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Enrique R. Arzac

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Enrique R. Arzac & Lawrence R. Glosten, 2005. "A Reconsideration of Tax Shield Valuation," European Financial Management, European Financial Management Association, vol. 11(4), pages 453-461, September.

    Cited by:

    1. Cooper, Ian & Nyborg, Kjell, 2005. "The Value of Tax Shields IS Equal to the Present Value of Tax Shields," CEPR Discussion Papers 5182, C.E.P.R. Discussion Papers.
    2. Schauten Marc B. J., 2013. "Three discount methods for valuing projects and the required return on equity," Contaduría y Administración, Accounting and Management, vol. 58(1), pages 63-85, enero-mar.
    3. M. Levati & Jianying Qiu & Prashanth Mahagaonkar, 2012. "Testing the Modigliani-Miller theorem directly in the lab," Experimental Economics, Springer;Economic Science Association, vol. 15(4), pages 693-716, December.
    4. Carlo Alberto, Magni, 2008. "Splitting Up Value: A Critical Review of Residual Income Theories," MPRA Paper 10506, University Library of Munich, Germany.
    5. Fernandez, Pablo, 2005. "Financial literature about discounted cash flow valuation," IESE Research Papers D/606, IESE Business School.
    6. Krause, Marko & Lahmann, Alexander, 2017. "Valuation effects of taxes on debt cancellation," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 346-354.
    7. Natika Jain & Sandeep Poddar, 2011. "Analytical Approach towards Free Cash Flow V/S Capital Cash Flow," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 2(1), pages 185-195, January.
    8. Hariem Abdullah & Turgut Tursoy, 2021. "Capital structure and firm performance: evidence of Germany under IFRS adoption," Review of Managerial Science, Springer, vol. 15(2), pages 379-398, February.
    9. Robert Couch & Michael Dothan & Wei Wu, 2012. "Interest Tax Shields: A Barrier Options Approach," Review of Quantitative Finance and Accounting, Springer, vol. 39(1), pages 123-146, July.
    10. André Farber & Roland Gillet & Ariane Szafarz, 2007. "A general formula for the WACC: a reply," Working Papers CEB 07-004.RS, ULB -- Universite Libre de Bruxelles.
    11. Lucie Rudolfová, 2018. "The dependence of the costs of borrowed interest-bearing capital on the chosen financial variables [Závislost nákladů úročeného cizího kapitálu na vybraných finančních ukazatelích]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2018(4), pages 51-69.
    12. Dirk Beyer, 2018. "A matrix approach to valuation and performance measurement based on accounting information considering different financing policies," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, vol. 29(1), pages 37-61, March.
    13. Lucia MICHALKOVA & Tomas KLIESTIK, 2019. "The Role Of Risk In The Valuation Of Tax Shield," Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 13(1), pages 218-233, November.
    14. Magni, Carlo Alberto, 2010. "Residual income and value creation: An investigation into the lost-capital paradigm," European Journal of Operational Research, Elsevier, vol. 201(2), pages 505-519, March.
    15. Yixin Chen & Junrui Zhang, 2019. "The Interdependence of Debt and Innovation Sustainability: Evidence from the Onset of Credit Default Swaps," Sustainability, MDPI, vol. 11(10), pages 1-24, May.
    16. Fernandez, Pablo, 2004. "Comments on "A reconsideration of tax shield valuation" by Enrique R. Arzac and Lawrence R. Glosten," IESE Research Papers D/578, IESE Business School.
    17. Fernandez, Pablo, 2005. "The value of tax shields is not equal to the present value of tax shields: A correction," IESE Research Papers D/581, IESE Business School.
    18. Nguyen Kim-Duc & Pham Khanh Nam, 2024. "Consistent valuation: extensions from bankruptcy costs and tax integration with time-varying debt," Review of Quantitative Finance and Accounting, Springer, vol. 62(2), pages 719-754, February.
    19. Julio Sarmiento & Mehdi Sadeghi & Juan S. Sandoval & Edgardo Cayon, 2021. "The application of proxy methods for estimating the cost of equity for unlisted companies: evidence from listed firms," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1009-1031, October.
