Karl Schmedders : Citation Profile

Are you Karl Schmedders?

International Institute for Management (IMD)

14

H index

19

i10 index

674

Citations

RESEARCH PRODUCTION:

36

Articles

55

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 25
   Journals where Karl Schmedders has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 29 (4.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc9
   Updated: 2024-11-04    RAS profile: 2024-07-04    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Karl Schmedders.

Is cited by:

Kubler, Felix (25)

Herings, P. Jean-Jacques (21)

Pham, Ngoc-Sang (17)

Peralta-Alva, Adrian (15)

Miao, Jianjun (15)

Santos, Manuel (15)

Torres-Martinez, Juan Pablo (14)

Tsyrennikov, Viktor (13)

Pierri, Damian (12)

Lustig, Hanno (12)

Zame, William (10)

Cites to:

Campbell, John (18)

Shiller, Robert (12)

Levine, David (12)

Kubler, Felix (10)

Judd, Kenneth (10)

Zame, William (9)

DeMarzo, Peter (9)

Bansal, Ravi (7)

Barro, Robert (7)

DeJong, David (7)

Herings, P. Jean-Jacques (6)

Main data

Where Karl Schmedders has published?

Journals with more than one article published# docs
Economic Theory5
Journal of Economic Dynamics and Control4
The Review of Financial Studies2
Review of Economic Dynamics2
Econometrica2
International Economic Review2
Journal of Finance2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute17
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science12
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)2
2012 Meeting Papers / Society for Economic Dynamics2
Working Paper Series / European Central Bank2
Computing in Economics and Finance 2000 / Society for Computational Economics2

Recent works citing Karl Schmedders (2024 and 2023)

YearTitle of citing document
2023Renewable energy support: pre-announced policies and (in)-efficiency. (2023). Stahn, Hubert ; Neerunjun, Nandeeta. In: AMSE Working Papers. RePEc:aim:wpaimx:2335.

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2023Simulations in Models with Heterogeneous Agents, Incomplete Markets and Aggregate Uncertainty. (2023). Pierri, Damian. In: Working Papers. RePEc:aoz:wpaper:259.

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2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2024Final Topology for Preference Spaces. (2020). Schenone, Pablo. In: Papers. RePEc:arx:papers:2004.02357.

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2023Optimal Pricing Schemes for an Impatient Buyer. (2021). Sivan, Balasubramanian ; Mao, Jieming ; Deng, Yuan ; Wang, Kangning. In: Papers. RePEc:arx:papers:2106.02149.

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2024(Functional)Characterizations vs (Finite)Tests: Partially Unifying Functional and Inequality-Based Approaches to Testing. (2022). Malhotra, Raghav. In: Papers. RePEc:arx:papers:2208.03737.

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2023Economics-Inspired Neural Networks with Stabilizing Homotopies. (2023). Vzemlivcka, Jan ; Azinovic, Marlon. In: Papers. RePEc:arx:papers:2303.14802.

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2023Randomisation with moral hazard: a path to existence of optimal contracts. (2023). Possamai, Dylan ; Krvsek, Daniel. In: Papers. RePEc:arx:papers:2311.13278.

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2023Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730.

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2023The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232828.

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2023Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323.

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2023Computation of spatial equilibria in the Ottaviano–Tabuchi–Thisse model. (2023). Naraidoo, Ruthira ; Perugini, Francesco ; Ma, Wei. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000113.

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2024Solving the Diamond–Mortensen–Pissarides model: A hybrid perturbation approach. (2024). Hansel, Matthias. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524001046.

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2023A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938.

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2024Do price caps assist monetary authorities to control inflation? Examining the impact of the natural gas price cap on TTF spikes. (2024). Pisera, Stefano ; Paltrinieri, Andrea ; Gurdgiev, Constantin ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000677.

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2023Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. (2023). Zhang, Alex Hongliang ; Erten, Ibrahim Etem ; Camadan, Ercument ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s030142152300232x.

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2023The economics of profit-cap policy: Big Pharma, Big Tech, and the duopoly rule. (2023). Pitsuwan, Fikri ; Basu, Kaushik ; Zhang, Pengfei. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:215:y:2023:i:c:p:120-133.

