifo Group Munich (2016) Downloads View citations (1)

2018

  1. Optimal dividend policies with random profitability
    Papers, arXiv.org Downloads

2017

  1. Intertemporal Price Discrimination with Multiple Products
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)

2016

  1. Aggregate Bank Capital and Credit Dynamics
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (8)
  2. The Dynamics of Insurance Prices
    Post-Print, HAL View citations (2)
    See also Journal Article in The Geneva Risk and Insurance Review (2016)
  3. The Reluctant Defaulter: A Tale of High Government Debt
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)

2015

  1. Dynamics of Innovation and Risk
    Post-Print, HAL View citations (1)
    See also Journal Article in Review of Financial Studies (2015)
  2. Financial Intermediation, Capital Accumulation, and Recovery
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
  3. Taking Banks to Solow
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)

2013

  1. Activists versus Captured Regulators
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
  2. On the strategic value of risk management
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2012) Downloads View citations (1)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013) Downloads
    TSE Working Papers, Toulouse School of Economics (TSE) (2012) Downloads View citations (1)

    See also Journal Article in International Journal of Industrial Organization (2014)
  3. Productivity and Mobility in Academic Research: Evidence from Mathematicians
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (2)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013) Downloads View citations (2)

    See also Journal Article in Scientometrics (2014)
  4. The dynamics of innovation and risk
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013) Downloads

2012

  1. Aggregate Investment Externalities and Macroprudential Regulation
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (47)

    See also Journal Article in Journal of Money, Credit and Banking (2012)
  2. Capital Regulation and Credit Fluctuations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    See also Journal Article in Journal of Monetary Economics (2017)
  3. Innovations, rents and risk
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2010) Downloads View citations (1)
    FMG Discussion Papers, Financial Markets Group (2010) Downloads View citations (1)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) Downloads View citations (1)
  4. Taming SIFIs
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (1)
    Also in Working Papers, Barcelona Graduate School of Economics (2012) Downloads View citations (1)

2010

  1. Large risks, limited liability, and dynamic moral hazard
    Post-Print, HAL View citations (49)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2009) View citations (1)

    See also Journal Article in Econometrica (2010)
  2. Vertical Integration and Regulation in the Securities Settlement Industry
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (3)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) Downloads View citations (3)
  3. What Does It Take to Become a Good Mathematician?
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (2)

2009

  1. Competition among health plans: a two-sided market approach
    Documentos de Trabajo, Universidad del Rosario Downloads View citations (9)
    See also Journal Article in Journal of Economics & Management Strategy (2010)
  2. Credit card interchange fees
    Working Paper Series, European Central Bank Downloads
    See also Journal Article in Journal of Banking & Finance (2010)
  3. Rents, learning and risk in the financial sector and other innovative industries
    FMG Discussion Papers, Financial Markets Group Downloads View citations (1)
  4. The Lifecycle of the Financial Sector and Other Speculative Industries
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (2)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009) Downloads View citations (2)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009) Downloads View citations (1)
  5. The Pricing of Academic Journals: A Two-Sided Market Perspective
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (5)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009) Downloads View citations (2)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2009) Downloads View citations (2)

    See also Journal Article in American Economic Journal: Microeconomics (2010)

2008

  1. Free Cash-Flow, Issuance Costs and Stock Price Volatility
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (9)
  2. Must-Take Cards: Merchant Discounts and Avoided Costs
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (4)
    See also Journal Article in Journal of the European Economic Association (2011)

2007

  1. Defining Risk Apetite
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse
  2. Must-Take Cards and the Tourist Test
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (4)
  3. Regulation and Ruin Theory: Controlling the Probability of Failure
    Sciences Po publications, Sciences Po Downloads
  4. Tying in Two-Sided Markets and the Honor All Cards Rule
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (1)

    See also Journal Article in International Journal of Industrial Organization (2008)

