Items where Division is "Financial Markets Group" and Year is 2006

A

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2006) Active courts and menu contracts. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2006) Should courts always enforce what contracting parties write? STICERD Discussion Papers (TE/06/510). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Anderson, Ronald W. and Carverhill, Andrew (2006) Liquidity and capital structure. Financial Markets Group Discussion Papers (573). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Aspachs, Oriol, Goodhart, Charles, Tsomocos, Dimitrios P. and Zicchino, Lea (2006) Towards a measure of financial fragility. Financial Markets Group Discussion Papers (554). Financial Markets Group, The London School of Economics and Political Science, London, UK.

B

Baeriswyl, Romain and Cornand, Camille (2006) Monetary policy and its informative value. Financial Markets Group Discussion Papers (569). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bena, Jan (2006) Choice of corporate risk management tools under moral hazard. Financial Markets Group Discussion Papers (566). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bena, Jan and Hanousek, Jan (2006) Rent extraction by large shareholders: evidence using dividend policy in the Czech Republic. Financial Markets Group Discussion Papers (556). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bienz, Carsten and Walz, Uwe (2006) Evolution of decision and control rights in venture capital contracts: an empirical analysis. Financial Markets Group Discussion Papers (585). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bruche, Max and Gonzalez-Aguado, Carlos (2006) Recovery rates, default probabilities and the credit cycle. Financial Markets Group Discussion Papers (572). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bruno, Valentina G. and Claessens, Stijn (2006) Corporate governance and regulation: can there be too much of a good thing? Financial Markets Group Discussion Papers (574). Financial Markets Group, The London School of Economics and Political Science, London, UK.

C

Cerasi, Vittoria and Daltung, Sonja (2006) Financial structure, managerial compensation and monitoring. Financial Markets Group Discussion Papers (576). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cho, Young-Hyun, Linton, Oliver and Whang, Yoon-Jae (2006) Are there Monday effects in stock returns: a stochastic dominance approach. Financial Markets Group Discussion Papers (568). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Connor, Gregory, Korajczyk, R. and Linton, Oliver (2006) The common and specific components of dynamic volatility. Journal of Econometrics, 132 (1). pp. 231-255. ISSN 0304-4076

Connor, Gregory and Linton, Oliver (2006) Semiparametric estimation of a characteristic-based factor model of common stock returns. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cornand, Camille and Heinemann, Frank (2006) Speculative attacks with multiple sources of public information. Financial Markets Group Discussion Papers (570). Financial Markets Group, The London School of Economics and Political Science, London, UK.

F

Felli, Leonardo and Anderlini, Luca (2006) Transaction costs and the robustness of the Coase Theorem. The Economic Journal, 116 (508). pp. 223-245. ISSN 0013-0133

Felli, Leonardo, Anderlini, Luca and Al-Najjar, Nabil (2006) Undescribable events. Review of Economic Studies, 73 (4). pp. 849-868. ISSN 0034-6527

Felli, Leonardo and Harris, Christopher (2006) Firm-specific training. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Felli, Leonardo and Merlo, Antonio (2006) Endogenous lobbying. Journal of the European Economic Association, 4 (1). pp. 180-215. ISSN 1542-4766

G

Greco, Luciano G. (2006) The optimal design of funded pensions. Financial Markets Group Discussion Papers (567). Financial Markets Group, The London School of Economics and Political Science, London, UK.

H

Hogh, N., Linton, Oliver and Nielsen, J.P. (2006) The Froot-Stein model revisited. Annals of Actuarial Science, 1 (1). pp. 37-47. ISSN 1748-4995

I

Inkmann, Joachim (2006) Compensating wage differentials for defined benefit and defined contribution occupational pension scheme benefits. Financial Markets Group Discussion Papers (564). Financial Markets Group, The London School of Economics and Political Science, London, UK.

J

Jacho-Chávez, David, Lewbel, Arthur and Linton, Oliver (2006) Identification and nonparametric estimation of a transformed additively separable model. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

K

Kalnina, Ilze and Linton, Oliver (2006) Estimating quadratic variation consistently in the presence of correlated measurement error. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

L

Lee, Sokbae, Linton, Oliver and Whang, Yoon-Jae (2006) Testing for stochastic monotonicity. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Lewbel, Arthur, Linton, Oliver and McFadden, D. L. (2006) Estimating features of a distribution from binomial data. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver and Kristensen, Dennis (2006) A closed-form estimator for the GARCH(1,1)-Model. Econometric Theory, 22 (2). pp. 323-337. ISSN 0266-4666

Linton, Oliver and Mammen, Enno (2006) Nonparametric transformation to white noise. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

M

Mele, Antonio (2006) Approximating volatility diffusions with cev-arch models. Journal of Economic Dynamics and Control, 30 (6). pp. 931-966. ISSN 0165-1889

Minguez-Afonso, Gara (2006) Imperfect common knowledge in first generation models of currency crises. Financial Markets Group Discussion Papers (555). Financial Markets Group, The London School of Economics and Political Science, London, UK.

N

Norberg, Ragnar (2006) Dynamic Greeks. Insurance: Mathematics and Economics, 39 (1). pp. 123-133. ISSN 0167-6687

R

Robotti, Paola (2006) Hedge funds and financial stability: explaining the debate at the financial stability forum. Financial Markets Group Discussion Papers (560). Financial Markets Group, The London School of Economics and Political Science, London, UK.

S

Segoviano, Miguel A. (2006) Conditional probability of default methodology. Financial Markets Group Discussion Papers (558). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Segoviano, Miguel A. (2006) Consistent information multivariate density optimizing methodology. Financial Markets Group Discussion Papers (557). Financial Markets Group, The London School of Economics and Political Science, London, UK.