    20. Ralf Diedrich & Stefan Dierkes & Hans-Christian Gröger, 2022. "A note on the cost of capital with fixed payout ratios," Review of Quantitative Finance and Accounting, Springer, vol. 59(4), pages 1559-1575, November.
    21. Sarmiento-Sabogal, Julio & Sadeghi, Mehdi, 2014. "Unlevered betas and the cost of equity capital: An empirical approach," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 90-105.
    22. Laurence Booth, 2007. "Capital Cash Flows, APV and Valuation," European Financial Management, European Financial Management Association, vol. 13(1), pages 29-48, January.
    23. Fischer, Max & Krause, Marko & Lahmann, Alexander & Stimper, Franziska, 2022. "Firm valuation with state dependent COD taxation," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 550-561.
    24. Fernandez, Pablo, 2005. "The value of tax shields with a fixed book-value leverage ratio," IESE Research Papers D/612, IESE Business School.
    25. Stefan Dierkes & Ulrich Schäfer, 2017. "Corporate taxes, capital structure, and valuation: Combining Modigliani/Miller and Miles/Ezzell," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 363-383, February.
    26. Fernandez, Pablo, 2006. "A general formula for the WACC: A correction," IESE Research Papers D/663, IESE Business School.
    27. Mario Massari & Francesco Roncaglio & Laura Zanetti, 2008. "On the Equivalence between the APV and the wacc Approach in a Growing Leveraged Firm," European Financial Management, European Financial Management Association, vol. 14(1), pages 152-162, January.
    28. Sven Arnold & Alexander Lahmann & Bernhard Schwetzler, 2018. "Discontinuous financing based on market values and the value of tax shields," Business Research, Springer;German Academic Association for Business Research, vol. 11(1), pages 149-171, February.
    29. Fernandez, Pablo, 2007. "A more realistic valuation: APV and WACC with constant book leverage ratio," IESE Research Papers D/715, IESE Business School.
    30. Alexander Lahmann & Maximilian Schreiter & Bernhard Schwetzler, 2018. "Der Einfluss von Insolvenz, Kapitalstruktur und Fremdkapitalfälligkeit auf den Unternehmenswert [The Impact of Default Risk, Capital Structure, and Debt Maturity on Firm Value]," Schmalenbach Journal of Business Research, Springer, vol. 70(1), pages 73-123, March.
    31. Peter Molnár & Kjell G. Nyborg, 2013. "Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios," European Financial Management, European Financial Management Association, vol. 19(3), pages 419-428, June.
    32. Valentin Haag & Christian Koziol, 2023. "Company Cost of Capital and Leverage: A Simplified Textbook Relationship Revisited," Schmalenbach Journal of Business Research, Springer, vol. 75(1), pages 37-69, March.
    33. Marko Volker Krause, 2019. "De and re-levering betas with risky debt," Business Research, Springer;German Academic Association for Business Research, vol. 12(2), pages 703-720, December.
    34. Keef, Stephen P & Khaled, Mohammed S & Roush, Melvin L, 2011. "Miller's (2009) WACC model: An extension," Working Paper Series 18608, Victoria University of Wellington, School of Economics and Finance.
    35. Fernandez, Pablo, 2005. "Valuing companies with a fixed book-value leverage ratio," IESE Research Papers D/614, IESE Business School.
    36. Zurita, Salvador & Castillo, Augusto & Niño, Jorge, 2019. "Inflation, tax integration and company valuation: The Latin American case," Journal of Business Research, Elsevier, vol. 105(C), pages 370-380.
    37. Peter Reichling & Anastasiia Zbandut, 2017. "Costs of capital under credit risk," FEMM Working Papers 170003, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
    38. Marko Volker Krause & Alexander Lahmann, 2016. "Reconsidering the appropriate discount rate for tax shield valuation," Journal of Business Economics, Springer, vol. 86(5), pages 477-512, July.
    39. Mike Dempsey, 2013. "Consistent Cash Flow Valuation with Tax†Deductible Debt: a Clarification," European Financial Management, European Financial Management Association, vol. 19(4), pages 830-836, September.
    40. Fernandez, Pablo, 2005. "The value of tax shields depends only on the net increases of debt," IESE Research Papers D/613, IESE Business School.

