Items where Division is "Financial Markets Group" and Year is 2000

  • University Structure (97952)
  • Financial Markets Group (1097)
    Number of items: 54.
  • Bounded rationality and incomplete contracts (2000) Anderlini, Luca; Felli, Leonardo
  • Transaction costs and the robustness of the Coase Theorem (2000) Anderlini, Luca; Felli, Leonardo
  • Pricing convexity adjustment with Wiener chaos (2000) Benhamou, Eric picture_as_pdf
  • A generalisation of Malliavin weighted scheme for fast computation of the Greeks (2000) Benhamou, Eric picture_as_pdf
  • Limit theorems for estimating the parameters of differentiated product demand systems (2000) Berry, Steve; Linton, Oliver; Pakes, Ariel
  • Bank capital regulation with random audits (2000) Bhattacharya, Sudipto; Plank, Manfred; Strobl, Gunter; Zechner, Josef picture_as_pdf
  • The proof of the pudding: the effects of increased trade transparency in the London Stock Exchange (2000) Board, John; Sutcliffe, Charles M. S.
  • Market maker performance: the search for fair weather market makers (2000) Board, John L. G.; Sutcliffe, Charles M. S; Vila, Anne F.
  • Equity, bonds and bank debt: capital structure and financial market equilibrium under asymmetric information (2000) Bolton, Patrick; Freixas, Xavier
  • Financing constraints and inventories (2000) Brown, Ward; Haegler, Urs picture_as_pdf
  • Financial constraints, precautionary saving and firm dynamics (2000) Caggese, Andrea picture_as_pdf
  • How to sell a (bankrupt) company? (2000) Cornelli, Francesca; Felli, Leonardo
  • On the (Ir)relevancy of value-at-risk regulation (2000) Cumperayot, Phornchanok J.; Danielsson, Jon; Jorgensen, Bjorn N.; Vries, Casper G.
  • Value-at-risk and extreme returns (2000) Danielsson, Jon; Vries, C. G. de
  • Debt, incentives and performance: evidence from UK panel data (2000) Dessi, Roberta; Robertson, Donald picture_as_pdf
  • Should speculators be taxed? (2000) Dow, James; Rahi, Rohit
  • Is cash becoming technologically outmoded? Or does it remain necessary to facilitate "bad behaviour"? An empirical investigation into the determinants of cash holdings (2000) Drehman, Matthias; Goodhart, C. A. E. picture_as_pdf
  • Liquidity and credit risk (2000) Ericsson, Jan; Renault, Olivier picture_as_pdf
  • Product market competition and optimal debt contracts: the limited liability effect revisited (2000) Faure-Grimaud, Antoine
  • A theory of supervision with endogenous transaction costs (2000) Faure-Grimaud, Antoine; Laffont, Jean-Jacques; Martimort, David
  • Competition and hold-ups (2000) Felli, Leonardo; Roberts, Kevin
  • Renegotiation and collusion in organizations (2000) Felli, Leonardo; Villas-Boas, J. Miguel
  • Valuation and martingale properties of shadow prices: an exposition (2000) Foldes, Lucien
  • Do asset prices help to predict consumer price inflation? (2000) Goodhart, Charles; Hofmann, Boris
  • A simple model of an international lender of last resort (2000) Goodhart, Charles; Huang, H.
  • Local nonlinear least squares: using parametric information in nonparametric regression (2000) Gozalo, Pedro; Linton, Oliver
  • Collateral, renegotiation and the value of diffusely held debt (2000) Hege, Ulrich; Mella-Barral, Pierre picture_as_pdf
  • Public information, private information and the multiplicity of equilibria in co-ordination games (2000) Hellwig, Christian
  • Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach (2000) Hodgson, Douglas J; Linton, Oliver; Vorkink, Keith
  • Strategic trading and learning about liquidity (2000) Hong, Harrison; Rady, Sven picture_as_pdf
  • Demergers - the way forward after M&A? (2000) Kirchmaier, Thomas
  • Globaler wettbewerb lässt die unterschiede schwinden (2000) Kirchmaier, Thomas; Owen, Geoffrey
  • Towards tighter central control (2000) Kirchmaier, Thomas; Owen, Geoffrey
  • A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary (2000) Leblanc, B.; Renault, Olivier; Scaillet, O.
  • Nonparametric censored and truncated regression (2000) Lewbel, Arthur; Linton, Oliver
  • Edgeworth approximations for semiparametric instrumental variable estimators and test statistics (2000) Linton, Oliver
  • Efficient estimation of generalized additive nonparametric regression models (2000) Linton, Oliver
  • Yield curve estimation by kernel smoothing methods (2000) Linton, Oliver; Mammen, Enno; Perch Nielsen, Jens; Tanggaard, C
  • The shape of the risk premium: evidence from a semiparametric GARCH model (2000) Linton, Oliver; Perron, Benoit
  • Adaptive testing in ARCH models (2000) Linton, Oliver; Steigerwald, Douglas G.
  • Nonparametric estimation with aggregated data (2000) Linton, Oliver; Whang, Yoon-Jae
  • The existence and asymptotic properties of a backfitting projection algorithm under weak conditions (2000) Mammen, Enno; Linton, Oliver; Nielsen, J
  • Information revelation and market incompleteness (2000) Marin, Jose m.; Rahi, Rohit
  • Stochastic volatility in financial markets : crossing the bridge to continuous time (2000) Mele, Antonio; Fornari, Fabio
  • Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators (2000) Michaelides, Alexander; Ng, Serena
  • External financing costs and banks' loan supply: does the structure of the bank sector matter (2000) Ostergaard, Charlotte picture_as_pdf
  • Anglo-German convergence (2000) Owen, Geoffrey; Kirchmaier, Thomas
  • Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities (2000) Perez-Quiros, Gabriel; Timmermann, Allan picture_as_pdf
  • An auto-regressive conditional binomial option pricing model (2000) Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier picture_as_pdf
  • Banks as catalysts for industrialization (2000) Rin, Marco; Hellman, Thomas picture_as_pdf
  • The profitability of block trades in auction and dealer markets (2000) Snell, Andy; Tonks, Ian picture_as_pdf
  • The impact of liquidity constraints on bank lending policy (2000) Webb, David C.
  • Corporate governance and finance in East Asia: a study of Indonesia, Republic of Korea, Malaysia, Philippines, and Thailand (2000) Zhuang, Juzhong; Edwards, David; Webb, David C.; Capulong, Ma. Virginita
  • Does credit rationing imply insufficient lending? (2000) de Meza, David; Webb, David C.