Does Correlation between Stock Returns Really Increase During Turbulent Period?

DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS¹

Bernard Bensaïd, Jean‐Philippe Lesne, Henri Pagès et al. · Mathematical Finance · 1992 · 424 citations

Business, Economics, Finance +14

Impulse Control Method and Exchange Rate

Monique Jeanblanc‐Picqué · Mathematical Finance · 1993 · 282 citations

Natural Sciences, Economics, Financial Economics +16

Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence

Chi-fu Huang, Henri Pagès · The Annals of Applied Probability · 1992 · 234 citations · Full text

Social Sciences, Economics, Finance +17

European Integration and the Demand for Broad Money

Marc-Olivier Strauss-Kahn, Carlo Monticelli · SSRN Electronic Journal · 1992 · 212 citations · Full text

Social Sciences, Economics, Econometrics +16

Partial compatibility with network externalities and double purchase

André de Palma, Luc Leruth, Pierre Régibeau · Information Economics and Policy · 1999 · 205 citations

Social Sciences, Business Economics, Economics +7