  2. Enrique R. Arzac, 1997. "Percs, Decs, And Other Mandatory Convertibles," Journal of Applied Corporate Finance, Morgan Stanley, vol. 10(1), pages 54-63, March.

    Cited by:

    1. Chemmanur, Thomas J. & Nandy, Debarshi & Yan, An & Jiao, Jie, 2014. "A theory of mandatory convertibles," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 352-370.
    2. Mateti, Ravi S. & Hegde, Shantaram P. & Puri, Tribhuvan, 2013. "Pricing securities with multiple risks: A case of exchangeable debt," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1018-1028.

  3. Enrique R. Arzac, 1992. "On the Capital Structure of Leveraged Buyouts," Financial Management, Financial Management Association, vol. 21(1), Spring.

    Cited by:

    1. Catherine Crapsky & Lionel Escaffre, 2009. "De la hiérarchisation des créances à la titrisation économique : les apports de la norme comptable à l'évolution du financement d'une opération de LBO," Post-Print hal-00769388, HAL.
    2. Lloyd Blenman & Nischala Reddy, 2014. "Leveraged Buyout Activity: A Tale of Developed and Developing Economies," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 157-184, December.
    3. Kenneth Carow & Dianne Roden, 1997. "Determinants of the stock price reaction to leveraged buyouts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 21(3), pages 49-59, September.
    4. Groh, Alexander P., 2004. "Risikoadjustierte Performance von Private Equity-Investitionen," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 21382, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).

  4. Arzac, Enrique R, 1989. "Income Insurance with Uncertain Output," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(3), pages 561-569, August.

    Cited by:

    1. Robert J. Shiller, 1993. "Aggregate Income Risks and Hedging Mechanisms," Cowles Foundation Discussion Papers 1048, Cowles Foundation for Research in Economics, Yale University.

  5. Arzac, Enrique R & Schwartz, Robert A & Whitcomb, David K, 1981. "The Leverage Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 13(1), pages 72-88, February.

    Cited by:

    1. Viswanath, P. V. & Frierman, Mike, 1995. "Asset fungibility and equilibrium capital structures," Journal of Economics and Business, Elsevier, vol. 47(4), pages 319-334, October.

  6. Arzac, Enrique R & Schwartz, Robert A & Whitcomb, David K, 1981. "A Theory and Test of Credit Rationing: Some Further Results," American Economic Review, American Economic Association, vol. 71(4), pages 735-737, September.

    Cited by:

    1. Alho, Kari, . "Analysis of Financial Markets and Central Bank Policy in the Flow-of-Funds Framework. An Application to the Case of Finland," ETLA A, The Research Institute of the Finnish Economy, number 12, June.

  7. Arzac, Enrique R. & Wilkinson, Maurice, 1979. "Stabilization policies for united states feed grain and livestock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 1(1), pages 39-58, February.

    Cited by:

    1. Arzac, Enrique R., 1979. "An Econometric Evaluation Of Stabilization Policies For The U.S. Grain Market," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 4(1), pages 1-14, July.
    2. Ospina, Enrique & Shumway, Richard, 1980. "Impact Of Corn Prices On Beef Product Mix And Prices," 1980 Annual Meeting, July 27-30, Urbana-Champaign, Illinois 278917, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  8. Enrique R. Arzac & Maurice Wilkinson, 1979. "A Quarterly Econometric Model of United States Livestock and Feed Grain Markets and Some of Its Policy Implications," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 61(2), pages 297-308.