2006

  1. Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (1)
    See also Journal Article in Review of Economic Studies (2007)
  2. Externalities and Regulations in Card Payment Systems
    Post-Print, HAL View citations (4)
    See also Journal Article in Review of Network Economics (2006)
  3. Optimal Sovereign Debt: An Analytical Approach
    Research Department Publications, Inter-American Development Bank, Research Department Downloads View citations (6)
  4. Two-Sided Markets: A Progress Report
    Post-Print, HAL View citations (334)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2005) Downloads View citations (17)

    See also Journal Article in RAND Journal of Economics (2006)

2005

  1. Incorporating a "public good factor" into the pricing of large-value payment systems
    Working Paper Series, European Central Bank Downloads View citations (2)

2004

  1. Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (289)
    Also in HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) (2002) Downloads View citations (25)
    FMG Discussion Papers, Financial Markets Group (2002) Downloads View citations (32)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (38)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (10)

    See also Journal Article in Journal of the European Economic Association (2004)
  2. Dynamic Security Design
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (20)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (2004) Downloads View citations (5)
  3. Is Health Insurance an Appropriate Tool for Redistribution?
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
  4. Liquidity Risk and Corporate Demand for Hedging and Insurance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2004) Downloads View citations (7)
  5. Macroeconomic Shocks and Banking Supervision
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (41)
    See also Journal Article in Journal of Financial Stability (2004)
  6. Risk Aversion and Planning Horizon
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (3)
    See also Journal Article in Journal of the European Economic Association (2006)

2003

  1. Capital income taxation when inherited wealth is not observable
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2001) Downloads View citations (5)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2001) Downloads View citations (2)

    See also Journal Article in Journal of Public Economics (2003)
  2. Efficient Pricing of Large Value Interbank Payment Systems
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2003) Downloads View citations (1)

    See also Journal Article in Journal of Money, Credit and Banking (2006)
  3. Operational Risk and Capital Requirements in the European Investment Fund Industry
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (2)
  4. Platform Competition in Two-Sided Markets
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (681)
    Also in FMG Discussion Papers, Financial Markets Group (2002) Downloads View citations (5)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (3)

    See also Journal Article in CPI Journal (2014)
  5. Rebalancing the 3 Pillars of Basel 2
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
  6. The Lender of Last Resort: A 21th Century Approach
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
    Also in Working Paper Series, European Central Bank (2003) Downloads View citations (11)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) Downloads View citations (11)
  7. The Three Pillars of Basel II, Optimizing the Mix
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (2)
    See also Journal Article in Journal of Financial Intermediation (2004)

2002

  1. Comments on the impact of regulatory practices
    Proceedings, Federal Reserve Bank of Chicago

2001

  1. Direct versus indirect taxation: the design of the tax structure revisited
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (9)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1999) Downloads View citations (17)

    See also Journal Article in International Economic Review (2001)

2000

  1. Systemic Risk, Interbank Relations and Liquidity Provision by theCentral Bank
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (467)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (11)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) Downloads View citations (27)

    See also Journal Article in Journal of Money, Credit and Banking (2000)

1999

  1. Cooperation Among Competitors: The Economics of Credit Card Associations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)

1998

  1. Competing Mechanisms in a Commun Value Environment
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (2)
    See also Journal Article in Econometrica (2000)
  2. Couverture maladie ou acces gratuit aux soins
    Working Papers, Toulouse - GREMAQ
  3. Discounting an Uncertain Future
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
  4. Is Public Health Insurance an Appropriate Instrument for Redistribution
    Working Papers, Toulouse - GREMAQ View citations (9)
    See also Journal Article in Annals of Economics and Statistics (2006)

1997

  1. Contracts and Productive Information Gathering
    Working Papers, University of Washington, Department of Economics View citations (2)
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1997) View citations (10)
    Working Papers, Toulouse - GREMAQ (1997) View citations (3)

    See also Journal Article in Games and Economic Behavior (1998)
  2. Strategic Information Gathering Before a Contract is Offered
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington View citations (2)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (1996)
    Working Papers, Toulouse - GREMAQ (1996) View citations (10)
    Working Papers, University of Washington, Department of Economics (1997) View citations (2)

