Price variations in a stock market with many agents (Working paper for the SFI Economics Research Program)
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Price variations in a stock market with many agents (Working paper for the SFI Economics Research Program)
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No contagion, only interdependence: Measuring stock market co-movements (NBER working paper series)
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No contagion, only interdependence: Measuring stock market co-movements (NBER working paper series)
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Mutual funds and stock and bond market stability (PaineWebber working paper series in money, economics and finance) Reviews
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Mutual funds and stock and bond market stability (PaineWebber working paper series in money, economics and finance)
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Consumption and the stock market: Interpreting international experience (NBER working paper series)
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Consumption and the stock market: Interpreting international experience (NBER working paper series)
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