    Cited by:

    1. Cornell, Laurence D. & Sorenson, Vernon L., 1986. "Implications of Structural Change in U.S. Demand for Meat on U.S. Livestock and Grain Markets," Agricultural Economic Report Series 201355, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    2. Mervish, Philip & Anderson, David P. & Richardson, James W. & Outlaw, Joe L., 2008. "The Impact of Land Fragmentation on Beef Cattle Inventory," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6816, Southern Agricultural Economics Association.
    3. Skold, Karl Durwood, 1989. "The integration of alternative information systems: an application to the Hogs and Pigs report," ISU General Staff Papers 1989010108000010239, Iowa State University, Department of Economics.
    4. Holt, Matthew T., 1989. "Risk, Rational Expectations, and Price Stabilization in the U.S. Corn Market," Staff Papers 200480, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    5. Spreen, Thomas H. & Shonkwiler, J. Scott, 1981. "Causal Relationships in the Fed Cattle Market," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 13(1), pages 149-153, July.
    6. Ge, Wei & Kinnucan, Henry, 2016. "Dynamic analysis of the livestock inventory in Inner Mongolia," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252723, Southern Agricultural Economics Association.
    7. Eales, James S., 1994. "The Inverse Lewbel Demand System," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(1), pages 1-10, July.
    8. Prindle, Allen M., 1979. "Impact On Livestock Producers Of U.S. Policies Affecting Feed Supplies," Journal of the Northeastern Agricultural Economics Council, Northeastern Agricultural and Resource Economics Association, vol. 8(2), pages 1-11, October.
    9. Brester, Gary W. & Marsh, John M., 1983. "A Statistical Model Of The Primary And Derived Market Levels In The U.S. Beef Industry," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 8(1), pages 1-16, July.
    10. Panos Fousekis & Giannis Karagiannis, 2001. "Wholesale level demand for fish grades in Greece," Applied Economics Letters, Taylor & Francis Journals, vol. 8(7), pages 479-482.
    11. Meilke, Karl D. & Coleman, Jonathan R., 1986. "An Evaluation of the Influence of Exchange Rates on the Canadian Red Meat Sector," Working Papers 156229, University of Guelph, Department of Food, Agricultural and Resource Economics.
    12. Eswaramoorthy, K., 1991. "U.S. livestock production and factor demand: a multiproduct dynamic dual approach," ISU General Staff Papers 1991010108000010523, Iowa State University, Department of Economics.
    13. Gong, Shang-Chi, 1988. "The Taiwanese livestock and feedgrain markets and policies," ISU General Staff Papers 198801010800009845, Iowa State University, Department of Economics.
    14. Marsh, John M., 2001. "U.S. Feeder Cattle Prices: Effects Of Finance And Risk, Cow-Calf And Feedlot Technologies, And Mexican Feeder Imports," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 26(2), pages 1-15, December.
    15. Brester, Gary w. & Wohlgenant, Michael K., 1989. "Estimating Interrelated Demands For Meats Using New Measures For Ground And Table Cut Beef," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270673, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    16. Capps, Oral & Byrne, Patrick J. & Williams, Gary W., 1995. "Analysis of Marketing Margins in the U.S. Lamb Industry," Agricultural and Resource Economics Review, Cambridge University Press, vol. 24(2), pages 232-240, October.
    17. Fortenbery, T. Randall & Park, Hwanil, 2008. "The Effect of Ethanol Production on the U.S. National Corn Price," Staff Papers 92200, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    18. Marsh, John M., 1999. "Economic Factors Determining Changes In Dressed Weights Of Live Cattle And Hogs," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(2), pages 1-14, December.
