Dittmann, I. and Granger, C.(. (2002). Properties of nonlinear transformations of fractionally integrated processes Journal of Econometrics, 110(2):113--133.
111 Key Publications
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Perotti, E. and Biais, B. (2002). Machiavellian Privatization American Economic Review, 92(1):240--258.
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Cherian, J. and Perotti, E. (2001). Option pricing and foreign investment under political risk Journal of International Economics, 55(2):359--377.
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Boot, A. and Thakor, A. (2001). The Many Faces of Information Disclosure Review of Financial Studies, 14(4):1021--1057.
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Boot, A. and Thakor, A. (2000). Can Relationship Banking Survive Competition? The Journal of Finance, 55(2):679--713.
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Boot, A. and Thakor, A. (1997). Financial System Architecture. Review of Financial Studies, 10(3):693--733.
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Boot, A. and Thakor, A. (1997). Banking Scope and Financial Innovation. Review of Financial Studies, 10(4):1099--1131.
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Perotti, E. (1995). Credible privatization American Economic Review, 85(4):847--859.
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Kulatilaka, N. and Perotti, E. (1995). What is lost by waiting to invest The Journal of Finance, 50(3):990--991.
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Berglof, E. and Perotti, E. (1994). The governance structure of the Japanese financial keiretsu Journal of Financial Economics, 36(2):259--284.
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Perotti, E. and Spier, K. (1993). Capital structure as a bargaining tool : the role of leverage in contract renegotiation American Economic Review, 83(5):1131--1141.