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Abel, Andre B., Eberly, Janice C. and Panageas, Stavros (2012) Optimal inattention to the stock market with information costs and transactions costs. Econometrica . ISSN 0012-9682 (In Press)
Abel, Andrew B., Eberly, Janice C. and Panageas, Stavros (2007) Optimal inattention to the stock market. American economic review, 97 (2). pp. 244-249. ISSN 0002-8282
Adams, R., Almeida, H. and Ferreira, Daniel (2009) Understanding the relationship between founder-CEOs and firm performance. Journal of empirical finance, 16 (1). pp. 136-150. ISSN 0927-5398
Adams, Renee B., Almeida, Heitor and Ferreira, Daniel (2005) Powerful CEOs and their impact on corporate performance. Review of financial studies, 18 (4). pp. 1403-1432. ISSN 0893-9454
Adams, Renee B. and Ferreira, Daniel (2008) Do directors perform for pay? Journal of accounting and economics, 46 (1). pp. 154-171. ISSN 0165-4101
Adams, Renee B. and Ferreira, Daniel (2007) One share-one vote: the empirical evidence. Review of finance, 12 (1). pp. 51-91. ISSN 1572-3097
Adams, Renee B. and Ferreira, Daniel (2009) Strong managers, weak boards? CESifo economic studies, 55 (3-4). pp. 482-514. ISSN 1610-241X
Adams, Renée B and Ferreira, Daniel (2009) Moderation in groups: evidence from betting on ice break-ups in Alaska. Review of economic studies, 77 (3). pp. 882-913. ISSN 0034-6527
Alemany, Luisa and Scarlata, Mariarosa (2009) Capital riesgo filantrópico: apoyo financiero a los emprendedores sociales. Harvard Deusto business review, 183 . pp. 71-79. ISSN 0210-900X
Alemany, Luisa and Scarlata, Mariarosa (2010) Philanthropic venture capital: a new model of financing for social entrepreneurs. In: Cumming, Douglas J., (ed.) Venture capital: investment strategies, structures, and policies. John Wiley & Sons, Inc., Hoboken, New Jersey, USA, pp. 131-150. ISBN 978047049914-6
Allen, Franklin, Bhattacharya, Sudipto, Rajan, Raghuram and Schoar, Antoinette (2008) The contributions of Stewart Myers to the theory and practice of corporate finance. Journal of applied corporate finance, 20 (4). pp. 8-19. ISSN 1078-1196
Almeida, Heitor and Ferreira, Daniel (2002) Democracy and the variability of economic performance. Economics & politics, 14 (3). pp. 225-257. ISSN 1468-0343
Altissimo, Filippo and Mele, Antonio (2009) Simulated non-parametric estimation of dynamic models. Review of economic studies, 76 (2). pp. 413-450. ISSN 0034-6527
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
Anderson, Ronald (2012) Quelles leçons tirer de la grande crise financière de notre temps? Regards economique (96). pp. 1-8. ISSN 2033-3013
Anderson, Ronald W. (2002) Capital structure, firm liquidity and growth. National Bank of Belgium.
Anderson, Ronald W. (2010) Credit default swaps: what are the social benefits and costs? Financial stability review, 14 . ISSN 1636-6964
Anderson, Ronald W. (2002) Enterprise restructuring and banking reform: lessons from Eastern Europe since 1990. In: Dwyer, Gerald P., Lin, Jin-Lung, Shea, Jin-Dong and Wu, Chung-Shu, (eds.) Monetary policy and Taiwan's economy. Academia studies in Asian economies . Edward Elgar, Cheltenham, UK. ISBN 9781840649864
Anderson, Ronald W. (2008) Some determinants of the price of default risk. Discussion paper, 615. Financial Markets Group, London School of Economics and Political Science, London, UK.
Anderson, Ronald W., Bustamante, Maria Cecilia and Guibaud, Stéphane (2012) Agency, firm growth, and managerial turnover. The London School of Economics and Political Science, London, UK.
Anderson, Ronald W. and Cakici, Nusret (1999) The value of deposit insurance in the presence of interest rate and credit risk. Financial markets, institutions and instruments, 8 (5). pp. 45-62. ISSN 0963-8008
Anderson, Ronald W. and Carverhill, Andrew (2012) Corporate liquidity and capital structure. Review of financial studies, 25 (3). pp. 797-837. ISSN 0893-9454
Anderson, Ronald W. and Carverhill, Andrew (2011) Liquidity and capital structure. Review of financial studies, 25 (3). pp. 797-837. ISSN 0893-9454
Anderson, Ronald W. and Hamadi, Malika (2009) Large powerful shareholders and cash holding. Discussion paper, 631. Financial Markets Group, London School of Economics and Political Science, London, UK.
