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Adams, Renee B. and Ferreira, Daniel (2009) Strong managers, weak boards? CESifo Economic Studies, 55 (3-4). pp. 482-514. ISSN 1610-241X

Agnello, Luca, Castro, Vítor and Sousa, Ricardo (2013) What determines the duration of a fiscal consolidation program? Journal of International Money and Finance, 37 . pp. 113-134. ISSN 0261-5606

Agnello, Luca, Castro, Vítor and Sousa, Ricardo J. (2012) How does fiscal policy react to wealth composition and asset prices? Journal of Macroeconomics, 34 (3). pp. 874-890. ISSN 0164-0704

Agnello, Luca, Furceri, Davide and Sousa, Ricardo J. (2013) How best to measure discretionary fiscal policy?: assessing its impact on private spending. Economic Modelling, 34 . pp. 15-24. ISSN 0264-9993

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

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 and Felli, Leonardo (1998) Describability and agency problems. European Economic Review, 42 (1). pp. 35-59. ISSN 0014-2921

Anderlini, Luca and Felli, Leonardo (1999) Incomplete contracts and complexity costs. Theory and Decision, 46 (1). pp. 23-50. ISSN 1573-7187

Anderlini, Luca and Felli, Leonardo (1994) Incomplete written contracts: undescribable states of nature. Quarterly Journal of Economics, 109 (4). pp. 1085-1124. ISSN 0033-5533

Anderlini, Luca, Felli, Leonardo, Immordino , Giovanni and Riboni, Alessandro (2013) Legal institutions, innovation, and growth. International Economic Review, 54 (3). pp. 937-956. ISSN 0020-6598

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2007) Courts of law and unforeseen contingencies. Journal of Law, Economics, and Organization, 23 (3). pp. 662-684. ISSN 1465-7341

Anderlini, Luca, Felli, Leonardo and Riboni, A. (2008) Statute law or case law? Mimeo . pp. 1-31. (Unpublished)

Atak, Alev, Linton, Oliver and Xiao, Zhijie (2011) A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Journal of Econometrics, 164 (1). pp. 92-115. ISSN 0304-4076

Avgouleas, Emilios, Goodhart, Charles and Schoenmaker, Dirk (2013) Bank Resolution Plans as a catalyst for global financial reform. Journal of Financial Stability, 9 (2). pp. 210-218. ISSN 1572-3089

Baccara, Mariagiovanna, Collard-Wexler, Allan, Felli, Leonardo and Yariv, Leeat (2012) Child adoption matching: preferences for gender and race. American Economic Journal: Applied Economics . ISSN 1945-7782 (In Press)

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 (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 (2012) Search, design, and market structure. American Economic Review, 102 (2). pp. 1140-1160. ISSN 0002-8282

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

Beirne, John, Caporale, Guglielmo M., Schulze-Ghattas, Marianne and Spagnolo, Nicola (2010) Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis. Emerging Markets Review , 11 (3). pp. 250-260. ISSN 1566-0141

Benink, Harald, Danielsson, Jon and Jónsson, Ásgeir (2008) On the role of regulatory banking capital. Financial Markets, Institutions and Instruments, 17 (1). pp. 85-96. ISSN 0963-8008

Bertola, G. and Felli, Leonardo (1993) Job matching and the distribution of producer surplus. Ricerche Economiche, 47 (1). pp. 65-92. ISSN 0035-5054

Bhattacharya, Sudipto and Guriev, Sergei (2013) Control rights over intellectual property. The Journal of Industrial Economics, 61 (3). pp. 564-591. ISSN 00221821

Bird, R., Casavecchia, L., Pellizzari, P. and Woolley, Paul (2011) The impact on the pricing process of costly active management and performance chasing clients. Journal of Economic Interaction and Coordination, 6 (1). pp. 61-82. ISSN 1860-711X

Board, John, Sandmann, Gleb and Sutcliffe, Charles (2001) The effect of futures market volume on spot market volatility. Journal of Business, Finance and Accounting, 28 (7/8). pp. 799-819. ISSN 0306-686X

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 and Wells, S. (2001) Liquidity and best execution in the UK: a comparison of SETS and Tradepoint. Journal of Asset Management, 1 (4). pp. 344-365. ISSN 1470-8272

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

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

Brunnermeier, Markus K. and Julliard, Christian (2008) Money illusion and housing frenzies. Review of Financial Studies, 21 (1). pp. 135-180. ISSN 1465-7368

Buch-Kromann, Tine, Guillén, Montserrat, Linton, Oliver and Nielsen, Jens Perch (2011) Multivariate density estimation using dimension reducing information and tail flattening transformations. Insurance: Mathematics and Economics, 48 (1). pp. 99-110. ISSN 0167-6687

Caggese, Andrea and Cuñat, Vicente (2008) Financing constraints and fixed-term employment contracts. Economic Journal, 118 (533). pp. 2013-2046. ISSN 0013-0133

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

Cassano, Francesca, Jõeveer, Karin and Svejnar, Jan (2013) Cash flow vs. collateral-based credit: performance of micro, small and medium-sized firms in transition economies. Economics of Transition, 21 (2). pp. 269-300. ISSN 0967-0750

Cocco, Joao F. and Lopes, Paula (2011) Defined benefit or defined contribution?: a study of pension choices. Journal of Risk and Insurance, 78 (4). pp. 931-960. ISSN 0022-4367

Connor, Gregory, Korajczyk, R. and Linton, Oliver (2006) The common and specific components of dynamic volatility. Journal of Econometrics, 132 (1). pp. 231-255. ISSN 0304-4076

Cornelli, Francesca and Felli, Leonardo (1997) Ex-ante efficiency of bankruptcy procedures. European Economic Review, 41 (3-5). pp. 475-485. ISSN 0014-2921

Cremer, Helmuth, Pestieau, Pierre and Rochet, Jean-Charles (2001) Direct versus indirect taxation: the design of the tax structure revisited. International Economic Review, 42 (3). pp. 781-800. ISSN 0020-6598

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

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, 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 Guadalupe, Maria (2009) Executive compensation and competition in the banking and financial sectors. Journal of Banking and 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

Danielsson, Jon (2008) Blame the models. Journal of Financial Stability, 4 (4). pp. 321-328. ISSN 1572-3089

Danielsson, Jon, Jorgensen, Bjorn 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, Bjorn 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, Bjorn N. and De Vries, Casper G. (1998) The value of value at risk: statistical, financial, and regulatory considerations summary of presentation. Economic Policy Review . pp. 107-108. ISSN 0147-6580

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

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 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 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

Dasgupta, Amil (2007) Coordination and delay in global games. Journal of Economic Theory, 134 (1). pp. 195-225. ISSN 1095-7235

Dasgupta, Amil (2004) Financial contagion through capital connections: a model of the origin and spread of bank panics. Journal of European Economic Association, 2 (6). pp. 1049-1084. ISSN 1542-4766

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 1467-937X

Dasgupta, Amil and Feldman, Arnold D (1997) An intersection property of sylow 2-subgroups in non-solvable groups. Mathematical Proceedings of the Cambridge Philosophical Society, 122 (2). pp. 261-268. ISSN 0305-0041

Diamond, Peter and Felli, Leonardo (1993) Search, sticky prices and deflation. Mimeo . (Unpublished)

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

Dow, James and Rahi, Rohit (2000) Should speculators be taxed? The Journal of Business, 73 (1). pp. 89-108. ISSN 0740-9168

Duffie, Darrell and Rahi, Rohit (1995) Financial market innovation and security design: an introduction. Journal of Economic Theory, 65 (1). pp. 1-42. ISSN 1095-7235

Dungey, Mardi, Fakhrutdinova, Luba and Goodhart, Charles (2009) After-hours trading in equity futures markets. Journal of Futures Markets, 29 (2). pp. 114-136. ISSN 0270-7314

Espinoza, Raphael A., Goodhart, Charles and Tsomocos, Dimitrios P. (2009) State prices, liquidity, and default. Economic Theory, 39 (2). pp. 177-194. ISSN 0938-2259

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 (2004) Public trading and private incentives. Review of Financial Studies, 17 (4). pp. 985-1014. ISSN 1465-7368

Faure-Grimaud, Antoine (2002) Using stock price information to regulate firms. Review of Economic Studies, 69 (1). pp. 169-190. ISSN 1467-937X

Faure-Grimaud, Antoine (1997) The regulation of predatory firms. Journal of Economics and Management Strategy, 6 (4). 849 -876. ISSN 1058-6407

Faure-Grimaud, Antoine and Bhattacharya, Sudipto (2001) The debt hangover Renegotiation with noncontractible investment. Economics Letters, 70 (3). pp. 413-419. ISSN 0165-1765

Faure-Grimaud, Antoine and Chemla, Gilles (2001) Dynamic adverse selection and debt. European Economic Review, 45 (9). pp. 1773-1792. ISSN 0014-2921

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

Faure-Grimaud, Antoine and Inderst, Roman (2005) Conglomerate entrenchment under optimal financial contracting. American Economic Review, 95 (3). pp. 850-861. ISSN 0002-8282

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 1467-937X

Faure-Grimaud, Antoine, Laffont, Jean-Jacques and Martimort, David (1998) The endogenous transaction costs of delegated auditing. European Economic Review, 43 (4-6). pp. 1039-1048. 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

Faure-Grimaud, Antoine and Mariotti, Thomas (1999) Optimal debt contracts and the single-crossing condition. Economics Letters, 65 (1). pp. 85-89. ISSN 0165-1765

Faure-Grimaud, Antoine and Martimort, David (2001) On some agency costs of intermediated contracting. Economics Letters, 71 (1). pp. 75-81. ISSN 0165-1765

Faure-Grimaud, Antoine and Reiche, S. (2007) Dynamic yardstick mechanisms. Games and Economic Behavior, 54 (2). pp. 316-335. ISSN 0899-8256

Felli, Leonardo (1993) Turnovers and asymptotic behavior of workers. Economics Letters, 42 (1). pp. 43-50. ISSN 0165-1765

Felli, Leonardo and Anderlini, Luca (2001) Costly bargaining and renegotiation. Econometrica, 69 (2). pp. 377-411. ISSN 0012-9682

Felli, Leonardo and Anderlini, Luca (2006) Transaction costs and the robustness of the Coase Theorem. Economic Journal, 116 (508). pp. 223-245. ISSN 0013-0133

Felli, Leonardo, Anderlini, Luca and Al-Najjar, Nabil (2006) Undescribable events. Review of Economic Studies, 73 (4). pp. 849-868. ISSN 0034-6527

Felli, Leonardo, Anderlini, Luca and Riboni, Alessandro (2014) Why stare decisis? Review of Economic Dynamics . ISSN 1094-2025 (Submitted)

Felli, Leonardo and Harris, Christopher (1996) Learning, wage dynamics, and firm-specific human capital. Journal of Political Economy, 104 (4). pp. 838-868. ISSN 0022-3808

