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  • Publications of Foundation's research projects in international journals

    2015

    « Entry and Exit in OTC Derivatives Markets »
    Pierre-Olivier Weill, Andrew G. Atkeson, Andrea L. Eisfeldt
    Econometrica, volume 83, issue 6, pages 2231-2292

    « Aggregate Demand, Idle Time and Unemployment »
    Pascal Michaillat, Emmanuel Saez
    Quarterly Journal of Economics, volume 130, issue 2, pages 507-569

    2014

    « Hot and cold seasons in the housing markets »
    Silvana Tenreyro, Rachel Ngai
    American Economic Review, volume 104, issue 12, pages 3991-4026

    « Mutual excitation in Eurozone sovereign CDS »
    Yacine Aït-Sahalia, Roger J.A Laeven, Loriana Pelizzon: Journal of Econometrics, December 2014, volume 183, issue 2, pages 151-167

    « Estimating a structural model of herd behavior in financial markets »
    Marco Cipriani, Antonio Guarino
    American Economic Review, January 2014, volume 104, issue1, pages 224-251

    « Systemic Risk in Europe »
    Robert Engle, Eric Jondeau, Michael Rockinger
    Stern School of Business (NYU), HEC Lausanne
    Review of Finance, March 2014, pages 1-46

    « Domestic Credit Growth and International Capital Flows »
    Philip R. Lane, Peter McQuade
    Trinity College Dublin, European Central Bank
    The Scandinavian Journal of Economics, 2014, volume 116, issue 1, pages 218-252






    2012

    « Imperfect Competition in the Interbank Market for liquidity as a rationale for central banking »
    Denis Gromb, Viral Acharya, Tanju Yorulmazer
    American Economic Journal : Macroeconomics, volume 4, issue 2, pages 184-217

    « Monetary Policy and Labor Market Frictions: A Tax Interpretation: »
    Federico Ravenna, Carl Walsh
    Journal of Monetary Economics, Mars 2012, 59(2): 180-195

    « Durable consumption and asset management with transaction and observation cost »,
    Francesco Lippi, Fernando Alvarez, Luigi Guiso
    American Economic Review, Août (pp. 2272-2300)


    2011

    « Precautionary demand and liquidity in payment system  »
    Hyun Song Shin, Gara Afonso
    Journal of Credit, Money and Banking, vol.43, issue supplement, S2, (pp 589-619), octobre 2011

    « Welfare-Based Optimal Monetary Policy with Unemployment and Sticky Prices: A Linear-Quadratic Framework »
    Federico Ravenna, Carl E. Walsh
    American Economic Journal, Macroeconomics, Vol.3, n° 2.

    « Optimal price setting with observation and menu costs »
    Francesco Lippi, Fernando Alvarez, Luigi Paciello
    Quarterly Journal of Economics, Vol. 126, Issue 4.

    « Internal rationality, Imperfect Market Knowledge and Asset Prices»
    Albert Marcet, Klaus Adam, Juan Pablo Nicolini
    Journal of Economic Theory, Mai (pp. 1224-1252)




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