Search Results - "Annals of economics and statistics"

Journal Article

Incentives under Upstream-Downstream Moral Hazard Contract

by Patrice Loisel Bernard Elyakime Published in Annals of economics and statistics (01.03.2019)

“...This paper explores the characteristics of an upstream-downstream moral hazard contract between two private initially non-associated producers in a spatialized...”

Journal Article

Systemic Tail Risk Distribution

by Alexis Bienvenüe Christian Y. Robert Published in Annals of economics and statistics (01.12.2016)

“...We introduce the systemic tail risk distribution of a financial market to characterize the asset return linkages during financial crisis. This distribution...”

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Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret

by Décamps, Jean-Paul Published in Annals of Economics and Statistics (01.01.1993)

“...A general equilibrium model is defined from the works of Lucas [1978] and Campbell [1986]. Within the framework of this model, we establish various explicit...”

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by Weber, Guglielmo Published in Annals of Economics and Statistics (01.01.1993)

“...The life-cycle model with liquidity constraints produces an Euler equation with unobservable Kuhn-Tucker multipliers. If borrowing restrictions depend on...”

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