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1990 | ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES. RePEc:fth:pennif:1-90 [Citation Analysis] | 375 |
1990 | THE CONSUMPTION OF STOCKHOLDERS AND NON-STOCKHOLDERS. RePEc:fth:pennif:23-90 [Citation Analysis] | 28 |
1991 | Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States. RePEc:fth:pennif:3-91 [Citation Analysis] | 22 |
2000 | Using Asset Prices to Measure the Cost of Business Cycles. RePEc:fth:pennif:00-1 [Citation Analysis] | 10 |
1993 | Trends in Expected Returns in Currency and Bond Markets. RePEc:fth:pennif:93-4 [Citation Analysis] | 8 |
1994 | Puzzles in international Financial Markets. RePEc:fth:pennif:94-7 [Citation Analysis] | 7 |
1990 | MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES. RePEc:fth:pennif:20-90 [Citation Analysis] | 6 |
1991 | Option Prices and the Underlying Assets Return Distribution RePEc:fth:pennif:11-91 [Citation Analysis] | 6 |
1996 | The Effects of Industry Structure on Economic Exposure. RePEc:fth:pennif:96-3 [Citation Analysis] | 5 |
1992 | Does Foreign Exchange Intervention Signal Future Monetary Policy? RePEc:fth:pennif:93-3 [Citation Analysis] | 5 |
1993 | Currency Option Pricing in Credible Target Zones. RePEc:fth:pennif:93-7 [Citation Analysis] | 4 |
1996 | Consumption, Stock Returns, and the Gains from International Risk-Sharing. RePEc:fth:pennif:96-4 [Citation Analysis] | 4 |
1993 | Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter. RePEc:fth:pennif:93-11 [Citation Analysis] | 2 |
1998 | Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey RePEc:fth:pennif:98-03 [Citation Analysis] | 2 |
1998 | Both Sides of Corporate Diversification: The Value Impacts of Geographic and Industrial Diversification RePEc:fth:pennif:98-02 [Citation Analysis] | 2 |
1990 | MEASUREMENT DISTORTION AND MISSING CONTINGENCIES IN OPTIMAL CONTRACTS. RePEc:fth:pennif:26-90 [Citation Analysis] | 2 |
1991 | Security Prices and Market Transparency. RePEc:fth:pennif:1-92 [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 |
1998 | Explaining Home Bias in Equities and Consumption RePEc:fth:pennif:98-05 [Citation Analysis] | 1 |
1991 | Stock Price Manipulation, Market Microstructure and Asymetric Information. RePEc:fth:pennif:21-91 [Citation Analysis] | 1 |
1990 | ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES. RePEc:fth:pennif:7-90 [Citation Analysis] | 1 |
1991 | Risk and Returns of low-Grade Bonds: An Update. RePEc:fth:pennif:15-91 [Citation Analysis] | 1 |
1990 | THE CRASH OF 87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS. RePEc:fth:pennif:28-90 [Citation Analysis] | 1 |
1991 | Differences in execution Prices among the Nyse, the Regionals and the NASD. RePEc:fth:pennif:4-92 [Citation Analysis] | 1 |
1993 | Siegels Paradox and Pricing of Currency Options. RePEc:fth:pennif:93-8 [Citation Analysis] | 1 |
1991 | Limited Market Participation and Volatility of Asset Prices. RePEc:fth:pennif:14-91 [Citation Analysis] | 1 |
1991 | An Ordered Probit Analysis of Transaction Stock Prices. RePEc:fth:pennif:26-91 [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 |
1991 | Limited Market Participation and Volatility of Asset Prices. RePEc:fth:pennif:2-92 [Citation Analysis] | 1 |
1993 | Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in PHLX Deutschemark Options. RePEc:fth:pennif:93-13 [Citation Analysis] | 1 |
1991 | How Long do Unilateral Target Zones last? RePEc:fth:pennif:1991-2 [Citation Analysis] | 1 |
1991 | Quantity-Adjusting Options and Forward Contracts. RePEc:fth:pennif:29-91 [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 |
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Source data used to compute the impact factor of RePEc series.