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On the backward-forward procedure
Gouriéroux, Christian; Laffont, Jean-Jacques; Montfort, A. - Université Paris-Dauphine (Paris IX) - 1980
It is shown that backward-forward procedure which selects solutions in dynamic models with rational expectations may fail to give a solution when the lags are of order two.
Persistent link: https://www.econbiz.de/10010755895
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Global financial crisis, funding constraints, and liquidity of VIX futures
Chiu, Junmao; Lien, Da-hsiang Donald; Tsai, Wei-Che - In: Pacific-Basin finance journal 80 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014463313
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Together in bad times? : the effect of COVID-19 on inflation spillovers in China
Xu, Yingying; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 91 (2024), pp. 316-331
Persistent link: https://www.econbiz.de/10014492151
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The cross-border impacts of China's official rate shocks on stock returns of Chinese concepts shares listed on U.S. market
Dong, Weijia; Lien, Da-hsiang Donald; Lv, Xin; Tan, … - In: International review of economics & finance : IREF 76 (2021), pp. 1305-1322
Persistent link: https://www.econbiz.de/10013176937
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Uncertainty, confidence, and monetary policy in China
Lien, Da-hsiang Donald; Sun, Yuchen; Zhang, Chengsi - In: International review of economics & finance : IREF 76 (2021), pp. 1347-1358
Persistent link: https://www.econbiz.de/10013176941
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Advances in economic theory ; Vol. 1
Laffont, Jean-Jacques (contributor) - 1992
Persistent link: https://www.econbiz.de/10000344425
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Advances in economic theory ; Vol. 2
Laffont, Jean-Jacques (contributor) - 1992
Persistent link: https://www.econbiz.de/10000344426
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A differential approach to incentive compatibility
Laffont, Jean-Jacques; Maskin, Eric - 1980
Persistent link: https://www.econbiz.de/10000166075
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Environmental risks and bank liability
Boyer, Marcel; Laffont, Jean-Jacques - 1994
Persistent link: https://www.econbiz.de/10000905978
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A theory of supervision with endogenous transaction costs
Faure-Grimaud, Antoine; Laffont, Jean-Jacques; … - 1998
Persistent link: https://www.econbiz.de/10000990119