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Items where Division is "Financial Markets Group" and Year is 2004

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Number of items: 74.

A

Altissimo, Filippo and Mele, Antonio (2004) Simulated nonparametric estimation of continuous time models of asset prices and returns. Discussion paper (476). Financial Markets Group, London School of Economics and Political Science, London, UK.

Anderlini, Luca and Felli, Leonardo (2004) Book review: economics and language: five essays by Ariel Rubinstein, Cambridge University Press, Cambridge, 2000. Economica, 71 (281). pp. 169-171. ISSN 0013-0427

Anderlini, Luca and Felli, Leonardo (2004) Bounded rationality and incomplete contracts. Research in Economics, 58 (1). pp. 3-30. ISSN 1090-9443

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2004) Should courts always enforce what contracting parties write? . Center for Economic Policy Research, London, UK.

B

Barry, Steve, Linton, Oliver B. and Pakes, Ariel (2004) Limit theorems for estimating the parameters of differentiated product demand systems. The Review of Economic Studies, 71 (3). pp. 613-654. ISSN 0034-6527

Besley, Timothy and Prat, Andrea (2004) Credible pensions. Discussion paper: UBS Pensions Series 030 (525). Financial Markets Group, London School of Economics and Political Science, London, UK.

Byrne, Alistair, Harrison, Debbie and Blake, David (2004) Barriers to pension scheme participation in small and medium sized enterprises. Discussion paper: UBS Pensions Series 029 (523). Financial Markets Group, London School of Economics and Political Science, London, UK.

C

Cairns, Andrew J. G., Blake, David and Dowd, Kevin (2004) Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Discussion paper: UBS Pensions Series 007 (443). Financial Markets Group, London School of Economics and Political Science, London, UK. (Submitted)

Carletti, Elena, Cerasi, Vittoria and Daltung, Sonja (2004) Multiple-bank lending: diversification and free-riding in monitoring. Discussion paper (490). Financial Markets Group, London School of Economics and Political Science, London, UK.

Chen, Xiaohong, Fan, Yanqin and Patton, Andrew J. (2004) Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates. Discussion paper: IAM Series No 003 (483). Financial Markets Group, London School of Economics and Political Science, London, UK.

Cocco, Joao F. and Lopes, Paula (2004) Defined benefit or defined contribution?: an empirical study of pension choices. Discussion paper: UBS Pensions Series 026 (505). Financial Markets Group, London School of Economics and Political Science, London, UK.

Connor, Gregory and Woo, Mason (2004) An Introduction to hedge funds. Discussion paper (477). Financial Markets Group, London School of Economics and Political Science, London, UK.

D

Danielsson, Jon and Love, Ryan (2004) Feedback trading. Discussion paper (510). Financial Markets Group, London School of Economics and Political Science, London, UK.

Danielsson, Jon, Shin, Hyun Song and Zigrand, Jean-Pierre (2004) The impact of risk regulation on price dynamics. Journal of Banking and Finance, 28 (5). pp. 1069-1087. ISSN 0378-4266

Danielsson, Jon, Taylor, Ashley and Zigrand, Jean-Pierre (2004) Highwaymen or heroes: should hedge funds be regulated? Discussion paper: IAM Series No 004 (518). Financial Markets Group, London School of Economics and Political Science, London, UK. (Submitted)

Dasgupta, Amil (2004) Financial contagion through capital connections: a model of the origin and spread of bank panics. Journal of the European Economic Association, 2 (6). pp. 1049-1084. ISSN 1542-4774

Dasgupta, Amil, Corsetti, Giancarlo, Morris, Stephen and Shin, Hyun Song (2004) Does one Soros make a difference? A theory of currency crises with large and small traders. Review of Economic Studies, 71 (1). pp. 87-114. ISSN 0034-6527

Dasgupta, Amil and Prat, Andrea (2004) Career concerns in financial markets. Discussion paper (494). Financial Markets Group, London School of Economics and Political Science, London, UK.

Davies, Howard (2004) Creating a single financial market in Europe: What do we mean? Special paper (SP155). Financial Markets Group, London School of Economics and Political Science, London, UK.

de Meza, David and Webb, David C. (2004) Principal agent problems under loss aversion: an application to executive stock options. Discussion paper (478). Financial Markets Group, London School of Economics and Political Science, London, UK.

E

Ellul, Andrew, Shin, Hyun Song and Tonks, Ian (2004) Opening and closing the market: evidence from the London Stock Exchange. Discussion paper (506). Financial Markets Group, London School of Economics and Political Science, London, UK.

Esho, Neil, Kollo, Michael G. and Sharpe, Ian G. (2004) Eurobond underwriter spreads. Discussion paper (503). Financial Markets Group, London School of Economics and Political Science, London, UK.

