Items where Division is "Financial Markets Group" and Year is 2003

  • University Structure (97936)
  • Financial Markets Group (1097)
    Number of items: 55.
    Report
  • Courts of law and unforeseen contingencies. (2003) Anderlini, Luca and Felli, Leonardo and Postlewaite, Andrew
  • Should courts always enforce what contracting parties write? (2003) Anderlini, Luca and Felli, Leonardo and Postlewaite, Andrew picture_as_pdf
  • 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 picture_as_pdf
  • Corporate bond prices and co-ordination failure. (2003) Bruche, Max
  • Predatory trading. (2003) Brunnermeier, Markus K. and Pederson, Lasse Heje picture_as_pdf
  • Financing constraints, irreversibility, and investment dynamics. (2003) Caggese, Andrea picture_as_pdf
  • 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
  • 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
  • A comprehensive test of order choice theory: recent evidence from the NYSE. (2003) Ellul, Andrew and Holden, Craig W. and Jain, Pankaj and Jennings, Robert
  • Endogenous lobbying. (2003) Felli, Leonardo and Merlo, Antonio
  • Likelihood-based estimation of latent generalised ARCH structures. (2003) Fiorentini, Gabriele and Sentana, Enrique and Shephard, Neil picture_as_pdf
  • 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. picture_as_pdf
  • Basel II and developing countries: diversification and portfolio effects. (2003) Griffith-Jones, Stephany and Segoviano, Miguel Angel and Spratt, Stephen
  • Semiparametric regression analysis under imputation for missing response data. (2003) Hardle, Wolfgang and Linton, Oliver and Wang, Qihua
  • Asymptotic expansions for some semiparametric program evaluation estimators. (2003) Ichimura, Hidehiko and Linton, Oliver
  • A local instrumental variable estimation method for generalized additive volatility models. (2003) Kim, Woocheol and Linton, Oliver
  • Corporate restructuring and firm performance of British and German non-financial firms. (2003) Kirchmaier, Thomas
  • The performance effects of European demergers. (2003) Kirchmaier, Thomas
  • 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
  • Consumption risk and cross-sectional returns. (2003) Parker, Jonathan A. and Julliard, Christian
  • Evaluation of joint density forecasts of stock and bond returns: predictability and parameter uncertainty. (2003) Peñaranda, Francisco
  • Does reinsurance need reinsurers? (2003) Plantin, Guillaume
  • Self-fulfilling liquidity and the coordination premium. (2003) Plantin, Guillaume
  • Tranching. (2003) Plantin, Guillaume
  • IPOs: insights from seven European countries. (2003) Schuster, Josef Anton
  • The cross-section of European IPO returns. (2003) Schuster, Josef Anton
  • Management behaviour and market response. (2003) Schuster, Josef Anton and Luo, Jinhui picture_as_pdf
  • Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. (2003) Shintani, Mototsugu and Linton, Oliver
  • The role of money in the transmission mechanism of monetary policy: evidence from Thailand. (2003) Sunirand, Pojanart
  • Equilibrium analysis, banking, contagion and financial fragility. (2003) Tsomocos, Dimitrios P.
  • 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.