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Items where Division is "Financial Markets Group" and Year is 2003

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Number of items: 64.

A

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2003) Courts of law and unforeseen contingencies. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2003) Should courts always enforce what contracting parties write? . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

B

Besley, Timothy and Prat, Andrea (2003) Pension fund governance and the choice between defined benefit and defined contribution plans. Discussion paper: UBS Pensions Series 012 (454). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David (2003) Financial system requirements for successful pension reform. Discussion paper: UBS Pensions Series 014 (463). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David (2003) Is immigration the answer to the UK’s pension crisis? Discussion paper: UBS Pensions Series 015 (465). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David (2003) Modelling the composition of personal sector wealth in the United Kingdom. Discussion paper: UBS Pensions Series 016 (466). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David (2003) Take (smoothed) risks when you are young, not when you are old: how to get the best from your stakeholder pension plan. Discussion paper: UBS Pensions Series 010 (446). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David (2003) UK pension fund management after Myners: the hunt for correlation begins. Discussion paper: UBS Pensions Series 009 (445). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David (2003) The United Kingdom pension system: key issues. Discussion paper: UBS Pensions Series 011 (452). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David (2003) What is a promise from the government worth?: measuring and assessing the implications of political risk in state and personal pension schemes in the United Kingdom. Discussion paper: UBS Pensions Series 013 (457). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David, Cairns, Andrew J. G. and Dowd, Kevin (2003) Pensionmetrics 2: stochastic pension plan design during the distribution phase. Discussion paper: UBS Pensions Series 006 (442). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blanes i Vidal, Jordi (2003) Credibility and cheap talk of securities analysts: theory and evidence. Discussion paper (472). Financial Markets Group, London School of Economics and Political Science, London, UK.

Bruche, Max (2003) Corporate bond prices and co-ordination failure. Discussion paper (438). Financial Markets Group, London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Pederson, Lasse Heje (2003) Predatory trading. Discussion paper (441). Financial Markets Group, London School of Economics and Political Science, London, UK.

C

Caggese, Andrea (2003) Financing constraints, irreversibility, and investment dynamics. Discussion paper (440). Financial Markets Group, London School of Economics and Political Science, London, UK.

Cannon, Edmund and Tonks, Ian (2003) UK annuity rates and pension replacement ratios 1957-2002. Discussion paper: UBS Pensions Series 008 (444). Financial Markets Group, London School of Economics and Political Science, London, UK.

Catarineu-Rabell, Eva, Jackson, Patricia and Tsomocos, Dimitrios P. (2003) Procyclicality and the new Basel Accord–banks’ choice of loan rating system. Discussion paper: UBS Pensions Series 015 (464). Financial Markets Group, London School of Economics and Political Science, London, UK.

Chen, Xiaohong, Linton, Oliver and Van Keilegom, Ingrid (2003) Estimation of semiparametric models when the criterion function is not smooth. Econometrics; EM/2003/450 (EM/03/450). Suntory and Toyota International Centres for Economics and Related Disciplines, London.

D

Danielsson, Jon and Saltoglu, Burak (2003) Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis. Discussion paper (456). Financial Markets Group, London School of Economics and Political Science, London, UK.

Danielsson, Jon and Zigrand, Jean-Pierre (2003) On time-scaling of risk and the square–root–of–time rule. Discussion paper (439). Financial Markets Group, London School of Economics and Political Science, London, UK.

Dow, James and Rahi, Rohit (2003) Informed trading, investment, and welfare. Journal of Business, 76 (3). pp. 439-454. ISSN 0021-9398

Dowd, Kevin, Blake, David and Cairns, Andrew (2003) Long-term value at risk. Discussion paper: UBS Pensions Series 017 (468). Financial Markets Group, London School of Economics and Political Science, London, UK.

de Meza, David and Webb, David C. (2003) The near impossibility of credit rationing. Discussion paper (459). Financial Markets Group, London School of Economics and Political Science, London, UK.

E

Ellul, Andrew, Holden, Craig W., Jain, Pankaj and Jennings, Robert (2003) A comprehensive test of order choice theory: recent evidence from the NYSE. Discussion paper (471). Financial Markets Group, London School of Economics and Political Science, London, UK.

F

Faure-Grimaud, Antoine, Laffont, Jean-Jacques and Martimort, David (2003) Collusion, delegation and supervision with soft information. Review of Economic Studies, 70 (2). pp. 253-280. ISSN 0034-6527

Felli, Leonardo and Merlo, Antonio (2003) Endogenous lobbying. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Fiorentini, Gabriele, Sentana, Enrique and Shephard, Neil (2003) Likelihood-based estimation of latent generalised ARCH structures. Discussion paper (453). Financial Markets Group, London School of Economics and Political Science, London, UK.

G

Gomes, Francisco and Michaelides, Alexander (2003) Aggregate implications of defined benefit and defined contribution systems. Discussion paper: UBS Pensions Series 018 (469). Financial Markets Group, London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2003) Optimal life-cycle asset allocation: understanding the empirical evidence. Discussion paper: UBS Pensions Series 020 (474). Financial Markets Group, London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2003) Portfolio choice with internal habit formation: a life-cycle model with uninsurable labour income risk. . Centre for Economic Policy Research, London, UK.

Gomes, Francisco J. and Michaelides, Alexander (2003) Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk. Review of Economic Dynamics, 6 (4). pp. 729-766. ISSN 1096-6099

Granger, Clive W. J., Terasvirta, Timo and Patton, Andrew J. (2003) Common factors in conditional distributions for Bivariate time series. Discussion paper (455). Financial Markets Group, London School of Economics and Political Science, London, UK.

