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

Article

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

Cuñat, Vicente ORCID: 0000-0001-7504-2801 (2006) Trade credit: suppliers as debt collectors and insurance providers. Review of Financial Studies, 20 (2). pp. 491-527. ISSN 0893-9454

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

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

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 and Owen, Geoffrey (2006) The outsider at the controls. Financial Times (16 Mar). ISSN 0307-1766

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

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

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

Webb, David C. ORCID: 0009-0005-5611-7253 (2006) The theory of corporate finance - review article. The Economic Journal, 116 (515). F499-F507. ISSN 0013-0133

de Meza, David ORCID: 0000-0002-5638-8310 and Webb, David C. ORCID: 0009-0005-5611-7253 (2006) Credit rationing: Something's gotta give. Economica, 73 (292). pp. 562-578. ISSN 0013-0427

Book Section

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206, Grant, Jeremy and Bienz, Carsten (2006) The corporate governance of private equity. In: Grant, Jeremy and Bassi, I., (eds.) Structuring European Private Equity. Euromoney Books, London, UK, pp. 70-85. ISBN 9781843742623

Monograph

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.

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.

Brunnermeier, Markus K. and Julliard, Christian ORCID: 0000-0001-8177-7441 (2006) Money illusion and housing frenzies. Financial Markets Group Discussion Papers (579). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Julliard, Christian ORCID: 0000-0001-8177-7441 (2006) Money illusion and housing frenzies. . National Bureau of Economic Research, Cambridge, MA., USA.

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.

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 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.

Danielsson, Jon ORCID: 0009-0006-9844-7960 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2006) Equilibrium asset pricing with systemic risk. Financial Markets Group Discussion Papers (561). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960, Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231, Jorgensen, Bjørn N., Sarma, Mandira and de Vries, C. G. (2006) Consistent measures of risk. Financial Markets Group Discussion Papers (565). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Dasgupta, Amil ORCID: 0000-0001-8474-9470, Leon-Gonzalez, Roberto and Shortland, Anja (2006) Regionality revisited: an examination of the direction of spread of currency crises. Financial Markets Group Discussion Papers (584). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

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.

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.

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.

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.

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 and Kollo, Michael G. (2006) The role of prestige and networks in outside director appointment. Financial Markets Group Discussion Papers (582). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 and Selvaggi, Mariano (2006) The dark side of 'good' corporate governance: compliance-fuelled book-cooking activities. Financial Markets Group Discussion Papers (559). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

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.

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.

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.

Webb, David C. ORCID: 0009-0005-5611-7253 (2006) Long-term care insurance, annuities and asymmetric information: the case for bundling contracts. Financial Markets Group Discussion Papers (530). 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 (2006) Incentive design under loss aversion. Financial Markets Group Discussion Papers (571). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Conference or Workshop Item

Brunnermeier, Markus and Julliard, Christian ORCID: 0000-0001-8177-7441 (2006) Money illusion and housing frenzies. In: European Summer Symposium in Financial Markets, 2006-07-17 - 2006-07-28, Gerzensee, Switzerland, CHE. (Submitted)

Julliard, Christian ORCID: 0000-0001-8177-7441 and Brunnermeier, Markus (2006) Money illusion and housing frenzies. In: 2nd Csef-Igier Symposium on Economics and Institutions, 2006-06-26 - 2006-06-30, London, United Kingdom, GBR. (Submitted)

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2006) Arbitrage networks. In: Decentralization Conference, 2006-04-06 - 2006-04-08, Paris, France, FRA. (Submitted)

Book

Owen, Geoffrey, Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 and Grant, Jeremy (2006) Corporate governance in the US and Europe: where are we now? Palgrave Macmillan, Basingstoke, UK. ISBN 9781403998668