10
H index
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711
Citations
Michael J. Stutzer : Citation Profile
University of Colorado | RESEARCH PRODUCTION: 22 Articles 9 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1980 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael J. Stutzer. | Is cited by:
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Main data
Where Michael J. Stutzer has published?
| Journals with more than one article published | # docs |
|---|---|
| Quarterly Review | 4 |
| Journal of Econometrics | 3 |
| Journal of Financial Intermediation | 2 |
| Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Report / Federal Reserve Bank of Minneapolis | 7 |
Recent works citing Michael J. Stutzer (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | The role of CDS spreads in explaining bond recovery rates. (2024). Vrins, Frederic ; Gauthier, Genevieve ; Franois, Pascal ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002. Full description at Econpapers || Download paper |
| 2024 | Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper |
| 2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper |
| 2023 | An MCMC Approach to Classical Estimation. (2023). Chernozhukov, Victor ; Hong, Han. In: Papers. RePEc:arx:papers:2301.07782. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | Banks vs. Firms: Who Benefits from Credit Guarantees?. (2023). Vanasco, Victoria ; Mayordomo, Sergio ; Martin, Alberto. In: Working Papers. RePEc:bge:wpaper:1389. Full description at Econpapers || Download paper |
| 2023 | Pricing 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. Full description at Econpapers || Download paper |
| 2023 | A higher-order correct fast moving-average bootstrap for dependent data. (2023). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:65-81. Full description at Econpapers || Download paper |
| 2024 | Tuning parameter-free nonparametric density estimation from tabulated summary data. (2024). Wang, Yulong ; Toda, Alexis Akira ; Sasaki, Yuya ; Lee, Ji Hyung. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002841. Full description at Econpapers || Download paper |
| 2024 | Testing unconditional and conditional independence via mutual information. (2024). Zhu, Liping ; Zhang, Zheng ; Sun, Li-Hsien ; Ai, Chunrong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407622001609. Full description at Econpapers || Download paper |
| 2023 | Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61. Full description at Econpapers || Download paper |
| 2023 | European option pricing with market frictions, regime switches and model uncertainty. (2023). Siu, Tak Kuen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:233-250. Full description at Econpapers || Download paper |
| 2023 | Safety first, loss probability, and the cross section of expected stock returns. (2023). Zhao, Lei ; Rieger, Marc Oliver ; Cao, JI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:345-369. Full description at Econpapers || Download paper |
| 2023 | The global factor structure of exchange rates. (2023). Vedolin, Andrea ; Trojani, Fabio ; Korsaye, Sofonias Alemu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:21-46. Full description at Econpapers || Download paper |
| 2024 | Proportional clearing mechanisms in financial systems: An axiomatic approach. (2024). Llerena, Francesc ; Calleja, Pedro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s030440682400017x. Full description at Econpapers || Download paper |
| 2023 | Proportional clearing mechanisms in financial systems: an axiomatic approach. (2023). Llerena, Francesc ; Calleja, Pedro. In: UB Economics Working Papers. RePEc:ewp:wpaper:442web. Full description at Econpapers || Download paper |
| 2023 | RISK-ADJUSTED PERFORMANCE AND SEMI-MOMENTS OF NON-GAUSSIAN PORTFOLIO RETURNS DISTRIBUTIONS. (2023). Kamdem, Jules Sadefo. In: Working Papers. RePEc:hal:wpaper:hal-04134833. Full description at Econpapers || Download paper |
| 2023 | Adverse selection in insurance. (2023). Dionne, Georges ; Mimra, Wanda ; Fombaron, Nathalie. In: Working Papers. RePEc:ris:crcrmw:2023_005. Full description at Econpapers || Download paper |
| 2023 | Banks vs. firms: who benefits from credit guarantees?. (2023). Vanasco, Victoria ; Mayordomo, Sergio ; Martin, Alberto. In: Economics Working Papers. RePEc:upf:upfgen:1862. Full description at Econpapers || Download paper |
| 2023 | The US farm credit system and agricultural development: Evidence from an early expansion, 1920–1940. (2023). Hutchins, Jared. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:105:y:2023:i:1:p:3-26. Full description at Econpapers || Download paper |
| 2024 | Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919. Full description at Econpapers || Download paper |
