Journal of Economic Dynamics and Control, July 2019

Green Table of Contents

Volume 104

Pages 1 - 152

 

Designing optimal M&A strategies under uncertainty

    Elmar Lukas, Paulo J. Pereira, Artur Rodrigues

    Pages 1-20

Link to preprint

 

Measuring the covariance risk of consumer debt portfolios

    Carlos Madeira

    Pages 21-38

Link to preprint

 

Income inequality, consumption, credit and credit risk in a data-driven agent-based model

    Georgios Papadopoulos

    Pages 39-73

Link to preprint

 

Lifecycle consumption under different income profiles: Evidence and theory

    John Duffy, Yue Li

    Pages 74-94

Link to preprint

 

Momentum and reversal: The role of short selling

    Zhaobo Zhu, Xinrui Duan, Licheng Sun, Jun Tu

    Pages 95-110

Green copy unavailable

 

A profitable modification to global quadratic hedging

    Maciej Augustyniak, Frédéric Godin, Clarence Simard

    Pages 111-131

Link to preprint

 

Money-financed fiscal stimulus: The effects of implementation lag

    Takayuki Tsuruga, Shota Wake

    Pages 132-151

Link to preprint