Felli, Leonardo and Harris, Christopher (1996) A note on G. Bertola and L. Felli (1993) “Job matching and the distribution of surplus” Ricerche Economiche, 47, 65–92. Ricerche Economiche, 50 (3). pp. 317-319. ISSN 0035-5054

Felli, Leonardo and Ichino, Andrea (1988) Do marginal employment subsidies increase re-employment probabilities? Labour, 2 (3). pp. 63-89. ISSN 1121-7081

Felli, Leonardo and Merlo, Antonio (2006) Endogenous lobbying. Journal of the European Economic Association, 4 (1). pp. 180-215. ISSN 1542-4766

Felli, Leonardo and Merlo, Antonio (2007) If you cannot get your friends elected, lobby your enemies. Journal of the European Economic Association, 5 (2-3). pp. 624-635. ISSN 1542-4774

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

Florens, Jean-Pierre and Linton, Oliver (2011) Introduction to the special issue on inverse problems. Econometric Theory, 27 (3). pp. 457-459. ISSN 0266-4666

Foldes, Lucien (1990) Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. Stochastics and Stochastic Reports, 29 (1). pp. 133-170. ISSN 1744-2508

Foldes, Lucien (1967) Discussion of professor Borch's paper 'the theory of risk'. Journal of the Royal Statistical Society. Series B, 29 (3). p. 460. ISSN 1467-9868

Foldes, Lucien (1961) Domestic air transport policy - part ii. Economica, 28 (111). pp. 270-285. ISSN 0013-0427

Foldes, Lucien (1961) Domestic air transport policy. Part i. Economica, 28 (110). pp. 156-175. ISSN 0013-0427

Foldes, Lucien (1992) Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments. Stochastics and Stochastic Reports, 41 (4). pp. 241-267. ISSN 1744-2508

Foldes, Lucien (1972) Expected utility and continuity. Review of Economic Studies, 39 (4). pp. 407-421. ISSN 0034-6527

Foldes, Lucien (1961) Imperfect capital markets and the theory of investment. Review of Economic Studies, 28 (3). pp. 182-195. ISSN 1467-937X

Foldes, Lucien (1967) Income redistribution in money and in kind. Econometrica, 133 (34). pp. 30-41. ISSN 1468-0262

Foldes, Lucien (1971) Inflation and financial accounts: the treatment of loan capital. The Accountant . ISSN 0001-4710

Foldes, Lucien (1956) Iron and steel prices. Economica, 23 (92). pp. 344-356. ISSN 0013-0427

Foldes, Lucien (1978) Martingale conditions for optimal saving: discrete time. Journal of Mathematical Economics, 5 (1). pp. 83-96. ISSN 0304-4068

Foldes, Lucien (1957) Military budgeting and financial control. Public Administration Review, 17 (1). pp. 36-43. ISSN 1540-6210

Foldes, Lucien (1978) Optimal saving and risk in continuous time. Review of Economic Studies, 45 (1). pp. 39-65. ISSN 0034-6527

Foldes, Lucien (1991) Optimal sure portfolio plans. Mathematical Finance, 1 (2). pp. 15-55. ISSN 0960-1627

Foldes, Lucien (1968) Redistribution: a reply. Economica, 35 (138). pp. 198-204. ISSN 0013-0427

Foldes, Lucien (1958) Uncertainty, probability and potential surprise. Economica, 25 (99). pp. 246-254. ISSN 0013-0427

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

Foldes, Lucien (1957) The control of nationalised industries. Public Law . ISSN 0033-3565

Foldes, Lucien (1955) The delegation of authority to spend. Economica, 22 (87). pp. 246-260. ISSN 0013-0427

Foldes, Lucien (1964) A determinate model of bilateral monopoly. Economica, 31 (122). pp. 117-131. ISSN 0013-0427

Foldes, Lucien (1967) A note on redistribution. Economica, 34 (134). pp. 203-205. ISSN 0013-0427

Foldes, Lucien (2001) The optimal consumption function in a Brownian model of accumulation part a: the consumption function as solution of a boundary value problem. Journal of Economic Dynamics and Control, 25 (12). pp. 1951-1971. ISSN 0165-1889

Foldes, Lucien and Rees, R. (1977) A note on the arrow-lind theorem. American Economic Review, 67 (2). pp. 188-193. ISSN 0002-8282

Foldes, Lucien and Watson, Pauline (1982) Quarterly returns to investment in ordinary shares, 1919-1970. Economica, 49 (194). pp. 161-181. ISSN 0013-0427

Foldes, Lucien and Wilson, S. S. (1961) 55 iron and steel companies, 1948-59. London and Cambridge Economic Bulletin .

Fornari, Fabio and Mele, Antonio (2001) Recovering the probability density function of asset prices using garch as diffusion approximations. Journal of Empirical Finance, 8 (1). pp. 83-110. ISSN 0927-5398

Fornari, Fabio and Mele, Antonio (2001) Volatility smiles and the information content of news. Applied Financial Economics, 11 (2). pp. 179-186. ISSN 0960-3107

Gigler, Frank B. and Hemmer, Thomas (2001) Conservatism, optimal disclosure policy, and the timeliness of financial reports. The Accounting Review, 76 (4). pp. 471-493. ISSN 0001-4826

Gomes, Francisco and Michaelides, Alexander (2008) Asset pricing with limited risk sharing and heterogeneous agents. The Review of Financial Studies, 21 (1). pp. 415-448. ISSN 0893-9454

Gomes, Francisco, Michaelides, Alexander and Polkovnichenko, Valery (2009) Optimal savings with taxable and tax-deferred accounts. Review of Economic Dynamics, 12 (4). pp. 718-735. ISSN 1096-6099

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

Goodhart, C. A. E. (2013) Lessons for monetary policy from the Euro-area crisis. Journal of Macroeconomics . ISSN 0164-0704

Goodhart, C. A. E. and Ashworth, J. P. (2013) QE: a successful start may be running into diminishing returns. Oxford Review of Economic Policy, 28 (4). pp. 640-670. ISSN 0266-903X

Goodhart, C. A. E. and Lee, D. J. (2013) Adjustment mechanisms in a currency area. Open Economies Review, 24 (4). pp. 627-656. ISSN 0923-7992

Goodhart, Charles (2010) How should we regulate bank capital and financial products? What role for "living wills"? (Cómo Deberíamos Regular el Capital Bancario y los Productos Financieros? Cuál es el Papel de los 'Testamentos en Vida?'). Revista de Economia Institucional , 12 (23). pp. 85-109. ISSN 0124-5996

Goodhart, Charles (2001) Interview: Charles Goodhart. Central Banking, XI (3). pp. 7-16. ISSN 0960-6319

Goodhart, Charles (2010) Is a less pro-cyclical financial system an achievable goal? National Institute Economic Review, 211 (1). pp. 81-90. ISSN 0027-9501

Goodhart, Charles (2001) Monetary transmission lags and the formulation of the policy decision on interest rates. Federal Reserve Bank of St. Louis Review, 83 (4). pp. 165-182. ISSN 0014-9187

Goodhart, Charles (2010) Money, credit and bank behaviour: need for a new approach. National Institute Economic Review, 214 (1). F73-F82. ISSN 0027-9501

Goodhart, Charles (2013) Ratio controls need reconsideration. Journal of Financial Stability, 9 (3). pp. 445-450. ISSN 1572-3089

Goodhart, Charles (2001) The inflation forecast. National Institute Economic Review, 175 (1). pp. 59-66. ISSN 0027-9501

Goodhart, Charles (2009) An overhaul of doctrine: the underpinning of UK inflation targeting: a rejoinder. Economic Journal, 119 (538). F369-F373. ISSN 1468-0297

Goodhart, Charles (2001) A plea to economists? Eastern Economic Journal, 27 (2). pp. 215-220. ISSN 0094-5056

Goodhart, Charles and Hofmann, Boris (2000) Do asset prices help to predict consumer price inflation? Manchester School Journal, 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

Goodhart, Charles, Kashyap, Anil K., Tsomocos, Dimitrios P. and Vardoulakis, Alexandros P. (2013) An integrated framework for analyzing multiple financial regulations. International Journal of Central Banking, 9 (Supp.1). pp. 109-144. ISSN 1815-4654

Goodhart, Charles and Lastra, R. M. (2010) Border problems. Journal of International Economic Law, 13 (3). pp. 705-718. ISSN 1369-3034

Goodhart, Charles and Lim, Wen Bin (2011) Interest rate forecasts: a pathology. International Journal of Central Banking, 7 (2). pp. 135-171. ISSN 1815-4654

Goodhart, Charles and Ostergaard, Charlotte (1999) Guest editorial. Journal of Financial Regulation and Compliance, 6 (4). pp. 302-303. ISSN 1358-1988

Goodhart, Charles, Peiris, M. U., Tsomocos, D. P. and Vardoulakis, A. P. (2010) On dividend restrictions and the collapse of the interbank market. Annals of Finance, 6 (4). pp. 455-473. ISSN 1614-2446

Goodhart, Charles, Peiris, M. U. and Tsomocos, Dimitrios P. (2013) Global imbalances and taxing capital flows. International Journal of Central Banking, 9 (2). pp. 13-44. ISSN 1815-4654

Goodhart, Charles, Sunirand, P. and Tsomocos, D. P. (2009) The optimal monetary instrument for prudential purposes. Journal of Financial Stability, 7 (2). pp. 70-77. ISSN 1572-3089

Gottardi, Piero and Rahi, Rohit (2013) Risk sharing and retrading in incomplete markets. Economic Theory, 54 (2). pp. 287-304. ISSN 0938-2259

Gottardi, Piero and Rahi, Rohit (2014) Value of information in competitive economies with incomplete markets. International Economic Review, 55 (1). pp. 57-81. ISSN 0020-6598

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

Grant, Jeremy and Kirchmaier, Thomas (2005) Corporate control in Europe. Corporate Ownership and Control, 2 (2). pp. 65-76. ISSN 1727-9232

Grant, Jeremy, Kirchmaier, Thomas and Kirshner, Jodie A. (2009) Financial tunnelling and the mandatory bid rule. European Business Organization Law Review, 10 (2). pp. 233-253. ISSN 1566-7529

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

Hogh, N., Linton, Oliver and Nielsen, J.P. (2006) The Froot-Stein model revisited. Annals of Actuarial Science, 1 (1). pp. 37-47. ISSN 1748-4995

Inderst, Roman (2001) Incentive schemes as a signaling device. Journal of Economic Behavior and Organization, 44 (4). pp. 455-465. ISSN 0167-2681

Inderst, Roman and Laux, Christian (2005) Incentives in internal capital markets: capital constraints, competition, and investment opportunities. RAND Journal of Economics, 36 (1). pp. 215-228. ISSN 0741-6261

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

Issler, João Victor, Linton, Oliver and Timmermann, Allan (2011) Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164 (1). pp. 1-3. ISSN 0304-4076

Jacho-Chávez, David, Lewbel, Arthur and Linton, Oliver (2010) Identification and nonparametric estimation of a transformed additively separable model. Journal of Econometrics, 156 (2). pp. 392-407. ISSN 0304-4076

