Jean-Pierre Danthine

University of Lausanne - Institute of Banking and Finance (IBF)

Professor

Lausanne, 1015

Switzerland

http://www.hec.unil.ch/jdanthine/

Centre for Economic Policy Research (CEPR)

Fellow

London

United Kingdom

Swiss Finance Institute

Managing Director

c/o University of Geneve

40, Bd du Pont-d'Arve

1211 Geneva, CH-6900

Switzerland

SCHOLARLY PAPERS

22

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CITATIONS
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89

Scholarly Papers (22)

Intangible Capital, Corporate Valuation and Asset Pricing

Swiss Finance Institute Research Paper No. 06-18
Number of pages: 29 Posted: 03 Oct 2006
Jean-Pierre Danthine and Xiangrong Jin
University of Lausanne - Institute of Banking and Finance (IBF) and Hong Kong Monetary Authority
Downloads 726 (32,962)

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Intangible capital, corporate valuation, stock return volatility

Intangible Capital, Corporate Valuation and Asset Pricing

CEPR Discussion Paper No. 5897
Number of pages: 30 Posted: 28 Dec 2006
Jean-Pierre Danthine and Xiangrong Jin
University of Lausanne - Institute of Banking and Finance (IBF) and Hong Kong Monetary Authority
Downloads 13 (577,854)
Citation 5
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Intangible capital, coporate valuation, stock return volatility

2.

European Financial Integration and Equity Returns: A Theory-Based Assessment

FAME Working Paper No. 84
Number of pages: 87 Posted: 23 Jul 2003
Kpate Adjaoute and Jean-Pierre Danthine
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - Institute of Banking and Finance (IBF)
Downloads 560 (47,351)
Citation 41

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European financial integration, country and sector effects, asset allocation

3.
Downloads 393 ( 73,284)
Citation 8

Distribution Risk and Equity Returns

EFA 2006 Zurich Meetings, FAME Research Paper No. 161
Number of pages: 44 Posted: 03 Jan 2006
Jean-Pierre Danthine, John B. Donaldson and Paolo Siconolfi
University of Lausanne - Institute of Banking and Finance (IBF), Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Downloads 236 (127,416)
Citation 1

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Income shares, Distribution risk, equity premium, limited market participation

Distribution Risk and Equity Returns

THE EQUITY RISK PREMIUM, NORTH HOLLAND HANDBOOK OF FINANCE SERIES, R. Mehra, ed., North Holland, Amsterdam, 2006
Number of pages: 44 Posted: 19 Jun 2006
John B. Donaldson, Paolo Siconolfi and Jean-Pierre Danthine
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and University of Lausanne - Institute of Banking and Finance (IBF)
Downloads 141 (203,468)

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Income shares, Distribution risk, equity premium, limited market

Distribution Risk and Equity Returns

CEPR Discussion Paper No. 5425
Number of pages: 56 Posted: 07 Apr 2006
Jean-Pierre Danthine, John B. Donaldson and Paolo Siconolfi
University of Lausanne - Institute of Banking and Finance (IBF), Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Downloads 16 (558,069)
Citation 24
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Income shares, distribution risk, equity premium, limited market participation

4.

Portfolio Diversification in Europe

FAME Working Paper No. 86
Number of pages: 47 Posted: 23 Jul 2003
Kpate Adjaoute, Jean-Pierre Danthine and Dušan Isakov
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - Institute of Banking and Finance (IBF) and University of Fribourg - Faculty of Economics and Social Science
Downloads 381 (75,969)
Citation 15

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Risk sharing, Portfolio holdings, financial market integration, cross sectional dispersion

Executive Compensation and Stock Options: An Inconvenient Truth

Swiss Finance Institute Research Paper No. 08-13
Number of pages: 32 Posted: 08 Jul 2008
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 306 (96,862)
Citation 3

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corporate governance, optimal contracting, business cycles

Executive Compensation and Stock Options: An Inconvenient Truth

CEPR Discussion Paper No. DP6890
Number of pages: 31 Posted: 20 Aug 2008
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 2 (660,561)
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business cycles, convex contracts, corporate governance, executive compensation, optimal contracting, stock options

