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Items where Division is "Financial Markets Group" and Year is 2011

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Number of items: 28.


Atak, Alev, Linton, Oliver and Xiao, Zhijie (2011) A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Journal of Econometrics, 164 (1). pp. 92-115. ISSN 0304-4076


Bar-Isaac, Heski, Caruana, Guillermo and Cuñat, Vicente (2011) Locating inside the Salop circle: demand rotations in a micro-founded model. . Department of Finance, London School of Economics and Political Science, London, UK. (Submitted)

Bird, R., Casavecchia, L., Pellizzari, P. and Woolley, Paul (2011) The impact on the pricing process of costly active management and performance chasing clients. Journal of Economic Interaction and Coordination, 6 (1). pp. 61-82. ISSN 1860-711X

Buch-Kromann, Tine, Guillén, Montserrat, Linton, Oliver and Nielsen, Jens Perch (2011) Multivariate density estimation using dimension reducing information and tail flattening transformations. Insurance: Mathematics and Economics, 48 (1). pp. 99-110. ISSN 0167-6687


Caggese, Andrea and Cuñat, Vicente (2011) Financing constraints, firm dynamics, export decisions, and aggregate productivity. . Department of Finance, London School of Economics and Political Science, London, UK. (Submitted)

Cocco, Joao F. and Lopes, Paula (2011) Defined benefit or defined contribution?: a study of pension choices. Journal of Risk and Insurance, 78 (4). pp. 931-960. ISSN 0022-4367


Danielsson, Jon (2011) Financial risk forecasting: the theory and practice of forecasting market risk with implementation in R and Matlab. Wiley-Blackwell. ISBN 9780470669433

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2011) Model risk of systemic risk models. . Jon Danielsson.

Danielsson, Jon, Luo, Jinhui and Payne, Richard (2011) Exchange rate determination and inter–market order flow effects. . Jon Danielsson.

Danielsson, Jon and Peñaranda, Francisco (2011) On the impact of fundamentals, liquidity, and coordination on market stability. International Economic Review, 52 (3). pp. 621-638. ISSN 0020-6598

Dasgupta, Amil and Zachariadis, Konstantinos (2011) Delegated activism and disclosure. The Paul Woolley Centre paper series (27). London School of Economics and Political Science, London, UK. ISBN 09568549689


Felli, Leonardo, Anderlini, Luca and Riboni, Alessandro (2011) Why stare decisis? CEPR Discussion papers (8266). Centre for Economic Policy Research, London, UK.

Felli, Leonardo, Koenen, Johannes and Stahl, Konrad O (2011) Competition and trust: evidence from German car manufacturers. CEPR discussion papers (8265). CEPR, London, UK.

Florens, Jean-Pierre and Linton, Oliver (2011) Introduction to the special issue on inverse problems. Econometric Theory, 27 (3). pp. 457-459. ISSN 0266-4666


Goodhart, Charles (2011) The Basel Committee on Banking Supervision: a history of the early years, 1974–1997. Cambridge University Press, Cambridge, UK. ISBN 9781107007239

Goodhart, Charles (2011) Moral hazard. In: Green, Christopher J., Pentecost, Eric J. and Weyman-Jones, Tom, (eds.) The Financial Crisis and the Regulation of Finance. Edward Elgar Publishing Ltd, Cheltenham, UK. ISBN 9781849808705

Goodhart, Charles and Ashworth, Jonathan (2011) The Bank of England’s second round of quantitative easing may do little to improve economic confidence or to encourage bank lending, and may even lead to more upward pressures on inflation. British Politics and Policy at LSE (14 Oct 2011). Website.

Goodhart, Charles and Ashworth, Jonathan (2011) George Osborne’s proposed ‘credit easing’ measures must incentivise banks to increase their lending to small businesses: they are vital to the recovery of employment and the wider economy. British Politics and Policy at LSE (11 Nov 2011). Website.

Goodhart, Charles and Lim, Wen Bin (2011) Interest rate forecasts: a pathology. International Journal of Central Banking, 7 (2). pp. 135-171. ISSN 1815-4654

Goodhart, Charles A. E. (2011) Financial regulation. In: Eijffinger, Sylvester and Masciandaro, Donato, (eds.) Handbook of Central Banking, Financial Regulation and Supervision: After the Financial Crisis. Edward Elgard Publishing Ltd, Cheltenham, pp. 326-353. ISBN 9781849803137


Issler, João Victor, Linton, Oliver and Timmermann, Allan (2011) Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164 (1). pp. 1-3. ISSN 0304-4076


Kim, Woocheol and Linton, Oliver (2011) Estimation of a semiparametric IGARCH (1,1) model. Econometric Theory, 27 (3). pp. 639-661. ISSN 0266-4666


Lewbel, Arthur, McFadden, Daniel and Linton, Oliver (2011) Estimating features of a distribution from binomial data. Journal of Econometrics, 162 (2). pp. 170-188. ISSN 0304-4076

Linton, Oliver, Mammen, Enno, Nielsen, Jens Perch and Van Keilegom, Ingrid (2011) Nonparametric regression with filtered data. Bernoulli, 17 (1). pp. 60-87. ISSN 1350-7265

Linton, Oliver B. and Yan, Yang (2011) Semi- and nonparametric ARCH processes. Journal of Probability and Statistics, 2011. pp. 1-17. ISSN 1687-952X


Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2011) Optimality versus practicality in market design: a comparison of two double auctions. .


Webb, David C. (2011) Book review: balancing the banks: global lessons from the financial crisis. Review 2. The Economic Journal, 121 (550). F111-F118. ISSN 0013-0133

Webb, David C. (2011) Pension plan funding, technology choice, and the equity risk premium. Scandinavian Journal of Economics, 113 (3). pp. 493-524. ISSN 0347-0520

This list was generated on Sun Jan 29 07:09:06 2023 GMT.