Anderson, Ronald W. and Kegels, Chantal (1998) Transition banking: financial development of Central and Eastern Europe. Oxford University Press, Oxford, UK. ISBN 9780198290131
Anderson, Ronald W. and McKay, Kenneth (2008) Derivatives markets. In: Freixas, Xavier , Hartmann, Philipp and Mayer , Colin, (eds.) Handbook of European financial markets and institutions. Oxford University Press, New York, USA, pp. 568-596. ISBN 9780199229956
Anderson, Ronald W. and Nyborg, Kjell G. (2002) Agency and the pace of adoption of new techniques. Louvain economic review, 68 (1-2). pp. 203-220. ISSN 0770-4518
Anderson, Ronald W. and Nyborg, Kjell G. (2011) Financing and corporate growth under repeated moral hazard. Journal of financial intermediation, 20 (1). pp. 1-24. ISSN 1042-9573
Anderson, Ronald W. and Steinherr, Alfred (2001) The next ten years of monetary relations in Asia. In: Lamfalussy, Alexandre, Snoy, Bernard and Wilson, Jérôme, (eds.) Fragility of the international finance system. International financial relations . Peter Lang, Oxford, UK, pp. 61-72. ISBN 9789052019666
Anderson, Ronald W. and Sundaresan, S. (1996) Design and valuation of debt contracts. The review of financial studies, 9 (1). pp. 37-68. ISSN 0893-9454
Anderson, Ronald W. and Sundaresan, Suresh (2000) A comparative study of structural models of corporate bond yields: an exploratory investigation. Journal of banking & finance, 24 (1-2). pp. 255-269. ISSN 0378-4266
Anderson, Ronald W., Sundaresan, Suresh and Tychon, Pierre (1996) Strategic analysis of contingent claims. European economic review, 40 (3-5). pp. 871-881. ISSN 0014-2921
Anderson, Ronald W. and Tu, Cheng (1997) Numerical analysis of strategic contingent claims models. Computational economics, 11 (1-2). pp. 3-19. ISSN 0927-7099
Anton, Miguel and Polk, Christopher (2010) Connected stocks. FMG discussion papers, 651. Financial Markets Group, London School of Economics and Political Science, London, UK.
Axelson, Ulf (2007) Security design with investor private information. The journal of finance, 6 (6). pp. 2587-2632. ISSN 0022-1082
Axelson, Ulf and Baliga, Sandeep (2009) Liquidity and manipulation of executive compensation schemes. Review of financial studies, 22 (10). pp. 3907-3939. ISSN 1465-7368
Axelson, Ulf, Jenkinson , Tim , Strömberg , Per and Weisbach , Michael S. (2012) Borrow cheap, buy high?: the determinants of leverage and pricing in buyouts. CEPR Discussion Paper, 8914. LSE, London, UK.
Axelson, Ulf, Strömberg, Per and Weisbach, Michael S. (2009) Why are buyouts levered?: the financial structure of private equity funds. The journal of finance, 64 (4). pp. 1549-1582. ISSN 0022-1082
Backus, David, Chernov, Mikhail and Martin, Ian (2011) Disasters implied by equity index options. The journal of finance, 66 (6). pp. 1969-2012. ISSN 0022-1082
Bar-Isaac, Heski, Caruana, Guillermo and Cunat, Vicente (2012) Search, design, and market structure. American economic review, 102 (2). pp. 1140-1160. ISSN 0002-8282
Bar-Isaac, Heski, Caruana, Guillermo and Cuñat, Vicente (2008) Costly search and design. Department of economics working papers, 1153. Universitat Pompeu Fabra Department of Economics, Spain.
