ESCP Business School

output

20172025

most citedInterbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability

19 citations

researchers with a paper here

Nabil Kahalé2 profiles5 · h 16
F. Zhou1 · h 7
H. Pradhan1 · h 3
Jean-Bernard Chatelain1 · h 15
K. Ralf1 · h 8
K. Saxena1 · h 2
Pankaj K Agarwal1 · h 1
Yuri Biondi1 · h 22

collaborating institutions

Centre National de la Recherche ScientifiqueFR1 paper
École Supérieure du Commerce ExtérieurFR1 paper
Institut de Recherche Interdisciplinaire en Sciences SocialesFR1 paper
NCR (United States)US1 paper
Paris Jourdan Sciences EconomiquesFR1 paper
Paris School of EconomicsFR1 paper
Université Paris Dauphine-PSLFR1 paper
University of OxfordGB1 paper
Xavier School of ManagementIN1 paper

Showing 2020 · math.OCShow all

1 paper · 2 filters

math.OC2020★ 2 cited

The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks

Jean-Bernard Chatelain, Kirsten Ralf

With non-controllable auto-regressive shocks, the welfare of Ramsey optimal policy is the solution of a single Riccati equation of a linear quadratic regulator. The existing theory…