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2023Block-recursive equilibria in heterogeneous-agent models. (2023). Kaas, Leo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123000856.

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2023Uniformly self-justified equilibria. (2023). Scheidegger, Simon ; Kubler, Felix. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001035.

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2024Nominal exchange rates and net foreign assets dynamics: The stabilization role of valuation effects. (2024). Eugeni, Sara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000056.

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2023Stochastic overlapping generations with non-convex budget sets. (2023). Kubler, Felix ; Geng, Runjie. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:107:y:2023:i:c:s0304406823000599.

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2023A dual approach to agency problems. (2023). Choi, Kyoung Jin ; Chi, Chang Koo. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:109:y:2023:i:c:s0304406823001027.

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2024The Current and Expected Pricing Markup as Derived from the Capital Asset Pricing Model and Tobin’s Q and Applied to the UK’s FTSE 100. (2024). Hackworth, Paul. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:127-:d:1360756.

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2023Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2022). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Post-Print. RePEc:hal:journl:hal-02921220.

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2023The Logarithmic Stochastic Tracing Procedure: A Homotopy Method to Compute Stationary Equilibria of Stochastic Games. (2023). von Schenk, Alicia ; Poensgen, David ; Klockmann, Victor ; Eibelshauser, Steffen. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:6:p:1511-1526.

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2024A Differentiable Path-Following Method with a Compact Formulation to Compute Proper Equilibria. (2024). Dang, Chuangyin ; Chen, Yin ; Cao, Yiyin. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:2:p:377-396.

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2023Physicians Treating Physicians: Relational and Informational Advantages in Treatment and Survival. (2023). Lin, Tzu-Hsin ; Chuang, Hongwei ; Chen, Jennjou. In: IZA Discussion Papers. RePEc:iza:izadps:dp16048.

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2023Concerns for Long-Run Risks and Natural Resource Policy. (2023). Kakeu, Johnson. In: Environmental & Resource Economics. RePEc:kap:enreec:v:84:y:2023:i:4:d:10.1007_s10640-022-00748-0.

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2023Financial Intermediation, Capital Accumulation, and Crisis Recovery*. (2023). Scheffel, Martin ; Rochet, Jean-Charles ; Gersbach, Hans. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1423-1469..

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2024The Distributional Effects of Asset Returns. (2024). Fernandez-Villaverde, Jesus ; Levintal, Oren. In: PIER Working Paper Archive. RePEc:pen:papers:24-009.

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2023Global GDSGE Models. (). Nie, Guangyu ; Luo, Wenlan ; Cao, Dan. In: Review of Economic Dynamics. RePEc:red:issued:22-86.

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2023Collateral constraints, tranching, and price bases. (2023). Phelan, Gregory ; Gong, Feixue. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:2:d:10.1007_s00199-022-01414-8.

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2023Complete markets with bankruptcy risk and pecuniary default punishments. (2023). Rosa, Rafael Mouallem ; Martins-Da, Filipe V. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:3:d:10.1007_s00199-022-01429-1.

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2023Regulation of petrol and diesel prices and their effects on GDP growth: evidence from China. (2023). Vespignani, Joaquin ; Hong, Haidi ; Brueckner, Marcus. In: Working Papers. RePEc:tas:wpaper:47700.

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2023Computing Perfect Stationary Equilibria in Stochastic Games. (2023). Herings, P. Jean-Jacques ; Dang, Chuangyin ; Li, Peixuan. In: Discussion Paper. RePEc:tiu:tiucen:5b68f5d7-3209-4a1b-924c-63675a61c23f.

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2023Computing Perfect Stationary Equilibria in Stochastic Games. (2023). Herings, P. Jean-Jacques ; Dang, Chuangyin ; Li, Peixuan. In: Other publications TiSEM. RePEc:tiu:tiutis:5b68f5d7-3209-4a1b-924c-63675a61c23f.

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2023Pareto extrapolation: An analytical framework for studying tail inequality. (2023). Toda, Alexis Akira ; Gouinbonenfant, Emilien. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:201-233.

