Items where Division is "Financial Markets Group" and Year is 2000

Anderlini, Luca and Felli, Leonardo (2000) Bounded rationality and incomplete contracts. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Anderlini, Luca and Felli, Leonardo (2000) Transaction costs and the robustness of the Coase Theorem. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Benhamou, Eric (2000) Pricing convexity adjustment with Wiener chaos. Financial Markets Group Discussion Papers (351). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Benhamou, Eric (2000) A generalisation of Malliavin weighted scheme for fast computation of the Greeks. Financial Markets Group Discussion Papers (350). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Berry, Steve, Linton, Oliver and Pakes, Ariel (2000) Limit theorems for estimating the parameters of differentiated product demand systems. Econometrics; EM/2000/400 (EM/00/400). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Bhattacharya, Sudipto, Plank, Manfred, Strobl, Gunter and Zechner, Josef (2000) Bank capital regulation with random audits. Financial Markets Group Discussion Papers (354). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Board, John and Sutcliffe, Charles M. S. (2000) The proof of the pudding: the effects of increased trade transparency in the London Stock Exchange. Journal of Business Finance and Accounting, 27 (7-8). pp. 887-909. ISSN 0306-686X

Board, John L. G., Sutcliffe, Charles M. S and Vila, Anne F. (2000) Market maker performance: the search for fair weather market makers. Journal of Financial Services Research, 17 (3). pp. 259-276. ISSN 0920-8550

Bolton, Patrick and Freixas, Xavier (2000) Equity, bonds and bank debt: capital structure and financial market equilibrium under asymmetric information. Journal of Political Economy, 108 (2). pp. 324-351. ISSN 0022-3808

Brown, Ward and Haegler, Urs (2000) Financing constraints and inventories. Financial Markets Group Discussion Papers (367). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Caggese, Andrea (2000) Financial constraints, precautionary saving and firm dynamics. Financial Markets Group Discussion Papers (338). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cornelli, Francesca and Felli, Leonardo (2000) How to sell a (bankrupt) company? . CESifo, Munich, Germany.

Cumperayot, Phornchanok J., Danielsson, Jon ORCID: 0009-0006-9844-7960, Jorgensen, Bjorn N. and Vries, Casper G. (2000) On the (Ir)relevancy of value-at-risk regulation. In: Franke, Jürgen, Stahl, Gerhard and Härdle, Wolfgang, (eds.) Measuring Risk in Complex Stochastic Systems. Lecture Notes in Statistics,147. Springer Science+Business Media B.V., New York, 99 - 117. ISBN 9780387989969

Danielsson, Jon ORCID: 0009-0006-9844-7960 and Vries, C. G. de (2000) Value-at-risk and extreme returns. Annales d'economie et de Statistique, 60 (Specia). pp. 236-269. ISSN 0769-489X

Dessi, Roberta and Robertson, Donald (2000) Debt, incentives and performance: evidence from UK panel data. Financial Markets Group Discussion Papers (344). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Dow, James and Rahi, Rohit ORCID: 0000-0001-6887-9160 (2000) Should speculators be taxed? Journal of Business, 73 (1). pp. 89-108. ISSN 0021-9398

Drehman, Matthias and Goodhart, C. A. E. (2000) Is cash becoming technologically outmoded? Or does it remain necessary to facilitate "bad behaviour"? An empirical investigation into the determinants of cash holdings. Financial Markets Group Discussion Papers (358). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ericsson, Jan and Renault, Olivier (2000) Liquidity and credit risk. Financial Markets Group Discussion Papers (362). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Faure-Grimaud, Antoine (2000) Product market competition and optimal debt contracts: the limited liability effect revisited. European Economic Review, 44 (10). pp. 1823-1840. ISSN 0014-2921

Faure-Grimaud, Antoine, Laffont, Jean-Jacques and Martimort, David (2000) A theory of supervision with endogenous transaction costs. Annals of Economics and Finance, 1 (2). pp. 231-263. ISSN 1529-7373

Felli, Leonardo and Roberts, Kevin (2000) Competition and hold-ups. In: Atkinson, Tony, Glennerster, Howard and Stern, Nicholas, (eds.) Putting Economics to Work : Volume in Honour of Michio Morishima. STICERD Occasional Paper (22). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK, pp. 31-70. ISBN 0753013991

Felli, Leonardo and Villas-Boas, J. Miguel (2000) Renegotiation and collusion in organizations. Journal of Economics and Management Strategy, 9 (4). pp. 453-483. ISSN 1058-6407

Foldes, Lucien (2000) Valuation and martingale properties of shadow prices: an exposition. Journal of Economic Dynamics and Control, 24 (11-12). pp. 1641-1701. ISSN 0165-1889

Goodhart, Charles and Hofmann, Boris (2000) Do asset prices help to predict consumer price inflation? Manchester School, 68 (s1). pp. 122-140. ISSN 1463-6786

Goodhart, Charles and Huang, H. (2000) A simple model of an international lender of last resort. Economic Notes, 29 (1). 1 - 11. ISSN 0391-5026

