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

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Number of items: 39.

A

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.

B

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.

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

C

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

Cumperayot, Phornchanok J., Danielsson, Jon, Jorgensen, Bjorn N. and Vries, Casper G. (2000) On the (Ir)relevancy of value-at-risk regulation. Measuring Risk in Complex Stochastic Systems, 147. pp. 99-117. ISSN 0930-0325

D

Danielsson, Jon 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

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

de Meza, David and Webb, David C. (2000) Does credit rationing imply insufficient lending? Journal of Public Economics, 78 (3). pp. 215-234. ISSN 0047-2727

F

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. . Financial Markets Group, London School of Economics and Political Science, London, UK.

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

G

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). pp. 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

H

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.

K

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

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

Kirchmaier, Thomas and Owen, Geoffrey (2000) Towards tighter central control. Financial Times. p. 15. ISSN 0307-1766

L

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/2000/385 (EM/00/385). Suntory and Toyota International Centres for Economics and Related Disciplines, London.

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

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.

M

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 (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

O

Owen, Geoffrey and Kirchmaier, Thomas (2000) Anglo-German convergence. European Business Forum, 2 (Summer). ISSN 1469-6460

W

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

Z

Zhuang, Juzhong, Edwards, David, Webb, David C. 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

This list was generated on Sun Jan 19 17:19:15 2020 GMT.