Executive Compensation: The View from General Equilibrium

Swiss Finance Institute Research Paper No. 07-33
Number of pages: 30 Posted: 09 Oct 2007
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 182 (163,403)
Citation 1

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incentives, optimal contracting, stochastic discount factor

Executive Compensation: The View from General Equilibrium

CEPR Discussion Paper No. DP6555
Number of pages: 29 Posted: 05 Jun 2008
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 1 (675,099)
Citation 1
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incentives, optimal contracting, stochastic discount factor

7.
Downloads 150 (193,010)
Citation 1

The Macroeconomics of Delegated Management

FAME Research Paper No. 88
Number of pages: 52 Posted: 31 Jul 2003
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 121 (229,670)
Citation 2

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The Macroeconomics of Delegated Management

CEPR Discussion Paper No. 4008
Number of pages: 43 Posted: 26 Sep 2003
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 29 (478,535)
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Business cycles, delegated management, contracting

On the Consequences of State Dependent Preferences for the Pricing of Financial Assets

FAME Research Paper No. 73
Number of pages: 45 Posted: 22 Jul 2003
University of Lausanne - Institute of Banking and Finance (IBF), CUNY - Baruch College, Manhattan College and Columbia Business School - Finance and Economics
Downloads 117 (235,584)
Citation 5

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state dependent utility, equity premium, equity premium puzzle

On the Consequences of State Dependent Preferences for the Pricing of Financial Assets

CEPR Discussion Paper No. 3697
Number of pages: 37 Posted: 21 Mar 2003
University of Lausanne - Institute of Banking and Finance (IBF), CUNY - Baruch College, Manhattan College and Columbia Business School - Finance and Economics
Downloads 22 (519,770)
Citation 11
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State dependent utility, equity premium, equity premium puzzle

Fair Wages in a New Keynesian Model of the Business Cycle

CIRPEE Working Paper No. 03-20
Number of pages: 48 Posted: 19 Jun 2003
Jean-Pierre Danthine and André Kurmann
University of Lausanne - Institute of Banking and Finance (IBF) and Drexel University - LeBow College of Business
Downloads 78 (308,786)
Citation 2

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Efficiency wages, Business cycles, Sticky prices, Persistence

Fair Wages in a New Keynesian Model of the Business Cycle

CEPR Discussion Paper No. 3423
Number of pages: 44 Posted: 08 Aug 2002
Jean-Pierre Danthine and André Kurmann
University of Lausanne - Institute of Banking and Finance (IBF) and Drexel University - LeBow College of Business
Downloads 13 (577,854)
Citation 26
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Efficiency wages, business cycles, sticky prices, persistence

European Financial Markets after Emu: A First Assessment

NBER Working Paper No. w8044
Number of pages: 66 Posted: 15 Dec 2000 Last Revised: 20 Oct 2010
Jean-Pierre Danthine, Francesco Giavazzi and Ernst-Ludwig von Thadden
University of Lausanne - Institute of Banking and Finance (IBF), University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER) and Universitaet Mannheim
Downloads 66 (339,628)
Citation 19

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European Financial Markets after Emu: A First Assessment

CEPR Discussion Paper No. 2413
Posted: 27 Oct 2000
Ernst-Ludwig von Thadden, Francesco Giavazzi and Jean-Pierre Danthine
Universitaet Mannheim, University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER) and University of Lausanne - Institute of Banking and Finance (IBF)

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11.

Emu and Portfolio Diversification Opportunities

CEPR Discussion Paper No. 2962
Number of pages: 39 Posted: 13 Nov 2001
Kpate Adjaoute and Jean-Pierre Danthine
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - Institute of Banking and Finance (IBF)
Downloads 42 (411,427)
Citation 7
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EMU, portfolio diversification, home bias

12.

Portfolio Diversification: Alive and Well in Euroland!

CEPR Discussion Paper No. 3086
Number of pages: 18 Posted: 14 Dec 2001
Kpate Adjaoute and Jean-Pierre Danthine
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - Institute of Banking and Finance (IBF)
Downloads 30 (461,226)
Citation 9
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Portfolio diversification, return dispersion, euro

13.