    19. Ziemer, Rod F. & White, Fred C., 1982. "Equilibrium Versus Disequilibrium In The Market For Non-Fed Cattle," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 7(2), pages 1-10, December.
    20. Jingjing Wang & Xiaoyang Wang & Xiaohua Yu, 2023. "Shocks, cycles and adjustments: The case of China's Hog Market under external shocks," Agribusiness, John Wiley & Sons, Ltd., vol. 39(3), pages 703-726, July.
    21. Westcott, Paul C. & Hull, David B., 1985. "A Quarterly Forecasting Model for U.S. Agriculture," Technical Bulletins 156815, United States Department of Agriculture, Economic Research Service.
    22. Buhr, Brian Lee, 1992. "Economic impacts of growth promotants in the beef, pork and poultry industries," ISU General Staff Papers 1992010108000011369, Iowa State University, Department of Economics.
    23. Lyon, Charles C. & Thompson, Gary D., 1991. "Model Selection With Temporal And Spatial Aggregation: Alternative Marketing Margin Models," Staff Papers 13253, University of Minnesota, Department of Applied Economics.
    24. Roberts, Roland K. & Martin, William J., 1984. "State-Level Analysis Of National Beef Policy: The Use Of State Econometric Models," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 16(2), pages 1-10, December.
    25. Mathews, Kenneth H., Jr. & Short, Sara D., 2001. "The Beef Cow Replacement Decision," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 19(2), pages 1-21.
    26. Freebain, John W. & Rausser, Gordon C. & de Gorter, Harry, 1981. "Government intervention and food price inflation," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt9ch8f2xv, Department of Agricultural & Resource Economics, UC Berkeley.
    27. Jeon, Jong-Pyeong, 1989. "The impacts of policy alternatives and foreign demand fluctuations on the US rice market," ISU General Staff Papers 1989010108000010204, Iowa State University, Department of Economics.
    28. Hsu, Jane Lu, 2000. "Gradual Switching Structural Changes of Meat Consumption in Taiwan," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123663, Australian Agricultural and Resource Economics Society.
    29. Jeong, Min-kook & Moon, Hanpil & Song, Woo-jin, 2017. "Impact Of Increased Imports Of Agricultural Products Due To Ftas On Domestic Price Decline," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 40(Special, ), December.
    30. Lamm, R. McFall Jr., 1980. "Effects of Government Policy on Agriculture: An Empirical Analysis," Economics Statistics and Cooperative Services (ESCS) Reports 329209, United States Department of Agriculture, Economic Research Service.
    31. Rausser, Gordon C., 1985. "Macroeconomic environment for U.S. agricultural policy," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2561m38d, Department of Agricultural & Resource Economics, UC Berkeley.
    32. Chen, Dabai, 1990. "Plan and market(s): a theoretical model of the Chinese grain economy," ISU General Staff Papers 1990010108000010424, Iowa State University, Department of Economics.
    33. Unterschultz, James R. & Jeffrey, Scott R. & Quagrainie, Kwamena K., 2000. "Value-Adding 20 Billion By 2005: Impact At The Alberta Farm Gate," Project Report Series 24049, University of Alberta, Department of Resource Economics and Environmental Sociology.
    34. Marsh, John M. & Brester, Gary W., 1989. "Intertemporal Price Adjustments In The Beef Market: A Reduced Form Analysis Of Weekly Data," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 14(2), pages 1-11, December.
    35. Lee, Tsoung-Chao & Seaver, Stanley K., 1980. "Forecasts Of Farm Animal Production In The New England States And In The U.S," Journal of the Northeastern Agricultural Economics Council, Northeastern Agricultural and Resource Economics Association, vol. 9(1), pages 1-6, April.
