Items where Division is "Financial Markets Group" and Year is 2000
University Structure (97952)
Financial Markets Group (1097)
Number of items: 54.
Article
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
Value-at-risk and extreme returns (2000)
Danielsson, Jon; Vries, C. G. de
Should speculators be taxed? (2000)
Dow, James; Rahi, Rohit
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
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
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.
Efficient estimation of generalized additive nonparametric regression models (2000)
Linton, Oliver
Adaptive testing in ARCH models (2000)
Linton, Oliver; Steigerwald, Douglas G.
Information revelation and market incompleteness (2000)
Marin, Jose m.; Rahi, Rohit
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators (2000)
Michaelides, Alexander; Ng, Serena
Anglo-German convergence (2000)
Owen, Geoffrey; Kirchmaier, Thomas
The impact of liquidity constraints on bank lending policy (2000)
Webb, David C.
Does credit rationing imply insufficient lending? (2000)
de Meza, David; Webb, David C.
Book
Stochastic volatility in financial markets : crossing the bridge to continuous time (2000)
Mele, Antonio; Fornari, Fabio
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
Working paper
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
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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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Financing constraints and inventories (2000)
Brown, Ward; Haegler, Urs
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Financial constraints, precautionary saving and firm dynamics (2000)
Caggese, Andrea
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How to sell a (bankrupt) company? (2000)
Cornelli, Francesca; Felli, Leonardo
Debt, incentives and performance: evidence from UK panel data (2000)
Dessi, Roberta; Robertson, Donald
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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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Liquidity and credit risk (2000)
Ericsson, Jan; Renault, Olivier
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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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Nonparametric censored and truncated regression (2000)
Lewbel, Arthur; Linton, Oliver
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics (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
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
External financing costs and banks' loan supply: does the structure of the bank sector matter (2000)
Ostergaard, Charlotte
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Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities (2000)
Perez-Quiros, Gabriel; Timmermann, Allan
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An auto-regressive conditional binomial option pricing model (2000)
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier
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Banks as catalysts for industrialization (2000)
Rin, Marco; Hellman, Thomas
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The profitability of block trades in auction and dealer markets (2000)
Snell, Andy; Tonks, Ian
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