F

Faure-Grimaud, Antoine (2004) Public trading and private incentives. Review of Financial Studies, 17 (4). pp. 985-1014. ISSN 0893-9454

Faure-Grimaud, Antoine and Inderst, Roman (2004) Conglomerate entrenchment under optimal financial contracting. Discussion paper (521). Financial Markets Group, London School of Economics and Political Science, London, UK.

Foldes, Lucien (2004) Continous time optimal stochastic growth: local martingales, transversality and existence. Discussion paper (479). Financial Markets Group, London School of Economics and Political Science, London, UK.

Foldes, Lucien (2004) Continuous time optimal stochastic growth: local martingales, transversality and existence. . Financial Markets Group, London School of Economics and Political Science, London, UK.

G

Gomes, Francisco and Michaelides, Alexander (2004) Aggregate implications of defined benefit and defined contribution systems. In: Society for Economic Dynamics 2004 Annual Meeting, 2004-07-01 - 2004-07-03. (Submitted)

Gomes, Francisco and Michaelides, Alexander (2004) A human capital explanation for an asset allocation puzzle? Discussion paper: UBS Pensions Series 024 (491). Financial Markets Group, London School of Economics and Political Science, London, UK.

Gomes, Francisco, Michaelides, Alexander and Polkovnichenko, Valery (2004) Portfolio choice and wealth accumulation with taxable and tax-deferred accounts. Discussion paper: UBS Pensions Series 028 (519). Financial Markets Group, London School of Economics and Political Science, London, UK.

Gondat-Larralde, Celine and James, Kevin R. (2004) Block-booking and IPO share allocation: the importance of being ignorant. Discussion paper (480). Financial Markets Group, London School of Economics and Political Science, London, UK.

Goodhart, Charles (2004) The Monetary Policy Committee's reaction function: an exercise in estimation. Discussion paper (495). Financial Markets Group, London School of Economics and Political Science, London, UK.

Goodhart, Charles (2004) The interaction between the Bank of England's forecasts and policy, and the outturn. Discussion paper (496). Financial Markets Group, London School of Economics and Political Science, London, UK.

Goodhart, Charles and Segoviano, Miguel A. (2004) Basel and procyclicality: a comparison of the standardised and IRB approaches to an improved credit risk method. Discussion paper (524). Financial Markets Group, London School of Economics and Political Science, London, UK.

Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A model to analyse financial fragility. Discussion paper (492). Financial Markets Group, London School of Economics and Political Science, London, UK.

Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A model to analyse financial fragility: applications. Discussion paper (482). Financial Markets Group, London School of Economics and Political Science, London, UK.

Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A risk assessment model for banks. Discussion paper (504). Financial Markets Group, London School of Economics and Political Science, London, UK.

Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A time series analysis of financial fragility in the UK banking system. Discussion paper (517). Financial Markets Group, London School of Economics and Political Science, London, UK.

Grant, Jeremy and Kirchmaier, Thomas (2004) Corporate ownership structure and performance in Europe. CEPDP (631). Centre for Economic Performance, London School of Economics and Political Science, London, UK. ISBN 0753017571

Gregory, Alan and Tonks, Ian (2004) Performance of personal pension schemes in the UK. Discussion paper: UBS Pensions Series 022 (486). Financial Markets Group, London School of Economics and Political Science, London, UK.

H

Hart, Oliver and Moore, John (2004) Agreeing now to agree later: contracts that rule out but do not rule in. TE (472). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hattori, Masazumi (2004) A theory of sovereign debt roll-over crisis. Discussion paper (488). Financial Markets Group, London School of Economics and Political Science, London, UK.

I

Inderst, Roman and Muller, Holger M. (2004) The effect of capital market characteristics on the value of start-up firms. Journal of Financial Economics, 72 (2). pp. 319-356. ISSN 0304-405X

Inkmann, Joachim and Blake, David (2004) Liability valuation and optimal asset allocation. Discussion paper: UBS Pensions Series 027 (507). Financial Markets Group, London School of Economics and Political Science, London, UK.

J

James, Kevin R. (2004) IPO underpricing during the boom: a block-booking explanation. Discussion paper (481). Financial Markets Group, London School of Economics and Political Science, London, UK.

Julliard, Christian (2004) Human capital and international portfolio choice. . Christian Julliard, London, UK.

K

Kim, Woocheol and Linton, Oliver (2004) A local instrumental variable estimation method for generalized additive volatility models. Discussion paper (509). Financial Markets Group, London School of Economics and Political Science, London, UK.

Kim, Woocheol and Linton, Oliver B. (2004) The live method for generalized additive volatility models. Econometric Theory, 20 (6). pp. 1094-1139. ISSN 1469-4360

Kirchmaier, Thomas and Grant, Jeremy (2004) It's all cosmetic: reform in Germany is only skin-deep [commentary]. Wall Street Journal Europe, Jan. ISSN 0921-9986

Kirchmaier, Thomas and Grant, Jeremy (2004) Who governs?: corporate ownership and control structures in Europe. SSRN working paper, 555877. Social Science Research Network.

