Items where Division is "Financial Markets Group" and Year is 2001

  • University Structure (97936)
  • Financial Markets Group (1097)
    Number of items: 35.
    A
  • Courts of law and unforeseen contingencies. (2001) Anderlini, Luca and Felli, Leonardo and Postlewaite, Andrew
  • Financial development, agency and the pace of adoption of new techniques. (2001) Anderson, Ronald W. and Nyborg, Kjell G.
  • Financing and corporate growth under repeated moral hazard. (2001) Anderson, Ronald W. and Nyborg, Kjell G.
  • B
  • Agency conflicts, ownership concentration, and legal shareholder protection. (2001) Burkart, Mike and Panunzi, Fausto
  • C
  • Constrained indirect inference estimation. (2001) Calzorali, Giorgio and Fiorentini, Gabriele and Sentana, Enrique
  • The structure of bank relationships, endogenous monitoring and loan rates. (2001) Carletti, Elena
  • The estimation of conditional densities. (2001) Chen, Xiaohong and Linton, Oliver and Robinson, Peter
  • In defence of usury laws. (2001) Coco, Giuseppe and de Meza, David
  • A structured GARCH model of daily equity return volatility. (2001) Connor, Gregory
  • Tests of the Fama and French model in India. (2001) Connor, Gregory and Sehgal, Sanjay
  • Does one Soros make a difference? A theory of currency crises with large and small traders. (2001) Corsetti, Giancarlo and Dasgupta, Amil and Morris, Stephen and Shin, Hyun Song
  • D
  • Saving eliminates credit rationing. (2001) de Meza, David and Webb, David C.
  • E
  • The dealers ride again: volatility and order flow dynamics in a hybrid market. (2001) Ellul, Andrew
  • F
  • Does competition solve the hold-up problem? (2001) Felli, Leonardo and Roberts, Kevin
  • G
  • Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises. (2001) Gai, Prasanna and Hayes, Simon and Shin, Hyun Song
  • What do internal capital markets do? Redistribution vs. incentives. (2001) Gautier, Axel and Heider, Florian
  • The impact of technology on cash usage. (2001) Goodhart, Charles and Krueger, Malte
  • The skill profile of central bankers and supervisors. (2001) Goodhart, Charles and Schoenmaker, Dirk and Dasgupta, Paolo picture_as_pdf
  • Efficiency properties of rational expectations equilibria with asymmetric information. (2001) Gottardi, Piero and Rahi, Rohit
  • Option prices under Bayesian learning: implied volatility dynamics and predictive densities. (2001) Guidolin, Massimo and Timmermann, Allan picture_as_pdf
  • H
  • Portfolio choice and liquidity constraints. (2001) Haliassos, Michael and Michaelides, Alexander
  • Signalling with debt and equity: a unifying approach and its implications for the pecking order hypothesis and competitive credit rationing. (2001) Heider, Florian
  • J
  • Flexible term structure estimation: which method is preferable? (2001) Jeffrey, Andrew and Linton, Oliver and Nguyen, Thong
  • L
  • Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach. (2001) Linton, Oliver and Hodgson, Douglas J. and Vorkink, Keith
  • Estimating multiplicative and additive hazard functions by kernel methods. (2001) Linton, Oliver and Perch Nielsen, Jens and van de Geer, Sara
  • A nonparametric regression estimator that adapts to error distribution of unknown form. (2001) Linton, Oliver and Xiao, Zhijie
  • M
  • International portfolio choice: liquidity constraints and the home equity bias puzzle. (2001) Michaelides, Alexander
  • Portfolio choice, liquidity constraints and stock market mean reversion. (2001) Michaelides, Alexander
  • Coordination risk and the price of debt. (2001) Morris, Stephen and Shin, Hyun Song picture_as_pdf
  • S
  • Mean-variance portfolio allocation with a value at risk constraint. (2001) Sentana, Enrique
  • Disclosures and asset returns. (2001) Shin, Hyun Song
  • V
  • Foreign exchange intervention and macroeconomic stability. (2001) Vitale, Paolo
  • Z
  • Rational limits to arbitrage. (2001) Zigrand, Jean-Pierre
  • What happens when you regulate risk?: evidence from a simple equilibrium model. (2001) Zigrand, Jean-Pierre and Danielsson, Jon