    See also Journal Article in Journal of Economic Theory (1998)

1996

  1. An optimal IPO mechanism
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
    See also Journal Article in Review of Economic Studies (2002)
  2. Is It Legitimate to Encourage Work Sharing?
    Working Papers, Toulouse - GREMAQ View citations (5)
    See also Journal Article in Scandinavian Journal of Economics (1995)
  3. Risk-Taking Behavior with Limited Liability and Risk Aversion
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania Downloads View citations (13)

1995

  1. Fair pricing of deposit insurance. Is it possible? Yes. Is it desirable? No
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (2)
    See also Journal Article in Research in Economics (1998)

1994

  1. Dynamic Spanning: Are Options an Appropriate Instrument?
    Working Papers, Toulouse - GREMAQ View citations (5)
    See also Journal Article in Mathematical Finance (1996)
  2. Recursive Utility, Precautionary Saving and the Demand for Insurance
    Working Papers, Risk and Insurance Archive

1993

  1. (De)stabilizing Speculation on Futures Markets: an Alternative View Point
    Working Papers, Toulouse - GREMAQ View citations (7)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (1992)
    DELTA Working Papers, DELTA (Ecole normale supérieure) (1992)

    See also Journal Article in European Economic Review (1993)
  2. Actuarial Pricing of Deposit Insurance
    Working Papers, Toulouse - GREMAQ View citations (2)
    See also Journal Article in The Geneva Risk and Insurance Review (1993)
  3. Insider Trading Without Normality
    Working Papers, Toulouse - GREMAQ
    See also Journal Article in Review of Economic Studies (1994)
  4. Risk-Taking Behaviour With Expected Utility and Limited Liability: Applications to the Regulation of Financial Intermediaries
    Working Papers, Risk and Insurance Archive

1992

  1. Equilibrium in Reinsurance Market: Introducing Taxes
    Working Papers, Toulouse - GREMAQ
    See also Journal Article in The Geneva Risk and Insurance Review (1994)
  2. Méthodes Mathématiques de la Finance
    Post-Print, HAL View citations (1)

1991

  1. Insider trading and market manipulations--existence and uniqueness of equilibrium
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads View citations (1)

1990

  1. Insider Trading and Market Manipulations: A Weak Invisible Hand Result
    CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX.

1989

  1. Multiproduct duopolists
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (18)
    See also Journal Article in Econometrica (1989)

1985

  1. Price competition and multi-product firms
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  2. Product differentiation and duopoly
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  3. Vers une Tarification Equitable de L'assurance
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in L'Actualité Economique (1985)

Journal Articles

2017

  1. A simple macroeconomic model with extreme financial frictions
    Journal of Mathematical Economics, 2017, 68, (C), 92-102 Downloads View citations (1)
  2. Capital regulation and credit fluctuations
    Journal of Monetary Economics, 2017, 90, (C), 113-124 Downloads View citations (11)
    See also Working Paper (2012)
  3. Modèles macroéconomiques avec frictions financières et cycles d'assurance
    Revue d'économie financière, 2017, N° 126, (2), 85-92 Downloads

2016

  1. Risky utilities
    Economic Theory, 2016, 62, (1), 361-382 Downloads
  2. The Dynamics of Insurance Prices
    The Geneva Risk and Insurance Review, 2016, 41, (1), 2-18 Downloads View citations (2)
    See also Working Paper (2016)

2015

  1. A Theory of the Stakeholder Corporation
    Econometrica, 2015, 83, (5), 1685-1725 Downloads View citations (5)
  2. Dynamics of Innovation and Risk
    Review of Financial Studies, 2015, 28, (5), 1353-1380 Downloads View citations (2)
    See also Working Paper (2015)
  3. La controverse du capital bancaire
    L'Actualité Economique, 2015, 91, (4), 385-397 Downloads
  4. SOVEREIGN DEBT SUSTAINABILITY IN ADVANCED ECONOMIES
    Journal of the European Economic Association, 2015, 13, (3), 381-420 Downloads View citations (13)

