Items where Division is "Financial Markets Group" and Year is 2003

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2003) Courts of law and unforeseen contingencies. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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

Besley, Timothy ORCID: 0000-0002-8923-6372 and Prat, Andrea (2003) Pension fund governance and the choice between defined benefit and defined contribution plans. Financial Markets Group Discussion Papers (454). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) Financial system requirements for successful pension reform. Financial Markets Group Discussion Papers (463). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) Is immigration the answer to the UK’s pension crisis? Financial Markets Group Discussion Papers (465). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) Modelling the composition of personal sector wealth in the United Kingdom. Financial Markets Group Discussion Papers (466). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (446). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) UK pension fund management after Myners: the hunt for correlation begins. Financial Markets Group Discussion Papers (445). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) The United Kingdom pension system: key issues. Financial Markets Group Discussion Papers (452). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (457). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (442). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blanes i Vidal, Jordi ORCID: 0009-0002-9237-2049 (2003) Credibility and cheap talk of securities analysts: theory and evidence. Discussion paper (472). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bruche, Max (2003) Corporate bond prices and co-ordination failure. Financial Markets Group Discussion Papers (438). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Pederson, Lasse Heje (2003) Predatory trading. Financial Markets Group Discussion Papers (441). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Cannon, Edmund and Tonks, Ian (2003) UK annuity rates and pension replacement ratios 1957-2002. Financial Markets Group Discussion Papers (444). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (464). Financial Markets Group, The 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.

Danielsson, Jon ORCID: 0009-0006-9844-7960 and Saltoglu, Burak (2003) Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis. Financial Markets Group Discussion Papers (456). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2003) On time-scaling of risk and the square–root–of–time rule. Financial Markets Group Discussion Papers (439). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Dow, James and Rahi, Rohit ORCID: 0000-0001-6887-9160 (2003) Informed trading, investment, and welfare. Journal of Business, 76 (3). 439 - 454. ISSN 0021-9398

Dowd, Kevin, Blake, David and Cairns, Andrew (2003) Long-term value at risk. Financial Markets Group Discussion Papers (468). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (471). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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 0034-6527

Felli, Leonardo and Merlo, Antonio (2003) Endogenous lobbying. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Fiorentini, Gabriele, Sentana, Enrique and Shephard, Neil (2003) Likelihood-based estimation of latent generalised ARCH structures. Financial Markets Group Discussion Papers (453). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2003) Aggregate implications of defined benefit and defined contribution systems. Financial Markets Group Discussion Papers (469). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2003) Optimal life-cycle asset allocation: understanding the empirical evidence. Financial Markets Group Discussion Papers (474). Financial Markets Group, The 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. . Centre for Economic Policy Research (Great Britain), London, UK.

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 1094-2025

Granger, Clive W. J., Terasvirta, Timo and Patton, Andrew J. (2003) Common factors in conditional distributions for Bivariate time series. Financial Markets Group Discussion Papers (455). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (437). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

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, 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, 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, UK.

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 (2003) Consumers and car manufacturers: is Europe's motor distribution system fair? European Business Forum, 13 (Spring). ISSN 1469-6460

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 (2003) Corporate restructuring and firm performance of British and German non-financial firms. CEPDP (582). London School of Economics and Political Science. Centre for Economic Performance, London, UK. ISBN 0753016435

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 (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 ORCID: 0000-0002-8938-2206 (2003) Is "ni un paso atras!" the best way forward? The Daily Journal. ISSN 1317-3561

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 (2003) The performance effects of European demergers. CEPDP (566). London School of Economics and Political Science. Centre for Economic Performance, London, UK. ISBN 0753016265

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, 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, UK.

Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2003) Consistent testing for stochastic dominance: a subsampling approach. Financial Markets Group Discussion Papers (508). Financial Markets Group, The 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, 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, UK.

Lopes, Paula ORCID: 0009-0009-7391-7788 (2003) Are annuities value for money?: who can afford them? Discussion paper: UBS Pensions Series 019 (473). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lopes, Paula ORCID: 0009-0009-7391-7788 (2003) Credit card debt and default over the life-cycle. Financial Markets Group Discussion Papers (470). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Love, Ryan and Payne, Richard (2003) Macroeconomic news, order flows and exchange rates. Financial Markets Group Discussion Papers (475). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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 0893-9454

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

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

Parker, Jonathan A. and Julliard, Christian ORCID: 0000-0001-8177-7441 (2003) Consumption risk and cross-sectional returns. . National Bureau of Economic Research, Cambridge, MA., USA.

Peñaranda, Francisco (2003) Evaluation of joint density forecasts of stock and bond returns: predictability and parameter uncertainty. Financial Markets Group Discussion Papers (458). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Plantin, Guillaume (2003) Does reinsurance need reinsurers? Financial Markets Group Discussion Papers (447). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Plantin, Guillaume (2003) Self-fulfilling liquidity and the coordination premium. Financial Markets Group Discussion Papers (448). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Plantin, Guillaume (2003) Tranching. Financial Markets Group Discussion Papers (449). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Schuster, Josef Anton (2003) IPOs: insights from seven European countries. Financial Markets Group Discussion Papers (461). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Schuster, Josef Anton (2003) The cross-section of European IPO returns. Financial Markets Group Discussion Papers (460). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Schuster, Josef Anton and Luo, Jinhui (2003) Management behaviour and market response. Financial Markets Group Discussion Papers (462). Financial Markets Group, The 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, UK.

Sunirand, Pojanart (2003) The role of money in the transmission mechanism of monetary policy: evidence from Thailand. Financial Markets Group Discussion Papers (451). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Tsomocos, Dimitrios P. (2003) Equilibrium analysis, banking, contagion and financial fragility. Financial Markets Group Discussion Papers (450). 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 (2003) Principal agent problems under loss aversion: an application to executive stock options. Financial Markets Group Discussion Papers (478). 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 (2003) The near impossibility of credit rationing. Financial Markets Group Discussion Papers (459). Financial Markets Group, The London School of Economics and Political Science, London, UK.