Items where Division is "Financial Markets Group" and Year is 2001

Article

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 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

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

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

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

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

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. Accounting Review, 76 (4). pp. 471-493. ISSN 0001-4826

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

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

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

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

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

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 (2001) Corporate demergers: or is divorce more attractive than marriage? Centrepiece, 6 (1). pp. 14-17. ISSN 1362-3761

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 (2001) Creating value when less is more. Financial Times. 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

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

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

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

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

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

de Meza, David ORCID: 0000-0002-5638-8310 and Webb, David C. ORCID: 0009-0005-5611-7253 (2001) Advantageous selection in insurance markets. RAND Journal of Economics, 32 (2). pp. 249-262. ISSN 0741-6261

Book Section

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

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. Routledge, London, UK, pp. 14-24. ISBN 9780415232180

Jappelli, Tullio, Julliard, Christian ORCID: 0000-0001-8177-7441 and Pagano, Marco (2001) La diversificazione del portafoglio delle famiglie italiane. In: Beltratti, A., (ed.) Xix Rapporto Sul Risparmio e Sui Risparmiatori in Italia. Gruppo BNL, Italy, pp. 91-121.

Monograph

Financial Markets Group (2001) An academic response to Basel II. Special paper series (SP130). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Anderson, Ronald W. and Nyborg, Kjell G. (2001) Financial development, agency and the pace of adoption of new techniques. Financial Markets Group Discussion Papers (389). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (376). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Burkart, Mike ORCID: 0000-0002-0954-4499 and Panunzi, Fausto (2001) Agency conflicts, ownership concentration, and legal shareholder protection. Financial Markets Group Discussion Papers (378). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Carletti, Elena (2001) The structure of bank relationships, endogenous monitoring and loan rates. Financial Markets Group Discussion Papers (388). Financial Markets Group, The 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, UK.

Coco, Giuseppe and de Meza, David ORCID: 0000-0002-5638-8310 (2001) In defence of usury laws. Financial Markets Group Discussion Papers (369). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Connor, Gregory and Sehgal, Sanjay (2001) Tests of the Fama and French model in India. Financial Markets Group Discussion Papers (379). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Corsetti, Giancarlo, Dasgupta, Amil ORCID: 0000-0001-8474-9470, Morris, Stephen and Shin, Hyun Song (2001) Does one Soros make a difference? A theory of currency crises with large and small traders. Financial Markets Group Discussion Papers (372). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (368). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Felli, Leonardo and Roberts, Kevin (2001) Does competition solve the hold-up problem? . Suntory and Toyota International Centres for Economics and Related Disciplines, 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. Financial Markets Group Discussion Papers (390). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Goodhart, Charles and Krueger, Malte (2001) The impact of technology on cash usage. Financial Markets Group Discussion Papers (374). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (377). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gottardi, Piero and Rahi, Rohit ORCID: 0000-0001-6887-9160 (2001) Efficiency properties of rational expectations equilibria with asymmetric information. Financial Markets Group Discussion Papers (381). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Guidolin, Massimo and Timmermann, Allan (2001) Option prices under Bayesian learning: implied volatility dynamics and predictive densities. Financial Markets Group Discussion Papers (397). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Haliassos, Michael and Michaelides, Alexander (2001) Portfolio choice and liquidity constraints. . Centre for Economic Policy Research (Great Britain), 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. Financial Markets Group Discussion Papers (387). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

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

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, 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, UK.

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

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

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

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

Shin, Hyun Song (2001) Disclosures and asset returns. Financial Markets Group Discussion Papers (371). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2001) Rational limits to arbitrage. Financial Markets Group Discussion Papers (392). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 and Danielsson, Jon ORCID: 0009-0006-9844-7960 (2001) What happens when you regulate risk?: evidence from a simple equilibrium model. Financial Markets Group Discussion Papers (393). Financial Markets Group, The London School of Economics and Political Science, London, UK.

de Meza, David ORCID: 0000-0002-5638-8310 and Webb, David C. ORCID: 0009-0005-5611-7253 (2001) Saving eliminates credit rationing. Financial Markets Group Discussion Papers (391). Financial Markets Group, The London School of Economics and Political Science, London, UK. (Submitted)