2014

  1. On the strategic value of risk management
    International Journal of Industrial Organization, 2014, 37, (C), 153-169 Downloads View citations (1)
    See also Working Paper (2013)
  2. Optimal dividend policy with random interest rates
    Journal of Mathematical Economics, 2014, 51, (C), 93-101 Downloads View citations (9)
  3. Platform Competition in Two-Sided Markets
    CPI Journal, 2014, 10 Downloads
    Also in Journal of the European Economic Association, 2003, 1, (4), 990-1029 (2003) Downloads View citations (664)

    See also Working Paper (2003)
  4. Productivity and mobility in academic research: evidence from mathematicians
    Scientometrics, 2014, 98, (3), 1669-1701 Downloads View citations (9)
    See also Working Paper (2013)
  5. Rethinking the regulatory treatment of securitization
    Journal of Financial Stability, 2014, 10, (C), 20-31 Downloads View citations (7)

2013

  1. Corrigendum to "Competing Mechanisms in a Common Value Environment"
    Econometrica, 2013, 81, (1), 393-406 Downloads View citations (3)
  2. Introduction
    Revue d'économie financière, 2013, N° 109, (1), 9-16 Downloads
  3. Taming Systemically Important Financial Institutions
    Journal of Money, Credit and Banking, 2013, 45, 37-58 Downloads View citations (15)

2012

  1. Aggregate Investment Externalities and Macroprudential Regulation
    Journal of Money, Credit and Banking, 2012, 44, 73-109 Downloads View citations (49)
    See also Working Paper (2012)

2011

  1. Free Cash Flow, Issuance Costs, and Stock Prices
    Journal of Finance, 2011, 66, (5), 1501-1544 Downloads View citations (29)
  2. Liquidity management and corporate demand for hedging and insurance
    Journal of Financial Intermediation, 2011, 20, (3), 303-323 Downloads View citations (10)
  3. MUST‐TAKE CARDS: MERCHANT DISCOUNTS AND AVOIDED COSTS
    Journal of the European Economic Association, 2011, 9, (3), 462-495 Downloads View citations (16)
    See also Working Paper (2008)

2010

  1. An industrial organisation approach to the too-big-to-fail problem
    Financial Stability Review, 2010, (14), 93-100 Downloads
  2. Commentary: Systemic Risk: Changing the Regulatory Perspective
    International Journal of Central Banking, 2010, 6, (34), 259-276 Downloads View citations (8)
  3. Competition Among Health Plans: A Two-Sided Market Approach
    Journal of Economics & Management Strategy, 2010, 19, (2), 435-451 Downloads View citations (19)
    See also Working Paper (2009)
  4. Credit card interchange fees
    Journal of Banking & Finance, 2010, 34, (8), 1788-1797 Downloads View citations (26)
    See also Working Paper (2009)
  5. Large Risks, Limited Liability, and Dynamic Moral Hazard
    Econometrica, 2010, 78, (1), 73-118 Downloads View citations (91)
    See also Working Paper (2010)
  6. The Pricing of Academic Journals: A Two-Sided Market Perspective
    American Economic Journal: Microeconomics, 2010, 2, (2), 222-55 Downloads View citations (30)
    See also Working Paper (2009)

2009

  1. Monopoly regulation without the Spence-Mirrlees assumption
    Journal of Mathematical Economics, 2009, 45, (9-10), 693-700 Downloads View citations (6)
  2. Policies to stabilize financial markets
    Proceedings - Economic Policy Symposium - Jackson Hole, 2009, 191-197 Downloads
  3. Rating the raters: Are reputation concerns powerful enough to discipline rating agencies?
    Journal of Monetary Economics, 2009, 56, (5), 657-674 Downloads View citations (157)
  4. Regulating Systemic Institutions
    Finnish Economic Papers, 2009, 22, (2), 35-46 Downloads View citations (2)
  5. The treatment of distressed banks
    Financial Stability Review, 2009, (13), 65-74 Downloads View citations (6)

