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Items where Division is "Financial Markets Group" and Year is 2002

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Number of items: 67.

A

Abdelkhalek, Ahmed, Bilas, Angelos and Michaelides, Alexander (2002) Parallelization and performance of portfolio choice models. In: Ni, Lionel M. and Valero, Mateo, (eds.) Proceedings of the 2001 International Conference on Parallel Processing. IEEE Computer Society, Valencia, Spain, pp. 277-286. ISBN 0769512577

Abreu, Dilip and Brunnermeier, Markus K. (2002) Bubbles and crashes. Discussion paper (401). Financial Markets Group, London School of Economics and Political Science, London, UK.

Acker, Daniella, Stalker, Mathew and Tonks, Ian (2002) Daily closing inside spreads and trading volumes around earnings announcements. Discussion paper (404). Financial Markets Group, London School of Economics and Political Science, London, UK.

Al-Najjar, Nabil, Anderlini, Luca and Felli, Leonardo (2002) Unforeseen contingencies. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Al-Najjar, Nabil, Anderlini, Luca and Felli, Leonardo (2002) Unforeseen contingencies. . Centre for Economic Policy Research, London, UK.

Amato, Jeffery D., Morris, Stephen and Shin, Hyun Song (2002) Communication and monetary policy. Oxford Review of Economic Policy, 18 (4). pp. 495-503. ISSN 0266-903X

B

Blake, David (2002) The impact of wealth on consumption and retirement behaviour in the UK. Discussion paper: UBS Pensions series 005 (429). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David, Lehmann, Bruce N. and Timmermann, Allan (2002) Performance clustering and incentives in the UK pension fund industry. Discussion paper: UBS Pensions Series 003 (425). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David and Timmermann, Allan (2002) International asset allocation with time-varying investment opportunities. Discussion paper: UBS Pensions Series 002 (424). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David and Timmermann, Allan (2002) Returns from active management in international equity markets; evidence from a panel of UK pension funds. Discussion paper: UBS Pensions Series 004 (426). Financial Markets Group, London School of Economics and Political Science, London, UK.

Bray, Margaret and Goodhart, Charles (2002) You might as well be hung for a sheep as a lamb: the loss function of an agent. Discussion paper (418). Financial Markets Group, London School of Economics and Political Science, London, UK.

Bray, Margaret and Marseguerra, G. (2002) Dividends and equity prices: the variance trade off. FMG discussion paper (413). Financial Markets Group, London School of Economics and Political Science, London, UK. ISBN 09568549413

Bruche, Max (2002) A structural model of corporate bond pricing with co-ordination failure. Discussion paper (410). Financial Markets Group, London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Parker, Jonathan A. (2002) Optimal expectations. Discussion paper (434). Financial Markets Group, London School of Economics and Political Science, London, UK.

Burkart, Mike and Ellingsen, Tore (2002) In-kind finance. Discussion paper (421). Financial Markets Group, London School of Economics and Political Science, London, UK.

C

Carroll, Raymond J, Linton, Oliver, Mammen, Enno and Xiao, Zhijie (2002) More efficient kernel estimation in nonparametric regression with autocorrelated errors. Econometrics; EM/2002/435 (EM/02/435). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cerasi, Vittoria and Daltung, Sonja (2002) Diversification and delegation in firms. Discussion paper (403). Financial Markets Group, London School of Economics and Political Science, London, UK.

D

Danielsson, Jon, Jorgensen, Bjorn N. and de Vries, Casper G. (2002) Incentives for effective risk management. Journal of Banking and Finance, 26 (7). pp. 1407-1425. ISSN 0378-4266

Dasgupta, Amil (2002) Coordination, learning, and delay. Discussion paper (435). Financial Markets Group, London School of Economics and Political Science, London, UK.

Dasgupta, Amil (2002) Financial contagion through capital connections: a model of the origin and spread of bank panics. Discussion paper (436). Financial Markets Group, London School of Economics and Political Science, London, UK.

F

Faure-Grimaud, Antoine (2002) Using stock price information to regulate firms. Review of Economic Studies, 69 (1). pp. 169-190. ISSN 0034-6527

Faure-Grimaud, Antoine and Décamps, Jean-Paul (2002) Excessive continuation and dynamic agency costs of debt. European Economic Review, 46 (9). pp. 1623-1644. ISSN 0014-2921

Felli, Leonardo and Merlo, Antonio (2002) Endogenous lobbying. . Centre for Economic Policy Research, London, UK.

