Journal Articles | Books | Book Chapters
Journal Articles
2018
Danthine, J.-P. and S. Danthine, “On the rewards to international investing: a safe haven currency perspective,” Swiss Journal of Economics and Statistics, 154(1), 1–12.
2017
Danthine, J.-P., “The Interest Rate Unbound?,” Comparative Economic Studies, 59(2), 129–148.
2015
Danthine, J.-P. and J.B. Donaldson, “Executive Compensation: A General Equilibrium Perspective,” Review of Economic Dynamics, 18(2), 269–286.
2014
Danthine, J.-P., “Implementing macroprudential policies: the Swiss approach,” Financial Stability Review, 18, 97–104.
2010
Danthine, J.-P. and A. Kurmann, “The business cycle implications of reciprocity in labor relations,” Journal of Monetary Economics, 57(7), 837–850.
2007
Danthine, J.-P. and A. Kurmann, “The Macroeconomic Consequences of Reciprocity in Labor Relations,” Scandinavian Journal of Economics, 109(4), 857–881.
Danthine, J.-P. and X. Jin, “Intangible capital, corporate valuation and asset pricing,” Economic Theory, 32(1), 157–177.
2006
Danthine, J.-P. and A. Kurmann, “Efficiency wages revisited: The internal reference perspective,” Economics Letters, 90(2), 278–284.
2004
Adjaouté, K. and J.-P. Danthine, “Equity Returns and Integration: Is Europe Changing?,” Oxford Review of Economic Policy, 20(4), 555–570.
Adjaouté, K. and J.-P. Danthine, “Portfolio diversification: alive and well in Euro-land!,” Applied Financial Economics, 14(17), 1225–1231.
Danthine, J.-P. and A. Kurmann, “Fair Wages in a New Keynesian Model of the Business Cycle,” Review of Economic Dynamics, 7(1), 107–142.
Danthine, J.-P., J.B. Donaldson, C. Giannikos and H. Guirguis, “On the consequences of state dependent preferences for the pricing of financial assets,” Finance Research Letters, 1(3), 143–153.
2002
Danthine, J.-P. and J.B. Donaldson, “A note on NNS models: introducing physical capital; avoiding rationing,” Economics Letters, 77(3), 433–437.
Danthine, J.-P. and J.B. Donaldson, “Labour Relations and Asset Returns,” Review of Economic Studies, 69(1), 41–64.
1999
Danthine, J.-P. and J.B. Donaldson, “Non-falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso,” Economic Journal, 109(458), 607–635.
1998
Danthine, J.-P. and S. Moresi, “Front-Running by Mutual Fund Managers: A Mixed Bag,” European Finance Review, 2(1), 29–56.
Danthine, J.-P., J.B. Donaldson and T. Johnsen, “Productivity growth, consumer confidence and the business cycle,” European Economic Review, 42(6), 1113–1140.
Zurn, P. and J.-P. Danthine, “Ökonomische Evaluation verschiedener Hepatitis-B-Impfstrategien in der Schweiz,” Sozial- und Präventivmedizin, 43(1), 61–64.
Zurn, P. and J.-P. Danthine, “Evaluation économique de différentes stratégies de vaccination contre l'hépatite B en Suisse,” Sozial- und Präventivmedizin, 43(1), 134–137.
Danthine, J.-P. and N. Gottfries, “Comment on R. W. Cooper, ‘Business Cycles: Theory, Evidence and Policy Implications’,” Scandinavian Journal of Economics, 100(1), 239–245.
Danthine, J.-P., “À la poursuite du Graal : le successeur d’IS-LM est-il identifié?,” L’Actualité économique, 74(4), 607–620.
1997
Danthine, J.-P., “In Search of a Successor to IS-LM,” Oxford Review of Economic Policy, 13(3), 135–144.
1994
Danthine, J.-P. and J. Hunt, “Wage Bargaining Structure, Employment and Economic Integration,” Economic Journal, 104(424), 528–541.
1993
Danthine, J.-P. and S. Moresi, “Volatility, information and noise trading,” European Economic Review, 37(5), 961–982.
Danthine, J.-P. and J.B. Donaldson, “Methodological and empirical issues in real business cycle theory,” European Economic Review, 37(1), 1–35.
1992
Danthine, J.-P., J.B. Donaldson and R. Mehra, “The equity premium and the allocation of income risk,” Journal of Economic Dynamics and Control, 16(3–4), 509–532.
Danthine, J.-P. and J.B. Donaldson, “Risk sharing in the business cycle,” European Economic Review, 36(2–3), 468–475.
1990
Danthine, J.-P. and J.B. Donaldson, “Efficiency wages and the business cycle puzzle,” European Economic Review, 34(7), 1275–1301.
1989
Danthine, J.-P. and M. Girardin, “Business cycles in Switzerland: A comparative study,” European Economic Review, 33(1), 31–50.
Danthine, J.-P., J.B. Donaldson and R. Mehra, “On some computational aspects of equilibrium business cycle theory,” Journal of Economic Dynamics and Control, 13(3), 449–470.
Danthine, J.-P., “Growth and unemployment in Europe: A review essay,” Journal of Monetary Economics, 24(3), 479–484.
1987
Danthine, J.-P., “Introduction,” European Economic Review, 31(1–2), 221–225.
