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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.
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.
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.
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.
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.
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
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.
