At the dated check, the references listed below either did not resolve in
Crossref or DataCite, or carried a retraction notice. Each one is shown with the
registry record that put it there.
The 130 checked references that resolve
resolves10.1086/262091Was Prometheus Unbound by Chance? Risk, Diversification, and Growth
resolves10.3386/w10246Financial Development and the Instability of Open Economies
resolves10.3386/w2015Agency Costs, Collateral, and Business Fluctuations
resolves10.1086/261596A Constant Recontracting Model of Sovereign Debt
resolves10.2307/2534693Economic Crises: Evidence and Insights from East Asia
resolves10.1086/261720Financial Development, Growth, and the Distribution of Income
resolves10.3386/w7063Technology (and Policy) Shocks in Models of Endogenous Growth
resolves10.3386/w5600Understanding Financial Crises: A Developing Country Perspective
resolves10.3386/w6680The Onset of the East Asian Financial Crisis
resolves10.3386/w4959Cross-Country Evidence on the Link Between Volatility and Growth
resolves10.3386/w10293The Positive Link Between Financial Liberalization, Growth and Crises
resolves10.1214/aoap/1177005770Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence
resolves10.2307/3501996Le taux du crédit accordé aux entreprises françaises: coûts opératoires des banques et prime de risque de défaut
resolves10.2307/2951649Commitment Value of Contracts Under Renegotiation Constraints
resolves10.3406/ecofi.1993.2439Concurrence imparfaite et transmission de la politique monétaire sur les taux débiteurs
resolves10.2307/20076018Asymmetry in the EMS Revisited: Evidence from the Causality Analysis of Daily Eurorates
resolves10.2307/3502611Coût du crédit et montant des prêts. Une interprétation en termes de canal large du crédit
resolves10.2307/20076227Les stratégies "Stop-loss": Théorie et application au Contrat Notionnel du Matif
resolves10.2307/20076151L'influence des montants émis sur le taux des certificats de dépôts
resolves10.2139/ssrn.1734774Volume Effect, Volatility, and International Transmission between Stock Markets (In French)
resolves10.3406/ecop.1999.5971Le contenu en information de la pente des taux : application au cas des titres publics français
resolves10.2307/20076149La théorie des anticipations de la structure par terme: Test à partir des titres publics français
resolves10.2307/20076248La relation entre le taux des crédits et le coût des ressources bancaires. Modélisation et estimation Sur données individuelles de banques
resolves10.2139/ssrn.1734677Threat of a Capital Levy, Expected Devaluation and Interest Rates in France During the Interwar Period
resolves10.3406/ecop.1999.5948La modélisation Var "structurel" : application à la politique monétaire en France
resolves10.2139/ssrn.1734664Long-Run Causality, with an Application to International Links between Long-Term Interest Rates
resolves10.2139/ssrn.1734663Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election
resolves10.2139/ssrn.1734648Interest Rate Transmission and Volatility Transmission along the Yield Curve
resolves10.2139/ssrn.1734355Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model
resolves10.2139/ssrn.1734354The Information Content of the French and German Government Bond Yield Curves: Why Such Differences?
resolves10.2139/ssrn.1734353Coûts Et Bénéfices Du Passage D'Une Faible Inflation À La Stabilité Des Prix - Une Comparaison Internationale
resolves10.2139/ssrn.1734343Labour Share Income in France and in Germany (Partage de la Ajoutée en France et en Allemagne) (French)
resolves10.3406/ecop.2001.6218La pente des taux contient-elle de l’information sur l’activité économique future ?
resolves10.2139/ssrn.1734311Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I
resolves10.2139/ssrn.1734309Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II
resolves10.2139/ssrn.1734306Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models
resolves10.2139/ssrn.1730595Does Correlation between Stock Returns Really Increase During Turbulent Period?
resolves10.2139/ssrn.1730592Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies
resolves10.2139/ssrn.1730591Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
resolves10.2139/ssrn.1730590Modèle À Anticipations Rationnelles De La Conjoncturesimulée: Marcos (In French)
resolves10.2139/ssrn.1730173Testing for a Forward-Looking Phillips Curve: Additional Evidence from European and US Data
resolves10.3406/rfeco.2002.1517Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000)
resolves10.2139/ssrn.1728744Is There a Bank Lending Channel in France? Evidence from Bank Panel Data
resolves10.2139/ssrn.1728767Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
resolves10.2139/ssrn.1728762What is the Best Approach to Measure the Interdependence between Different Markets?
resolves10.2139/ssrn.1728708Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation
resolves10.3406/ecop.2003.6899Les déterminants du taux de marge en France et quelques autres grands pays industrialisés : analyse empirique sur la période 1970-2000
resolves10.2139/ssrn.384381Ml vs GMM Estimates of Hybrid Macroeconomic Models (with an Application to the 'New Phillips Curve')
resolves10.2139/ssrn.1727394Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model
resolves10.2139/ssrn.1727277The Breaks in Per Capita Productivity Trends in a Number of Industrial Countries
resolves10.2139/ssrn.1706132Investment in Information and Communication Technologies: An Empirical Analysis
resolves10.2307/20079069Régime de retraite et chute de la natalité: Évolution des mœurs ou arbitrage micro-économique?
resolves10.2139/ssrn.1706098Interactions between Business Cycles, Stock Market Cycles and Interest Rates: The Stylised Facts
resolves10.2139/ssrn.1706095Break in the Mean and Persistence of Inflation: A Sectoral Analysis of French CPI
resolves10.2139/ssrn.1706109Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy
resolves10.2139/ssrn.1706092Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?
resolves10.2139/ssrn.1706104Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area
resolves10.2139/ssrn.1703439Opportunity Costs of Having a Child, Financial Constraints and Fertility
resolves10.2139/ssrn.1703435A Comparison of Structural Productivity Levels in the Major Industrialised Countries
resolves10.2139/ssrn.1703444The Fed and the Question of Financial Stability: An Empirical Investigation
resolves10.2139/ssrn.1690504Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data
resolves10.2139/ssrn.1703422Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation
resolves10.2139/ssrn.1699636Illiquidity, Financial Development and the Growth-Volatility Relationship
The 52 references without a DOI — listed, not checked
no DOI — not checkedFinancial Liberalization and Volatility in Emerging Market Economies
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no DOI — not checkedEast Asian Corporates: Growth, Financing and Risks over the last decade
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no DOI — not checkedPenn World Table Version 6.1
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no DOI — not checkedThe Challenges of the
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no DOI — not checkedcontacter la biblioth�que de la direction de la recherche � l'adresse suivante : For any comment or enquiries on the working Papers, contact the library of the Research Directorate at the following address : BANQUE DE FRANCE
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