Gozalo, Pedro and Linton, Oliver (2000) Local nonlinear least squares: using parametric information in nonparametric regression. Journal of Econometrics, 99 (1). pp. 63-106. ISSN 0304-4076

Hege, Ulrich and Mella-Barral, Pierre (2000) Collateral, renegotiation and the value of diffusely held debt. Financial Markets Group Discussion Papers (339). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Hellwig, Christian (2000) Public information, private information and the multiplicity of equilibria in co-ordination games. Financial Markets Group Discussion Papers (361). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Hodgson, Douglas J, Linton, Oliver and Vorkink, Keith (2000) Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. Econometrics; EM/2000/398 (EM/00/398). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hong, Harrison and Rady, Sven (2000) Strategic trading and learning about liquidity. Financial Markets Group Discussion Papers (356). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 (2000) Demergers - the way forward after M&A? European Business Forum (4 [Win). ISSN 1469-6460

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 and Owen, Geoffrey (2000) Globaler wettbewerb lässt die unterschiede schwinden. Financial Times Deutschland. p. 39. ISSN 1615-4118

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 and Owen, Geoffrey (2000) Towards tighter central control. Financial Times. p. 15. ISSN 0307-1766

Leblanc, B., Renault, Olivier and Scaillet, O. (2000) A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary. Finance and Stochastics, 4 (1). pp. 109-111. ISSN 0949-2984

Lewbel, Arthur and Linton, Oliver (2000) Nonparametric censored and truncated regression. Econometrics; EM/2000/389 (EM/00/389). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver (2000) Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Econometrics; EM/2000/399 (EM/00/399). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver (2000) Efficient estimation of generalized additive nonparametric regression models. Econometric Theory, 16 (4). pp. 502-523. ISSN 0266-4666

Linton, Oliver, Mammen, Enno, Perch Nielsen, Jens and Tanggaard, C (2000) Yield curve estimation by kernel smoothing methods. Econometrics (EM/00/385). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver and Perron, Benoit (2000) The shape of the risk premium: evidence from a semiparametric GARCH model. Financial Markets Group Discussion Papers (514). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Linton, Oliver and Steigerwald, Douglas G. (2000) Adaptive testing in ARCH models. Econometric Reviews, 19 (2). pp. 145-174. ISSN 0747-4938

Linton, Oliver and Whang, Yoon-Jae (2000) Nonparametric estimation with aggregated data. Econometrics; EM/2000/397 (EM/00/397). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Mammen, Enno, Linton, Oliver and Nielsen, J (2000) The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Econometrics; EM/2000/386 (EM/00/386). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Marin, Jose m. and Rahi, Rohit ORCID: 0000-0001-6887-9160 (2000) Information revelation and market incompleteness. Review of Economic Studies, 67 (3). pp. 563-579. ISSN 0034-6527

Mele, Antonio and Fornari, Fabio (2000) Stochastic volatility in financial markets : crossing the bridge to continuous time. Dynamic modeling and econometrics in economics and finance. Kluwer Academic Publishers, Boston. ISBN 0792378423

Michaelides, Alexander and Ng, Serena (2000) Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators. Journal of Econometrics, 96 (2). pp. 231-266. ISSN 0304-4076

Ostergaard, Charlotte (2000) External financing costs and banks' loan supply: does the structure of the bank sector matter. Financial Markets Group Discussion Papers (357). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Owen, Geoffrey and Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 (2000) Anglo-German convergence. European Business Forum, 2 (Summer). ISSN 1469-6460

Perez-Quiros, Gabriel and Timmermann, Allan (2000) Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities. Financial Markets Group Discussion Papers (360). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Prigent, Jean-Luc, Renault, Olivier and Scaillet, Olivier (2000) An auto-regressive conditional binomial option pricing model. Financial Markets Group Discussion Papers (364). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Rin, Marco and Hellman, Thomas (2000) Banks as catalysts for industrialization. Financial Markets Group Discussion Papers (343). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Snell, Andy and Tonks, Ian (2000) The profitability of block trades in auction and dealer markets. Financial Markets Group Discussion Papers (340). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Webb, David C. ORCID: 0009-0005-5611-7253 (2000) The impact of liquidity constraints on bank lending policy. The Economic Journal, 110 (460). pp. 69-91. ISSN 0013-0133

Zhuang, Juzhong, Edwards, David, Webb, David C. ORCID: 0009-0005-5611-7253 and Capulong, Ma. Virginita (2000) Corporate governance and finance in East Asia: a study of Indonesia, Republic of Korea, Malaysia, Philippines, and Thailand. Corporate governance and finance in East Asia. , 1 Asian Development Bank, Manila, Philippines. ISBN 9715612954

de Meza, David ORCID: 0000-0002-5638-8310 and Webb, David C. ORCID: 0009-0005-5611-7253 (2000) Does credit rationing imply insufficient lending? Journal of Public Economics, 78 (3). pp. 215-234. ISSN 0047-2727