Griffith-Jones, Stephany, Segoviano, Miguel Angel and Spratt, Stephen (2003) Basel II and developing countries: diversification and portfolio effects. Discussion paper (437). Financial Markets Group, London School of Economics and Political Science, London, UK.

H

Haliassos, Michael and Michaelides, Alexander (2003) Portfolio choice and liquidity constraints. International Economic Review, 44 (1). pp. 143-177. ISSN 0020-6598

Hardle, Wolfgang, Linton, Oliver and Wang, Qihua (2003) Semiparametric regression analysis under imputation for missing response data. Econometrics; EM/2003/454 (EM/03/454). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

I

Ichimura, Hidehiko and Linton, Oliver (2003) Asymptotic expansions for some semiparametric program evaluation estimators. Econometrics; EM/2003/451 (EM/03/451). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

K

Kim, Woocheol and Linton, Oliver (2003) A local instrumental variable estimation method for generalized additive volatility models. Econometrics; EM/2003/456 (EM/2003/456). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Kirchmaier, Thomas (2003) Consumers and car manufacturers: is Europe's motor distribution system fair? European Business Forum, 13 (Spring). ISSN 1469-6460

Kirchmaier, Thomas (2003) Corporate restructuring and firm performance of British and German non-financial firms. CEPDP (582). Centre for Economic Performance, London School of Economics and Political Science, London, UK. ISBN 0753016435

Kirchmaier, Thomas (2003) Corporate restructuring of British and German non-financial firms in the late 1990s. European Management Journal, 21 (4). pp. 409-420. ISSN 0263-2373

Kirchmaier, Thomas (2003) Is "ni un paso atras!" the best way forward? Daily Journal, Caracas. ISSN 1317-3561

Kirchmaier, Thomas (2003) The performance effects of European demergers. CEPDP (566). Centre for Economic Performance, London School of Economics and Political Science, London, UK. ISBN 0753016265

L

Lewbel, Arthur and Linton, Oliver (2003) Nonparametric estimation of homothetic and homothetically separable functions. Econometrics; EM/2003/461 (EM/03/461). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2003) Consistent testing for stochastic dominance under general sampling schemes. Econometrics; EM/2003/466 (EM/03/466). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver and Mammen, Enno (2003) Estimating semiparametric ARCH (8) models by kernel smoothing methods. Econometrics; EM/2003/453 (EM/03/453). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver and Whang, Yoon-Jae (2003) A quantilogram approach to evaluating directional predictability. Econometrics; EM/2003/463 (EM/03/463). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Lopes, Paula (2003) Are annuities value for money?: who can afford them? Discussion paper: UBS Pensions Series 019 (473). Financial Markets Group, London School of Economics and Political Science, London, UK.

Lopes, Paula (2003) Credit card debt and default over the life-cycle. Discussion paper (470). Financial Markets Group, London School of Economics and Political Science, London, UK.

Love, Ryan and Payne, Richard (2003) Macroeconomic news, order flows and exchange rates. Discussion paper (475). Financial Markets Group, London School of Economics and Political Science, London, UK.

M

Mele, Antonio (2003) Fundamental properties of bond prices in models of the short-term rate. Review of Financial Studies, 16 (3). pp. 679-716. ISSN 0893-9454

Michaelides, Alexander (2003) International portfolio choice, liquidity constraints and the home equity bias puzzle. Journal of Economic Dynamics and Control, 28 (3). pp. 555-594. ISSN 0165-1889

Michaelides, Alexander (2003) A reconciliation of two alternative approaches towards buffer stock saving. Economics Letters, 79 (1). pp. 137-143. ISSN 0165-1765

Morris, Stephen and Shin, Hyun Song (2003) Global games: theory and applications. In: Dewatripont, Mathias, Hansen, Lars Peter and Turnovsky, Stephen J., (eds.) Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress. Cambridge University Press, Cambridge, UK, pp. 56-114. ISBN 9780521524117

P

Parker, Jonathan A. and Julliard, Christian (2003) Consumption risk and cross-sectional returns. . National Bureau of Economic Research, Cambridge, MA., USA.

Peñaranda, Francisco (2003) Evaluation of joint density forecasts of stock and bond returns: predictability and parameter uncertainty. Discussion paper (458). Financial Markets Group, London School of Economics and Political Science, London, UK.

Plantin, Guillaume (2003) Does reinsurance need reinsurers? Discussion paper (447). Financial Markets Group, London School of Economics and Political Science, London, UK.

Plantin, Guillaume (2003) Self-fulfilling liquidity and the coordination premium. Discussion paper (448). Financial Markets Group, London School of Economics and Political Science, London, UK.

Plantin, Guillaume (2003) Tranching. Discussion paper (449). Financial Markets Group, London School of Economics and Political Science, London, UK.

S

Schuster, Josef Anton (2003) IPOs: insights from seven European countries. Discussion paper (461). Financial Markets Group, London School of Economics and Political Science, London, UK.

Schuster, Josef Anton (2003) The cross-section of European IPO returns. Discussion paper (460). Financial Markets Group, London School of Economics and Political Science, London, UK.

Schuster, Josef Anton and Luo, Jinhui (2003) Management behaviour and market response. Discussion paper (462). Financial Markets Group, London School of Economics and Political Science, London, UK.

Shintani, Mototsugu and Linton, Oliver (2003) Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Econometrics; EM/2003/455 (EM/03/455). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Sunirand, Pojanart (2003) The role of money in the transmission mechanism of monetary policy: evidence from Thailand. Discussion paper (451). Financial Markets Group, London School of Economics and Political Science, London, UK.

T

Tsomocos, Dimitrios P. (2003) Equilibrium analysis, banking, contagion and financial fragility. Discussion paper (450). Financial Markets Group, London School of Economics and Political Science, London, UK.

This list was generated on Sat Jan 25 15:16:43 2020 GMT.