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Group by: Creators | Item Type | No Grouping
Jump to: A | B | C | D | F | G | H | K | L | M | P | S | T
Number of items: 28.

A

Altissimo, Filippo and Mele, Antonio (2005) Simulated nonparametric estimation of dynamic models with applications to finance. Discussion paper (539). Financial Markets Group, London School of Economics and Political Science, London, UK.

Anderson, Ronald W. and Carverhill, Andrew (2005) A model of corporate liquidity. Discussion paper (529). Financial Markets Group, London School of Economics and Political Science, London, UK.

B

Bar-Isaac, Heski and Cuñat, Alejandro (2005) Long-term debt and hidden borrowing. Discussion paper (542). Financial Markets Group, London School of Economics and Political Science, London, UK.

Battalio, Robert, Ellul, Andrew and Jennings, Robert (2005) Reputation effects in trading on the New York Stock Exchange. Discussion paper (540). Financial Markets Group, London School of Economics and Political Science, London, UK.

Bienz, Carsten and Hirsch, Julia (2005) The dynamics of venture capital contracts. Discussion paper (552). Financial Markets Group, London School of Economics and Political Science, London, UK.

Brandts, Silke and Laux, Christian (2005) ART versus reinsurance: the disciplining effect of information insensitivity. Discussion paper (545). Financial Markets Group, London School of Economics and Political Science, London, UK.

Bruche, Max (2005) Estimating structural bond pricing models via simulated maximum likelihood. Discussion paper (534). Financial Markets Group, London School of Economics and Political Science, London, UK.

Burkart, Mike, Gromb, Denis and Panunzi, Fausto (2005) Minority blocks and takeover premia. Discussion paper (544). Financial Markets Group, London School of Economics and Political Science, London, UK.

C

Cuñat, Vicente and Gonzalez-Iturriaga, Claudio (2005) Shocks to the cost of borrowing and capital structure. . Department of Finance, London School of Economics and Political Science, London, UK. (Submitted)

D

Danielsson, Jon, Jorgensen, Bjørn N., Mandira, Sarma, Samorodnitsky, Gennady and Vries, C. G. de (2005) Subadditivity re–examined: the case for value-at-risk. Discussion paper (549). Financial Markets Group, London School of Economics and Political Science, London, UK.

Danielsson, Jon, Jorgensen, Bjørn N., Sarma, Mandira and Vries, C. G. de (2005) Comparing downside risk measures for heavy tailed distribution. Discussion paper (551). Financial Markets Group, London School of Economics and Political Science, London, UK.

Diamond, Peter (2005) Reforming public pensions in the US and the UK. Discussion paper: UBS Pensions Series 038 (543). Financial Markets Group, London School of Economics and Political Science, London, UK.

F

Faure-Grimaud, Antoine, Arcot, Sridhar and Bruno, Valentina G. (2005) Corporate governance in the UK: is the comply-or-explain approach working? Discussion paper: Corporate Governance Series 001 (581). Financial Markets Group, London School of Economics and Political Science, London, UK.

G

Gomes, Francisco and Michaelides, Alexander (2005) Asset pricing with limited risk sharing and heterogeneous agents. Discussion paper: UBS Pensions Series 035 (537). Financial Markets Group, London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2005) Optimal life-cycle asset allocation: understanding the empirical evidence. . Centre for Economic Policy Research, London, UK.

Gomes, Francisco, Michaelides, Alexander and Polkovnichenko, Valery (2005) Wealth accumulation and portfolio choice with taxable and tax-deferred accounts. . Centre for Economic Policy Research, London, UK.

Goodhart, Charles (2005) An Essay on the interactions between the Bank of England's forecasts, the MPC's policy adjustments, and the eventual outcome. Discussion paper (546). Financial Markets Group, London School of Economics and Political Science, London, UK. (Submitted)

Goodhart, Charles (2005) The interest rate conditioning assumption. Discussion paper (547). Financial Markets Group, London School of Economics and Political Science, London, UK.

H

Hemert, Otto van (2005) Optimal intergenerational risk sharing. Discussion paper: UBS Pensions Series 037 (541). Financial Markets Group, London School of Economics and Political Science, London, UK.

Hemert, Otto van, Jong, Franck de and Driessen, Joost (2005) Dynamic portfolio and mortgage choice for homeowners. Discussion paper: UBS Pensions Series 036 (538). Financial Markets Group, London School of Economics and Political Science, London, UK.

K

Kirchmaier, Thomas and Grant, Jeremy (2005) Financial tunnelling and the revenge of the insider system: how to circumvent the new European corporate governance legislation. FMG discussion paper, 536 (536). Financial Markets Group, London School of Economics and Political Science, London, UK.

L

Linton, Oliver and Seo, Myunghwan (2005) A smoothed least squares estimator for threshold regression models. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Lopes, Paula and Michaelides, Alexander (2005) Rare events and annuity market participation. Discussion paper: UBS Pensions Series 039 (553). Financial Markets Group, London School of Economics and Political Science, London, UK.

M

Marchesi, Silvia and Sabani, Laura (2005) IMF concern for reputation and conditional lending failure: theory and empirics. Discussion paper (535). Financial Markets Group, London School of Economics and Political Science, London, UK.

Muermann, Alexander and Shore, Stephen H. (2005) Spot market power and future market trading. Discussion paper (531). Financial Markets Group, London School of Economics and Political Science, London, UK.

P

Panthaki, Freyan (2005) Exchange rate volatility and central bank interventions. Discussion paper (550). Financial Markets Group, London School of Economics and Political Science, London, UK.

S

Smith, Sarah (2005) Can the retirement-consumption puzzle be resolved?: evidence from the British Household Panel Survey. Discussion paper: UBS Pensions Series 033 (528). Financial Markets Group, London School of Economics and Political Science, London, UK.

T

Tsomocos, Dimitrios P. and Zicchino, Lea (2005) On modelling endogenous default. Discussion paper (548). Financial Markets Group, London School of Economics and Political Science, London, UK.

This list was generated on Tue Sep 28 08:05:06 2021 BST.