Felli, Leonardo and Roberts, Kevin W. S. (2002) Does competition solve the hold-up problem? . Centre for Economic Policy Research, London, UK.

Friederich, Sylvain and Payne, Richard (2002) Dealer liquidity in an auction market: evidence fom the London Stock Exchange. Discussion paper (427). Financial Markets Group, London School of Economics and Political Science, London, UK.

G

Goodhart, Charles (2002) Basel and pro-cyclicality. In: Hilton, Andrew, (ed.) Bumps on the Road to Basel. Centre for the Study of Financial Innovation [CSFI], London, UK. ISBN 0954314450

Goodhart, Charles (2002) From moderate to low inflation. In: Poland's Future Policies Conference, 2002-01-01. (Submitted)

Goodhart, Charles (2002) Recent developments in central banking. In: Dickinson, David and Allen, William, (eds.) Monetary Policy, Capital Flows and Exchange Rates: Essays in Honour of Maxwell Fry. International studies in money and banking. Routledge, London, UK, pp. 65-77. ISBN 9780415251358

Goodhart, Charles (2002) The operational risk issue. In: Bumps on the Road to Basel: an Anthology on Basel 2. Centre for the Study of Financial Innovation (CSFI), London. ISBN 0954314450

Goodhart, Charles and Illing, Gerhard (2002) Introduction: Financial crises, contagion and the lender of last resort. In: Goodhart, Charles and Illing, Gerhard, (eds.) Financial Crises, Contagion and the Lender of Last Resort. Oxford University Press, Oxford, UK, pp. 1-26. ISBN 9780199247202

Goodhart, Charles, Love, Ryan, Payne, Richard and Rime, Dagfinn (2002) Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets. Discussion paper (467). Financial Markets Group, London School of Economics and Political Science, London, UK.

Goodhart, Charles and Meade, Ellen E. (2002) Central banks and supreme courts: a comparison of monetary and judicial processes and transparency. In: Conference in Honour of Charles Freedman, 2002-01-01. (Submitted)

Grant, Charles, Koulovantianos, Christos, Michaelides, Alexander and Padula, Mario (2002) Redistributive policies through taxation: theory and evidence. In: New Developments in Fiscal Policy Analysis, 2002-05-20 - 2002-05-21. (Submitted)

Grant, Charles, Koulovantianos, Christos, Michaelides, Alexander and Padula, Mario (2002) Redistributive policies through taxation: theory and evidence. In: Dynamic Aspects of Policy Reforms, 2002-09-27 - 2002-09-29. (Submitted)

H

Haliassos, Michael and Michaelides, Alexander (2002) Calibration and computation of household portfolio models. In: Guiso, Luiji, Haliassos, Michael and Jappelli, Tullio, (eds.) Household Portfolios. MIT Press, Cambridge, Mass., USA, pp. 55-102. ISBN 0262072211

Heinemann, Frank, Nagel, Rosemarie and Ockenfels, Peter (2002) Speculative attacks and financial architecture: experimental analysis of coordination games with public and private information. Discussion paper (416). Financial Markets Group, London School of Economics and Political Science, London, UK.

Hon, Mark T. and Tonks, Ian (2002) Mommentum in the UK stock market. Discussion paper (405). Financial Markets Group, London School of Economics and Political Science, London, UK.

I

Iacoviello, Matteo and Ortalo-Magné, François (2002) Hedging housing risk in London. Discussion paper (415). Financial Markets Group, London School of Economics and Political Science, London, UK. (Submitted)

Inderst, Roman and Müller, Holger M. (2002) Venture capital contracts and market structure. Discussion paper (411). Financial Markets Group, London School of Economics and Political Science, London, UK.

J

Jobst, Andreas A. (2002) Loan securitisation: default term structure and asset pricing based on loss prioritisation. Discussion paper (422). Financial Markets Group, London School of Economics and Political Science, London, UK.

Julliard, Christian (2002) The international diversification puzzle is not worse than you think. . Christian Julliard, London, UK.

Jurczenko, Emmanuel, Maillet, Bertrand and Negrea, Bogdan (2002) Revisited multi-moment approximate option pricing models: a general comparison (Part 1). Discussion paper (430). Financial Markets Group, London School of Economics and Political Science, London, UK.

Jurczenko, Emmanuel, Maillet, Bertrand and Negrea, Bogdan (2002) Skewness and kurtosis implied by option prices: a second comment. Discussion paper (419). Financial Markets Group, London School of Economics and Political Science, London, UK.