Jawadi, Fredj and Sousa, Ricardo J. (2013) Money demand in the euro area, the US and the UK: assessing the role of nonlinearity. Economic Modelling, 32 (1). pp. 507-515. ISSN 0264-9993

Julliard, Christian and Ghosh, Anisha (2012) Can rare events explain the equity premium puzzle? Review of Financial Studies, 25 (10). pp. 3037-3076. ISSN 0893-9454

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

Kalyvitis, Sarantis and Michaelides, Alexander (2001) New evidence on the effects of US monetary policy on exchange rates. Economics Letters, 71 (2). pp. 255-263. ISSN 0165-1765

Kim, Woocheol and Linton, Oliver (2011) Estimation of a semiparametric IGARCH (1,1) model. Econometric Theory, 27 (3). pp. 639-661. ISSN 0266-4666

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

Kirchmaier, Thomas (2001) Corporate demergers: or is divorce more attractive than marriage? Centrepiece, 6 (1). pp. 14-17. ISSN 1362-3761

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 (2001) Creating value when less is more. Financial Times . ISSN 0307-1766

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

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

Kirchmaier, Thomas (2008) Wiping DT's board clean [opinion & editorial]. Wall Street Journal Europe (3 July). ISSN 0921-9986

Kirchmaier, Thomas and Grant, Jeremy (2005) Corporate ownership structure and performance in Europe. European Management Review, 2 (3). pp. 231-245. ISSN 1740-4762

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 (2008) Regeln für die Anschleicher [kommentar]. Financial Times Deutschland (2 Sept). ISSN 1615-4118

Kirchmaier, Thomas and Grant, Jeremy (2008) Shining the light on secret takeover battles [opinion & editorial]. Wall Street Journal Europe (21 Aug). ISSN 0921-9986

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

Kirchmaier, Thomas and Owen, Geoffrey (2006) The outsider at the controls. Financial Times (16 Mar). ISSN 0307-1766

Kleffe, Jürgen and Norberg, Ragnar (2001) Minimum norm estimation of variance components for life insurance data. Communications in Statistics: Theory and Methods, 30 (8/9). pp. 1591-1603. ISSN 0361-0926

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

Lee, Sokbae, Linton, Oliver and Whang, Yoon-Jae (2009) Testing for stochastic monotonicity. Econometrica, 77 (2). pp. 585-602. ISSN 0012-9682

Lewbel, Arthur, McFadden, Daniel and Linton, Oliver (2011) Estimating features of a distribution from binomial data. Journal of Econometrics, 162 (2). pp. 170-188. ISSN 0304-4076

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 B, 64 (3). p. 400. ISSN 1369-7412

Linton, Oliver (2000) Efficient estimation of generalized additive nonparametric regression models. Econometric Theory, 16 (4). pp. 502-523. ISSN 0266-4666

Linton, Oliver (2001) Estimating additive nonparametric models by partial Lq norm: the curse of fractionality. Econometric Theory, 17 (6). pp. 1037-1050. ISSN 0266-4666

Linton, Oliver (2005) Nonparametric inference for unbalanced time series data. Econometric Theory, 21 (1). pp. 143-157. ISSN 1469-4360

Linton, Oliver (2008) A nonparametric threshold model with application to zero returns. Statistics and Its Interface, 1 (2). 321-326 . ISSN 1938-7997

Linton, Oliver and Hafner, Christian M. (2010) Efficient estimation of a multivariate multiplicative volatility model. Journal of Econometrics, 159 (1). pp. 55-73. ISSN 0304-4076

Linton, Oliver and Jacho-Chávez, David (2010) On internally corrected and symmetrized kernel estimators for nonparametric regression. TEST, 19 (1). pp. 166-186. ISSN 1133-0686

Linton, Oliver and Kristensen, Dennis (2006) A closed-form estimator for the GARCH(1,1)-Model. Econometric Theory, 22 (2). pp. 323-337. ISSN 0266-4666

Linton, Oliver, Mammen, E. and Nielsen, J. (1999) The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Annals of Statistics, 27 (5). pp. 1443-1490. ISSN 0090-5364

Linton, Oliver and Mammen, Enno (2005) Estimating semiparametric ARCH models by kernel smoothing methods. Econometrica, 73 (3). pp. 771-836. ISSN 0012-9682

Linton, Oliver, Mammen, Enno, Nielsen, Jans Perch and Tanggaard, Carsten (2001) Yield curve estimation by kernel smoothing methods. Journal of Econometrics, 105 (1). pp. 185-224. ISSN 0304-4076

Linton, Oliver, Mammen, Enno, Nielsen, Jens Perch and Van Keilegom, Ingrid (2011) Nonparametric regression with filtered data. Bernoulli, 17 (1). pp. 60-87. ISSN 1350-7265

Linton, Oliver, Nielsen, Jens Perch and Nielsen, Soren Feodor (2009) Non-parametric regression with a latent time series. Econometrics Journal, 12 (2). pp. 187-207. ISSN 1368-423X

Linton, Oliver, Pan, Jiazhu and Wang, Hui (2010) Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Econometric Theory, 26 (01). pp. 1-28. ISSN 0266-4666

Linton, Oliver and Rodríguez-Poo, Juan M. (2001) Nonparametric factor analysis for residual time series. TEST, 10 (1). pp. 161-182. ISSN 1133-0686

Linton, Oliver and Sancetta, Alessio (2009) Consistent estimation of a general nonparametric regression function in time series. Journal of Econometrics, 152 (1). pp. 70-78. ISSN 0304-4076

Linton, Oliver, Song, Kyungchul and Whang, Yoon-Jae (2010) An improved bootstrap test of stochastic dominance. Journal of Econometrics, 154 (2). pp. 186-202. ISSN 0304-4076

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 (2002) Nonparametric estimation with aggregated data. Econometric Theory, 18 (2). pp. 420-468. ISSN 1469-4360

Linton, Oliver and Xiao, Zhijie (2001) Second-order approximation for adaptive regression estimators. Econometric Theory, 17 (5). pp. 984-1024. ISSN 0266-4666

Linton, Oliver B. and Yan, Yang (2011) Semi- and nonparametric ARCH processes. Journal of Probability and Statistics, 2011 . pp. 1-17. ISSN 1687-952X

Lopes, Paula and Michaelides, Alexander (2007) Rare events and annuity market participation. Finance Research Letters, 4 (2). pp. 82-91. ISSN 1544-6123

Lou, Dong (2012) A flow-based explanation for return predictability. Review of Financial Studies, 25 (12). pp. 3457-3489. ISSN 0893-9454

Ludvigson, Sydney C. and Michaelides, Alexander (2001) Does buffer stock saving explain the smoothness and excess sensitivity of consumption? American Economic Review, 91 (3). pp. 631-647. ISSN 0002-8282

Makarov, Igor and Plantin, Guillaume (2013) Equilibrium subprime lending. Journal of Finance, 68 (3). pp. 849-879. ISSN 0022-1082

Mallick, Sushanta K. and Sousa, Ricardo J. (2013) The real effects of financial stress in the Eurozone. International Review of Financial Analysis, 30 . pp. 1-17. ISSN 1057-5219

Mallick, Sushanta K. and Sousa, Ricardo M. (2013) Commodity prices, inflationary pressures, and monetary policy: evidence from BRICS economies. Open Economies Review, 24 (4). pp. 677-694. ISSN 0923-7992

Marin, Jose M. and Rahi, Rohit (1999) Speculative securities. Economic Theory, 14 (3). pp. 653-668. ISSN 1432-0479

Marin, Jose m. and Rahi, Rohit (2000) Information revelation and market incompleteness. Review of Economic Studies, 67 (3). pp. 563-579. ISSN 1467-937X

Mele, Antonio (2006) Approximating volatility diffusions with cev-arch models. Journal of Economic Dynamics and Control, 30 (6). pp. 931-966. ISSN 0165-1889

Mele, Antonio (2007) Asymmetric stock market volatility and the cyclical behavior of expected returns. Journal of Financial Economics, 86 (2). pp. 446-478. ISSN 0304-405X

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 1465-7368

Mele, Antonio (1994) A stochastic variance model for absolute returns. Economics Letters, 46 (3). pp. 211-214. ISSN 0165-1765

Mele, Antonio and Fornari, Fabio (1997) Asymmetries and non-linearities in economic activity. Applied Financial Economics, 7 (2). pp. 203-206. ISSN 0960-3107

Mele, Antonio and Fornari, Fabio (1996) Modeling the changing asymmetry of conditional variances. Economics Letters, 50 (2). pp. 197-203. ISSN 0165-1765

Mele, Antonio and Fornari, Fabio (1997) Sign - and volatility - switching arch models: theory and applications to international stock markets. Journal of Applied Econometrics, 12 (1). pp. 49-65. ISSN 1099-1255

Mele, Antonio and Fornari, Fabio (1997) Weak convergence and distributional assumptions for a general class of nonliner arch models. Econometric Reviews, 16 (2). pp. 205-227. ISSN 0747-4938

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

Michaelides, Alexander and Gomes, Francisco J. (2005) Optimal life cycle asset allocation : understanding the empirical evidence. Journal of Finance, 60 (2). pp. 869-904. ISSN 1540-6261

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

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

Nielsen, Jens P., Linton, Oliver and Bickel, Peter J. (1998) On a semiparametric survival model with flexible covariate effect. Annals of Statistics, 26 (1). pp. 215-241. ISSN 0090-5364

Nobay, Bob, Paya, Ivan and Peel, David A. (2010) Inflation dynamics in the U.S.: global but not local mean reversion. Journal of Money, Credit and Banking, 42 (1). pp. 135-150. ISSN 0022-2879

Norberg, Ragnar (2005) Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Finance and Stochastics, 9 (4). pp. 519-537. ISSN 0949-2984

Norberg, Ragnar (2006) Dynamic Greeks. Insurance: Mathematics and Economics, 39 (1). pp. 123-133. ISSN 0167-6687

Norberg, Ragnar (2010) Forward mortality and other vital rates: are they the way forward? Insurance: Mathematics and Economics, 47 (2). pp. 105-112. ISSN 0167-6687

Norberg, Ragnar (2005) Interest guarantees in banking. Applied Mathematical Finance, 12 (4). pp. 351-370. ISSN 1350-486X

Norberg, Ragnar (2001) On bonus and bonus prognoses in life insurance. Scandinavian Actuarial Journal, 2001 (2). pp. 126-147. ISSN 0346-1238

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

Norberg, Ragnar and Steffensen, Mogens (2005) What is the time value of a stream of investments? Journal of Applied Probability, 42 (3). pp. 861-866. ISSN 0021-9002

Orhnial, A. J. H. and Foldes, Lucien (1975) Estimates of marginal tax rates for dividends and bond interest in the United Kingdom 1919-1970. Economica, 42 (165). pp. 79-91. ISSN 0013-0427