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2023The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Discussion Papers. RePEc:zbw:bubdps:192023.

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Karl Schmedders has edited the books:

YearTitleTypeCited

Works by Karl Schmedders:

YearTitleTypeCited
2012Financial Innovation and Asset Price Volatility In: American Economic Review.
[Full Text][Citation analysis]		article10
2020Computing Economic Equilibria Using Projection Methods In: Annual Review of Economics.
[Full Text][Citation analysis]		article1
2003Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Journal of Finance.
[Full Text][Citation analysis]		article30
2000Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents.(2000) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2003Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Journal of Finance.
[Full Text][Citation analysis]		article18
2008Bond Ladders and Optimal Portfolios In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2011Bond Ladders and Optimal Portfolios.(2011) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2009Non-parametric counterfactual analysis in dynamic general equilibrium In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper6
2007Non-parametric counterfactual analysis in dynamic general equilibrium.(2007) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2010Non-parametric counterfactual analysis in dynamic general equilibrium.(2010) In: Economic Theory.
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This paper has nother version. Agregated cites: 6		article
2010Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2012Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2010Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2011Collateral Requirements and Asset Prices In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper15
2011Collateral Requirements and Asset Prices.(2011) In: 2011 Meeting Papers.
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This paper has nother version. Agregated cites: 15		paper
2015COLLATERAL REQUIREMENTS AND ASSET PRICES.(2015) In: International Economic Review.
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This paper has nother version. Agregated cites: 15		article
2013Collateral requirements and asset prices.(2013) In: Discussion Papers.
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This paper has nother version. Agregated cites: 15		paper
2012A Polynomial Optimization Approach to Principal-Agent Problems In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper9
2015A Polynomial Optimization Approach to Principal–Agent Problems.(2015) In: Econometrica.
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This paper has nother version. Agregated cites: 9		article
2012Optimal and Naive Diversification in Currency Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper15
2017Optimal and Naive Diversification in Currency Markets.(2017) In: Management Science.
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This paper has nother version. Agregated cites: 15		article
2013The Perils of Performance Measurement in the German Mutual-Fund Industry In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2013Long-Run UIP Holds Even in the Short Run In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2013Margin Regulation and Volatility In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper13
2014Margin regulation and volatility.(2014) In: Working Paper Series.
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This paper has nother version. Agregated cites: 13		paper
2015Margin regulation and volatility.(2015) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 13		article
2014Asset Prices with Temporary Shocks to Consumption In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2015Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2016A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2016Dynamic Principal-Agent Models In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2016New and Revised Results for Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2016Statistical Approximation of High-Dimensional Climate Models In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2020Statistical approximation of high-dimensional climate models.(2020) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2017Re-Use of Collateral: Leverage, Volatility, and Welfare In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2018Re-use of collateral: leverage, volatility, and welfare.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 2		paper
2023Re-use of collateral: Leverage, volatility, and welfare.(2023) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 2		article
2017Re-use of Collateral: Leverage, Volatility, and Welfare.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 2		paper
2000Incomplete Markets, Transitory Shocks and Welfare In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper21
2000Incomplete Markets, Transitory Shocks, and Welfare.(2000) In: Discussion Papers.
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This paper has nother version. Agregated cites: 21		paper
2001Incomplete Markets, Transitory Shocks, and Welfare.(2001) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 21		article
2000INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE.(2000) In: Computing in Economics and Finance 2000.
[Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2002Optimal Rules for Patent Races In: GSIA Working Papers.
[Full Text][Citation analysis]		paper18
2002Optimal Rules for Patent Races.(2002) In: Discussion Papers.
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This paper has nother version. Agregated cites: 18		paper
2012OPTIMAL RULES FOR PATENT RACES.(2012) In: International Economic Review.
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2002RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article56
2002Controlling price volatility through financial innovation In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper0
