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Sellers' local currency pricing or buyers' local currency pricing : does it matter for international welfare analysis?
Huang, Kevin X. D.; Liu, Zheng - In: Journal of economic dynamics & control 30 (2006) 7, pp. 1183-1213
Persistent link: https://www.econbiz.de/10003336477
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Is forward-looking inflation targeting destabilizing? : the role of policy's response to current output under endogenous investment
Huang, Kevin X. D.; Meng, Qinglai; Xue, Jianpo - In: Journal of economic dynamics & control 33 (2009) 2, pp. 409-430
Persistent link: https://www.econbiz.de/10003810061
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The asset allocation puzzle is still a puzzle
Lioui, Abraham - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1185-1216
Persistent link: https://www.econbiz.de/10003443369
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Capital and macroeconomic instability in a discrete-time model with forward-looking interest rate rules
Huang, Kevin X. D.; Meng, Qinglai - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2802-2826
Persistent link: https://www.econbiz.de/10003499207
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Consistent high-frequency calibration
Aadland, David; Huang, Kevin X. D. - In: Journal of economic dynamics & control 28 (2004) 11, pp. 2277-2295
Persistent link: https://www.econbiz.de/10002172323
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On optimal portfolio choice under stochastic interest rates
Lioui, Abraham; Poncet, Patrice - In: Journal of economic dynamics & control 25 (2001) 11, pp. 1841-1865
Persistent link: https://www.econbiz.de/10001599261
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On infinite-horizon minimum-cost hedging under cone constraints
Huang, Kevin X. D. - In: Journal of economic dynamics & control 27 (2002) 2, pp. 283-301
Persistent link: https://www.econbiz.de/10001703402
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Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1101-1113
Persistent link: https://www.econbiz.de/10001200764
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Optimal spreading when spreading is optimal
Lioui, Abraham - In: Journal of economic dynamics & control 23 (1998) 2, pp. 277-301
Persistent link: https://www.econbiz.de/10001252613
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Dynamic asset pricing with non-redundant forwards
Lioui, Abraham; Poncet, Patrice - In: Journal of economic dynamics & control 27 (2003) 7, pp. 1163-1180
Persistent link: https://www.econbiz.de/10001736089