-
1
-
-
0001543921
-
"The Present Value of Profits and Cyclical Movements in Investment"
-
Abel, A. B. and O. J. Blanchard. (1986). "The Present Value of Profits and Cyclical Movements in Investment." Econometrica 54, 246-273.
-
(1986)
Econometrica
, vol.54
, pp. 246-273
-
-
Abel, A.B.1
Blanchard, O.J.2
-
2
-
-
0001320055
-
"United Model of Investment Under Uncertainty"
-
Abel, A. B., and J. C. Eberly. (1994). "United Model of Investment Under Uncertainty." American Economic Review 84, 1369-1384.
-
(1994)
American Economic Review
, vol.84
, pp. 1369-1384
-
-
Abel, A.B.1
Eberly, J.C.2
-
5
-
-
70449530457
-
"The Financial Accelerator in a Quantitative Business Cycle Framework"
-
J. Taylor and M. Woodford (eds.), Amsterdam: North-Holland
-
Bernanke, B., M. Gertler, and S. Gilchrist. (1999). "The Financial Accelerator in a Quantitative Business Cycle Framework." In J. Taylor and M. Woodford (eds.), Handbook of Macroeconomics. Amsterdam: North-Holland.
-
(1999)
Handbook of Macroeconomics
-
-
Bernanke, B.1
Gertler, M.2
Gilchrist, S.3
-
6
-
-
85015692260
-
"The Pricing of Options and Corporate Liabilities"
-
Black, F., and M. Scholes. (1973). "The Pricing of Options and Corporate Liabilities." Journal of Political Economy 81, 637-654.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 637-654
-
-
Black, F.1
Scholes, M.2
-
7
-
-
34250147880
-
"On a Discrete Approximation of the Hamilton-Jacobi Equation of Dynamic Programming"
-
Capuzzo Dolcetta, I. (1983). "On a Discrete Approximation of the Hamilton-Jacobi Equation of Dynamic Programming." Applied Mathematics and Optimization 10, 367-377.
-
(1983)
Applied Mathematics and Optimization
, vol.10
, pp. 367-377
-
-
Capuzzo Dolcetta, I.1
-
8
-
-
0000829544
-
"Agency Cost, Net Worth and Business Fluctuations: A Compatible General Equilibrium Analysis"
-
Carlstrom, C. T., and T. S. Fuerst. (1997). "Agency Cost, Net Worth and Business Fluctuations: A Compatible General Equilibrium Analysis." American Economic Review, 893-910.
-
(1997)
American Economic Review
, pp. 893-910
-
-
Carlstrom, C.T.1
Fuerst, T.S.2
-
9
-
-
84977708733
-
"Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations"
-
Cochrane, J. (1991). "Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations." Journal of Finance, 46, 209-237.
-
(1991)
Journal of Finance
, vol.46
, pp. 209-237
-
-
Cochrane, J.1
-
10
-
-
0030452013
-
"A Cross-Sectional Test of an Investment-Based Asset Pricing Model"
-
Cochrane, J. (1996). "A Cross-Sectional Test of an Investment-Based Asset Pricing Model." Journal of Political Economy 104, 572-621.
-
(1996)
Journal of Political Economy
, vol.104
, pp. 572-621
-
-
Cochrane, J.1
-
11
-
-
0004291281
-
-
Princeton, NJ: Princeton University Press
-
Cochrane, J. (2001). Asset Pricing. Princeton, NJ: Princeton University Press.
-
(2001)
Asset Pricing
-
-
Cochrane, J.1
-
12
-
-
0004316318
-
"Monetary Policy and the Financial Decisions of Firms"
-
Mimeo, University of Rochester
-
Cooley, T., and V. Quadrini. (1998). "Monetary Policy and the Financial Decisions of Firms." Mimeo, University of Rochester.
-
(1998)
-
-
Cooley, T.1
Quadrini, V.2
-
13
-
-
67349095764
-
"Estimating Merton's Model by Maximum. Likelihood with Survivorship Consideration"
-
Working paper, Rotman School of Management, University of Toronto
-
Duan, J. C., G. Gauthier, J. Simonato, and S. Zaanoun. (2002). "Estimating Merton's Model by Maximum. Likelihood with Survivorship Consideration." Working paper, Rotman School of Management, University of Toronto.
-
(2002)
-
-
Duan, J.C.1
Gauthier, G.2
Simonato, J.3
Zaanoun, S.4
-
14
-
-
0023123237
-
"A Numerical Approach to the Infinite Horizon Problem of Deterministic Control Theory"
-
Falcone, M. (1987). "A Numerical Approach to the Infinite Horizon Problem of Deterministic Control Theory." Appl. Math. Optim., 15, 1-13.
