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

University Structure (97936)

Financial Markets Group (1097) Creators Item Type No Grouping

Report

An academic response to Basel II. (2001) UNSPECIFIED

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.

Agency conflicts, ownership concentration, and legal shareholder protection. (2001) Burkart, Mike and Panunzi, Fausto

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

The dealers ride again: volatility and order flow dynamics in a hybrid market. (2001) Ellul, Andrew

Does competition solve the hold-up problem? (2001) Felli, Leonardo and Roberts, Kevin

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

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

Flexible term structure estimation: which method is preferable? (2001) Jeffrey, Andrew and Linton, Oliver and Nguyen, Thong

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

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

Mean-variance portfolio allocation with a value at risk constraint. (2001) Sentana, Enrique

Disclosures and asset returns. (2001) Shin, Hyun Song

Foreign exchange intervention and macroeconomic stability. (2001) Vitale, Paolo

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

Saving eliminates credit rationing. (2001) de Meza, David and Webb, David C.