Bar-Isaac, Heski, Caruana, Guillermo and Cuñat, Vicente (2010) Information gathering and marketing. Journal of economics and management strategy, 19 (2). pp. 375-401. ISSN 1058-6407
Bar-Isaac, Heski, Caruana, Guillermo and Cuñat, Vicente (2012) Information gathering externalities for a multi-attribute good. Journal of industrial economics, 60 (1). pp. 162-185. ISSN 0022-1821
Bar-Isaac, Heski, Caruana, Guillermo and Cuñat, Vicente (2011) Locating inside the Salop circle: demand rotations in a micro-founded model. Department of Finance, London School of Economics and Political Science, London, UK. (Unpublished)
Basak, Suleyman and Chabakauri, Georgy (2012) Dynamic hedging in incomplete markets: a simple solution. Review of financial studies, 25 (6). pp. 1845-1896. ISSN 0893-9454
Bazdrech, Santiago, Belo, Frederico and Lin, Xiaoji (2008) Labor hiring, investment and stock return predictability in the cross section. Discussion paper, 628. Financial Markets Group, London School of Economics and Political Science, London, UK.
Belo, Frederico and Lin, Xiaoji (2012) The inventory growth spread. Review of financial studies, 25 (1). pp. 278-313. ISSN 0893-9454
Bena, Jan (2009) The effect of credit rationing on the shape of the competition-innovation relationship. Discussion paper, 629. Financial Markets Group, London School of Economics and Political Science, London, UK.
Benink, Harald, Danielsson, Jon and Goodhart, Charles (2009) The future of banking regulation: the Basel II Accord. John Wiley & Sons, London, UK. ISBN 9781405158268
Benink, Harald, Danielsson, Jon and Jónsson, Ásgeir (2008) On the role of regulatory banking capital. Financial markets, institutions & instruments, 17 (1). pp. 85-96. ISSN 0963-8008
Bergemann, Dirk, Shen, Ji, Xu, Yun and Yeh, Edmund (2012) Multi-dimensional mechanism design with limited information. In: Proceedings of the 13th ACM Conference on Electronic Commerce - EC '12. ACM, New York, USA, pp. 162-178. ISBN 9781450314152
Bertero, Elisabetta (2002) Does a change in the ownership of firms, from public to private, make a difference? In: First Milan European Economy Workshop: the welfare impact of British privatisations, 1979-1997, 31st May - 1st June 2002, Università degli Studi di Milano. (Unpublished)
Bertero, Elisabetta (2003) Fa differenza il cambiamento dell'assetto proprietario, da pubblico a privati? Economia pubblica, 33 (2). ISSN 0390-6140
Bertero, Elisabetta (2003) An international economic perspective on the results of the 2001 Italian elections. In: Leonardi, Robert and Fedele, Marcello, (eds.) Italy: politics and policy. Ashgate, Aldershot, UK, pp. 210-218. ISBN 9781840140552
Bertero, Elisabetta and Rondi, Laura (2002) Does a switch of budget regimes affect investment and managerial discretion of state-owned enterprises?: evidence from Italian firms. Journal of comparative economics, 30 (4). pp. 836-863. ISSN 0147-5967
Bertero, Elisabetta and Rondi, Laura (2000) Financial pressure and the behaviour of public enterprises under soft and hard budget constraints: evidence from Italian panel data. Journal of public economics, 75 (1). pp. 73-98. ISSN 0047-2727
Bertero, Elisabetta and Rondi, Laura (2003) Hardening a soft budget constraint through "upward devolution" to a supranational institution: the case of the European Union and Italian state-owned firms. In: Sun, Laixiang, (ed.) Ownership and governance of enterprises: recent innovative developments. Studies in development economics and policy . Palgrave Macmillan, Basingstoke. ISBN 9781403916334
Bertero, Elisabetta and Rondi, Laura (2000) Investment, cash flow and managerial discretion in state-owned firms: evidence across soft and hard budget constraints. Working paper, 10/2000. Ceris-Cnr.