Orhnial, A. J. H. and Foldes, Lucien (1975) Tax uncertainty in project evaluation: a case study. Accounting and Business Research . ISSN 2159-4260

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

Owen, Geoffrey and Kirchmaier, Thomas (2008) The changing role of the chairman. European Business Organization Law Review, 9 (2). pp. 187-213. ISSN 1566-7529

Prigent, Jean-Luc, Renault, Olivier and Scaillet, Olivier (2001) An empirical investigation into credit spread indices. The Journal of Risk, 3 (3). pp. 27-56. ISSN 1465-1211

Rahi, Rohit (1996) Adverse selection and security design. Review of Economic Studies, 63 (2). pp. 287-300. ISSN 1467-937X

Rahi, Rohit (1995) Optimal incomplete markets with asymmetric information. Journal of Economic Theory, 65 (1). pp. 171-197. ISSN 1095-7235

Rahi, Rohit (1995) Partially revealing rational expectations equilibria with nominal assets. Journal of Mathematical Economics, 24 (2). pp. 137-146. ISSN 0304-4068

Rahi, Rohit and Zigrand, Jean-Pierre (2009) Strategic financial innovation in segmented markets. Review of Financial Studies, 22 (8). pp. 2941-2971. ISSN 0893-9454

Rahi, Rohit and Zigrand, Jean-Pierre (2014) Walrasian foundations for equilibria in segmented markets. Mathematics and Financial Economics, Online . ISSN 1862-9679 (In Press)

Tsomocos, Dimitrios P., Bhattacharya, Sudipto, Goodhart, Charles A. E. and Sunirand, Pojanart (2007) Banks, relative performance, and sequential contagion. Economic Theory, 32 (2). pp. 381-398. ISSN 0938-2259

Valenzuela, Marcela and Zer, Ilknur (2013) Competition, signaling and non-walking through the book: effects on order choice. Journal of Banking and Finance, 37 (12). pp. 5421-5435. ISSN 0378-4266

Vayanos, Dimitri and Wang, Tan (2007) Search and endogenous concentration of liquidity in asset markets. Journal of Economic Theory, 136 (1). pp. 66-104. ISSN 1095-7235

Vermaelen, Theo and Xu, Moqi (2014) Acquisition finance and market timing. Journal of Corporate Finance, 25 . pp. 73-91. ISSN 0929-1199

Webb, David C. (2011) Book review: balancing the banks: global lessons from the financial crisis. Review 2. Economic Journal, 121 (550). F111-F118. ISSN 1468-0297

Webb, David C. (2011) Pension plan funding, technology choice, and the equity risk premium. Scandinavian Journal of Economics, 113 (3). pp. 493-524. ISSN 1467-9442

Webb, David C. (2007) Sponsoring company finance, investment and pension plan funding. Economic Journal, 117 (520). pp. 738-760. ISSN 0013-0133

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

Webb, David C. (2006) The theory of corporate finance - review article. Economic Journal, 116 (515). F499-F507. ISSN 0013-0133

de Meza, David and Webb, David C. (2001) Advantageous selection in insurance markets. RAND Journal of Economics, 32 (2). pp. 249-262. ISSN 0741-6261

de Meza, David and Webb, David C. (2006) Credit rationing: Something's gotta give. Economica, 73 (292). pp. 562-578. ISSN 0013-0427

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

de Meza, David and Webb, David C. (1992) Efficent credit rationing. European Economic Review, 36 (6). pp. 1277-1290. ISSN 0014-2921

de Meza, David and Webb, David C. (2007) Incentive design under loss aversion. Journal of the European Economic Association, 5 (1). pp. 66-92. ISSN 1542-4766

de Meza, David and Webb, David C. (1990) Risk, asymmetric information and capital market failure. Economic Journal, 100 (399). pp. 206-214. ISSN 0013-0133

de Meza, David and Webb, David C. (1999) Wealth, enterprise and credit policy. Economic Journal, 109 (455). pp. 153-163. ISSN 0013-0133

de Meza, David and Webb, David C. (1989) The role of interest rate taxes in credit markets with divisible projects and asymmetric information. Journal of Public Economics, 39 (1). pp. 33-44. ISSN 0047-2727

Book Section

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

Anderlini, Luca and Felli, Leonardo (2008) Agency problems. In: Durlauf, Steven N and Blume, Lawrence E, (eds.) New Palgrave Dictionary of Economics. Palgrave Macmillan, Basingstoke, UK. ISBN 9780333786765

Anderlini, Luca and Felli, Leonardo (2007) Costly contingent contracts: a failure of the Coase theorem. In: Cafaggi, Fabrizio, Nicita, Antonio and Pagano, Ugo, (eds.) Legal Orderings and Economic Institutions. Routledge Siena Studies in Political Economy. Routledge, Oxford, UK. ISBN 9780415329422

Benati, Luca and Goodhart, Charles (2010) Monetary policy regimes and economic performance: the historical record, 1979-2008. In: Handbook of Monetary Economics. Elsevier BV, Amsterdam, The Netherlands, pp. 1159-1236. ISBN 9780444534545

Cornelli, Francesca and Felli, Leonardo (1995) The theory of bankruptcy and mechanism design. In: Eichengreen, Barry and Portes, R, (eds.) Crisis? What Crisis? Orderly Workouts for Sovereign Debtors. Centre for Economic Policy Research, London, UK, pp. 69-86. ISBN 1898128235

Cunat, Vicente and Garicano, Luis (2010) Concedieron las cajas “buenas” créditos “malos”? Gobierno corporativo, capital humano y carteras de créditos. In: Bentolila, Samuel , Boldrin, Michele, Diaz-Gimeez, Javier and Dolado, Juan J., (eds.) la Crisis De la Economía Española: Análisis Económico De la Gran Recesión. Colección monografías fedea. Fedea, Madrid, Spain, pp. 351-398.

Engle, Robert F. and Patton, Andrew J. (2007) What good is a volatility model? In: Knight, John and Satchell, Stephen, (eds.) Forecasting Volatility in the Financial Markets. Elsevier, pp. 47-63. ISBN 9780750669429

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 School of Economics and Political Science, London, UK, pp. 31-70. ISBN 0753013991

Foldes, Lucien (1990) Certainty equivalence in the continuous-time-portfolio-cum-saving-model. In: Davis, M. H. A. and Elliot, R. J., (eds.) Applied Stochastic Analysis. Gordon & Breach Science Publishers Ltd, Hawthorn, Australia, pp. 343-387. ISBN 9782881247163

Foldes, Lucien (2001) Optimal saving and risk in continuous time. In: Schaefer, Stephen M., (ed.) The Foundations of Continuous Time Finance. Edward Elgar, Cheltenham, UK. ISBN 978 1 85898 750 7

Foldes, Lucien (1973) Some comments on the theory of monopoly. In: Peston, Maurice and Corry, Bernard, (eds.) Essays in Honour of Lord Robbins. International Arts and Sciences Press, New York, USA. ISBN 0873320433

Foldes, Lucien (1965) A note on individualistic explanations. In: Lakatos, I. and Musgrave, A., (eds.) Problems in the Philosophy of Science: Proceedings of the International Colloquium in the Philosophy of Science. North Holland, UK.

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 (2011) Moral hazard. In: Green, Christopher J., Pentecost, Eric J. and Weyman-Jones, Tom, (eds.) The Financial Crisis and the Regulation of Finance. Edward Elgar Publishing Ltd, Cheltenham, UK. ISBN 9781849808705

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 (2001) The endogenity of money. In: Arestis, Philip, Desai, Meghnad and Dow, Shelia, (eds.) Money, Macroeconomics and Keynes. Routledge frontiers of political economy,1. Routledge, London, UK, pp. 14-24. ISBN 9780415232180

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 A. E. (2010) Domestic banking problems. In: Diebold, Francis X., Doherty, Neil A. and Herring, Richard J., (eds.) The Known, the Unknown, and the Unknowable in Financial Risk Management: Measurement and Theory Advancing Practice. Princeton University Press, Princeton, USA, pp. 290-295. ISBN 9780691128832

Goodhart, Charles A. E. (2011) Financial regulation. In: Eijffinger, Sylvester and Masciandaro, Donato, (eds.) Handbook of Central Banking, Financial Regulation and Supervision: After the Financial Crisis. Edward Elgard Publishing Ltd, Cheltenham, pp. 326-353. ISBN 9781849803137

Goodhart, Charles A. E. (2013) Powers and scope of the macro-prudential authority. In: LaBrosse, John Raymond, Olivares-Caminal, Rodrigo and Singh, Dalvinder, (eds.) Financial Crisis Containment and Government Guarantees. Edward Elgar Publishing, Cheltenham, pp. 29-42. ISBN 9781781004999

Goodhart, Charles A. E. and Lastra, Rosa M. (2012) The boundary problems in financial regulation. In: Barth, James R., Lin, Chen and Wihlborg, Clas, (eds.) Research Handbook on International Banking and Governance. Edward Elgar Publishing Ltd, Cheltenham, pp. 321-332. ISBN 9781849802932

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

Ichimura, H. and Linton, Oliver (2005) Asymptotic expansions for some semiparametric program evaluation estimators. In: Andrews, D.W.K. and Stock, J., (eds.) Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg. Cambridge University Press, Cambridge, UK, pp. 149-170. ISBN 052184441X

Jappelli, Tullio, Julliard, Christian and Pagano, Marco (2001) La diversificazione del portafoglio delle famiglie italiane. In: Beltratti, A., (ed.) Xix Rapporto Sul Risparmio e Sui Risparmiatori in Italia. BNL / Centro Einaudi, Italy, pp. 91-121.

Kirchmaier, Thomas, Grant, Jeremy and Bienz, Carsten (2006) The corporate governance of private equity. In: Grant, Jeremy and Bassi, I., (eds.) Structuring European Private Equity. Euromoney Books, London, UK, pp. 70-85. ISBN 9781843742623

Li, Sheng and Linton, Oliver (2010) Evaluating hedge fund performance: a stochastic dominance approach. In: Guerard, John B. , (ed.) Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques. Springer, New York, USA, pp. 551-564. ISBN 9780387774381

Linton, Oliver (2009) Semiparametric and nonparametric ARCH modeling. In: Andersen, Torben G., Davis, Richard A., Kreiß, Jems-Peter and Mikosch, Thomas, (eds.) Handbook of Financial Time Series. Springer, Berlin, Germany, pp. 157-167. ISBN 9783540712961

Linton, Oliver B. (2008) ARCH models. In: Bloom, Lawrence E and Durlauf, Steven N, (eds.) The New Palgrave Dictionary of Economics. Palgrave Macmillan, Hampshire, UK, pp. 205-212. ISBN 9780333786765

Linton, Oliver B. (2008) Local regression models. In: Bloom, Lawrence E and Durlauf, Steven N, (eds.) The New Palgrave Dictionary of Economics. Palgrave Macmillan, Hampshire, UK, pp. 177-179. ISBN 9780333786765

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

Peay, Jill (1999) Thinking horses not zebras. In: Webb, David C. and Harrison, Rupert, (eds.) Mentally Disordered Offenders: Managing People Nobody Owns. Routledge, London, pp. 141-155. ISBN 9780415180092

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.

