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Jump to: A | B | C | D | F | G | H | I | J | K | L | M | O | P | R | S | T | Z
Number of items: 48.

A

Abreu, Dilip and Brunnermeier, Markus K. (2002) Bubbles and crashes. Discussion paper (401). Financial Markets Group, London School of Economics and Political Science, London, UK.

Acker, Daniella, Stalker, Mathew and Tonks, Ian (2002) Daily closing inside spreads and trading volumes around earnings announcements. Discussion paper (404). Financial Markets Group, London School of Economics and Political Science, London, UK.

Al-Najjar, Nabil, Anderlini, Luca and Felli, Leonardo (2002) Unforeseen contingencies. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Al-Najjar, Nabil, Anderlini, Luca and Felli, Leonardo (2002) Unforeseen contingencies. . Centre for Economic Policy Research, London, UK.

B

Blake, David (2002) The impact of wealth on consumption and retirement behaviour in the UK. Discussion paper: UBS Pensions series 005 (429). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David, Lehmann, Bruce N. and Timmermann, Allan (2002) Performance clustering and incentives in the UK pension fund industry. Discussion paper: UBS Pensions Series 003 (425). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David and Timmermann, Allan (2002) International asset allocation with time-varying investment opportunities. Discussion paper: UBS Pensions Series 002 (424). Financial Markets Group, London School of Economics and Political Science, London, UK.

Blake, David and Timmermann, Allan (2002) Returns from active management in international equity markets; evidence from a panel of UK pension funds. Discussion paper: UBS Pensions Series 004 (426). Financial Markets Group, London School of Economics and Political Science, London, UK.

Bray, Margaret and Goodhart, Charles (2002) You might as well be hung for a sheep as a lamb: the loss function of an agent. Discussion paper (418). Financial Markets Group, London School of Economics and Political Science, London, UK.

Bray, Margaret and Marseguerra, G. (2002) Dividends and equity prices: the variance trade off. FMG discussion paper (413). Financial Markets Group, London School of Economics and Political Science, London, UK. ISBN 09568549413

Bruche, Max (2002) A structural model of corporate bond pricing with co-ordination failure. Discussion paper (410). Financial Markets Group, London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Parker, Jonathan A. (2002) Optimal expectations. Discussion paper (434). Financial Markets Group, London School of Economics and Political Science, London, UK.

Burkart, Mike and Ellingsen, Tore (2002) In-kind finance. Discussion paper (421). Financial Markets Group, London School of Economics and Political Science, London, UK.

C

Carroll, Raymond J, Linton, Oliver, Mammen, Enno and Xiao, Zhijie (2002) More efficient kernel estimation in nonparametric regression with autocorrelated errors. Econometrics; EM/2002/435 (EM/02/435). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cerasi, Vittoria and Daltung, Sonja (2002) Diversification and delegation in firms. Discussion paper (403). Financial Markets Group, London School of Economics and Political Science, London, UK.

D

Dasgupta, Amil (2002) Coordination, learning, and delay. Discussion paper (435). Financial Markets Group, London School of Economics and Political Science, London, UK.

Dasgupta, Amil (2002) Financial contagion through capital connections: a model of the origin and spread of bank panics. Discussion paper (436). Financial Markets Group, London School of Economics and Political Science, London, UK.

F

Felli, Leonardo and Merlo, Antonio (2002) Endogenous lobbying. . Centre for Economic Policy Research, London, UK.

Felli, Leonardo and Roberts, Kevin W. S. (2002) Does competition solve the hold-up problem? . Centre for Economic Policy Research, London, UK.

Friederich, Sylvain and Payne, Richard (2002) Dealer liquidity in an auction market: evidence fom the London Stock Exchange. Discussion paper (427). Financial Markets Group, London School of Economics and Political Science, London, UK.

G

Goodhart, Charles, Love, Ryan, Payne, Richard and Rime, Dagfinn (2002) Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets. Discussion paper (467). Financial Markets Group, London School of Economics and Political Science, London, UK.

H

Heinemann, Frank, Nagel, Rosemarie and Ockenfels, Peter (2002) Speculative attacks and financial architecture: experimental analysis of coordination games with public and private information. Discussion paper (416). Financial Markets Group, London School of Economics and Political Science, London, UK.

Hon, Mark T. and Tonks, Ian (2002) Mommentum in the UK stock market. Discussion paper (405). Financial Markets Group, London School of Economics and Political Science, London, UK.

