Items where Division is "Financial Markets Group" and Year is 2002

  • University Structure (97935)
  • Financial Markets Group (1097)
    Number of items: 51.
    A
  • Bubbles and crashes. (2002) Abreu, Dilip and Brunnermeier, Markus K.
  • Daily closing inside spreads and trading volumes around earnings announcements. (2002) Acker, Daniella and Stalker, Mathew and Tonks, Ian
  • Unforeseen contingencies. (2002) Al-Najjar, Nabil and Anderlini, Luca and Felli, Leonardo
  • Unforeseen contingencies. (2002) Al-Najjar, Nabil and Anderlini, Luca and Felli, Leonardo
    • B
  • The impact of wealth on consumption and retirement behaviour in the UK. (2002) Blake, David
  • Performance clustering and incentives in the UK pension fund industry. (2002) Blake, David and Lehmann, Bruce N. and Timmermann, Allan
  • International asset allocation with time-varying investment opportunities. (2002) Blake, David and Timmermann, Allan
  • Returns from active management in international equity markets: evidence from a panel of UK pension funds. (2002) Blake, David and Timmermann, Allan picture_as_pdf
  • You might as well be hung for a sheep as a lamb: the loss function of an agent. (2002) Bray, Margaret and Goodhart, Charles
  • A structural model of corporate bond pricing with co-ordination failure. (2002) Bruche, Max
  • Optimal expectations. (2002) Brunnermeier, Markus K. and Parker, Jonathan A.
  • In-kind finance. (2002) Burkart, Mike and Ellingsen, Tore
    • C
  • More efficient kernel estimation in nonparametric regression with autocorrelated errors. (2002) Carroll, Raymond J and Linton, Oliver and Mammen, Enno and Xiao, Zhijie
  • Diversification and delegation in firms. (2002) Cerasi, Vittoria and Daltung, Sonja
    • D
  • Coordination, learning, and delay. (2002) Dasgupta, Amil
  • Financial contagion through capital connections: a model of the origin and spread of bank panics. (2002) Dasgupta, Amil picture_as_pdf
    • F
  • Endogenous lobbying. (2002) Felli, Leonardo and Merlo, Antonio
  • Does competition solve the hold-up problem? (2002) Felli, Leonardo and Roberts, Kevin W. S.
  • Dealer liquidity in an auction market: evidence fom the London Stock Exchange. (2002) Friederich, Sylvain and Payne, Richard
    • G
  • From moderate to low inflation. (2002) Goodhart, Charles
  • Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets. (2002) Goodhart, Charles and Love, Ryan and Payne, Richard and Rime, Dagfinn
  • Central banks and supreme courts: a comparison of monetary and judicial processes and transparency. (2002) Goodhart, Charles and Meade, Ellen E.
  • Redistributive policies through taxation: theory and evidence. (2002) Grant, Charles and Koulovantianos, Christos and Michaelides, Alexander and Padula, Mario
  • Redistributive policies through taxation: theory and evidence. (2002) Grant, Charles and Koulovantianos, Christos and Michaelides, Alexander and Padula, Mario
    • H
  • Speculative attacks and financial architecture: experimental analysis of coordination games with public and private information. (2002) Heinemann, Frank and Nagel, Rosemarie and Ockenfels, Peter picture_as_pdf
  • Momentum in the UK stock market. (2002) Hon, Mark T. and Tonks, Ian
    • I
  • Hedging housing risk in London. (2002) Iacoviello, Matteo and Ortalo-Magné, François
  • Venture capital contracts and market structure. (2002) Inderst, Roman and Müller, Holger M.
    • J
  • Loan securitisation: default term structure and asset pricing based on loss prioritisation. (2002) Jobst, Andreas A.
  • The international diversification puzzle is not worse than you think. (2002) Julliard, Christian
  • Revisited multi-moment approximate option pricing models: a general comparison (Part 1). (2002) Jurczenko, Emmanuel and Maillet, Bertrand and Negrea, Bogdan
  • Skewness and kurtosis implied by option prices: a second comment. (2002) Jurczenko, Emmanuel and Maillet, Bertrand and Negrea, Bogdan
    • K
  • Asymmetric information, heterogeneity in risk perceptions and insurance: an explanation to a puzzle. (2002) Koufopoulos, Kostas
    • L
  • Consistent testing for stochastic dominance : a subsampling approach. (2002) Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae
  • Consistent testing for stochastic dominance: a subsampling approach. (2002) Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae
  • Optimal hedging strategies and interactions between firms. (2002) Loss, Frederic
  • The fallacy of new business creation as a disciplining device for managers. (2002) Loss, Frederic and Renucci, Antoine
    • M
  • How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks. (2002) Maillet, Bertrand and Michel, Thierry
  • Pricing catastrophe insurance derivatives. (2002) Muermann, Alexander
    • O
  • Homeownership: low household mobility, volatile housing prices, high income dispersion. (2002) Ortalo-Magné, François and Rady, Sven
    • P
  • On the out-of-sample importance of skewness and asymetric dependence for asset allocation. (2002) Patton, Andrew J. picture_as_pdf
  • Market timing and return prediction under model instability. (2002) Pesaran, M. Hashem and Timmermann, Allan
    • R
  • Platform competition in two sided markets. (2002) Rochet, Jean-Charles and Triole, Jean
  • Coordination failures and the lender of last resort: was Bagehot right after all? (2002) Rochet, Jean-Charles and Vives, Xavier
    • S
  • Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. (2002) Segoviano, Miguel A. and Lowe, Philip
  • Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. (2002) Shintani, Mototsugu and Linton, Oliver
  • Family firms. (2002) Shleifer, Andrei and Panunzi, Fausto and Burkart, Mike
  • The role of bank capital and the transmission mechanism of monetary policy. (2002) Sunirand, Pojanart picture_as_pdf
    • T
  • Performance persistence of pension fund managers. (2002) Tonks, Ian
    • Z
  • Rational asset pricing implications from realistic trading frictions. (2002) Zigrand, Jean-Pierre