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| 1990 | ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.
RePEc:fth:pennif:1-90 [Citation Analysis] | 504 |
| 1991 | Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States.
RePEc:fth:pennif:3-91 [Citation Analysis] | 32 |
| 1990 | THE CONSUMPTION OF STOCKHOLDERS AND NON-STOCKHOLDERS.
RePEc:fth:pennif:23-90 [Citation Analysis] | 28 |
| 1994 | Puzzles in international Financial Markets.
RePEc:fth:pennif:94-7 [Citation Analysis] | 17 |
| 2000 | Using Asset Prices to Measure the Cost of Business Cycles.
RePEc:fth:pennif:00-1 [Citation Analysis] | 10 |
| 1991 | Option Prices and the Underlying Assets Return Distribution
RePEc:fth:pennif:11-91 [Citation Analysis] | 8 |
| 1993 | Trends in Expected Returns in Currency and Bond Markets.
RePEc:fth:pennif:93-4 [Citation Analysis] | 8 |
| 1996 | The Effects of Industry Structure on Economic Exposure.
RePEc:fth:pennif:96-3 [Citation Analysis] | 7 |
| 1990 | ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES.
RePEc:fth:pennif:7-90 [Citation Analysis] | 6 |
| 1990 | MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES.
RePEc:fth:pennif:20-90 [Citation Analysis] | 6 |
| 1992 | Does Foreign Exchange Intervention Signal Future Monetary Policy?
RePEc:fth:pennif:93-3 [Citation Analysis] | 6 |
| 1993 | Currency Option Pricing in Credible Target Zones.
RePEc:fth:pennif:93-7 [Citation Analysis] | 5 |
| 1996 | Consumption, Stock Returns, and the Gains from International Risk-Sharing.
RePEc:fth:pennif:96-4 [Citation Analysis] | 5 |
| 1998 | Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey
RePEc:fth:pennif:98-03 [Citation Analysis] | 4 |
| 1998 | Both Sides of Corporate Diversification: The Value Impacts of Geographic and Industrial Diversification
RePEc:fth:pennif:98-02 [Citation Analysis] | 4 |
| 1993 | Siegels Paradox and Pricing of Currency Options.
RePEc:fth:pennif:93-8 [Citation Analysis] | 3 |
| 1991 | Differences in execution Prices among the Nyse, the Regionals and the NASD.
RePEc:fth:pennif:4-92 [Citation Analysis] | 3 |
| 1993 | Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter.
RePEc:fth:pennif:93-11 [Citation Analysis] | 3 |
| 1998 | Explaining Home Bias in Equities and Consumption
RePEc:fth:pennif:98-05 [Citation Analysis] | 2 |
| 1991 | Robust Power Calculations With tests for Serial Correlation in stock Returns.
RePEc:fth:pennif:12-91 [Citation Analysis] | 2 |
| 1990 | MEASUREMENT DISTORTION AND MISSING CONTINGENCIES IN OPTIMAL CONTRACTS.
RePEc:fth:pennif:26-90 [Citation Analysis] | 2 |
| 1991 | How Long do Unilateral Target Zones last?
RePEc:fth:pennif:1991-2 [Citation Analysis] | 2 |
| 1991 | Quantity-Adjusting Options and Forward Contracts.
RePEc:fth:pennif:29-91 [Citation Analysis] | 2 |
| 1993 | Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in PHLX Deutschemark Options.
RePEc:fth:pennif:93-13 [Citation Analysis] | 2 |
| 1993 | Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
RePEc:fth:pennif:93-12 [Citation Analysis] | 2 |
| 1991 | Risk and Returns of low-Grade Bonds: An Update.
RePEc:fth:pennif:15-91 [Citation Analysis] | 2 |
| 1991 | An Ordered Probit Analysis of Transaction Stock Prices.
RePEc:fth:pennif:26-91 [Citation Analysis] | 1 |
| 1991 | Bayesian Inference and Portfolio Efficiency.
RePEc:fth:pennif:8-91 [Citation Analysis] | 1 |
| 1991 | Limited Market Participation and Volatility of Asset Prices.
RePEc:fth:pennif:2-92 [Citation Analysis] | 1 |
| 1989 | SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION.
RePEc:fth:pennif:3-90 [Citation Analysis] | 1 |
| 1992 | Determinants of Short-Term Real Interest Differentials Between Japan and the United States.
RePEc:fth:pennif:93-2 [Citation Analysis] | 1 |
| 1996 | The Peseta Real Exchange Rate: Which Are Its Determinants?
RePEc:fth:pennif:96-1 [Citation Analysis] | 1 |
| 1991 | Effects of Bid-Ask Spreads and Prices Discreteness on Stock Returns.
RePEc:fth:pennif:6-91 [Citation Analysis] | 1 |
| 1993 | Explaining Overnight Variation in Japanese Stock Returns: The Information Content of Derivative Securities.
RePEc:fth:pennif:93-5 [Citation Analysis] | 1 |
| 1991 | On Testing Sustainability of Government Deficits in a Stochastic Environment.
RePEc:fth:pennif:19-91 [Citation Analysis] | 1 |
| 1991 | Budget Deficits and Government Accounting.
RePEc:fth:pennif:28-91 [Citation Analysis] | 1 |
| 1991 | Security Prices and Market Transparency.
RePEc:fth:pennif:1-92 [Citation Analysis] | 1 |
| 1991 | Stock Price Manipulation, Market Microstructure and Asymetric Information.
RePEc:fth:pennif:21-91 [Citation Analysis] | 1 |
| 1998 | Pass-Through and Exposure
RePEc:fth:pennif:98-01 [Citation Analysis] | 1 |
| 1990 | THE CRASH OF 87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.
RePEc:fth:pennif:28-90 [Citation Analysis] | 1 |
| 1993 | The World Price of Foreign Exchange Risk.
RePEc:fth:pennif:93-9 [Citation Analysis] | 1 |
| 1991 | Limited Market Participation and Volatility of Asset Prices.
RePEc:fth:pennif:14-91 [Citation Analysis] | 1 |
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Source data used to compute the impact factor of RePEc series.
