Volume 37; Issue 4

Journal of Economic Dynamics and Control

Volume 37; Issue 4
1

A flexible matrix Libor model with smiles

Da Fonseca, José, Gnoatto, Alessandro, Grasselli, Martino
Journal:
Journal of Economic Dynamics and Control
Year:
2013
Language:
english
File:
PDF, 1.14 MB
english, 2013
2

Monetary regime change and business cycles

Cúrdia, Vasco, Finocchiaro, Daria
Journal:
Journal of Economic Dynamics and Control
Year:
2013
Language:
english
File:
PDF, 483 KB
english, 2013
3

Heterogeneous beliefs and housing-market boom-bust cycles

Tomura, Hajime
Journal:
Journal of Economic Dynamics and Control
Year:
2013
Language:
english
File:
PDF, 1.01 MB
english, 2013
6

Oligopoly exploitation of a private property productive asset

Colombo, Luca, Labrecciosa, Paola
Journal:
Journal of Economic Dynamics and Control
Year:
2013
Language:
english
File:
PDF, 427 KB
english, 2013
7

Characterization of a risk sharing contract with one-sided commitment

Zhang, Yuzhe
Journal:
Journal of Economic Dynamics and Control
Year:
2013
Language:
english
File:
PDF, 482 KB
english, 2013
10

Pricing Parisian and Parasian options analytically

Zhu, Song-Ping, Chen, Wen-Ting
Journal:
Journal of Economic Dynamics and Control
Year:
2013
Language:
english
File:
PDF, 523 KB
english, 2013
11

The marginal welfare cost of capital taxation: Discounting matters

Santoro, Marika, Wei, Chao
Journal:
Journal of Economic Dynamics and Control
Year:
2013
Language:
english
File:
PDF, 454 KB
english, 2013