K

Kalashnikov, Vladimir and Norberg, Ragnar (2002) Power tailed ruin probabilities in the presence of risky investments. Stochastic Processes and Their Applications, 98 (2). pp. 211-228. ISSN 0304-4149

Koufopoulos, Kostas (2002) Asymmetric information, heterogeneity in risk perceptions and insurance: an explanation to a puzzle. Discussion paper (402). Financial Markets Group, London School of Economics and Political Science, London, UK.

L

Linton, Oliver (2002) Comment on "an adaptive estimation of dimension reduction space" by Y. Xia, H. Tong, and W.K. Li. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 64 (3). p. 400. ISSN 1369-7412

Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2002) Consistent testing for stochastic dominance : a subsampling approach. Econometrics; EM/2002/433 (EM/02/433). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2002) Consistent testing for stochastic dominance: a subsampling approach. Discussion paper (407). Financial Markets Group, London School of Economics and Political Science, London, UK.

Linton, Oliver and Whang, Yoon-Jae (2002) Nonparametric estimation with aggregated data. Econometric Theory, 18 (2). pp. 420-468. ISSN 1469-4360

Loss, Frederic (2002) Optimal hedging strategies and interactions between firms. Discussion paper (399). Financial Markets Group, London School of Economics and Political Science, London, UK.

Loss, Frederic and Renucci, Antoine (2002) The fallacy of new business creation as a disciplining device for managers. Discussion paper (398). Financial Markets Group, London School of Economics and Political Science, London, UK.

M

Maillet, Bertrand and Michel, Thierry (2002) How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks. Discussion paper (417). Financial Markets Group, London School of Economics and Political Science, London, UK.

Muermann, Alexander (2002) Pricing catastrophe insurance derivatives. Discussion paper (400). Financial Markets Group, London School of Economics and Political Science, London, UK.

Mukerji, Sujoy and Shin, Hyun Song (2002) Equilibrium departures from common knowledge in games with non-additive expected utility. Advances in Theoretical Economics, 2 (1, Art). ISSN 1534-5963

Myatt, David P., Shin, Hyun Song and Wallace, Chris (2002) The assessment: games and coordination. Oxford Review of Economic Policy, 18 (4). pp. 397-417. ISSN 0266-903X

O

Ortalo-Magné, François and Rady, Sven (2002) Homeownership: low household mobility, volatile housing prices, high income dispersion. Discussion paper (432). Financial Markets Group, London School of Economics and Political Science, London, UK.

P

Patton, Andrew J. (2002) On the out-of-sample importance of skewness and asymetric dependence for asset allocation. Discussion paper: IAM Series No 001 (431). Financial Markets Group, London School of Economics and Political Science, London, UK.

Payne, Richard and Vitale, Paolo (2002) A transaction level study of the effects of central bank intervention on exchange rates. Discussion paper (355). Financial Markets Group, London School of Economics and Political Science, London, UK. (Submitted)

Pesaran, M. Hashem and Timmermann, Allan (2002) Market timing and return prediction under model instability. Discussion paper (412). Financial Markets Group, London School of Economics and Political Science, London, UK.

R

Rochet, Jean-Charles and Triole, Jean (2002) Platform competition in two sided markets. Discussion paper (409). Financial Markets Group, London School of Economics and Political Science, London, UK.

Rochet, Jean-Charles and Vives, Xavier (2002) Coordination failures and the lender of last resort: was Bagehot right after all? Discussion paper (408). Financial Markets Group, London School of Economics and Political Science, London, UK.

S

Segoviano, Miguel A. and Lowe, Philip (2002) Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. Discussion paper (428). Financial Markets Group, London School of Economics and Political Science, London, UK.

Shintani, Mototsugu and Linton, Oliver (2002) Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Econometrics; EM/2002/434 (EM/02/434). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Shleifer, Andrei, Panunzi, Fausto and Burkart, Mike (2002) Family firms. Discussion paper (406). Financial Markets Group, London School of Economics and Political Science, London, UK.

Sunirand, Pojanart (2002) The role of bank capital and the transmission mechanism of monetary policy. Discussion paper (433). Financial Markets Group, London School of Economics and Political Science, London, UK.

T

Tonks, Ian (2002) Performance persistence of pension fund managers. Discussion paper: UBS Pensions Series 001 (423). Financial Markets Group, London School of Economics and Political Science, London, UK.

Z

Zigrand, Jean-Pierre (2002) Rational asset pricing implications from realistic trading frictions. Discussion paper (414). Financial Markets Group, London School of Economics and Political Science, London, UK.

This list was generated on Mon Sep 21 02:01:08 2020 BST.