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Items where Division is "Financial Markets Group" and Year is 2010

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Number of items: 23.

Article

Bar-Isaac, Heski, Caruana, Guillermo and Cuñat, Vicente ORCID: 0000-0001-7504-2801 (2010) Information gathering and marketing. Journal of Economics and Management Strategy, 19 (2). pp. 375-401. ISSN 1058-6407

Beirne, John, Caporale, Guglielmo M., Schulze-Ghattas, Marianne and Spagnolo, Nicola (2010) Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis. Emerging Markets Review, 11 (3). pp. 250-260. ISSN 1566-0141

Goodhart, Charles (2010) How should we regulate bank capital and financial products? What role for "living wills"? (Cómo Deberíamos Regular el Capital Bancario y los Productos Financieros? Cuál es el Papel de los 'Testamentos en Vida?'). Revista de Economia Institucional, 12 (23). pp. 85-109. ISSN 0124-5996

Goodhart, Charles (2010) Is a less pro-cyclical financial system an achievable goal? National Institute Economic Review, 211 (1). pp. 81-90. ISSN 0027-9501

Goodhart, Charles (2010) Money, credit and bank behaviour: need for a new approach. National Institute Economic Review, 214 (1). F73-F82. ISSN 0027-9501

Goodhart, Charles and Lastra, R. M. (2010) Border problems. Journal of International Economic Law, 13 (3). pp. 705-718. ISSN 1369-3034

Goodhart, Charles, Peiris, M. U., Tsomocos, D. P. and Vardoulakis, A. P. (2010) On dividend restrictions and the collapse of the interbank market. Annals of Finance, 6 (4). pp. 455-473. ISSN 1614-2446

Jacho-Chávez, David, Lewbel, Arthur and Linton, Oliver (2010) Identification and nonparametric estimation of a transformed additively separable model. Journal of Econometrics, 156 (2). pp. 392-407. ISSN 0304-4076

Linton, Oliver and Hafner, Christian M. (2010) Efficient estimation of a multivariate multiplicative volatility model. Journal of Econometrics, 159 (1). pp. 55-73. ISSN 0304-4076

Linton, Oliver and Jacho-Chávez, David (2010) On internally corrected and symmetrized kernel estimators for nonparametric regression. TEST, 19 (1). pp. 166-186. ISSN 1133-0686

Linton, Oliver, Pan, Jiazhu and Wang, Hui (2010) Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Econometric Theory, 26 (01). pp. 1-28. ISSN 0266-4666

Linton, Oliver, Song, Kyungchul and Whang, Yoon-Jae (2010) An improved bootstrap test of stochastic dominance. Journal of Econometrics, 154 (2). pp. 186-202. ISSN 0304-4076

Nobay, Bob, Paya, Ivan and Peel, David A. (2010) Inflation dynamics in the U.S.: global but not local mean reversion. Journal of Money, Credit and Banking, 42 (1). pp. 135-150. ISSN 0022-2879

Norberg, Ragnar (2010) Forward mortality and other vital rates: are they the way forward? Insurance: Mathematics and Economics, 47 (2). pp. 105-112. ISSN 0167-6687

Book Section

Benati, Luca and Goodhart, Charles (2010) Monetary policy regimes and economic performance: the historical record, 1979-2008. In: Handbook of Monetary Economics. Elsevier, Amsterdam, The Netherlands, pp. 1159-1236. ISBN 9780444534545

Cunat, Vicente ORCID: 0000-0001-7504-2801 and Garicano, Luis (2010) Concedieron las cajas “buenas” créditos “malos”? Gobierno corporativo, capital humano y carteras de créditos (Did good cajas extend bad loans? governance, human capital and loan portfolios). In: Bentolila, Samuel, Boldrin, Michele, Diaz-Gimeez, Javier and Dolado, Juan J., (eds.) La Crisis De la Economía Española: Análisis Económico De la Gran Recesión. Colección monografías fedea. Fedea, Madrid, Spain, pp. 351-398.

Goodhart, Charles A. E. (2010) Domestic banking problems. In: Diebold, Francis X., Doherty, Neil A. and Herring, Richard J., (eds.) The Known, the Unknown, and the Unknowable in Financial Risk Management: Measurement and Theory Advancing Practice. Princeton University Press, Princeton, USA, pp. 290-295. ISBN 9780691128832

Li, Sheng and Linton, Oliver (2010) Evaluating hedge fund performance: a stochastic dominance approach. In: Guerard, John B., (ed.) Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques. Springer, New York, USA, pp. 551-564. ISBN 9780387774381

Sousa, Ricardo M. (2010) Collateralizable wealth, asset returns, and systemic risk: international evidence. In: Jawadi, Fredj and Barnett, William A., (eds.) Nonlinear Modeling of Economic and Financial Time-Series. International Symposia in Economic Theory and Econometrics (20). Emerald Group Publishing Limited, Bingley, UK, pp. 1-27. ISBN 9780857244895

Monograph

Cornelli, Francesca and Felli, Leonardo (2010) How to sell a (bankrupt) company? . Centre for Economic Policy Research, London, UK.

Cuñat, Vicente, Gine, Mireia and Guadalupe, Maria (2010) The vote is cast: the effect of corporate governance on shareholder value. NBER working paper (16574). The National Bureau of Economic Research, Cambridge, MA, USA.

Felli, Leonardo, Anderlini, Luca, Immordino, Giovanni and Riboni, Alessandro (2010) Legal institutions, innovation and growth. CESF working papers (256). University of Naples, Naples, Italy.

Felli, Leonardo, Baccara, Mariagiovanna, Collard-Wexler, Allan and Yariv, Leeat (2010) Child adoption matching: preferences for gender and race. NBER working paper series (16444). National Bureau of Economic Research, Massachusetts, USA.

This list was generated on Sun Nov 27 01:12:40 2022 GMT.