Bhattacharya, Sudipto, Boot, A. and Thakor, Anjan V. (1998) The economics of bank regulation. Journal of Money, Credit and Banking, 30 (4). pp. 745-770. ISSN 0022-2879
Bhattacharya, Sudipto, Chabakauri, Georgy and Nyborg, Kjell G. (2011) Securitized lending, asymmetric information, and financial crisis. Department of Finance, London School of Economics and Political Science, London, UK. (Unpublished)
Bhattacharya, Sudipto, Dasgupta, Amil and Prat, Andrea (2008) Incentives in funds management: a literature overview. In: Thakor, Anjan V. and Boot, Arnoud, (eds.) Handbook of financial intermediation and banking. Handbooks in finance . Elsevier, Amsterdam, The Netherlands, pp. 285-304. ISBN 9780444515582
Bhattacharya, Sudipto, Fulghieri, P. and Rovelli, R. (1998) Financial intermediation versus stock markets in a dynamic intertemporal model. Journal of institutional and theoretical economics, 154 (1). pp. 291-319. ISSN 0932-4569
Bhattacharya, Sudipto and Jorge-Padilla, A. (1996) Dynamic banking: a reconsideration. Review of financial studies, 9 (3). pp. 1003-1032. ISSN 0893-9454
Bhattacharya, Sudipto and Nicodano, Giovanna (2001) Insider trading, investment and liquidity: a welfare analysis. The journal of finance, 56 (3). pp. 1141-1156. ISSN 0022-1082
Bhattacharya, Sudipto, Plank, Manfred, Strobl, Gunter and Zechner, Josef (2002) Bank capital regulation with random audits. Journal of economic dynamics and control, 26 (7-8). pp. 1301-1321. ISSN 0165-1889
Bhattacharya, Sudipto and Thakor, Anjan V. (1993) Contemporary banking theory. Journal of financial intermediation, 3 (1). pp. 2-50. ISSN 1042-9573
Bikbov, Ruslan and Chernov, Mikhail (2013) Monetary policy regimes and the term structure of interest rates. Journal of econometrics, 174 (1). pp. 27-43. ISSN 0304-4076
Bikbov, Ruslan and Chernov, Mikhail (2010) No-arbitrage macroeconomic determinants of the yield curve. Journal of econometrics, 159 (1). pp. 166-182. ISSN 0304-4076
Bikbov, Ruslan and Chernov, Mikhail (2009) Unspanned stochastic volatility in affine models: evidence from Eurodollar futures and options. Management science, 55 (8). pp. 1292-1305. ISSN 0025-1909
Bikbov, Ruslan and Chernov, Mikhail (2011) Yield curve and volatility: lessons from Eurodollar futures and options. Journal of financial econometrics, 9 (1). pp. 66-105. ISSN 1479-8409
Board, John, Sutcliffe, C. and Patrinos, E. (2000) Performance of covered calls. European journal of finance, 6 (1). pp. 1-17. ISSN 1351-847X
Boudt, Kris, Danielsson, Jon and Laurent, Sebastien (2013) Robust forecasting of dynamic conditional correlation GARCH models. International journal of forecasting, 29 (2). pp. 244-257. ISSN 0169-2070
Boyer, Brian H., Kumagai, Timoni and Yuan, Kathy (2006) How do crises spread?: evidence from accessible and inaccessible stock indices. The journal of finance, 61 (2). pp. 957-1003. ISSN 0022-1082
Broadie, Mark, Chernov, Mikhail and Johannes, Michael (2007) Model specification and risk premia: evidence from futures options. The journal of finance, 62 (3). pp. 1453-1490. ISSN 0022-1082
Broadie, Mark, Chernov, Mikhail and Johannes, Michael (2009) Understanding index option returns. Review of financial studies, 22 (11). pp. 4493-4529. ISSN 0893-9454
Broadie, Mark, Chernov, Mikhail and Sundaresan, Suresh (2007) Optimal debt and equity values in the presence of chapter 7 and chapter 11. The journal of finance, 62 (3). pp. 1341-1377. ISSN 0022-1082
Buiter, Willem H. (2009) Lessons from the global financial crisis for regulators and supervisors. Financial Markets Group, London School of Economics and Political Science, London, UK.
Buraschi, Andrea, Trojani, Fabio and Vedolin, Andrea (2011) Economic uncertainty, disagreement, and credit markets. . (Unpublished)
Buraschi, Andrea, Trojani, Fabio and Vedolin, Andrea (2011) When uncertainty blows in the orchard: comovement and equilibrium volatility risk premia. EFA 2009 Bergen meetings paper, SSRN.
Bustamante, Maria Cecilia (2011) How do frictions affect corporate investment?: a structural approach. Working Paper Series, 08-47. Swiss Finance Institute , Switzerland.
Bustamante, Maria Cecilia (2011) Strategic investment, industry concentration and the cross section of returns. Financial Markets Group Discussion Paper, 681. London School of Economics and Political Science, London, UK. ISBN 09568549681
Bustamante, Maria Cecilia (2008) What do frictions mean for Q-theory testing? Swiss Finance Institute Research Paper Series, 08-47. Swiss Finance Institute.