I

Iacoviello, Matteo and Ortalo-Magné, François (2002) Hedging housing risk in London. Discussion paper (415). Financial Markets Group, London School of Economics and Political Science, London, UK. (Submitted)

Inderst, Roman and Müller, Holger M. (2002) Venture capital contracts and market structure. Discussion paper (411). Financial Markets Group, London School of Economics and Political Science, London, UK.

J

Jobst, Andreas A. (2002) Loan securitisation: default term structure and asset pricing based on loss prioritisation. Discussion paper (422). Financial Markets Group, London School of Economics and Political Science, London, UK.

Julliard, Christian (2002) The international diversification puzzle is not worse than you think. . Christian Julliard, London, UK.

Jurczenko, Emmanuel, Maillet, Bertrand and Negrea, Bogdan (2002) Revisited multi-moment approximate option pricing models: a general comparison (Part 1). Discussion paper (430). Financial Markets Group, London School of Economics and Political Science, London, UK.

Jurczenko, Emmanuel, Maillet, Bertrand and Negrea, Bogdan (2002) Skewness and kurtosis implied by option prices: a second comment. Discussion paper (419). Financial Markets Group, London School of Economics and Political Science, London, UK.

K

Koufopoulos, Kostas (2002) Asymmetric information, heterogeneity in risk perceptions and insurance: an explanation to a puzzle. Discussion paper (402). Financial Markets Group, London School of Economics and Political Science, London, UK.

L

Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2002) Consistent testing for stochastic dominance : a subsampling approach. Econometrics; EM/2002/433 (EM/02/433). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2002) Consistent testing for stochastic dominance: a subsampling approach. Discussion paper (407). Financial Markets Group, London School of Economics and Political Science, London, UK.

Loss, Frederic (2002) Optimal hedging strategies and interactions between firms. Discussion paper (399). Financial Markets Group, London School of Economics and Political Science, London, UK.

Loss, Frederic and Renucci, Antoine (2002) The fallacy of new business creation as a disciplining device for managers. Discussion paper (398). Financial Markets Group, London School of Economics and Political Science, London, UK.

M

Maillet, Bertrand and Michel, Thierry (2002) How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks. Discussion paper (417). Financial Markets Group, London School of Economics and Political Science, London, UK.

Muermann, Alexander (2002) Pricing catastrophe insurance derivatives. Discussion paper (400). Financial Markets Group, London School of Economics and Political Science, London, UK.

O

Ortalo-Magné, François and Rady, Sven (2002) Homeownership: low household mobility, volatile housing prices, high income dispersion. Discussion paper (432). Financial Markets Group, London School of Economics and Political Science, London, UK.

P

Patton, Andrew J. (2002) On the out-of-sample importance of skewness and asymetric dependence for asset allocation. Discussion paper: IAM Series No 001 (431). Financial Markets Group, London School of Economics and Political Science, London, UK.

Payne, Richard and Vitale, Paolo (2002) A transaction level study of the effects of central bank intervention on exchange rates. Discussion paper (355). Financial Markets Group, London School of Economics and Political Science, London, UK. (Submitted)

Pesaran, M. Hashem and Timmermann, Allan (2002) Market timing and return prediction under model instability. Discussion paper (412). Financial Markets Group, London School of Economics and Political Science, London, UK.

R

Rochet, Jean-Charles and Triole, Jean (2002) Platform competition in two sided markets. Discussion paper (409). Financial Markets Group, London School of Economics and Political Science, London, UK.

Rochet, Jean-Charles and Vives, Xavier (2002) Coordination failures and the lender of last resort: was Bagehot right after all? Discussion paper (408). Financial Markets Group, London School of Economics and Political Science, London, UK.

S

Segoviano, Miguel A. and Lowe, Philip (2002) Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. Discussion paper (428). Financial Markets Group, London School of Economics and Political Science, London, UK.

Shintani, Mototsugu and Linton, Oliver (2002) Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Econometrics; EM/2002/434 (EM/02/434). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Shleifer, Andrei, Panunzi, Fausto and Burkart, Mike (2002) Family firms. Discussion paper (406). Financial Markets Group, London School of Economics and Political Science, London, UK.

Sunirand, Pojanart (2002) The role of bank capital and the transmission mechanism of monetary policy. Discussion paper (433). Financial Markets Group, London School of Economics and Political Science, London, UK.

T

Tonks, Ian (2002) Performance persistence of pension fund managers. Discussion paper: UBS Pensions Series 001 (423). Financial Markets Group, London School of Economics and Political Science, London, UK.

Z

Zigrand, Jean-Pierre (2002) Rational asset pricing implications from realistic trading frictions. Discussion paper (414). Financial Markets Group, London School of Economics and Political Science, London, UK.

This list was generated on Tue Sep 28 08:05:30 2021 BST.