Items where Division is "Financial Markets Group" and Year is 2005

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

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

Bar-Isaac, Heski and Cuñat, Alejandro ORCID: 0000-0001-7504-2801 (2005) Long-term debt and hidden borrowing. Financial Markets Group Discussion Papers (542). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (540). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Brandts, Silke and Laux, Christian (2005) ART versus reinsurance: the disciplining effect of information insensitivity. Financial Markets Group Discussion Papers (545). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Burkart, Mike ORCID: 0000-0002-0954-4499, Gromb, Denis and Panunzi, Fausto (2005) Minority blocks and takeover premia. Financial Markets Group Discussion (544). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cuñat, Vicente ORCID: 0000-0001-7504-2801 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. (Submitted)

Cuñat, Vicente ORCID: 0000-0001-7504-2801 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, Jorgensen, Bjørn N., Mandira, Sarma, Samorodnitsky, Gennady and Vries, C. G. de (2005) Subadditivity re–examined: the case for value-at-risk. Financial Markets Group Discussion Papers (549). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (551). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Diamond, Peter (2005) Reforming public pensions in the US and the UK. Financial Markets Group Discussion Papers (543). Financial Markets Group, The 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? Financial Markets Group Discussion Papers (581). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Gomes, Francisco and Michaelides, Alexander (2005) Asset pricing with limited risk sharing and heterogeneous agents. In: 15th Utah Winter Finance Conference, 2005-02-10 - 2005-02-12, Utah, United States. (Submitted)

Gomes, Francisco and Michaelides, Alexander (2005) Asset pricing with limited risk sharing and heterogeneous agents. Financial Markets Group Discussion Papers (537). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Gomes, Francisco, Michaelides, Alexander and Polkovnichenko, Valery (2005) Wealth accumulation and portfolio choice with taxable and tax-deferred accounts. . Centre for Economic Policy Research (Great Britain), 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. Financial Markets Group Discussion Papers (546). Financial Markets Group, The London School of Economics and Political Science, London, UK. (Submitted)

Grant, Jeremy and Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 (2005) Corporate control in Europe. Corporate Ownership and Control, 2 (2). pp. 65-76. ISSN 1727-9232

Hemert, Otto van (2005) Optimal intergenerational risk sharing. Financial Markets Group Discussion Papers (541). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (538). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

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

Julliard, Christian (2005) Labor income risk and asset returns. In: Econometric Society 2005 World Congress, 2005-08-19 - 2005-08-24, London, United Kingdom. (Submitted)

Julliard, Christian (2005) Labor income risk and asset returns. In: European Economic Association 20th Annual Congress, 2005-08-24 - 2005-08-27, Amsterdam, Netherlands. (Submitted)

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 and Grant, Jeremy (2005) Corporate ownership structure and performance in Europe. European Management Review, 2 (3). pp. 231-245. ISSN 1740-4762

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 and Grant, Jeremy (2005) Financial tunnelling and the revenge of the insider system: how to circumvent the new European corporate governance legislation. Financial Markets Group Discussion Papers (536). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

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 and Seo, Myunghwan (2005) A smoothed least squares estimator for threshold regression models. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Lopes, Paula and Michaelides, Alexander (2005) Rare events and annuity market participation. Financial Markets Group Discussion Papers (553). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (535). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Muermann, Alexander and Shore, Stephen H. (2005) Spot market power and future market trading. Financial Markets Group Discussion Papers (531). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

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

Panthaki, Freyan (2005) Exchange rate volatility and central bank interventions. Discussion paper (550). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (528). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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