Monograph

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.

Aghion, Philippe, Hart, Oliver and Moore, John (1992) The economics of bankruptcy reform. CEPDP, 93. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Al-Najjar, Nabil, Anderlini, Luca and Felli, Leonardo (2002) Unforeseen contingencies. TE/02/431. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Al-Najjar, Nabil, Anderlini, Luca and Felli, Leonardo (2002) Unforeseen contingencies. 3271. Centre for Economic Policy Research, London, UK.

Albertazzi, Ugo (2007) Loan maturity and renegotiation evidence from the lending practices of large and small banks. Discussion paper, 588. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Altissimo, Filippo and Mele, Antonio (2005) Simulated nonparametric estimation of dynamic models with applications to finance. Discussion paper, 539. Financial Markets Group, London School of Economics and Political Science, London, UK.

Anderlini, Luca and Felli, Leonardo (2000) Bounded rationality and incomplete contracts. TE/00/407. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Anderlini, Luca and Felli, Leonardo (1998) Costly bargaining and renegotiation. TE/98/361. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Anderlini, Luca and Felli, Leonardo (1998) Costly coasian contracts. TE/98/362. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Anderlini, Luca and Felli, Leonardo (1996) Costly contingent contracts. TE/1996/313. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Anderlini, Luca and Felli, Leonardo (1993) Incomplete written contracts: endogenous agency problems. TE/1993/267. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Anderlini, Luca and Felli, Leonardo (1993) Incomplete written contracts: undescribable states of nature. TE/1993/263. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Anderlini, Luca and Felli, Leonardo (2000) Transaction costs and the robustness of the Coase Theorem. TE/01/409. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2006) Active courts and menu contracts. TE/2006/511. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2003) Courts of law and unforeseen contingencies. TE/03/447. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2001) Courts of law and unforeseen contingencies. 2835. Centre for Economic Policy Research, London, UK.

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2003) Should courts always enforce what contracting parties write? TE/2003/464. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2006) Should courts always enforce what contracting parties write? TE/06/510. The Suntory-Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2004) Should courts always enforce what contracting parties write? 4197. Center for Economic Policy Research, London, UK.

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. and Carverhill, Andrew (2006) Liquidity and capital structure. Discussion paper, 573. Financial Markets Group, London School of Economics and Political Science, London, UK.

Anderson, Ronald W. and Carverhill, Andrew (2005) A model of corporate liquidity. Discussion paper, 529. Financial Markets Group, London School of Economics and Political Science, London, UK.

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 Nyborg, Kjell G. (2001) Financial development, agency and the pace of adoption of new techniques. Discussion paper, 389. Financial Markets Group, London School of Economics and Political Science, London, UK.

Anderson, Ronald W. and Nyborg, Kjell G. (2001) Financing and corporate growth under repeated moral hazard. Discussion paper, 376. Financial Markets Group, London School of Economics and Political Science, London, UK.

Arcot, Sridhar, Black, Julia and Owen, Geoffrey (2007) From local to global: the rise of AIM as a stock market for growing companies: a comprehensive report analysing the growth of AIM. London School of Economics and Political Science, London, UK.

Aspachs, Oriol, Goodhart, Charles, Tsomocos, Dimitrios P. and Zicchino, Lea (2006) Towards a measure of financial fragility. Discussion paper, 554. Financial Markets Group, London School of Economics and Political Science, London, UK.

At, Christian, Burkart, Mike and Lee, Samuel (2007) Security-voting structure and bidder screening. Discussion paper, 575. Financial Markets Group, London School of Economics and Political Science, London, UK.

Axelson, Ulf (2013) A theory of the evolution of derivatives markets. Financial Markets Group discussion paper, DP723. Financial Markets Group, The London School of Economics and Political Science, London, UK.

Baeriswyl, Romain and Cornand, Camille (2006) Monetary policy and its informative value. Discussion paper, 569. Financial Markets Group, London School of Economics and Political Science, London, UK.

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 (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)

Bar-Isaac, Heski and Cuñat, Alejandro (2005) Long-term debt and hidden borrowing. Discussion paper, 542. Financial Markets Group, London School of Economics and Political Science, London, UK.

Battalio, Robert, Ellul, Andrew and Jennings, Robert (2005) Reputation effects in trading on the New York Stock Exchange. Discussion paper, 540. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Bena, Jan (2006) Choice of corporate risk management tools under moral hazard. Discussion paper, 566. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Bena, Jan and Hanousek, Jan (2006) Rent extraction by large shareholders: evidence using dividend policy in the Czech Republic. Discussion paper, 556. Financial Markets Group, London School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, London, UK.

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.

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.

Bhattacharya, Sudipto and Guriev, Sergei (2008) Control rights over intellectual property: corporate venturing and bankruptcy regimes. Discussion paper, 618. Financial Markets Group, London School of Economics and Political Science, London, UK.

Biais, Bruno, Rochet, Jean-Charles and Woolley, Paul (2009) The lifecycle of the financial sector and other speculative industries. Discussion paper, 632. Financial Markets Group, London School of Economics and Political Science, London, UK.

Bienz, Carsten and Hirsch, Julia (2005) The dynamics of venture capital contracts. Discussion paper, 552. Financial Markets Group, London School of Economics and Political Science, London, UK.

Bienz, Carsten and Walz, Uwe (2006) Evolution of decision and control rights in venture capital contracts: an empirical analysis. Discussion paper, 585. 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 (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, 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.

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.

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.

Brandts, Silke and Laux, Christian (2005) ART versus reinsurance: the disciplining effect of information insensitivity. Discussion paper, 545. 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 (2003) Corporate bond prices and co-ordination failure. Discussion paper, 438. Financial Markets Group, London School of Economics and Political Science, London, UK.

Bruche, Max (2005) Estimating structural bond pricing models via simulated maximum likelihood. Discussion paper, 534. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Bruche, Max and Gonzalez-Aguado, Carlos (2006) Recovery rates, default probabilities and the credit cycle. Discussion paper, 572. Financial Markets Group, London School of Economics and Political Science, London, UK.

Bruche, Max and Segura, Anatoli (2013) Debt maturity and the liquidity of secondary debt markets. Financial Markets Group discussion paper, DP726. Financial Markets Group, The London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Julliard, Christian (2006) Money illusion and housing frenzies. 579. Financial Markets Group, London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Julliard, Christian (2006) Money illusion and housing frenzies. 12810. National Bureau of Economic Research, Cambridge, MA., USA.

Brunnermeier, Markus K. and Julliard, Christian (2007) Money illusion and housing frenzies. 6183. Centre for Economic Policy Research, 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.

Brunnermeier, Markus K. and Pedersen, Lasse Heje (2007) Market liquidity and funding liquidity. Discussion paper, 580. 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.

Bruno, Valentina G. and Claessens, Stijn (2006) Corporate governance and regulation: can there be too much of a good thing? Discussion paper, 574. Financial Markets Group, London School of Economics and Political Science, London, UK.

Buiter, Willem H. (2008) Central banks and financial crises. Discussion paper, 619. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Buiter, Willem H. (2009) Negative nominal interest rates: three ways to overcome the zero lower bound. Discussion paper, 636. 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.

Burkart, Mike, Gromb, Denis and Panunzi, Fausto (2005) Minority blocks and takeover premia. Discussion paper, 544. Financial Markets Group, London School of Economics and Political Science, London, UK.

Burkart, Mike and Panunzi, Fausto (2001) Agency conflicts, ownership concentration, and legal shareholder protection. Discussion paper, 378. 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.

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

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)

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.

Calzorali, Giorgio, Fiorentini, Gabriele and Sentana, Enrique (2001) Constrained indirect inference estimation. Discussion paper, 384. Financial Markets Group, London School of Economics and Political Science, London, UK.

Campbell, John Y. and Nosbusch, Yves (2007) Intergenerational risksharing and equilibrium asset prices. Discussion paper, 589. 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.

Carletti, Elena (2001) The structure of bank relationships, endogenous monitoring and loan rates. Discussion paper, 388. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

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 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.

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.

Cerasi, Vittoria and Daltung, Sonja (2006) Financial structure, managerial compensation and monitoring. Discussion paper, 576. Financial Markets Group, London School of Economics and Political Science, London, UK.

Chaigneau, Pierre and Sahuguet, Nicolas (2013) The effect of monitoring on CEO pay practices in a matching equilibrium. Financial Markets Group discussion paper, DP725. Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chen, Runquan (2009) Regime switching in volatilities and correlation between stock and bond markets. Discussion paper, 640. 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.

Chen, Xiaohong, Favilukis, Jack and Ludvigson, Sydney C. (2007) An estimation of economic models with recursive preferences. Discussion paper, 603. Financial Markets Group, London School of Economics and Political Science, London, UK.

Chen, Xiaohong, Linton, Oliver and Robinson, Peter (2001) The estimation of conditional densities. Econometrics; EM/2001/415, EM/01/415. Suntory and Toyota International Centres for Economics and Related Disciplines, 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 School of Economics and Political Science, London.

Cho, Young-Hyun, Linton, Oliver and Whang, Yoon-Jae (2006) Are there Monday effects in stock returns: a stochastic dominance approach. Discussion paper, 568. 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.

Coco, Giuseppe and de Meza, David (2001) In defence of usury laws. Discussion paper, 369. Financial Markets Group, London School of Economics and Political Science, London, UK.

Colla, Paolo and Mele, Antonio (2008) Information linkages and correlated trading. Discussion paper, 620. Financial Markets Group, London School of Economics and Political Science, London, UK.

Connor, Gregory (2001) A structured GARCH model of daily equity return volatility. Discussion paper, 370. Financial Markets Group, London School of Economics and Political Science, London, UK.

Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. Discussion paper, 599. Financial Markets Group, London School of Economics and Political Science, London, UK.

Connor, Gregory and Linton, Oliver (2006) Semiparametric estimation of a characteristic-based factor model of common stock returns. EM/2006/506. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Connor, Gregory and Sehgal, Sanjay (2001) Tests of the Fama and French model in India. Discussion paper, 379. 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.

Constantinides, George M. and Ghosh, Anisha (2008) Asset pricing tests with long run risks in consumption growth. Discussion paper, 609. Financial Markets Group, London School of Economics and Political Science, London, UK.

Cornand, Camille and Heinemann, Frank (2006) Speculative attacks with multiple sources of public information. Discussion paper, 570. Financial Markets Group, London School of Economics and Political Science, London, UK.

Cornelli, Francesca and Felli, Leonardo (2010) How to sell a (bankrupt) company? 2881. Centre for Economic Policy Research, London, UK. (Unpublished)

Cornelli, Francesca and Felli, Leonardo (2000) How to sell a (bankrupt) company? 292. CESifo, Munich, Germany. (Unpublished)

Cornelli, Francesca and Felli, Leonardo (1998) Revenue efficiency and change of control: the case of bankruptcy. 2030. Centre for Economic Policy Research, London, UK.