-
(1987)
Appl. Math. Optim.
, vol.15
, pp. 1-13
-
-
Falcone, M.1
-
16
-
-
0001397518
-
"Dynamic Limit Pricing: Optimal Pricing under Threat of Entry"
-
Gaskins, D. W. (1971). "Dynamic Limit Pricing: Optimal Pricing under Threat of Entry." Journal of Economic Theory 3, 306-322.
-
(1971)
Journal of Economic Theory
, vol.3
, pp. 306-322
-
-
Gaskins, D.W.1
-
17
-
-
34547433726
-
"Monetary Policy, Business Cycles and the Behavior of Small Scale Firms"
-
Gertler, M., and S. Gilchrist. (1994). "Monetary Policy, Business Cycles and the Behavior of Small Scale Firms." Quarterly Journal of Economics. 109, 309-340.
-
(1994)
Quarterly Journal of Economics
, vol.109
, pp. 309-340
-
-
Gertler, M.1
Gilchrist, S.2
-
18
-
-
0003787262
-
"Asset Pricing Implications of Firms' Financing Constraints"
-
Working paper, Wharton School, University of Pennsylvania
-
Gomes, J. F., A. Yaron, and L. Zhang. (2002). "Asset Pricing Implications of Firms' Financing Constraints." Working paper, Wharton School, University of Pennsylvania.
-
(2002)
-
-
Gomes, J.F.1
Yaron, A.2
Zhang, L.3
-
19
-
-
0040453725
-
"An Adaptive Grid Scheme for the Discrete Hamilton-Jacobi-Bellman Equation"
-
Grüne, L. (1997). "An Adaptive Grid Scheme for the Discrete Hamilton-Jacobi-Bellman Equation." Numerische Mathematik 75, 9-337.
-
(1997)
Numerische Mathematik
, vol.75
, pp. 9-337
-
-
Grüne, L.1
-
20
-
-
21244434662
-
"Subdivision Techniques for the Computation of Domains of Attraction and Reachable Sets"
-
St. Petersburg, Russia
-
Grüne, L. (2001). "Subdivision Techniques for the Computation of Domains of Attraction and Reachable Sets." Proceedings of NOLCOS 2001, St. Petersburg, Russia, 762-767.
-
(2001)
Proceedings of NOLCOS 2001
, pp. 762-767
-
-
Grüne, L.1
-
22
-
-
0043013024
-
"On Numerical Algorithm and Interactive Visualization for Optimal Control Problems"
-
Grüne, L, M. Metscher, and M. Ohlberger. (1999). "On Numerical Algorithm and Interactive Visualization for Optimal Control Problems." Computing and Visualization in Science, 1, 221-229.
-
(1999)
Computing and Visualization in Science
, vol.1
, pp. 221-229
-
-
Grüne, L.1
Metscher, M.2
Ohlberger, M.3
-
23
-
-
7244245623
-
"Using Dynamic Programming with Adaptive Grid Scheme for Optimal Control Problems in Economics"
-
Grüne, L., and W. Semmler. (2004a). "Using Dynamic Programming with Adaptive Grid Scheme for Optimal Control Problems in Economics." Journal of Economic Dynamics and Control, 28, 2427-2456.
-
(2004)
Journal of Economic Dynamics and Control
, vol.28
, pp. 2427-2456
-
-
Grüne, L.1
Semmler, W.2
-
24
-
-
27144456960
-
"Default Risk, Asset Pricing, and Equity Premium"
-
CEM Working Paper, Bielefield University
-
Grüne, L., and W. Semmler. (2004b). "Default Risk, Asset Pricing, and Equity Premium," CEM Working Paper, Bielefield University.
-
(2004)
-
-
Grüne, L.1
Semmler, W.2
-
25
-
-
33645046747
-
"Solving Asset Pricing Models with Stochastic Dynamic Programming"
-
Paper prepared at the conference of the Society of Comutational Economics, Seattle, July 2003; CEM working paper, Bielefeld. University
-
Grüne, L., and W. Semmler. (2004c). "Solving Asset Pricing Models with Stochastic Dynamic Programming." Paper prepared at the conference of the Society of Comutational Economics, Seattle, July 2003; CEM working paper, Bielefeld. University.