2008

  1. Comment réformer la réglementation prudentielle: les leçons à tirer de la crise des « subprimes »
    Revue d'Économie Financière, 2008, 7, (1), 387-390 Downloads
  2. Commentary: rethinking capital regulation
    Proceedings - Economic Policy Symposium - Jackson Hole, 2008, 473-483 Downloads
  3. Liquidity regulation and the lender of last resort
    Financial Stability Review, 2008, (11), 45-52 Downloads View citations (10)
  4. Procyclicality of financial systems: is there a need to modify current accounting and regulatory rules?
    Financial Stability Review, 2008, (12), 95-99 Downloads View citations (5)
  5. Tying in two-sided markets and the honor all cards rule
    International Journal of Industrial Organization, 2008, 26, (6), 1333-1347 Downloads View citations (13)
    See also Working Paper (2007)

2007

  1. Competition: horizontal integration: general discussion
    Proceedings – Payments System Research Conferences, 2007 Downloads
  2. Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
    Review of Economic Studies, 2007, 74, (2), 345-390 Downloads View citations (130)
    See also Working Paper (2006)
  3. Introduction to the Symposium
    CPI Journal, 2007, 3 Downloads View citations (1)
  4. Some economics of horizontal integration in the payments industry
    Proceedings – Payments System Research Conferences, 2007 Downloads View citations (1)

2006

  1. Efficient Pricing of Large Value Interbank Payment Systems
    Journal of Money, Credit and Banking, 2006, 38, (7), 1797-1818 Downloads View citations (2)
    See also Working Paper (2003)
  2. Externalities and Regulation in Card Payment Systems
    Review of Network Economics, 2006, 5, (1), 1-14 Downloads View citations (20)
    See also Working Paper (2006)
  3. Introduction
    RAND Journal of Economics, 2006, 37, (3), 643-644 Downloads
  4. Is public health insurance an appropriate instrument for redistribution?
    Annals of Economics and Statistics, 2006, (83-84), 61-88 Downloads View citations (1)
    See also Working Paper (1998)
  5. Risk Aversion and Planning Horizons
    Journal of the European Economic Association, 2006, 4, (4), 708-734 Downloads View citations (12)
    See also Working Paper (2004)
  6. Two‐sided markets: a progress report
    RAND Journal of Economics, 2006, 37, (3), 645-667 Downloads View citations (16)
    See also Working Paper (2006)

2005

  1. Corporate portfolio management
    Annals of Finance, 2005, 1, (3), 225-243 Downloads View citations (3)
  2. La régulation en pratique
    Revue d'économie politique, 2005, 115, (3), 273-283 Downloads
  3. Prudential Policy
    Monetary and Economic Studies, 2005, 23, (S1), 93-119 Downloads View citations (2)
  4. Risque opérationnel et régulation du capital dans l’industrie de la gestion de fonds d’investissement en Europe
    Revue d'Économie Financière, 2005, 79, (2), 197-211 Downloads
  5. The interchange fee mysteries: commentary on Evans and Schmalensee
    Proceedings – Payments System Research Conferences, 2005, (May), 139-144 Downloads

2004

  1. Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?
    Journal of the European Economic Association, 2004, 2, (6), 1116-1147 Downloads View citations (304)
    See also Working Paper (2004)
  2. Health and Wealth: How do They Affect Individual Preferences?
    The Geneva Papers on Risk and Insurance Theory, 2004, 29, (1), 43-54 Downloads View citations (7)
  3. Health and Wealth: How do They Affect Individual Preferences?&ast
    The Geneva Risk and Insurance Review, 2004, 29, (1), 43-54 Downloads View citations (5)
  4. Macroeconomic shocks and banking supervision
    Journal of Financial Stability, 2004, 1, (1), 93-110 Downloads View citations (40)
    See also Working Paper (2004)
  5. Rebalancing the three pillars of Basel II
    Economic Policy Review, 2004, (Sep), 7-21 Downloads View citations (29)
  6. The Lender of Last Resort: A Twenty-First Century Approach
    Journal of the European Economic Association, 2004, 2, (6), 1085-1115 Downloads View citations (23)
  7. The three pillars of Basel II: optimizing the mix
    Journal of Financial Intermediation, 2004, 13, (2), 132-155 Downloads View citations (53)
    See also Working Paper (2003)