Bustamante, Maria Cecilia (2012) The dynamics of going public. Review of finance, 16 (2). pp. 577-618. ISSN 1572-3097
Caggese, Andrea and Cuñat, Vicente (2008) Financing constraints and fixed-term employment contracts. The economic journal, 118 (533). pp. 2013-2046. ISSN 0013-0133
Caggese, Andrea and Cuñat, Vicente (2011) Financing constraints, firm dynamics, export decisions, and aggregate productivity. Department of Finance, London School of Economics and Political Science., London, UK. (Unpublished)
Caggese, Andrea and Cuñat, Vicente (2012) Financing constraints, firm dynamics, export decisions, and aggregate productivity. Review of economic dynamics, 16 (1). pp. 177-193. ISSN 1094-2025
Cambell, John Y. and Nosbusch, Yves (2007) Intergenerational risksharing and equilibrium asset prices. Journal of monetary economics, 54 (8). pp. 2251-2268. ISSN 0304-3932
Campbell, John Y., Giglio, Stefano and Polk, Christopher (2013) Hard times. The review of asset pricing studies, 3 (1). pp. 95-132. ISSN 2045-9920
Campbell, John Y., Giglio, Stefano and Polk, Christopher (2011) Hard times. AFA 2012 Chicago Meetings Paper , SSRN.
Campbell, John Y., Giglio, Stefano and Polk, Christopher (2012) An intertemporal CAPM with stochastic volatility. National Bureau of Economic Research. (Unpublished)
Campbell, John Y., Polk, Christopher and Vuolteenaho, Tuomo (2010) Growth or glamour?: fundamentals and systematic risk in stock returns. Review of financial studies, 23 (1). pp. 305-344. ISSN 0893-9454
Carrasco, M., Chernov, Mikhail, Florens, Jean-Pierre and Ghysels, E. (2007) Efficient estimation of general dynamic models with a continuum of moment conditions. Journal of econometrics, 140 (2). pp. 529-573. ISSN 0304-4076
Chabakauri, Georgy (2010) Asset pricing with heterogeneous investors and portfolio constraints. Working paper series, London School of Economics and Political Science, London, UK.
Chau, Minh and Vayanos, Dimitri (2008) Strong-form efficiency with monopolistic insiders. Review of financial studies, 21 (5). pp. 2275-2306. ISSN 0893-9454
Chen, Xiaohong, Favilukis, Jack and Ludvigson, Sydney C. (2013) An estimation of economic models with recursive preferences. Quantitative economics, 4 (1). pp. 39-83. ISSN 1759-7323
Chernov, Mikhail (2003) Alternative models for stock price dynamics. Journal of econometrics, 116 (1-2). pp. 225-257. ISSN 0304-4076
Chernov, Mikhail (2003) Empirical reverse engineering of the pricing kernel. Journal of econometrics, 116 (1-2). pp. 329-364. ISSN 0304-4076
Chernov, Mikhail (2007) On the role of risk premia in volatility forecasting. Journal of business and economic statistics, 25 (4). pp. 411-426. ISSN 0735-0015
Chernov, Mikhail and Ghysels, Eric (2000) A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation. Journal of financial economics, 56 (3). pp. 407-458. ISSN 0304-405X
Chernov, Mikhail, Gorbenko, Alexander S. and Makarov, Igor (2013) CDS auctions. Review of financial studies, 26 (3). pp. 768-805. ISSN 0893-9454
Chernov, Mikhail and Mueller, Philippe (2012) The term structure of inflation expectations. Journal of financial economics, 106 (2). pp. 367-394. ISSN 0304-405X
Coeurdacier, Nicolas and Guibaud, Stéphane (2011) International portfolio diversification is better than you think. Journal of international money and finance, 30 (2). pp. 289-308. ISSN 0261-5606
Cohen, Lauren and Lou, Dong (2012) Complicated firms. Journal of financial economics, 104 (2). pp. 383-400. ISSN 0304-405X
Cohen, Randolph B., Polk, Christopher and Vuolteenaho, Tuomo (2009) The price is (almost) right. Journal of finance, 64 (6). pp. 2739-2782. ISSN 1540-6261
Cohen, Randolph B., Polk, Christopher and Vuolteenaho, Tuomo (2003) The value spread. Journal of finance, 58 (2). pp. 609-642. ISSN 0022-1082
Colla, Paolo and Mele, Antonio (2010) Information linkages and correlated trading. Review of financial studies, 23 (1). pp. 203-246. ISSN 0893-9454
Corradi, Valentina, Distaso, Walter and Mele, Antonio (2013) Macroeconomic determinants of stock volatility and volatility premiums. Journal of monetary economics, 60 (2). pp. 203-220. ISSN 0304-3932
Costa , Cristiano M., Ferreira, Daniel and Moreira , Humberto (2005) Biased managers, organizational design, and incentive provision. Economics letters, 86 (3). pp. 379-385. ISSN 0165-1765
Crafts, Nicholas (2000) Globalization and growth in the twentieth century. In: Prasad, E., (ed.) World economic outlook: supporting studies. International Monetary Fund, pp. 1-44. ISBN 9781557758934
Cuñat, Vicente (1999) Determinantes del plazo de endeudamiento de las empresas españolas. Investigaciones económicas, 23 (3). pp. 351-392. ISSN 0210-1521
Cuñat, Vicente (2006) Trade credit: suppliers as debt collectors and insurance providers. The review of financial studies, 20 (2). pp. 491-527. ISSN 0893-9454
Cuñat, Vicente (2012) The reform of the Spanish labour market is politically costly, and will only bring minor economic changes. LSE European Politics and Policy (EUROPP) Blog (23 Apr 2012) Blog Entry.
