Items where Division is "Financial Markets Group" and Year is 1996
University Structure (97936)
Financial Markets Group (1097)
Number of items: 13.
Report
Costly contingent contracts. (1996)
Anderlini, Luca and Felli, Leonardo
Optimal monetary policy rules in a rational expectations model of the Phillips curve. (1996)
Clark, Peter and Goodhart, C. A. E. and Huang, Haizhou
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Preventing collusion through discretion. (1996)
Felli, Leonardo and Hortala-Vallve, R.
Friendships in vertical relations. (1996)
Felli, Leonardo and Villas-Boas, J.M.
The optimal consumption function in a Brownian model of accumulation. Part a: the consumption function as solution of a boundary value problem. (1996)
Foldes, Lucien
The optimal consumption function in a Brownian model of accumulation. Part b: existence of solutions of boundary value problems. (1996)
Foldes, Lucien
The rise of China as an economic power. (1996)
Goodhart, C. A. E. and Xu, Chenggang
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Trading volumes and transaction costs in the foreign market - evidence from daily dollar-yen spot data. (1996)
Hartmann, Philipp
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The dynamics of default and debt reorganization. (1996)
Mella-Barral, Pierre
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Default risk in asset pricing. (1996)
Mella-Barral, Pierre and Tychon, Pierre
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Maximum likelihood estimation of stochastic volatility models. (1996)
Sandmann, G. and Koopman, Siem
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Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks. (1996)
Snell, Andy and Tonks, Ian
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Excessive stock price dispersion: a regression test of cross-sectional volatility. (1996)
Snell, Andy and Tonks, Ian and Bulkley, George
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