2003

  1. An Economic Analysis of the Determination of Interchange Fees in Payment Card Systems
    Review of Network Economics, 2003, 2, (2), 1-11 Downloads View citations (23)
  2. Capital income taxation when inherited wealth is not observable
    Journal of Public Economics, 2003, 87, (11), 2475-2490 Downloads View citations (73)
    See also Working Paper (2003)
  3. Obituary
    Research in Economics, 2003, 57, (4), 285-286 Downloads
  4. Réglementation prudentielle et discipline de marché
    Revue d'Économie Financière, 2003, 73, (4), 201-212 Downloads
  5. The Theory of Interchange Fees: A Synthesis of Recent Contributions
    Review of Network Economics, 2003, 2, (2), 1-28 Downloads View citations (34)
  6. Why Are There so Many Banking Crises?
    CESifo Economic Studies, 2003, 49, (2), 141-155 Downloads View citations (2)

2002

  1. An Optimal IPO Mechanism
    Review of Economic Studies, 2002, 69, (1), 117-146 Downloads View citations (50)
    See also Working Paper (1996)
  2. Cooperation Among Competitors: Some Economics Of Payment Card Associations
    RAND Journal of Economics, 2002, 33, (4), 549-570 View citations (169)
  3. Nonlinear Pricing with Random Participation
    Review of Economic Studies, 2002, 69, (1), 277-311 Downloads View citations (194)

2001

  1. Direct versus Indirect Taxation: The Design of the Tax Structure Revisted
    International Economic Review, 2001, 42, (3), 781-99 View citations (72)
    See also Working Paper (2001)

2000

  1. Competing Mechanisms in a Common Value Environment
    Econometrica, 2000, 68, (4), 799-838 View citations (149)
    See also Working Paper (1998)
  2. Le financement des services bancaires de base
    Revue d'Économie Financière, 2000, 58, (3), 241-250 Downloads
  3. Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank
    Journal of Money, Credit and Banking, 2000, 32, (3), 611-38 View citations (480)
    Also in Proceedings, 2000, 611-640 (2000) View citations (448)

    See also Working Paper (2000)

1999

  1. Le partage public-privé dans le financement de l'économie
    Revue Française d'Économie, 1999, 14, (3), 33-77 Downloads View citations (1)
  2. Multi-dimensional screening:: A user's guide
    European Economic Review, 1999, 43, (4-6), 959-979 Downloads View citations (101)
  3. Solvency regulations and the management of banking risks
    European Economic Review, 1999, 43, (4-6), 981-990 Downloads View citations (14)

1998

  1. Comment on P. J. Hammond and A. Villar, "Efficiency with Non-convexities: Extending the 'Scandinavian Consensus' Approaches."
    Scandinavian Journal of Economics, 1998, 100, (1), 33-36 Downloads
  2. Contracts and Productive Information Gathering
    Games and Economic Behavior, 1998, 25, (2), 174-193 Downloads View citations (75)
    See also Working Paper (1997)
  3. Fair pricing of deposit insurance. Is it possible? Yes. Is it desirable? No
    Research in Economics, 1998, 52, (3), 217-232 Downloads View citations (21)
    See also Working Paper (1995)
  4. Ironing, Sweeping, and Multidimensional Screening
    Econometrica, 1998, 66, (4), 783-826 View citations (205)
  5. Regulation of a Risk Averse Firm
    Games and Economic Behavior, 1998, 25, (2), 149-173 Downloads View citations (30)
  6. Strategic Information Gathering before a Contract Is Offered
    Journal of Economic Theory, 1998, 81, (1), 163-200 Downloads View citations (70)
    See also Working Paper (1997)