-
(2004)
-
-
Grüne, L.1
Semmler, W.2
-
26
-
-
11144340185
-
"Creditworthiness and Thresholds in a Credit Market Model with Multiple Equilibria"
-
Grüne, L., W. Semmler, and M. Sieveking. (2004). "Creditworthiness and Thresholds in a Credit Market Model with Multiple Equilibria." Economic Theory, 25, 287-315.
-
(2004)
Economic Theory
, vol.25
, pp. 287-315
-
-
Grüne, L.1
Semmler, W.2
Sieveking, M.3
-
27
-
-
27144527697
-
"Credit Risk, Capital Structure and the Pricing of Equity Options"
-
New York: Springer
-
Hankel, M. (2003). "Credit Risk, Capital Structure and the Pricing of Equity Options." New York: Springer.
-
(2003)
-
-
Hankel, M.1
-
28
-
-
0000939170
-
"Tobin's Marginal q and Average q: A Neoclassical Interpretation"
-
Hayashi, F. (1982). "Tobin's Marginal q and Average q: A Neoclassical Interpretation." Econometrica 50, 213-224.
-
(1982)
Econometrica
, vol.50
, pp. 213-224
-
-
Hayashi, F.1
-
29
-
-
0000541854
-
"Dynamic Limit Pricing and Internal Finance"
-
Judd, K., and B. Petersen. (1986). "Dynamic Limit Pricing and Internal Finance." Journal of Economic Theory 39, 368-399.
-
(1986)
Journal of Economic Theory
, vol.39
, pp. 368-399
-
-
Judd, K.1
Petersen, B.2
-
31
-
-
5144233303
-
"Bankruptcy Costs, Financial Constraints and the Business Cycle"
-
Mimeo, Yale University
-
Krieger, S. (1999). "Bankruptcy Costs, Financial Constraints and the Business Cycle." Mimeo, Yale University.
-
(1999)
-
-
Krieger, S.1
-
32
-
-
0036147289
-
"Time Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment"
-
Lettau, M., and S. Ludvigson. (2002). "Time Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment." Journal of Monetary Economics 49, 31-66.
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 31-66
-
-
Lettau, M.1
Ludvigson, S.2
-
33
-
-
0000808665
-
"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates"
-
Merton, R. C. (1974). "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates." Journal of Finance, 2, 449-470.
-
(1974)
Journal of Finance
, vol.2
, pp. 449-470
-
-
Merton, R.C.1
-
34
-
-
0040790475
-
"Bankruptcy Protection Against Macroeconomic Shocks"
-
Mimeo, The World Bank
-
Miller, M., and J. Stiglitz. (1999). "Bankruptcy Protection Against Macroeconomic Shocks." Mimeo, The World Bank.
-
(1999)
-
-
Miller, M.1
Stiglitz, J.2
-
35
-
-
0000294096
-
"The Cost of Capital, Corporate Finance and the Theory of Investment"
-
Modigliani, F., and J. Miller. (1958). "The Cost of Capital, Corporate Finance and the Theory of Investment." The American Economic Review 52, 261-297.
-
(1958)
The American Economic Review
, vol.52
, pp. 261-297
-
-
Modigliani, F.1
Miller, J.2
-
36
-
-
0001605083
-
"Asset Pricing Implications of Equilibrium Business Cycle Models"
-
T. Cooley Princeton. NJ: Princeton University Press
-
Rouwenhorst, G. K. (1995). "Asset Pricing Implications of Equilibrium Business Cycle Models." In T. Cooley Frontiers of Business Cycle Research. Princeton. NJ: Princeton University Press.
-
(1995)
Frontiers of Business Cycle Research
-
-
Rouwenhorst, G.K.1
-
39
-
-
5144228530
-
"Credibility"
-
Mimeo, University of Bielefeld
-
Sieveking, M., and W. Semmler. (1999). "Credibility." Mimeo, University of Bielefeld.
-
(1999)
-
-
Sieveking, M.1
Semmler, W.2
-
40
-
-
0002661755
-
"A General Equilibirum Approach to Monetary Theory"
-
Tobin, J. (1969). "A General Equilibirum Approach to Monetary Theory." Journal of Money, Credit and Banking 1, 15-29.
-
(1969)
Journal of Money, Credit and Banking
, vol.1
, pp. 15-29
-
-
Tobin, J.1
-
41
-
-
0009424011
-
"Optimal Contracts and Competitive Markets with Costly State Verification"
-
Townsend, R. (1979). "Optimal Contracts and Competitive Markets with Costly State Verification." Journal of Economic Theory, 21, 265-293.
-
(1979)
Journal of Economic Theory
, vol.21
, pp. 265-293
-
-
Townsend, R.1
|