| 2023 | Information theoretic approach to high?dimensional multiplicative models: Stochastic discount factor and treatment effect. (2022). Otsu, Taisuke ; Qiu, Chen. In: Quantitative Economics. RePEc:wly:quante:v:13:y:2022:i:1:p:63-94. Full description at Econpapers || Download paper |
Works by Michael J. Stutzer:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1996 | A Simple Nonparametric Approach to Derivative Security Valuation. In: Journal of Finance. [Full Text][Citation analysis] | article | 127 |
| 1989 | Credit Rationing and Government Loan Programs: A Welfare Analysis In: Real Estate Economics. [Full Text][Citation analysis] | article | 41 |
| 1997 | An Information-Theoretic Alternative to Generalized Method of Moments Estimation In: Econometrica. [Citation analysis] | article | 279 |
| 1980 | Chaotic dynamics and bifurcation in a macro model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 46 |
| 1980 | Chaotic dynamics and bifurcation in a macro model.(1980) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2018 | The bankruptcy problem in financial networks In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 1987 | Comparative statics for integrable Nash equilibria In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2002 | Connections between entropic and linear projections in asset pricing estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
| 2003 | Portfolio choice with endogenous utility: a large deviations approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 44 |
| 2011 | Portfolio choice with endogenous utility: a large deviations approach.(2011) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | chapter | |
| 1995 | A Bayesian approach to diagnosis of asset pricing models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 41 |
| 1990 | Adverse selection and mutuality: The case of the farm credit system In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 8 |
| 1995 | The Simple Analytics of Observed Discrimination in Credit Markets In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 22 |
| 1995 | The simple analytics of observed discrimination in credit markets.(1995) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 1988 | Variable rate loans and financed activities: The case of adjustable rate mortgages In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Optimal hedging via large deviation In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 1982 | Another note on deadweight loss In: Journal of Public Economics. [Full Text][Citation analysis] | article | 0 |
| 1981 | Another note on deadweight loss.(1981) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1984 | Probable future competition in banking antitrust determination: research findings In: Quarterly Review. [Full Text][Citation analysis] | article | 0 |
| 1985 | The statewide economic impact of small-issue industrial revenue bonds In: Quarterly Review. [Full Text][Citation analysis] | article | 3 |
| 1985 | Adjustable rate mortgages: increasing efficiency more than housing activity In: Quarterly Review. [Full Text][Citation analysis] | article | 0 |
| 1987 | Improving intergovernmental finance: a message from the northland In: Quarterly Review. [Full Text][Citation analysis] | article | 0 |
| 1989 | Duality and arbitrage with transactions costs: theory and applications In: Staff Report. [Full Text][Citation analysis] | paper | 0 |
| 1981 | Parametric properties of tax effort revenue sharing In: Staff Report. [Full Text][Citation analysis] | paper | 0 |
| 1983 | Variable rate subsidies: the inefficiency of in-kind transfers revisited In: Staff Report. [Full Text][Citation analysis] | paper | 0 |
| 1984 | Varible Rate Subsidies : The Ineficiency of In-Kind Transfers Revisited.(1984) In: Public Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 1984 | Correspondence principles for concave orthogonal games In: Staff Report. [Full Text][Citation analysis] | paper | 0 |
| 1984 | Time consistency of optimal plans: an elementary primer In: Staff Report. [Full Text][Citation analysis] | paper | 1 |
| 1995 | A Theory of Mutual Formation and Moral Hazard with Evidence from the History of the Insurance Industry. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 30 |
| 1988 | ADVERSE SELECTION, AGGREGATE UNCERTAINTY, AND THE ROLE FOR MUTUAL INSURANCE COMPANIES In: RCER Working Papers. [Citation analysis] | paper | 0 |
| 1990 | Adverse Selection, Aggregate Uncertainty, and the Role for Mutual Insurance Contracts. In: The Journal of Business. [Full Text][Citation analysis] | article | 35 |
| 1996 | A graphical note on European put thetas In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2005 | FUND MANAGERS MAY CAUSE THEIR BENCHMARKS TO BE PRICED “RISKS” In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2011 | On Growth-Optimality vs. Security Against Underperformance In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team