Cuñat, Vicente, Gine, Mireia and Guadalupe, Maria (2010) The vote is cast: the effect of corporate governance on shareholder value. NBER working paper, 16574. The National Bureau of Economic Research, Cambridge, MA, USA.
Cuñat, Vicente, Gine, Mireia and Guadalupe, Maria (2012) The vote is cast: the effect of corporate governance on shareholder value. The journal of finance, 67 (5). pp. 1943-1977. ISSN 0022-1082
Cuñat, Vicente and Gonzalez-Iturriaga, Claudio (2005) Shocks to the cost of borrowing and capital structure. Department of Finance, London School of Economics and Political Science, London, UK. (Unpublished)
Cuñat, Vicente and Guadalupe, Maria (2009) Executive compensation and competition in the banking and financial sectors. Journal of banking & finance, 33 (3). pp. 495-504. ISSN 0378-4266
Cuñat, Vicente and Guadalupe, Maria (2009) Globalization and the provision of incentives inside the firm: the effect of foreign competition. Journal of labor economics, 27 (2). pp. 179-212. ISSN 0734-306X
Cuñat, Vicente and Guadalupe, Maria (2005) How does product market competition shape incentive contracts? Journal of the European Economic Association, 3 (5). pp. 1058-1082. ISSN 1542-4774
Cvijanovic, Dragana, Favilukis, Jack and Polk, Christopher (2010) New in town: demographics, immigration, and the price of real estate. Department of Finance, The London School of Economics and Political Science, London, UK. (Unpublished)
Danielsson, Jon (2008) Blame the models. Journal of financial stability, 4 (4). pp. 321-328. ISSN 1572-3089
Danielsson, Jon (2012) European leaders have let their own hubris dominate their response to the Greek crisis. A total bailout of Greece would only cost the European Union 2 per cent of its GDP. LSE European Politics and Policy (EUROPP) Blog (21 Mar 2012) Blog Entry.
Danielsson, Jon (2011) Financial risk forecasting: the theory and practice of forecasting market risk with implementation in R and Matlab. Wiley-Blackwell. ISBN 9780470669433
Danielsson, Jon (2002) The emperor has no clothes: limits to risk modelling. Journal of banking and finance, 26 (7). pp. 1273-1296. ISSN 0378-4266
Danielsson, Jon and Goodhart, Charles (2002) The inter-temporal nature of risk. In: Balling, Morten, Lierman, Frank and Mullineux, Andrew, (eds.) Technology and Finance: Challenges for Financial Markets, Business Strategies and Policy Makers. Routledge international studies in money and banking (17). Routledge, London, UK, pp. 18-40. ISBN 9780415298278
Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2012) Dealing with systematic risk when we measure it badly. European Center for Advanced Research in Economics and Statistics.
Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2011) Model risk of systemic risk models. Jon Danielsson.