1997

  1. A variational approach for pricing options and corporate bonds
    Economic Theory, 1997, 9, (3), 557-569 View citations (6)
  2. Collusion in Organizations
    Scandinavian Journal of Economics, 1997, 99, (4), 485-95 Downloads View citations (22)
  3. Les techniques quantitatives de la gestion de portefeuille
    L'Actualité Economique, 1997, 73, (1), 265-310 Downloads
  4. Pooling and Separating Equilibria in Insurance Markets with Adverse Selection and Distribution Costs&ast
    The Geneva Risk and Insurance Review, 1997, 22, (2), 103-120 Downloads View citations (3)

1996

  1. Controlling Risk in Payment Systems
    Journal of Money, Credit and Banking, 1996, 28, (4), 832-62 Downloads View citations (39)
    Also in Proceedings, 1996, 832-869 (1996) View citations (40)
  2. DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?
    Mathematical Finance, 1996, 6, (1), 1-16 Downloads View citations (9)
    See also Working Paper (1994)
  3. Interbank Lending and Systemic Risk
    Journal of Money, Credit and Banking, 1996, 28, (4), 733-62 Downloads View citations (372)
    Also in Proceedings, 1996, 733-765 (1996) View citations (374)
  4. Les atouts et les limites des systèmes publics d'assurance-maladie
    Revue Française d'Économie, 1996, 11, (1), 183-189 Downloads View citations (1)
  5. Proceedings 1995: Minutes of General Assembly 3 September 1995, Congress Palace, Vysehrad, Prague
    European Economic Review, 1996, 40, (3-5), 1143-1144 Downloads
  6. Report of the chairman of the standing committee for student's affairs
    European Economic Review, 1996, 40, (3-5), 1158-1158 Downloads
    Also in European Economic Review, 1995, 39, (3-4), 820-821 (1995) Downloads

1995

  1. Analyse économique de l'interbancarité
    Revue d'Économie Financière, 1995, 35, (4), 99-117 Downloads
  2. Is It Legitimate to Encourage Work Sharing?
    Scandinavian Journal of Economics, 1995, 97, (4), 621-33 View citations (12)
    See also Working Paper (1996)
  3. Le point de vue théorique
    Revue d'Économie Financière, 1995, 35, (4), 33-44 Downloads

1994

  1. Equilibrium in a Reinsurance Market: Introducing Taxes
    The Geneva Risk and Insurance Review, 1994, 19, (2), 101-117 Downloads
    See also Working Paper (1992)
  2. Insider Trading without Normality
    Review of Economic Studies, 1994, 61, (1), 131-152 Downloads View citations (62)
    See also Working Paper (1993)
  3. L'apport du modèle de concurrence monopolistique à l'économie bancaire
    Revue Économique, 1994, 45, (3), 715-726 Downloads View citations (6)

1993

  1. (De)stabilizing speculation on futures markets: An alternative view point
    European Economic Review, 1993, 37, (5), 1043-1063 Downloads View citations (7)
    See also Working Paper (1993)
  2. Actuarial Pricing of Deposit Insurance
    The Geneva Risk and Insurance Review, 1993, 18, (2), 111-130 Downloads
    See also Working Paper (1993)

1992

  1. Capital requirements and the behaviour of commercial banks
    European Economic Review, 1992, 36, (5), 1137-1170 Downloads View citations (249)
  2. Concurrence imparfaite et stratégie bancaire
    Revue Économique, 1992, 43, (2), 261-276 Downloads View citations (2)

1991

  1. Déréglementation et risque du secteur bancaire
    Revue d'Économie Financière, 1991, 19, (4), 57-68 Downloads View citations (4)
  2. Incentives, Redistribution and Social Insurance
    The Geneva Risk and Insurance Review, 1991, 16, (2), 143-165 Downloads View citations (23)

1989

  1. Multiproduct Duopolists
    Econometrica, 1989, 57, (3), 533-57 Downloads View citations (116)
    See also Working Paper (1989)

