Items where Division is "Financial Markets Group" and Year is 2003
University Structure (97936)
Financial Markets Group (1097)
Number of items: 55.
B
Pension fund governance and the choice between defined benefit and defined contribution plans. (2003)
Besley, Timothy and Prat, Andrea
Financial system requirements for successful pension reform. (2003)
Blake, David
Is immigration the answer to the UK’s pension crisis? (2003)
Blake, David
Modelling the composition of personal sector wealth in the United Kingdom. (2003)
Blake, David
Take (smoothed) risks when you are young, not when you are old: how to get the best from your stakeholder pension plan. (2003)
Blake, David
UK pension fund management after Myners: the hunt for correlation begins. (2003)
Blake, David
The United Kingdom pension system: key issues. (2003)
Blake, David
What is a promise from the government worth?:: measuring and assessing the implications of political risk in state and personal pension schemes in the United Kingdom. (2003)
Blake, David
Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003)
Blake, David and Cairns, Andrew J. G. and Dowd, Kevin
Credibility and cheap talk of securities analysts: theory and evidence. (2003)
Blanes i Vidal, Jordi
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Corporate bond prices and co-ordination failure. (2003)
Bruche, Max
Predatory trading. (2003)
Brunnermeier, Markus K. and Pederson, Lasse Heje
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C
Financing constraints, irreversibility, and investment dynamics. (2003)
Caggese, Andrea
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UK annuity rates and pension replacement ratios 1957-2002. (2003)
Cannon, Edmund and Tonks, Ian
Procyclicality and the new Basel Accord–banks’ choice of loan rating system. (2003)
Catarineu-Rabell, Eva and Jackson, Patricia and Tsomocos, Dimitrios P.
Estimation of semiparametric models when the criterion function is not smooth. (2003)
Chen, Xiaohong and Linton, Oliver and Van Keilegom, Ingrid
D
Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis. (2003)
Danielsson, Jon and Saltoglu, Burak
On time-scaling of risk and the square–root–of–time rule. (2003)
Danielsson, Jon and Zigrand, Jean-Pierre
Long-term value at risk. (2003)
Dowd, Kevin and Blake, David and Cairns, Andrew
Principal agent problems under loss aversion: an application to executive stock options. (2003)
de Meza, David and Webb, David C.
The near impossibility of credit rationing. (2003)
de Meza, David and Webb, David C.
G
Aggregate implications of defined benefit and defined contribution systems. (2003)
Gomes, Francisco and Michaelides, Alexander
Optimal life-cycle asset allocation: understanding the empirical evidence. (2003)
Gomes, Francisco and Michaelides, Alexander
Portfolio choice with internal habit formation: a life-cycle model with uninsurable labour income risk. (2003)
Gomes, Francisco and Michaelides, Alexander
Common factors in conditional distributions for Bivariate time series. (2003)
Granger, Clive W. J. and Terasvirta, Timo and Patton, Andrew J.
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Basel II and developing countries: diversification and portfolio effects. (2003)
Griffith-Jones, Stephany and Segoviano, Miguel Angel and Spratt, Stephen
L
Nonparametric estimation of homothetic and homothetically separable functions. (2003)
Lewbel, Arthur and Linton, Oliver
Consistent testing for stochastic dominance under general sampling schemes. (2003)
Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae
Consistent testing for stochastic dominance: a subsampling approach. (2003)
Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae
Estimating semiparametric ARCH (8) models by kernel smoothing methods. (2003)
Linton, Oliver and Mammen, Enno
A quantilogram approach to evaluating directional predictability. (2003)
Linton, Oliver and Whang, Yoon-Jae
Are annuities value for money?: who can afford them? (2003)
Lopes, Paula
Credit card debt and default over the life-cycle. (2003)
Lopes, Paula
Macroeconomic news, order flows and exchange rates. (2003)
Love, Ryan and Payne, Richard