Danielsson, Jon, Jorgensen, Bjørn N., Samorodnitsky, Gennady, Sarma, Mandira and de Vries, Casper G. (2013) Fat tails, VaR and subadditivity. Journal of econometrics, 172 (2). pp. 283-291. ISSN 0304-4076
Danielsson, Jon, Jorgensen, Bjørn N., Vries, Casper G. and Yang, Xiaoguang (2008) Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation. Annals of finance, 4 (3). pp. 345-367. ISSN 1614-2446
Danielsson, Jon, Jorgensen, Bjørn 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
Danielsson, Jon, Luo, Jinhui and Payne, Richard (2012) Exchange rate determination and inter–market order flow effects. European journal of finance, 18 (9). pp. 823-840. ISSN 1351-847X
Danielsson, Jon, Luo, Jinhui and Payne, Richard (2011) Exchange rate determination and inter–market order flow effects. Jon Danielsson.
Danielsson, Jon and Payne, R. (2002) Real trading patterns and prices in spot inter-dealer foreign exchange markets. Journal of international money and finance, 21 (2). pp. 203-222. ISSN 0261-5606
Danielsson, Jon and Peñaranda, Francisco (2011) On the impact of fundamentals, liquidity, and coordination on market stability. International economic review, 52 (3). pp. 621-638. ISSN 0020-6598
Danielsson, Jon and Pyne, Richard (2012) Liquidity determination in an order driven market. The European journal of finance, 18 (9). pp. 799-821. ISSN 1351-847X
Danielsson, Jon, Song Shin, Hyun and Zigrand, Jean-Pierre (2011) Balance sheet capacity and endogenous risk. Financial Markets Group, 665. Financial Markets Group, London School of Economics and Political Science, London, UK.
Danielsson, Jon, Song Shin, Hyun and Zigrand, Jean-Pierre (2012) Endogenous and systemic risk. NBER chapters, 12054. National Bureau of Economic Research, Massachusetts, USA.
Danielsson, Jon, Song Shin, Hyun and Zigrand, Jean-Pierre (2012) Endogenous extreme events and the dual role of prices. Annual review of economics, 4 . pp. 111-129. ISSN 1941-1383
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
Danielsson, Jon and Zigrand, Jean-Pierre (2008) Equilibrium asset pricing with systemic risk. Economic theory, 35 (2). pp. 293-319. ISSN 1432-0479
Danielsson, Jon and Zigrand, Jean-Pierre (2007) Regulating hedge funds. Financial stability review, 10 (Spec.). pp. 29-36. ISSN 1636-6964
Danielsson, Jon, de Haan, L., Peng, L. and de Vries, C. G. (2001) Using a bootstrap method to choose the sample fraction in tail index estimation. Journal of multivariate analysis, 76 (2). pp. 226-248. ISSN 0047-259X
Danielsson, Jon, de Vries, Casper G., Jorgensen, Bjorn, Samorodnitsky, Gennady and Mandira, Sarma (2012) Fat tails, VaR and subadditivity. Jon Danielsson.
Dasgupta, Amil, Leon-Gonzalez, Roberto and Shortland, Anja (2011) Regionality revisited: an examination of the direction of spread of currency crises. Journal of international money and finance, 30 (5). pp. 831-848. ISSN 0261-5606
Dasgupta, Amil and Prat, Andrea (2008) Information aggregation in financial markets with career concerns. Journal of economic theory, 143 (1). pp. 83-113. ISSN 1095-7235
Dasgupta, Amil, Prat, Andrea and Verardo, Michela (2011) Institutional trade persistence and long-term equity returns. The journal of finance, 66 (2). pp. 635-653. ISSN 0022-1082
Dasgupta, Amil, Prat, Andrea and Verardo, Michela (2011) The price impact of institutional herding. Review of financial studies, 24 (3). pp. 892-925. ISSN 0893-9454
Dasgupta, Amil and Sarafidis, Yianis (2009) Managers as administrators: reputation and incentives. Journal of economic behavior & organization, 70 (1-2). pp. 155-163. ISSN 0167-2681
Dasgupta, Amil, Steiner, Jakub and Stewart, Colin (2012) Dynamic coordination with individual learning. Games and economic behavior, 74 (1). pp. 83-101. ISSN 0899-8256
Dasgupta, Amil and Zachariadis, Konstantinos (2011) Delegated activism and disclosure. The Paul Woolley Centre paper series, 27. London School of Economics and Political Science, London, UK. ISBN 09568549689
Dittmar, Robert F. and Yuan, Kathy (2008) Do sovereign bonds benefit corporate bonds in emerging markets? Review of financial studies, 21 (5). pp. 1983-2014. ISSN 0893-9454
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