Corradi, Valentina, Distaso, Walter and Mele, Antonio (2008) Macroeconomic determinants of stock market returns, volatility and volatility risk-premia. Discussion paper, 616. Financial Markets Group, London School of Economics and Political Science, London, UK.

Corsetti, Giancarlo, Dasgupta, Amil, Morris, Stephen and Shin, Hyun Song (2001) Does one Soros make a difference?: a theory of currency crises with large and small traders. Discussion paper, 372. Financial Markets Group, London School of Economics and Political Science, London, UK.

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, Giné, Mireia and Guadalupe, Maria (2013) Say pays! Shareholder voice and firm performance. Financial Markets Group discussion paper, DP724. Financial Markets Group, The London School of Economics and Political Science, London, UK.

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 (2007) Executive compensation and competition in the banking and financial sectors. Discussion paper, 598. Financial Markets Group, London School of Economics and Political Science, London, UK.

Cziraki, Peter and Xu, Moqi (2014) CEO job security and risk-taking. FMG disussion papers, DP729. The London School of Economics and Political Science, London, UK.

Danielsson, Jon, Embrechts, Paul, Goodhart, Charles, Keating, Con, Muennich, Felix, Renault, Olivier and Shin, Hyun Song (2001) An academic response to Basel II. Special paper series, SP130. Financial Markets Group , London, UK.

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., Mandira, Sarma, Samorodnitsky, Gennady and Vries, C. G. de (2005) Subadditivity re–examined: the case for value-at-risk. Discussion paper, 549. Financial Markets Group, London School of Economics and Political Science, London, UK.

Danielsson, Jon, Jorgensen, Bjørn N., Sarma, Mandira and Vries, C. G. de (2005) Comparing downside risk measures for heavy tailed distribution. Discussion paper, 551. Financial Markets Group, London School of Economics and Political Science, London, UK.

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, Luo, Jinhui and Payne, Richard (2011) Exchange rate determination and inter–market order flow effects. Jon Danielsson.

Danielsson, Jon and Penaranda, Francisco (2007) On the impact of fundamentals, liquidity and coordination on market stability. Discussion paper, 586. Financial Markets Group, London School of Economics and Political Science, London, UK.

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, 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.

Danielsson, Jon and Zigrand, Jean-Pierre (2006) Equilibrium asset pricing with systemic risk. Discussion paper, 561. 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.

Danielsson, Jon, Zigrand, Jean-Pierre, Jorgensen, Bjørn N., Sarma, Mandira and de Vries, C. G. (2006) Consistent measures of risk. Discussion paper, 565. Financial Markets Group, London School of Economics and Political Science, London, UK.

Danielsson, Jon, de Vries, Casper G., Jorgensen, Bjorn, Samorodnitsky, Gennady and Mandira, Sarma (2012) Fat tails, VaR and subadditivity. Jon Danielsson.

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.

Dasgupta, Amil, Leon-Gonzalez, Roberto and Shortland, Anja (2006) Regionality revisited: an examination of the direction of spread of currency crises. Discussion paper, 584. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Dasgupta, Amil, Steiner, Jakub and Stewart, Colin (2007) Efficient dynamic coordination with individual learning. Discussion paper, 600. Financial Markets Group, London School of Economics and Political Science, London, UK.

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

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.

Diamond, Peter (2005) Reforming public pensions in the US and the UK. Discussion paper: UBS Pensions Series 038, 543. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Ellul, Andrew (2001) The dealers ride again: volatility and order flow dynamics in a hybrid market. Discussion paper, 368. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

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.

Espinoza, Raphael A., Goodhart, Charles and Tsomocos, Dimitrios P. (2007) Endogenous state prices, liquidity, default, and the yield curve. Discussion paper, 583. Financial Markets Group, London School of Economics and Political Science, London, UK.

Faure-Grimaud, Antoine, Arcot, Sridhar and Bruno, Valentina G. (2005) Corporate governance in the UK: is the comply-or-explain approach working? Discussion paper: Corporate Governance Series 001, 581. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Faure-Grimaud, Antoine, Peyrache, Eloic and Quesada, Lucia (2007) The ownership of ratings. Discussion paper: Corporate Governance Series 003, 590. Financial Markets Group, London School of Economics and Political Science, London, UK.

Favilukis, Jack (2007) Inequality, stock market participation, and the equity premium. Discussion paper, 602. Financial Markets Group, London School of Economics and Political Science, London, UK.

Felli, Leonardo, Anderlini, Luca and Riboni, Alessandro (2011) WHY STARE DECISIS? CEPR Discussion papers, 8266. Centre for Economic Policy Research, London, UK.

Felli, Leonardo, Anderlini , Luca, Immordino , Giovanni and Riboni , Alessandro (2010) Legal institutions, innovation and growth. CESF working papers, 256. University of Naples, Naples, Italy.

Felli, Leonardo, Baccara, Mariagiovanna, Collard-Wexler, Allan and Yariv, Leeat (2010) Child adoption matching: preferences for gender and race. NBER working paper series, 16444. National Bureau of Economic Research, Massachusetts, USA.

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Felli, Leonardo and Harris, Christopher (1994) Job matching, learning and the distribution of surplus. TE/1994/277. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Felli, Leonardo and Hortala-Vallve, R. (1996) Preventing collusion through discretion. TE/1996/303. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Poltical Science, London, UK.

Felli, Leonardo, Koenen, Johannes and Stahl, Konrad O (2011) Competition and trust: evidence from German car manufacturers. CEPR discussion papers, 8265. CEPR, London, UK.

Felli, Leonardo and Merlo, Antonio (2003) Endogenous lobbying. TE/03/448. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Felli, Leonardo and Merlo, Antonio (2002) Endogenous lobbying. 3174. Centre for Economic Policy Research, London, UK.

Felli, Leonardo and Ortalo-Magné, François (1998) Technological innovations slumps and booms. 394. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Felli, Leonardo and Ortalo-Magné, François (1997) Technological innovations: slumps and booms. CARESS: 97-17. University of Pennsylvania, Pennsylvania, USA. (Unpublished)

Felli, Leonardo and Roberts, Kevin (2001) Does competition solve the hold-up problem? TE/01/414. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Felli, Leonardo and Roberts, Kevin W. S. (2002) Does competition solve the hold-up problem? 3535. Centre for Economic Policy Research, London, UK.

Felli, Leonardo and Villas-Boas, J.M. (1996) Friendships in vertical relations. TE/1996/314. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Ferreira, Daniel, Kershaw, David, Kirchmaier, Thomas and Schuster, Edmund-Philipp (2013) Shareholder empowerment and bank bailouts. Finance working papers, 345/2013. European Corporate Governance Institute (ECGI), Brussels, Belgium.

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.

Foldes, Lucien (1990) Certainty equivalence in the continuous-time portfolio-cum-saving model. 95. Financial Markets Group, London School of Economics and Political Science, London, UK.

Foldes, Lucien (1989) Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. 53. 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. 479. Financial Markets Group, London School of Economics and Political Science, London, UK.

Foldes, Lucien (1991) Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments. 109. Financial Markets Group, London School of Economics and Political Science, London, UK.

Foldes, Lucien (1990) Optimal sure portfolio plans. 106. Financial Markets Group, London School of Economics and Political Science, London, UK.

Foldes, Lucien (2000) Valuation and Martingale properties of shadow prices. 342. Financial Markets Group, London School of Economics and Political Science, London, UK.

Foldes, Lucien (1972) The effect of connection charges on the number of connections and on the prices and rents of houses. The London School of Economics and Political Science, London, UK.

Foldes, Lucien (1996) The optimal consumption function in a Brownian model of accumulation. Part a: the consumption function as solution of a boundary value problem. TE/96/297. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Foldes, Lucien (1996) The optimal consumption function in a Brownian model of accumulation. Part b: existence of solutions of boundary value problems. TE/96/310. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Foldes, Lucien and Watson, Pauline (1978) Quarterly returns to U.K. equities 1919-70. Papers on capital and risk, 6. RTZ, London, UK.

Foldes, Lucien and Watson, Pauline (1978) Quarterly returns to UK equities 1919-1970. .

Foldes, Lucien and Watson, Pauline (1981) Quarterly returns to treasury bills: U.K. and U.S. 1926-75. Papers on capital and risk, 7. RTZ, London, UK.

Foldes, Lucien and Watson, Pauline (1982) Time series analysis of UK and US equity portfolios 1926-70. Papers on capital and risk, 8. RTZ, London, UK.

Fornari, Fabio and Mele, Antonio (2009) Financial volatility and economic activity. Discussion paper, 642. Financial Markets Group, London School of Economics and Political Science, 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.

Gai, Prasanna, Hayes, Simon and Shin, Hyun Song (2001) Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises. Discussion paper, 390. Financial Markets Group, London School of Economics and Political Science, London, UK.

Garavito, Fabian (2009) Organizational diseconomies in the mutual fund industry. Discussion paper, 638. Financial Markets Group, London School of Economics and Political Science, London, UK.

Gautier, Axel and Heider, Florian (2001) What do internal capital markets do?: redistribution vs. incentives. Discussion paper, 386. Financial Markets Group, London School of Economics and Political Science, London, UK.

Ghosh, Anisha and Linton, Oliver (2007) Consistent estimation of the risk-return tradeoff in the presence of measurement error. Discussion paper, 605. Financial Markets Group, London School of Economics and Political Science, London, UK.

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 (2007) Asset pricing with limited risk sharing and heterogeneous agents. 6136. Centre for Economic Policy Research, London, UK.

Gomes, Francisco and Michaelides, Alexander (2005) Asset pricing with limited risk sharing and heterogeneous agents. Discussion paper: UBS Pensions Series 035, 537. Financial Markets Group, London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2005) Optimal life-cycle asset allocation: understanding the empirical evidence. 4853. Centre for Economic Policy Research, 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. 3868. Centre for Economic Policy Research, London, UK.

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.

Gomes, Francisco, Michaelides, Alexander and Polkovnichenko, Valery (2005) Wealth accumulation and portfolio choice with taxable and tax-deferred accounts. 4852. Centre for Economic Policy Research, 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 (2005) An Essay on the interactions between the Bank of England's forecasts, the MPC's policy adjustments, and the eventual outcome. Discussion paper, 546. 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 (2005) The interest rate conditioning assumption. Discussion paper, 547. Financial Markets Group, London School of Economics and Political Science, London, UK.

Goodhart, Charles and Bin Lim, Wen (2008) Do errors in forecasting inflation lead to errors in forecasting interest rates? Discussion paper, 611. Financial Markets Group, London School of Economics and Political Science, London, UK.

Goodhart, Charles and Bin Lim, Wen (2008) Interest rate forecasts: a pathology. Discussion paper, 612. Financial Markets Group, London School of Economics and Political Science, London, UK.

Goodhart, Charles and Krueger, Malte (2001) The impact of technology on cash usage. Discussion paper, 374. Financial Markets Group, London School of Economics and Political Science, London, UK.