2002Controlling Price Volatility Through Financial Innovation.(2002) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2002Controlling Price Volatility Through Financial Innovation.(2002) In: Discussion Papers.
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2003Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral In: Econometrica.
[Citation analysis]		article148
2001Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral.(2001) In: Discussion Papers.
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This paper has nother version. Agregated cites: 148		paper
2005Approximate versus Exact Equilibria in Dynamic Economies In: Econometrica.
[Full Text][Citation analysis]		article26
2008Approximate Versus Exact Equilibria in Dynamic Economies.(2008) In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
This paper has nother version. Agregated cites: 26		chapter
1998Computing equilibria in the general equilibrium model with incomplete asset markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article24
1999General equilibrium models and homotopy methods In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article56
2000Computing equilibria in infinite-horizon finance economies: The case of one asset In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
2016Asset prices with non-permanent shocks to consumption In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2006Reply to Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2010Competitive equilibria in semi-algebraic economies In: Journal of Economic Theory.
[Full Text][Citation analysis]		article18
2007Competitive Equilibria in Semi-Algebraic Economies.(2007) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2021Asset pricing with heterogeneous agents and long-run risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article3
2005Excess price volatility and financial innovation In: Post-Print.
[Citation analysis]		paper12
2005Excess price volatility and financial innovation.(2005) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2010Tackling Multiplicity of Equilibria with Gröbner Bases In: Operations Research.
[Full Text][Citation analysis]		article11
2018Introduction: Einführung In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2000Computing Equilibria in Stochastic Finance Economies. In: Computational Economics.
[Full Text][Citation analysis]		article7
2017Dynamic Principal–Agent Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2000Monopolistic Security Design in Finance Economies In: Discussion Papers.
[Full Text][Citation analysis]		paper4
2000MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES.(2000) In: Computing in Economics and Finance 2000.
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2001Monopolistic security design in finance economies.(2001) In: Economic Theory.
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2001Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs In: Discussion Papers.
[Full Text][Citation analysis]		paper17
2006Computing equilibria in finance economies with incomplete markets and transaction costs.(2006) In: Economic Theory.
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2000Computing equilibria in finance economies with incomplete markets and transaction costs.(2000) In: Research Memorandum.
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2001Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2002Price Caps and Uncertain Demands In: Discussion Papers.
[Full Text][Citation analysis]		paper4
2003Approximate Versus Exact Equilibria In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2004Approximate Versus Exact Equilibria.(2004) In: Computing in Economics and Finance 2004.
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This paper has nother version. Agregated cites: 1		paper
2005Two-Fund Separation in Dynamic General Equilibrium In: Discussion Papers.
[Full Text][Citation analysis]		paper5
2005Two-Fund Separation in Dynamic General Equilibrium.(2005) In: 2005 Meeting Papers.
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2007Two-fund separation in dynamic general equilibrium.(2007) In: Theoretical Economics.
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This paper has nother version. Agregated cites: 5		article
2006Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2007On Price Caps Under Uncertainty In: The Review of Economic Studies.
[Full Text][Citation analysis]		article32
2024Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences In: The Review of Financial Studies.
[Full Text][Citation analysis]		article0
2012Margin Requirements and Asset Prices In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper2
2016Higher-Order Effects in Asset-Pricing Models with Long-Run Risks In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper4
2023The fundamental problem with ESG? Conflicting letters In: Journal of Financial Transformation.
[Full Text][Citation analysis]		article1
2001Asset Pricing in Models with incomplete markets and default In: Computing in Economics and Finance 2001.
[Citation analysis]		paper11
2002Optimal Policies for Patent Races In: Computing in Economics and Finance 2002.
[Citation analysis]		paper0
2005A Computational Approach to Proving Uniqueness in Dynamic Games In: Computing in Economics and Finance 2005.
[Citation analysis]		paper6
Computational General Equilibrium with Incomplete Assets In: Computing in Economics and Finance 1997.
[Citation analysis]		paper0
2003Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time In: Economic Theory.
[Full Text][Citation analysis]		article3
2010Uniqueness of Steady States in Models with Overlapping Generations In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article4
2000Evidence of the effect of domicile on corporate average effective tax rates in the European Union In: Research Memorandum.
[Full Text][Citation analysis]		paper0

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