    36. Hansen, James Mark, 2000. "Agricultural and trade policy reform in Mexico: PROCAMPO, NAFTA, and pre-GATT," ISU General Staff Papers 2000010108000014902, Iowa State University, Department of Economics.
    37. Marsh, John M., 1991. "Derived Demand Elasticities: Marketing Margin Methods Versus An Inverse Demand Model For Choice Beef," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(2), pages 1-10, December.
    38. Araji, A.A. & White, Fred C., 1991. "The Economic Impact Of Technological Change On U.S. Agriculture," A.E. Research Series 140530, University of Idaho, Department of Agricultural Economics and Rural Sociology.
    39. Denbaly, Massoud Said Mark, 1984. "U. S. monetary policy and the exchange rate: effects on the world coarse grain market," ISU General Staff Papers 198401010800008753, Iowa State University, Department of Economics.
    40. Buhr, Brian L., 1993. "A Quarterly Econometric Simulation Model Of The U.S. Livestock And Meat Sector," Staff Papers 13465, University of Minnesota, Department of Applied Economics.
    41. Probst, Joel Keith, 1982. "Monthly cattle supply and price forecasting models," ISU General Staff Papers 1982010108000018043, Iowa State University, Department of Economics.
    42. Rae, Allan N., 1991. "Interaction Between Livestock and Feeds Policies: Evidence from Southeast Asia," 1991 Conference (35th), February 11-14, 1991, Armidale, Australia 146113, Australian Agricultural and Resource Economics Society.
    43. Holt, Matthew T., 1989. "A Multi-Market Rational Expectation Model with Bounded Prices: The Case of Corn and Soybeans in the U.S," Staff Papers 200485, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    44. Yanagida, John F. & Azzam, Azzeddine M., 1985. "The Case of Removing Price Supports on Feed Grains: Estimated Effects on the U.S. and Nebraska Corn and Livestock Industries," Reports 140486, University of Nebraska-Lincoln, Department of Agricultural Economics.
    45. Brester, Gary W. & Musick, Douglas C., 1995. "The Effect Of Market Concentration On Lamb Marketing Margins," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 27(1), pages 1-12, July.
    46. Araji, A. A. & White, F. C., 1991. "The Economic Impact Of Technological Change On U.S. Agriculture," A.E. Research Series 305084, University of Idaho, Department of Agricultural Economics and Rural Sociology.
    47. Vere, David T. & Griffith, Garry R. & Bootle, B.W., 1993. "Alternative Breeding Inventory Specifications In A Livestock Market Model," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 37(3), pages 1-24, December.
    48. Ziemer, Rod F. & Collins, Glenn S., 1984. "Granger Causality And U.S. Crop And Livestock Prices," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 16(1), pages 1-6, July.
    49. Liu, Hsiang-Hsi, 1983. "An annual simultaneous equation econometric model of U.S. corn and soybean cash and futures markets," ISU General Staff Papers 198301010800009935, Iowa State University, Department of Economics.
    50. Smyth, Donald Craig, 1985. "Economic impacts of the Farmer-Owned Reserve program on the U.S. corn-livestock sector," ISU General Staff Papers 1985010108000013104, Iowa State University, Department of Economics.
    51. Aradhyula, Satheesh Venkata, 1989. "Policy structure, output supply and input demand for US crops," ISU General Staff Papers 198901010800009909, Iowa State University, Department of Economics.
    52. Chalfant, James A. & Love, H. Alan & Rausser, Gordon C. & Stamoulis, Kostas G., 1986. "The effects of monetary policy on U.S. agriculture," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt1rn3z1wd, Department of Agricultural & Resource Economics, UC Berkeley.