The Business Cycle Implications of Reciprocity in Labor Relations

CIRPEE Working Paper 07-43
Number of pages: 50 Posted: 27 Nov 2007
Jean-Pierre Danthine and André Kurmann
University of Lausanne - Institute of Banking and Finance (IBF) and Drexel University - LeBow College of Business
Downloads 29 (465,998)
Citation 7

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Efficiency wages, Reciprocity, Estimated DSGE models

The Macroeconomic Consequences of Reciprocity in Labor Relations

Scandinavian Journal of Economics, Vol. 109, Issue 4, pp. 857-881, March 2008
Number of pages: 25 Posted: 29 Feb 2008
Jean-Pierre Danthine and André Kurmann
University of Lausanne - Institute of Banking and Finance (IBF) and affiliation not provided to SSRN
Downloads 16 (558,069)
Citation 12
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The Macroeconomic Consequences of Reciprocity in Labor Relations

CEPR Discussion Paper No. 5174
Number of pages: 37 Posted: 25 Aug 2005
Jean-Pierre Danthine and André Kurmann
University of Lausanne - Institute of Banking and Finance (IBF) and Drexel University - LeBow College of Business
Downloads 12 (584,596)
Citation 2
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Reciprocity, rent-sharing, efficiency wages, wage rigidity

15.

Decentralizing the Stochastic Growth Model

CEPR Discussion Paper No. 3348
Number of pages: 32 Posted: 04 Jun 2002
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 28 (470,926)
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Stochastic growth model, business cycles, delegated management

16.

Reserve Management and the Use of Ratings at the Swiss National Bank

BIS Paper No. 72x
Number of pages: 3 Posted: 06 Oct 2014
Jean-Pierre Danthine
University of Lausanne - Institute of Banking and Finance (IBF)
Downloads 17 (532,230)

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17.

A Note on Nns Models: Introducing Physical Capital; Avoiding Rationing

CEPR Discussion Paper No. 3351
Number of pages: 11 Posted: 06 Jun 2002
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics
Downloads 15 (543,831)
Citation 7
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New neo-classical synthesis, sticky prices, cost-of-adjusting capital

18.

Efficiency Wages Revisited: The Internal Reference Perspective

CEPR Discussion Paper No. 4503
Number of pages: 36 Posted: 08 Sep 2004
Jean-Pierre Danthine and André Kurmann
University of Lausanne - Institute of Banking and Finance (IBF) and Drexel University - LeBow College of Business
Downloads 13 (555,697)
Citation 15
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Efficiency wages, wage rigidity, rent-sharing, reciprocity

19.

The Business Cycle Implications of Reciprocity in Labour Relations

CEPR Discussion Paper No. DP6587
Number of pages: 52 Posted: 06 Jun 2008
Jean-Pierre Danthine and André Kurmann
University of Lausanne - Institute of Banking and Finance (IBF) and Drexel University - LeBow College of Business
Downloads 1 (643,078)
Citation 1
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Efficiency wages, Estimated DSGE models, Reciprocity

20.

Non-Falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso

CEPR Discussion Paper No. 1819
Posted: 20 Aug 1998
Jean-Pierre Danthine and John B. Donaldson
University of Lausanne - Institute of Banking and Finance (IBF) and Columbia Business School - Finance and Economics

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21.

Productivity Growth, Consumer Confidence and the Business Cycle

CEPR Discussion Paper Series No. 1779
Posted: 25 Jun 1998
Jean-Pierre Danthine, John B. Donaldson and Thore Johnsen
University of Lausanne - Institute of Banking and Finance (IBF), Columbia Business School - Finance and Economics and Norwegian School of Economics (NHH) - Department of Finance

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22.

Front-Running by Mutual Fund Managers: It Ain't that Bad

CEPR Discussion Paper Series Number 1528
Posted: 09 Apr 1997
Jean-Pierre Danthine and Serge Moresi
University of Lausanne - Institute of Banking and Finance (IBF) and Charles River Associates (CRA)

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