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, Schoenmaker, Dirk and Dasgupta, Paolo (2001) The skill profile of central bankers and supervisors. Discussion paper, 377. 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.

Gottardi, Piero and Rahi, Rohit (2001) Efficiency properties of rational expectations equilibria with asymmetric information. 2922. Centre for Economic Policy Research, London, UK.

Gottardi, Piero and Rahi, Rohit (2007) Value of information in competitive economies with incomplete markets. 596. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Grant, Charles, Koulovatianos, Christos, Michaelides, Alexander and Padula, Mario (2008) Evidence on the insurance effect of marginal income taxes. 6710. Centre for Economic Policy Research, 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

Greco, Luciano G. (2006) The optimal design of funded pensions. Discussion paper: UBS Pensions Series 043, 567. Financial Markets Group, London School of Economics and Political Science, London, UK.

Greenwood, Robin and Vayanos, Dimitri (2008) Bond supply and excess bond returns. Discussion paper, 607. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

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.

Haliassos, Michael and Michaelides, Alexander (2001) Portfolio choice and liquidity constraints. 2822. Centre for Economic Policy Research, London, UK.

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 School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, London, UK.

Hart, Oliver and Moore, John (1998) Cooperatives vs. outside ownership. TE, 346. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Hart, Oliver and Moore, John (1998) Foundations of incomplete contracts. TE, 358. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Hart, Oliver and Moore, John (1999) On the design of hierarchies: coordination versus specialization. TE, 375. Suntory and Toyota International Centres for Economics and Related Disciplnes, London School of Economics and Political Science, 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.

Heider, Florian (2001) Signalling with debt and equity: a unifying approach and its implications for the pecking order hypothesis and competitive credit rationing. Discussion paper, 387. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Hemert, Otto van (2005) Optimal intergenerational risk sharing. Discussion paper: UBS Pensions Series 037, 541. Financial Markets Group, London School of Economics and Political Science, London, UK.

Hemert, Otto van, Jong, Franck de and Driessen, Joost (2005) Dynamic portfolio and mortgage choice for homeowners. Discussion paper: UBS Pensions Series 036, 538. Financial Markets Group, London School of Economics and Political Science, London, UK.

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 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.

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.

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 School of Economics and Political Science, London, UK.

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.

Inkmann, Joachim (2006) Compensating wage differentials for defined benefit and defined contribution occupational pension scheme benefits. Discussion paper: UBS Pensions Series 042, 564. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Inkmann, Joachim, Lopes, Paula and Michaelides, Alexander (2007) How deep is the annuity market participation puzzle? Discussion paper: UBS Paper 044, 593. Financial Markets Group, London School of Economics and Political Science, London, UK.

Jacho-Chávez, David, Lewbel, Arthur and Linton, Oliver (2006) Identification and nonparametric estimation of a transformed additively separable model. EM/06/508. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Jackman, Richard (1995) Economic policies. CEP discussion papers, CEPDP0265. Centre for Economic Performance, London School of Economics and Political Science,, London, UK.

Jackman, Richard (1995) What can active labour market policy do? CEP discussion paper; CEPDP0226, 226. Centre for Economic Performance, London School of Economics and Political Science,, London, UK.

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.

Jappelli, Tullio, Julliard, Christian and Pagano, Marco (2007) Households' portfolio diversification. 180. Centre for Studies in Economics and Finance, University of Salerno, Fisciano, Italy.

Jeffrey, Andrew, Linton, Oliver and Nguyen, Thong (2001) Flexible term structure estimation: which method is preferable? Discussion papers, 513. Financial Markets Group, London School of Economics and Political Science, London, UK.

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

Julliard, Christian (2007) Labor income risk and asset returns. Christian Julliard, London, UK. (Unpublished)

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

Julliard, Christian and Ghosh, Anisha (2008) Can rare events explain the equity premium puzzle? Discussion paper, 610. Financial Markets Group, London School of Economics and Political Science, 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.

Kalnina, Ilze and Linton, Oliver (2006) Estimating quadratic variation consistently in the presence of correlated measurement error. EM/2006/509. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Kalnina, Ilze and Linton, Oliver (2007) Inference about realized volatility using infill subsampling. EM/2007/523. Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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 School of Economics and Political Science, London, UK.

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.

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

Kirchmaier, Thomas and Grant, Jeremy (2005) Financial tunnelling and the revenge of the insider system: how to circumvent the new European corporate governance legislation. FMG discussion paper, 536. Financial Markets Group, London School of Economics and Political Science, London, UK.

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

Kirchmaier, Thomas and Kollo, Michael G. (2006) The role of prestige and networks in outside director appointment. Discussion paper: Corporate Governance Series 002, 582. Financial Markets Group, London School of Economics and Political Science, London, UK.

Kirchmaier, Thomas and Selvaggi, Mariano (2006) The dark side of 'good' corporate governance: compliance-fuelled book-cooking activities. Discussion paper, 559. Financial Markets Group, London School of Economics and Political Science, London, UK.

Kirchmaier, Thomas and Stathopoulos, Konstantinos (2008) From fiction to fact: the impact of CEO social networks. Discussion paper, 608. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Kondor, Peter and Vayanos, Dimitri (2014) Liquidity risk and the dynamics of arbitrage capital. FMG discussion papers, DP730. The London School of Economics and Political Science, London, UK.

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.

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.

Lee, Sokbae, Linton, Oliver and Whang, Yoon-Jae (2006) Testing for stochastic monotonicity. EM/2006/504. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Lehmann, Bruce and Timmermann, Allan (2007) Performance measurement and evaluation. Discussion paper, 604. Financial Markets Group, London School of Economics and Political Science, London, UK.

Lewbel, Arthur and Linton, Oliver (2000) Nonparametric censored and truncated regression. Econometrics; EM/2000/389, EM/00/389. London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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 School of Economics and Political Science, London, UK.

Lewbel, Arthur, Linton, Oliver and McFadden, D. L. (2006) Estimating features of a distribution from binomial data. EM/2006/507. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Li, Sheng and Linton, Oliver (2007) Evaluating hedge fund performance: a stochastic dominance approach. Discussion paper, 591. Financial Markets Group, London School of Economics and Political Science, London, UK.

Lin, Xiaoji (2009) Endogenous technological progress and the cross section of stock returns. Discussion paper, 634. Financial Markets Group, London School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, London, UK.

Linton, Oliver, Hodgson, Douglas J. and Vorkink, Keith (2001) Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach. Discussion paper, 382. Financial Markets Group, London School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, 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 School of Economics and Political Science, 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, 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 (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 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 and Mammen, Enno (2006) Nonparametric transformation to white noise. EM/2006/503. Suntory and Toyota International Centres for Economics and Related Disciplines, 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, 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 School of Economics and Political Science, London.

Linton, Oliver, Perch Nielsen, Jens and van de Geer, Sara (2001) Estimating multiplicative and additive hazard functions by kernel methods. Econometrics; EM/2001/411, EM/01/411. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science,, London, UK.

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.

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.

Linton, Oliver and Seo, Myunghwan (2005) A smoothed least squares estimator for threshold regression models. EM/05/496. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Linton, Oliver, Song, Kyungchul and Whang, Yoon-Jae (2008) Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. Econometrics Papers, EM/2008/527. Suntory Centre, London School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

Linton, Oliver and Xiao, Zhijie (2001) A nonparametric regression estimator that adapts to error distribution of unknown form. Econometrics; EM/2001/419, EM/01/419. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, 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.

Lopes, Paula and Michaelides, Alexander (2005) Rare events and annuity market participation. Discussion paper: UBS Pensions Series 039, 553. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Lou, Dong (2009) Attracting investor attention through advertising. Discussion paper, 644. Financial Markets Group, London School of Economics and Political Science, London, UK.

Lou, Dong (2009) A flow-based explanation for return predictability. Discussion paper, 643. 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.

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.

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 School of Economics and Political Science, London, UK.

Marchesi, Silvia and Sabani, Laura (2005) IMF concern for reputation and conditional lending failure: theory and empirics. Discussion paper, 535. Financial Markets Group, London School of Economics and Political Science, London, UK.

Mariano, Beatriz (2008) Do reputational concerns lead to reliable ratings? Discussion paper, 613. Financial Markets Group, London School of Economics and Political Science, London, UK.

Maskin, Eric and Moore, John (1998) Implementation and renegotiation. TE, 366. Suntory and Toyota International Centres for Economics and Political Science, London School of Economics and Political Science, London, UK.

Massa, Massimo, Vermaelen, Theo and Xu, Moqi (2013) Rights offerings, trading, and regulation: a global perspective. Financial Markets Group discussion paper, DP727. Financial Markets Group, The London School of Economics and Political Science, London, UK.

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.

Mele, Antonio and Sangiorgi, Francesco (2009) Ambiguity, information acquisition and price swings in asset markets. Discussion paper, 633. Financial Markets Group, London School of Economics and Political Science, London, UK.

Mencia, Javier, Leon, Angel and Sentana, Enrique (2007) Parametric properties of semi-nonparametric distributions, with applications to option valuation. Discussion paper, 597. 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.

Michaelides, Alexander (2001) International portfolio choice: liquidity constraints and the home equity bias puzzle. 3066. Centre for Economic Policy Research, London, UK.

Michaelides, Alexander (2001) Portfolio choice, liquidity constraints and stock market mean reversion. 2823. Centre for Economic Policy Research, London, UK.

Minguez-Afonso, Gara (2006) Imperfect common knowledge in first generation models of currency crises. Discussion paper, 555. Financial Markets Group, London School of Economics and Political Science, London, UK.

Morris, Stephen and Shin, Hyun Song (2001) Coordination risk and the price of debt. Discussion paper, 373. Financial Markets Group, London School of Economics and Political Science, London, UK.

Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2013) International correlation risk. FMG discussion papers, DP716. Financial Markets Group, The 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.

Muermann, Alexander and Shore, Stephen H. (2005) Spot market power and future market trading. Discussion paper, 531. 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.

Nobay, A. Robert, Paya, Ivan and Peel, David A. (2007) Inflation dynamics in the US - a nonlinear perspective. Discussion paper, 601. Financial Markets Group, London School of Economics and Political Science, London, UK.

Orhnial, Tony and Foldes, Lucien (1976) Estimates of marginal tax rates for dividends and bond interest in the United Kingdom 1919-1970. Papers on capital and risk, 4. Business Evaluation Department, RTZ, & London School of Economics and Political Science, London, UK.

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.

Ortalo-Magné, François and Randy, Sven (2001) Housing market dynamics: on the contribution of income shocks and credit constraints. Discussion paper, 375. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Panthaki, Freyan (2005) Exchange rate volatility and central bank interventions. Discussion paper, 550. Financial Markets Group, London School of Economics and Political Science, London, UK.

Parker, Jonathan A. and Julliard, Christian (2003) Consumption risk and cross-sectional returns. 9538. National Bureau of Economic Research, Cambridge, MA., USA.

