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Anderlini, Luca and Felli, Leonardo (2000) Bounded rationality and incomplete contracts. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Anderlini, Luca and Felli, Leonardo (2000) Transaction costs and the robustness of the Coase Theorem. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Benhamou, Eric (2000) Pricing convexity adjustment with Wiener chaos. Financial Markets Group Discussion Papers (351). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Benhamou, Eric (2000) A generalisation of Malliavin weighted scheme for fast computation of the Greeks. Financial Markets Group Discussion Papers (350). Financial Markets Group, The 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, UK.
Bhattacharya, Sudipto, Plank, Manfred, Strobl, Gunter and Zechner, Josef (2000) Bank capital regulation with random audits. Financial Markets Group Discussion Papers (354). Financial Markets Group, The London School of Economics and Political Science, London, UK.
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 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
Brown, Ward and Haegler, Urs (2000) Financing constraints and inventories. Financial Markets Group Discussion Papers (367). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Caggese, Andrea (2000) Financial constraints, precautionary saving and firm dynamics. Financial Markets Group Discussion Papers (338). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Cornelli, Francesca and Felli, Leonardo (2000) How to sell a (bankrupt) company? . CESifo, Munich, Germany.
Dessi, Roberta and Robertson, Donald (2000) Debt, incentives and performance: evidence from UK panel data. Financial Markets Group Discussion Papers (344). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Drehman, Matthias and Goodhart, C. A. E. (2000) Is cash becoming technologically outmoded? Or does it remain necessary to facilitate "bad behaviour"? An empirical investigation into the determinants of cash holdings. Financial Markets Group Discussion Papers (358). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Ericsson, Jan and Renault, Olivier (2000) Liquidity and credit risk. Financial Markets Group Discussion Papers (362). Financial Markets Group, The London School of Economics and Political Science, London, UK.
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
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, UK, pp. 31-70. ISBN 0753013991
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
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
Goodhart, Charles and Hofmann, Boris (2000) Do asset prices help to predict consumer price inflation? Manchester School, 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). 1 - 11. ISSN 0391-5026
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
Hege, Ulrich and Mella-Barral, Pierre (2000) Collateral, renegotiation and the value of diffusely held debt. Financial Markets Group Discussion Papers (339). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Hellwig, Christian (2000) Public information, private information and the multiplicity of equilibria in co-ordination games. Financial Markets Group Discussion Papers (361). Financial Markets Group, The 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, UK.
Hong, Harrison and Rady, Sven (2000) Strategic trading and learning about liquidity. Financial Markets Group Discussion Papers (356). Financial Markets Group, The London School of Economics and Political Science, London, UK.
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
Lewbel, Arthur and Linton, Oliver (2000) Nonparametric censored and truncated regression. Econometrics; EM/2000/389 (EM/00/389). Suntory and Toyota International Centres for Economics and Related Disciplines, 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, UK.
Linton, Oliver (2000) Efficient estimation of generalized additive nonparametric regression models. Econometric Theory, 16 (4). pp. 502-523. ISSN 0266-4666
Linton, Oliver, Mammen, Enno, Perch Nielsen, Jens and Tanggaard, C (2000) Yield curve estimation by kernel smoothing methods. Econometrics (EM/00/385). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Perron, Benoit (2000) The shape of the risk premium: evidence from a semiparametric GARCH model. Financial Markets Group Discussion Papers (514). Financial Markets Group, The London School of Economics and Political Science, London, UK.
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 (2000) Nonparametric estimation with aggregated data. Econometrics; EM/2000/397 (EM/00/397). Suntory and Toyota International Centres for Economics and Related Disciplines, 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, UK.
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
Ostergaard, Charlotte (2000) External financing costs and banks' loan supply: does the structure of the bank sector matter. Financial Markets Group Discussion Papers (357). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Perez-Quiros, Gabriel and Timmermann, Allan (2000) Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities. Financial Markets Group Discussion Papers (360). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Prigent, Jean-Luc, Renault, Olivier and Scaillet, Olivier (2000) An auto-regressive conditional binomial option pricing model. Financial Markets Group Discussion Papers (364). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Rin, Marco and Hellman, Thomas (2000) Banks as catalysts for industrialization. Financial Markets Group Discussion Papers (343). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Snell, Andy and Tonks, Ian (2000) The profitability of block trades in auction and dealer markets. Financial Markets Group Discussion Papers (340). Financial Markets Group, The London School of Economics and Political Science, London, UK.