Danthine, J.-P., “Restoring Europe's prosperity: A review essay,” Journal of Monetary Economics, 20(3), 521–526.
Danthine, J.-P., J.B. Donaldson and L. Smith, “On the superneutrality of money in a stochastic dynamic macroeconomic model,” Journal of Monetary Economics, 20(3), 475–499.
1986
Danthine, J.-P. and J.B. Donaldson, “Inflation and Asset Prices in an Exchange Economy,” Econometrica, 54(3), 585–605.
1985
Danthine, J.-P. and M.J.P. Magill, “Investment in information acquisition,” Economics Letters, 19(3), 221–225.
Danthine, J.-P. and J.B. Donaldson, “A note on the effects of capital income taxation on the dynamics of a competitive economy,” Journal of Public Economics, 28(2), 255–265.
1984
Danthine, J.-P. and M. Peytrignet, “Complement to ‘Rationing macroeconomics: A graphical exposition’: Aggregate demand and supply,” European Economic Review, 26(1–2), 203–208.
Danthine, J.-P. and J.B. Donaldson, “Investment, stability and taxation in a long-run macroeconomic model,” Journal of Economic Dynamics and Control, 7(2), 79–110.
1983
Danthine, J.-P., J.B. Donaldson and R. Mehra, “On the impact of shock persistence on the dynamics of a recursive economy,” European Economic Review, 22(2), 147–166.
Anderson, R.W. and J.-P. Danthine, “The Time Pattern of Hedging and the Volatility of Futures Prices,” Review of Economic Studies, 50(2), 249–266.
Anderson, R.W. and J.-P. Danthine, “Hedger Diversity in Futures Markets,” Economic Journal, 93, 370–389.
1981
Danthine, J.-P. and J.B. Donaldson, “Certainty Planning in an Uncertain World: A Reconsideration,” Review of Economic Studies, 48(3), 507–510.
Danthine, J.-P. and J.B. Donaldson, “Stochastic Properties of Fast vs. Slow Growing Economies,” Econometrica, 49(4), 1007–1033.
Anderson, R.W. and J.-P. Danthine, “Cross Hedging,” Journal of Political Economy, 89(6), 1182–1196.
1980
Anderson, R.W. and J.-P. Danthine, “Hedging and Joint Production: Theory and Illustrations,” Journal of Finance, 35(2), 487–498.
1978
Danthine, J.-P., “Information, futures prices, and stabilizing speculation,” Journal of Economic Theory, 17(1), 79–98.
1977
Danthine, J.-P., “Martingale, market efficiency and commodity prices,” European Economic Review, 10(1), 1–17.
Books
Danthine, J.-P., J.B. Donaldson and S. Danthine (2025), Intermediate Financial Theory, 4th ed., Academic Press/Elsevier.
Danthine, J.-P. and J.B. Donaldson (2014), Intermediate Financial Theory, 3rd ed., Academic Press/Elsevier.
Danthine, J.-P. and J.B. Donaldson (2005), Intermediate Financial Theory, 2nd ed., Academic Press/Elsevier.
Danthine, J.-P. and J.B. Donaldson (2001), Intermediate Financial Theory, 1st ed., Prentice Hall.
Book Chapters and Contributions
Danthine, J.-P. (2013), “Reserve management and the use of ratings at the Swiss National Bank,” in Sovereign Risk: A World Without Risk-Free Assets?, BIS Papers No. 72, Bank for International Settlements, pp. 136–138.
Nixon, K., R. Portes and J.-P. Danthine (2013), “Policy Panel,” in A. Heath, M. Lilley and M. Manning (eds.), Liquidity and Funding Markets, Reserve Bank of Australia.
Danthine, J.-P., J.B. Donaldson and P. Siconolfi (2008), “Distribution Risk and Equity Returns,” in R. Mehra (ed.), Handbook of the Equity Risk Premium, Elsevier/North-Holland, pp. 415–462.
Danthine, J.-P. (2008), “Superneutrality,” in S.N. Durlauf and L.E. Blume (eds.), The New Palgrave Dictionary of Economics, Palgrave Macmillan.
Adjaouté, K., J.-P. Danthine and D. Isakov (2005), “Portfolio Diversification in Europe,” in The Internationalisation of Asset Ownership in Europe, Cambridge University Press, pp. 140–172.
Adjaouté, K. and J.-P. Danthine (2003), “European Financial Integration and Equity Returns: A Theory-Based Assessment,” in The Transformation of the European Financial System.
Danthine, J.-P., F. Giavazzi and E.-L. von Thadden (2001), “European Financial Markets after EMU: A First Assessment,” in C. Wyplosz (ed.), The Impact of EMU on Europe and the Developing Countries, Oxford University Press, pp. 225–268.
Danthine, J.-P. (2001), “Banking: Is Bigger Really Better?,” in Z. Mikdashi (ed.), Financial Intermediation in the 21st Century, Palgrave Macmillan, pp. 209–219.
Danthine, J.-P. and J.B. Donaldson (2001), “Macroeconomic Frictions: What Have We Learned from the Real Business Cycle Research Programme?,” in J. Drèze (ed.), Advances in Macroeconomic Theory, Palgrave Macmillan, pp. 56–75.