Items where Division is "Financial Markets Group" and Year is 2000
University Structure (97952)
Financial Markets Group (1097)
Number of items: 54.
B
Pricing convexity adjustment with Wiener chaos (2000)
Benhamou, Eric
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A generalisation of Malliavin weighted scheme for fast computation of the Greeks (2000)
Benhamou, Eric
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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
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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
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D
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
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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.
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Does credit rationing imply insufficient lending? (2000)
de Meza, David; Webb, David C.
H
Collateral, renegotiation and the value of diffusely held debt (2000)
Hege, Ulrich; Mella-Barral, Pierre
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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
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L
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