  9. Arzac, Enrique R., 1979. "An Econometric Evaluation Of Stabilization Policies For The U.S. Grain Market," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 4(1), pages 1-14, July.

    Cited by:

    1. Athanasiou, George & Karafyllis, Iasson & Kotsios, Stelios, 2008. "Price stabilization using buffer stocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1212-1235, April.
    2. Ospina, Enrique & Shumway, Richard, 1980. "Impact Of Corn Prices On Beef Product Mix And Prices," 1980 Annual Meeting, July 27-30, Urbana-Champaign, Illinois 278917, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  10. Arzac, Enrique R. & Bawa, Vijay S., 1977. "Portfolio choice and equilibrium in capital markets with safety-first investors," Journal of Financial Economics, Elsevier, vol. 4(3), pages 277-288, May.

    Cited by:

    1. Patrice Bertail & Dimitris Politis & Haeffke Christian & Halbert White, 2004. "Subsampling the distribution of diverging statistics with applications to finance," Post-Print hal-03148840, HAL.
    2. M, El Babsiri & Jean-Michel Zakoïan, 1997. "Contemporaneous Asymmetry in GARCH Processes," Working Papers 97-03, Center for Research in Economics and Statistics.
    3. Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity analysis of Values at Risk," Post-Print hal-03676327, HAL.
    4. Rhee, S. Ghon & Wu, Feng (Harry), 2020. "Conditional extreme risk, black swan hedging, and asset prices," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 412-435.
    5. Amen Aissi Harzallah & Mouna Boujelbene Abbes, 2020. "The Impact of Financial Crises on the Asset Allocation: Classical Theory Versus Behavioral Theory," Journal of Interdisciplinary Economics, , vol. 32(2), pages 218-236, July.
    6. Hyung, Namwon & de Vries, Casper G., 2012. "Simulating and calibrating diversification against black swans," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1162-1175.
    7. Kaplanski, Guy & Kroll, Yoram, 2002. "VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey," MPRA Paper 80070, University Library of Munich, Germany.
    8. Hyung, Namwon & de Vries, Casper G., 2007. "Portfolio selection with heavy tails," Journal of Empirical Finance, Elsevier, vol. 14(3), pages 383-400, June.
    9. Turan G. Bali, 2007. "A Generalized Extreme Value Approach to Financial Risk Measurement," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(7), pages 1613-1649, October.
    10. Hammoudeh, Shawkat & Araújo Santos, Paulo & Al-Hassan, Abdullah, 2013. "Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 318-334.
    11. Raúl Susmel, 1998. "Extreme Observations and Diversification in Latin American Emerging Equity Markets," CEMA Working Papers: Serie Documentos de Trabajo. 138, Universidad del CEMA.
    12. Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2020. "Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns," Journal of Financial Economics, Elsevier, vol. 135(3), pages 725-753.
    13. Jón Daníelsson & Bjørn Jorgensen & Casper Vries & Xiaoguang Yang, 2008. "Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation," Annals of Finance, Springer, vol. 4(3), pages 345-367, July.
    14. Gourieroux, C. & Monfort, A., 2005. "The econometrics of efficient portfolios," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 1-41, January.
    15. Bai, Jennie & Bali, Turan G. & Wen, Quan, 2019. "Common risk factors in the cross-section of corporate bond returns," Journal of Financial Economics, Elsevier, vol. 131(3), pages 619-642.
    16. Gupta, Jairaj & Chaudhry, Sajid, 2019. "Mind the tail, or risk to fail," Journal of Business Research, Elsevier, vol. 99(C), pages 167-185.
    17. Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.
    18. Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries & Xiaogang Yang, 2001. "Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation," Tinbergen Institute Discussion Papers 01-069/2, Tinbergen Institute.
    19. Olga Bourachnikova & Thierry Burger-Helmchen, 2012. "Investor’s behaviour and the relevance of asymmetric risk measures," Post-Print hal-02153058, HAL.
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  11. Arzac, Enrique R, 1976. "Profits and Safety in the Theory of the Firm under Price Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(1), pages 163-171, February.

    Cited by:

    1. Edgardo Barandiarán, 1977. "Retornos Inciertos de Exportaciones y Manejo de los Activos Internacionales," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 14(42), pages 97-116.
    2. Olivier Mahul, 1996. "Décision d'investissement d'un agriculteur neutre au risque en présence d'une contrainte financière," Post-Print hal-02841740, HAL.
    3. Andersen, Per & Vetter, Henrik, 2015. "Pricing as a risky choice: Uncertainty and survival in a monopoly market," Economics Discussion Papers 2015-53, Kiel Institute for the World Economy (IfW Kiel).

  12. Arzac, Enrique R, 1975. "Structural Planning under Controllable Business Risk," Journal of Finance, American Finance Association, vol. 30(5), pages 1229-1237, December.

    Cited by:

    1. stanley c. w. salvary, 2005. "The Accounting Variable And Stock Price Determination," Finance 0502011, University Library of Munich, Germany.

  13. Arzac, Enrique R., 1974. "Utility Analysis of Chance-Constrained Portfolio Selection," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(6), pages 993-1007, December.

    Cited by:

    1. Kaplanski, Guy & Kroll, Yoram, 2002. "VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey," MPRA Paper 80070, University Library of Munich, Germany.

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