1988

  1. Stock Market Portfolios and the Segmentation of the Insurance Market
    Scandinavian Journal of Economics, 1988, 90, (3), 435-46 View citations (3)
  2. Théorie de la négociation: une sélection de quelques résultats récents
    Annals of Economics and Statistics, 1988, (12), 1-25 Downloads View citations (1)

1987

  1. A necessary and sufficient condition for rationalizability in a quasi-linear context
    Journal of Mathematical Economics, 1987, 16, (2), 191-200 Downloads View citations (115)
  2. Intérêt public, intérêt privé et discrimination
    L'Actualité Economique, 1987, 63, (2), 98-117 Downloads View citations (2)
  3. Price regulation in insurance markets with asymmetric information
    Economics Letters, 1987, 24, (4), 327-329 Downloads View citations (2)
  4. Revealed Preferences and Differentiable Demand: Notes and Comments
    Econometrica, 1987, 55, (3), 687-91 Downloads View citations (39)
  5. Some recent results in bargaining theory
    European Economic Review, 1987, 31, (1-2), 326-335 Downloads View citations (2)
  6. Some reflections on insurance pricing
    European Economic Review, 1987, 31, (4), 863-885 Downloads View citations (9)

1986

  1. Concurrence par les prix et variété de produits
    Annals of Economics and Statistics, 1986, (1), 155-173 Downloads View citations (1)
  2. La logique des systèmes bonus-malus en assurance automobile: une approche théorique
    Annals of Economics and Statistics, 1986, (1), 133-152 Downloads View citations (8)

1985

  1. Bilateral monopoly with imperfect information
    Journal of Economic Theory, 1985, 36, (2), 214-236 Downloads View citations (3)
  2. Multidimensional signalling
    Journal of Mathematical Economics, 1985, 14, (3), 261-284 Downloads View citations (21)
  3. The taxation principle and multi-time Hamilton-Jacobi equations
    Journal of Mathematical Economics, 1985, 14, (2), 113-128 Downloads View citations (65)
  4. Vers une tarification équitable de l’assurance?
    L'Actualité Economique, 1985, 61, (4), 453-471 Downloads
    See also Working Paper (1985)

1983

  1. Bunching and second-order conditions: A note on optimal tax theory
    Journal of Economic Theory, 1983, 31, (2), 392-400 Downloads View citations (64)
  2. Myopic Versus Intertemporal Manipulation in Decentralized Planning Procedures
    Review of Economic Studies, 1983, 50, (1), 187-195 Downloads View citations (1)
  3. On planning procedures which are locally strategy proof
    Journal of Economic Theory, 1983, 30, (2), 353-369 Downloads View citations (3)

Books

2015

  1. Balancing the Banks: Global Lessons from the Financial Crisis
    Economics Books, Princeton University Press

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

2011

  1. Risk Management in Turbulent Times
    OUP Catalogue, Oxford University Press

2008

  1. Microeconomics of Banking, 2nd Edition, vol 1
    MIT Press Books, The MIT Press View citations (363)

1997

  1. Microeconomics of Banking, vol 1
    MIT Press Books, The MIT Press View citations (442)

Chapters

2015

  1. Introduction
    A chapter in Balancing the Banks: Global Lessons from the Financial Crisis, 2015 Downloads

2010

  1. Lessons from the Crisis
    A chapter in Balancing the Banks: Global Lessons from the Financial Crisis, 2010 Downloads View citations (2)

2008

  1. Introduction to Why Are There So Many Banking Crises? The Politics and Policy of Bank Regulation
    A chapter in Why Are There So Many Banking Crises? The Politics and Policy of Bank Regulation, 2008 Downloads View citations (25)

2007

  1. Introduction to When Insurers Go Bust: An Economic Analysis of the Role and Design of Prudential Regulation
    A chapter in When Insurers Go Bust: An Economic Analysis of the Role and Design of Prudential Regulation, 2007 Downloads View citations (13)
 
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