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~isPartOf:"Economica"
~isPartOf:"Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists"
~isPartOf:"International review of financial analysis"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Quantitative finance"
~isPartOf:"The economic record : er"
~language:"eng"
~language:"est"
~person:"Creedy, John"
~person:"Heijdra, Ben J."
~person:"Lillo, Fabrizio"
~person:"Long, Ngo Van"
~person:"Löfgren, Karl-Gustaf"
~subject:"Agency theory"
~subject:"Elasticity"
~subject:"Erschöpfbare Ressourcen"
~subject:"Overlapping Generations"
~subject:"Technischer Fortschritt"
~subject:"Theorie"
~subject:"Theory"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Congress Report"
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Agency theory
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Overlapping generations
8
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7
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Creedy, John
Heijdra, Ben J.
Lillo, Fabrizio
Long, Ngo Van
Löfgren, Karl-Gustaf
Turnovsky, Stephen J.
16
Serletis, Apostolos
12
Lai, Ching-chong
11
Hanley, Nick
10
Ploeg, Frederick van der
10
Andersen, Torben M.
9
Bergh, Jeroen C. J. M. van den
9
Horan, Richard D.
9
Barbier, Edward
8
Mäler, Karl-Göran
8
Wirl, Franz
8
Withagen, Cees
8
Agénor, Pierre-Richard
7
Barnett, William A.
7
Chang, Juin-jen
7
Gersbach, Hans
7
Hamilton, Kirk
7
Hoel, Michael
7
Hughes Hallett, Andrew
7
Karp, Larry S.
7
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7
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7
Smulders, Sjak
7
Sornette, Didier
7
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7
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6
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6
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6
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6
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6
Prettner, Klaus
6
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6
Rosendahl, Knut Einar
6
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6
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6
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Economica
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
International review of financial analysis
Macroeconomic dynamics
Quantitative finance
The economic record : er
Journal of economic dynamics & control
24
Australian economic papers
17
New Zealand economic papers
16
The Australian economic review
14
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
9
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
8
Oxford economic papers
8
Review of international economics
8
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
7
Bulletin of economic research
7
Economics letters
7
European journal of political economy
7
International tax and public finance
7
Journal of public economics
7
Fiscal studies : the journal of the Institute for Fiscal Studies
6
International economic review
6
Journal of economic studies
6
The Japanese economic review : the journal of the Japanese Economic Association
6
Dynamic games and applications : DGA
5
Economic modelling
5
European economic review : EER
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
The Manchester School
5
The Scandinavian journal of economics
5
Economic analysis and policy
4
Journal of economics
4
Journal of international economics
4
Journal of the history of economic thought
4
Natural resource modeling : the official journal of the Resource Modeling Association
4
Pacific economic review
4
German economic review
3
History of economics review : HER
3
Journal of economic behavior & organization : JEBO
3
Journal of economic surveys
3
Journal of income distribution : an international quarterly
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ECONIS (ZBW)
41
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1
From zero-intelligence to queue-reactive : limit-order-book modeling for high-frequency volatility estimation and optimal execution
Mariotti, Tommaso
;
Lillo, Fabrizio
;
Toscano, Giacomo
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 367-388
Persistent link: https://www.econbiz.de/10014232657
Saved in:
2
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
3
A tale of two sentiment scales : disentangling short-run and long-run components in multivariate sentiment dynamics
Vassallo, Danilo
;
Bormetti, Giacomo
;
Lillo, Fabrizio
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2237-2255
Persistent link: https://www.econbiz.de/10013490941
Saved in:
4
Unveiling the relation between herding and liquidity with trader lead-lag networks
Campajola, Carlo
;
Lillo, Fabrizio
;
Tantari, Daniele
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1765-1778
Persistent link: https://www.econbiz.de/10012313511
Saved in:
5
General equilibrium effects of green technological progress
Long, Ngo Van
;
Stähler, Frank
- In:
Environmental & resource economics : the official …
69
(
2018
)
1
,
pp. 159-166
Persistent link: https://www.econbiz.de/10011938645
Saved in:
6
Linear models for the impact of order flow on prices, I.: History dependent impact models
Taranto, Damian Eduardo
;
Bormetti, Giacomo
;
Bouchaud, …
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 903-915
Persistent link: https://www.econbiz.de/10011910928
Saved in:
7
Linear models for the impact of order flow on prices, II.: The Mixture Transition Distribution model
Taranto, Damian Eduardo
;
Bormetti, Giacomo
;
Bouchaud, …
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 917-931
Persistent link: https://www.econbiz.de/10011910934
Saved in:
8
Modelling illiquidity spillovers with Hawkes processes : an application to the sovereign bond market
Schneider, Michael
;
Lillo, Fabrizio
;
Pelizzon, Loriana
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 283-293
Persistent link: https://www.econbiz.de/10011906340
Saved in:
9
Simultaneous supplies of dirty energy and capacity constrained clean energy : is there a green paradox?
Gronwald, Marc
;
Long, Ngo Van
;
Roepke, Luise
- In:
Environmental & resource economics : the official …
68
(
2017
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10011803667
Saved in:
10
Estimating the elasticity of taxable income in New Zealand
Carey, Simon
;
Creedy, John
;
Gemmell, Norman
;
Teng, Josh
- In:
The economic record : er
91
(
2015
)
292
,
pp. 54-78
Persistent link: https://www.econbiz.de/10011343073
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