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.

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.

Patton, Andrew J. and Verardo, Michela (2009) Does beta move with news?: Systematic risk and firm-specific information flows. Discussion paper, 630. 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.

Penaranda, Francisco (2007) Portfolio choice beyond the traditional approach. Discussion paper, 587. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

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.

Peñaranda, Francisco (2009) Understanding portfolio efficiency with conditioning information. Discussion paper, 626. 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.

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.

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.

Rabin, Matthew and Vayanos, Dimitri (2007) The gambler's and hot-hand fallacies: theory and applications. Discussion paper, 578. Financial Markets Group, London School of Economics and Political Science, London, UK.

Rahi, Rohit and Gottardi, Piero (2001) Efficiency properties of rational expectations equilibria with asymmetric information. Discussion paper, 381. Financial Markets Group, London School of Economics and Political Science, London, UK.

Rahi, Rohit and Gottardi, Piero (2012) Risk-sharing and retrading in incomplete markets. . (Unpublished)

Rahi, Rohit and Zigrand, Jean-Pierre (2008) Arbitrage networks. Rohit Rahi and Jean-Pierre Zigrand, London, UK. (Unpublished)

Rahi, Rohit and Zigrand, Jean-Pierre (2009) Endogenous liquidity and contagion. Discussion paper, 637. Financial Markets Group, London School of Economics and Political Science, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2004) Strategic financial innovation in segmented markets. 4176. 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.

Rahi, Rohit and Zigrand, Jean-Pierre (2007) Strategic financial innovation in segmented markets. Discussion paper, 595. Financial Markets Group, London School of Economics and Political Science, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2007) A theory of strategic intermediation and endogenous liquidity. Rohit Rahi and Jean-Pierre Zigrand, London, UK. (Unpublished)

Robotti, Paola (2006) Hedge funds and financial stability: explaining the debate at the financial stability forum. Discussion paper, 560. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2011) Optimality versus practicality in market design: a comparison of two double auctions. . (Unpublished)

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2012) Price discovery. . (Unpublished)

Schmidt, Nikolaj (2008) Foreign bank entry: a liquidity based theory of entry and credit market segmentation. Discussion paper, 622. Financial Markets Group, London School of Economics and Political Science, London, UK.

Schmidt, Nikolaj (2008) Foreign bank entry: the stability implications of Greenfield entry vs. acquisition. Discussion paper, 623. Financial Markets Group, London School of Economics and Political Science, London, UK.

Schmidt, Nikolaj (2009) The credit crisis and the dynamics of asset backed commercial paper programs. Discussion paper, 625. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Segoviano, Miguel A. (2006) Conditional probability of default methodology. Discussion paper, 558. Financial Markets Group, London School of Economics and Political Science, London, UK.

Segoviano, Miguel A. (2006) Consistent information multivariate density optimizing methodology. Discussion paper, 557. Financial Markets Group, London School of Economics and Political Science, London, UK.

Segoviano, Miguel A. and Goodhart, Charles (2009) Banking stability measures. Discussion paper, 627. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Sentana, Enrique (2001) Mean-variance portfolio allocation with a value at risk constraint. Discussion paper, 380. Financial Markets Group, London School of Economics and Political Science, London, UK.

Sette, Enrico (2007) Competition and opportunistic advice of financial analysts: theory and evidence. Discussion paper, 592. Financial Markets Group, London School of Economics and Political Science, London, UK.

Shin, Hyun Song (2001) Disclosures and asset returns. Discussion paper, 371. 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 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 School of Economics and Political Science, 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.

Silli, Bernhard, Cohen, Randolph B and Polk, Christopher (2008) Best ideas. FMG discussion papers, 624. Financial Markets Group, London School of Economics and Political Science, London, UK.

Smith, Sarah (2005) Can the retirement-consumption puzzle be resolved?: evidence from the British Household Panel Survey. Discussion paper: UBS Pensions Series 033, 528. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

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.

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.

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.

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.

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.

Tsomocos, Dimitrios P. and Zicchino, Lea (2005) On modelling endogenous default. Discussion paper, 548. Financial Markets Group, London School of Economics and Political Science, London, UK.

Vayanos, Dimitri and Vila, Jean-Luc (2009) A preferred-habitat model of the term structure of interest rates. Discussion paper, 641. Financial Markets Group, London School of Economics and Political Science, London, UK.

Vayanos, Dimitri and Wang, Jiang (2009) Liquidity and asset prices: a united framework. Discussion paper, 639. Financial Markets Group, London School of Economics and Political Science, London, UK.

Vayanos, Dimitri and Weill, Pierre-Olivier (2007) A search-based theory of the on-the-run phenomenon. Discussion paper, 577. Financial Markets Group, London School of Economics and Political Science, London, UK.

Vayanos, Dimitri and Woolley, Paul (2008) An institutional theory of momentum and reversal. Discussion paper, 621. Financial Markets Group, London School of Economics and Political Science, London, UK.

Vitale, Paolo (2001) Foreign exchange intervention and macroeconomic stability. Discussion paper, 317. Financial Markets Group, London School of Economics and Political Science, London, UK.

Webb, David C. (2006) Long-term care insurance, annuities and asymmetric information: the case for bundling contracts. Discussion paper: UBS Pensions Series 034, 530. Financial Markets Group, London School of Economics and Political Science, London, UK.

Webb, David C. (2007) Pension plan funding, risk sharing and technology choice. Discussion paper: UBS Pensions Series 032, 527. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Zachariadis, Konstantinos (2012) A baseline model of price formation in a sequential market. . (Unpublished)

Zachariadis, Konstantinos and Olaru, Ioan F. (2012) The impact of security trading on corporate restructurings. . (Unpublished)

Zhou, Ping (2007) Forecasting bankruptcy and physical default intensity. Discussion paper, 614. Financial Markets Group, London School of Economics and Political Science, London, UK.

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.

Zigrand, Jean-Pierre (2001) Rational limits to arbitrage. Discussion paper, 392. Financial Markets Group, London School of Economics and Political Science, London, UK.

Zigrand, Jean-Pierre and Danielsson, Jon (2001) What happens when you regulate risk?: evidence from a simple equilibrium model. Discussion paper, 393. Financial Markets Group, London School of Economics and Political Science, London, UK.

de Meza, David and Webb, David C. (2006) Incentive design under loss aversion. Discussion paper, 571. 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.

de Meza, David and Webb, David C. (2001) Saving eliminates credit rationing. Discussion paper, 391. 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.

Conference or Workshop Item

Brunnermeier, Markus and Julliard, Christian (2006) Money illusion and housing frenzies. In: European Summer Symposium in Financial Markets, 17-28 July 2006, Gerzensee, Switzerland. (Unpublished)

Cunat, Vicente and Garicano, Luis (2009) Did good cajas extend bad loans? The role of governance and human capital in Cajas' portfolio decisions. In: Fedea annual policy conference, 30 Oct 2009, Madrid, Spain.

Foldes, Lucien (1992) Semimartingale calculus in portfolio theory. In: Oberwolfach Conference on Mathematical Finance, 23-29 August 1992, Oberwolfach, Germany. (Unpublished)

Gomes, Francisco and Michaelides, Alexander (2004) Aggregate implications of defined benefit and defined contribution systems. In: Society for Economic Dynamics 2004 Annual Meeting, 1-3 Jul 2004, Florence, Italy. (Unpublished)

Gomes, Francisco and Michaelides, Alexander (2005) Asset pricing with limited risk sharing and heterogeneous agents. In: 15th Utah Winter Finance Conference, 10-12 Feb 2005, Utah, USA. (Unpublished)

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

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, Bank of Canada. (Unpublished)

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

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

Julliard, Christian (2005) Labor income risk and asset returns. In: European Economic Association 20th Annual Congress, 24-27 Aug 2005, Amsterdam, Netherlands. (Unpublished)

Julliard, Christian and Brunnermeier, Markus (2006) Money illusion and housing frenzies. In: 2nd Csef-Igier Symposium on Economics and Institutions, 26-30 Jun 2006, London, UK. (Unpublished)

Rahi, Rohit and Zigrand, Jean-Pierre (2006) Arbitrage networks. In: Decentralization Conference, 6 - 8 April 2006, Université Paris 1 Panthéon Sorbonne. (Unpublished)

Book

Goodhart, Charles and Illing, Gerhard, eds. (2002) Financial crises, contagion and the lender of last resort. Oxford University Press, Oxford, UK. ISBN 9780199247202

Benink, Harald, Danielsson, Jon and Goodhart, Charles (2009) The future of banking regulation: the Basel II Accord. John Wiley & Sons, London, UK. ISBN 9781405158268

Capie, Forrest, Fischer, Stanley, Goodhart, Charles and Schnadt, Norbert (1994) The future of central banking: the tercentenary symposium of the Bank of England. Cambridge University Press, Cambridge, UK. ISBN 9780521496346

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 (2013) Global financial systems: stability and risk. Pearson, Harlow, UK. ISBN 9780273774662

Goodhart, Charles (2011) The Basel Committee on Banking Supervision: a history of the early years, 1974–1997. Cambridge University Press, Cambridge, UK. ISBN 9781107007239

Goodhart, Charles and Tsomocos, Dimitrios P. (2012) The challenge Of financial stability: a new model and its applications. Edward Elgar, Cheltenham, UK. ISBN 9781847208941

Goodhart, Charles A. E. and Tsomocos , Dimitrios P. (2012) Financial stability in practice. Edward Elgar, Cheltenham, UK. ISBN 9781847208934

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

Owen, Geoffrey, Kirchmaier, Thomas and Grant, Jeremy (2006) Corporate governance in the US and Europe: where are we now? Palgrave Macmillan, Basingstoke, UK. ISBN 9781403998668

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

Website

Chwieroth, Jeffrey and Danielsson, Jon (2013) Political challenges of the macroprudential agenda. VoxEU.org (06 Sep 2013) Opinion Piece.

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.

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.

Goodhart, Charles and Ashworth, Jonathan (2011) The Bank of England’s second round of quantitative easing may do little to improve economic confidence or to encourage bank lending, and may even lead to more upward pressures on inflation. British Politics and Policy at LSE (14 Oct 2011) Blog Entry.

Goodhart, Charles and Ashworth, Jonathan (2011) George Osborne’s proposed ‘credit easing’ measures must incentivise banks to increase their lending to small businesses: they are vital to the recovery of employment and the wider economy. British Politics and Policy at LSE (11 Nov 2011) Blog Entry.

Kapoor , Sony and Goodhart, Charles (2013) Plans for a banking union may not be enough to tackle the eurozone’s economic crisis. European Politics and Policy at LSE (04 Feb 2013) Blog Entry.

Kershaw, David, Kirchmaier, Thomas and Schuster, Edmund (2012) The incentives of senior bank managers need to be altered in order to make them more risk averse. British Politics and Policy at LSE (17 Jul 2012) Blog Entry.

This list was generated on Sat Apr 19 19:41:14 2014 BST.