Kondor, Peter (2004) Rational trader risk. Discussion paper (533). Financial Markets Group, London School of Economics and Political Science, London, UK.

Kondor, Peter (2004) The more we know, the less we agree: public announcements and higher-order expectations. Discussion paper (532). Financial Markets Group, London School of Economics and Political Science, London, UK.

Kristensen, Dennis (2004) Estimation in two classes of semiparametric diffusion models. Discussion paper (500). Financial Markets Group, London School of Economics and Political Science, London, UK.

Kristensen, Dennis (2004) Estimation of partial differential equations with applications in finance. Discussion paper (499). Financial Markets Group, London School of Economics and Political Science, London, UK.

Kristensen, Dennis (2004) A semiparametric single-factor model of the term structure. Discussion paper (501). Financial Markets Group, London School of Economics and Political Science, London, UK.

L

Linton, Oliver (2004) Estimation of linear regression models by a spread-tolerant estimator. Discussion paper (512). Financial Markets Group, London School of Economics and Political Science, London, UK.

Linton, Oliver (2004) Nonparametric inference for unbalanced time series data. Econometrics; EM/2004/474 (EM/04/474). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2004) Consistent testing for stochastic dominance: a subsampling approach. Discussion paper (508). Financial Markets Group, London School of Economics and Political Science, London, UK.

Linton, Oliver and Mammen, Enno (2004) Estimating semiparametric ARCH models by kernel smoothing methods. Discussion paper (511). Financial Markets Group, London School of Economics and Political Science, London, UK.

Linton, Oliver, Mammen, Enno, Nielsen, J. and Taanggard, C. (2004) Yield curve estimation by kernel smoothing. Discussion paper (515). Financial Markets Group, London School of Economics and Political Science, London, UK.

Linton, Oliver and Sabbatini, Michael (2004) A GARCH model of the implied volatility of the Swiss Market Index from options prices. Discussion paper (516). Financial Markets Group, London School of Economics and Political Science, London, UK.

M

Mele, Antonio (2004) General properties of rational stock-market fluctuations. Discussion paper (489). Financial Markets Group, London School of Economics and Political Science, London, UK.

Mencia, Javier F. and Sentana, Enrique (2004) Estimation and testing of dynamic models with generalised hyperbolic innovations. Discussion paper (502). Financial Markets Group, London School of Economics and Political Science, London, UK.

Muñoz, Sònia (2004) Real effects of regional house prices: dynamic panel estimation with heterogeneity. Discussion paper (493). Financial Markets Group, London School of Economics and Political Science, London, UK.

N

Norberg, Ragnar (2004) Vasicek beyond the normal. Mathematical Finance, 14 (4). pp. 585-604. ISSN 0960-1627

P

Pagratis, Spyros (2004) Co-ordination failure and the role of banks in the resolution of financial distress. Discussion paper (420). Financial Markets Group, London School of Economics and Political Science, London, UK. (Submitted)

Patton, Andrew J. (2004) Are "market neutral" hedge funds really market neutral? Discussion paper: IAM Series No 005 (522). Financial Markets Group, London School of Economics and Political Science, London, UK.

Peñaranda, Francisco and Sentana, Enrique (2004) Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach. Discussion paper (497). Financial Markets Group, London School of Economics and Political Science, London, UK.

Prat, Andrea (2004) The wrong kind of transparency. Discussion paper: UBS Pensions Series 025 (498). Financial Markets Group, London School of Economics and Political Science, London, UK.

R

Rahi, Rohit and Zigrand, Jean-Pierre (2004) Strategic financial innovation in segmented markets. . Centre for Economic Policy Research, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2004) Strategic financial innovation in segmented markets. Discussion paper (520). Financial Markets Group, London School of Economics and Political Science, London, UK.

S

Smith, Sarah (2004) Stopping short?: evidence on contributions to long-term savings from aggregate and micro data. Discussion paper: UBS Pensions Series 021 (485). Financial Markets Group, London School of Economics and Political Science, London, UK.

T

Tong, Jian and Xu, Cheng-Gang (2004) Financial institutions and the wealth of nations: tales of development. Discussion paper (484). Financial Markets Group, London School of Economics and Political Science, London, UK.

W

Webb, David C. (2004) Sponsoring company finance and investment and defined benefit pension scheme deficits. Discussion paper: UBS Pensions Series 023 (487). Financial Markets Group, London School of Economics and Political Science, London, UK. (Submitted)

Webb, David C., Caplong, V., Edwards, D. and Zhuang, J. (2004) Corporate governance and finance in the five affected. In: Clarke, T., (ed.) Critical Perspectives on Business and Management. Routledge.

This list was generated on Fri Jan 24 22:35:14 2020 GMT.