Items where Division is "Financial Markets Group" and Year is 2004

  • University Structure (97936)
  • Financial Markets Group (1097)
    Number of items: 58.
    Conference or Workshop Item
  • Aggregate implications of defined benefit and defined contribution systems. (2004) Gomes, Francisco and Michaelides, Alexander
    • Report
  • Simulated nonparametric estimation of continuous time models of asset prices and returns. (2004) Altissimo, Filippo and Mele, Antonio picture_as_pdf
  • Should courts always enforce what contracting parties write? (2004) Anderlini, Luca and Felli, Leonardo and Postlewaite, Andrew
  • Credible pensions. (2004) Besley, Timothy and Prat, Andrea
  • Barriers to pension scheme participation in small and medium sized enterprises. (2004) Byrne, Alistair and Harrison, Debbie and Blake, David
  • Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. (2004) Cairns, Andrew J. G. and Blake, David and Dowd, Kevin
  • Multiple-bank lending: diversification and free-riding in monitoring. (2004) Carletti, Elena and Cerasi, Vittoria and Daltung, Sonja
  • Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates. (2004) Chen, Xiaohong and Fan, Yanqin and Patton, Andrew J.
  • Defined benefit or defined contribution?: An empirical study of pension choices. (2004) Cocco, Joao F. and Lopes, Paula
  • An Introduction to hedge funds. (2004) Connor, Gregory and Woo, Mason
  • Feedback trading. (2004) Danielsson, Jon and Love, Ryan
  • Career concerns in financial markets. (2004) Dasgupta, Amil and Prat, Andrea
  • Creating a single financial market in Europe: What do we mean? (2004) Davies, Howard
  • Opening and closing the market: evidence from the London Stock Exchange. (2004) Ellul, Andrew and Shin, Hyun Song and Tonks, Ian
  • Eurobond underwriter spreads. (2004) Esho, Neil and Kollo, Michael G. and Sharpe, Ian G.
  • Conglomerate entrenchment under optimal financial contracting. (2004) Faure-Grimaud, Antoine and Inderst, Roman picture_as_pdf
  • Continuous time optimal stochastic growth: local martingales, transversality and existence. (2004) Foldes, Lucien
  • A human capital explanation for an asset allocation puzzle? (2004) Gomes, Francisco and Michaelides, Alexander picture_as_pdf
  • Portfolio choice and wealth accumulation with taxable and tax-deferred accounts. (2004) Gomes, Francisco and Michaelides, Alexander and Polkovnichenko, Valery
  • Block-booking and IPO share allocation: the importance of being ignorant. (2004) Gondat-Larralde, Celine and James, Kevin R.
  • The Monetary Policy Committee's reaction function: an exercise in estimation. (2004) Goodhart, Charles
  • The interaction between the Bank of England's forecasts and policy, and the outturn. (2004) Goodhart, Charles
  • Basel and procyclicality: a comparison of the standardised and IRB approaches to an improved credit risk method. (2004) Goodhart, Charles and Segoviano, Miguel A.
  • A model to analyse financial fragility. (2004) Goodhart, Charles and Sunirand, Pojanart and Tsomocos, Dimitrios P.
  • A model to analyse financial fragility: applications. (2004) Goodhart, Charles and Sunirand, Pojanart and Tsomocos, Dimitrios P.
  • A risk assessment model for banks. (2004) Goodhart, Charles and Sunirand, Pojanart and Tsomocos, Dimitrios P.
  • A time series analysis of financial fragility in the UK banking system. (2004) Goodhart, Charles and Sunirand, Pojanart and Tsomocos, Dimitrios P.
  • Corporate ownership structure and performance in Europe. (2004) Grant, Jeremy and Kirchmaier, Thomas
  • Performance of personal pension schemes in the UK. (2004) Gregory, Alan and Tonks, Ian picture_as_pdf
  • Agreeing now to agree later: contracts that rule out but do not rule in. (2004) Hart, Oliver and Moore, John
  • A theory of sovereign debt roll-over crisis. (2004) Hattori, Masazumi
  • Liability valuation and optimal asset allocation. (2004) Inkmann, Joachim and Blake, David
  • IPO underpricing during the boom: a block-booking explanation. (2004) James, Kevin R.
  • Human capital and international portfolio choice. (2004) Julliard, Christian
  • A local instrumental variable estimation method for generalized additive volatility models. (2004) Kim, Woocheol and Linton, Oliver
  • Who governs?: corporate ownership and control structures in Europe. (2004) Kirchmaier, Thomas and Grant, Jeremy
  • Rational trader risk. (2004) Kondor, Peter
  • The more we know, the less we agree: public announcements and higher-order expectations. (2004) Kondor, Peter
  • Estimation in two classes of semiparametric diffusion models. (2004) Kristensen, Dennis
  • Estimation of partial differential equations with applications in finance. (2004) Kristensen, Dennis
  • A semiparametric single-factor model of the term structure. (2004) Kristensen, Dennis picture_as_pdf
  • Estimation of linear regression models by a spread-tolerant estimator. (2004) Linton, Oliver
  • Nonparametric inference for unbalanced time series data. (2004) Linton, Oliver
  • Estimating semiparametric ARCH (∞) models by kernel smoothing methods. (2004) Linton, Oliver and Mammen, Enno picture_as_pdf
  • Yield curve estimation by kernel smoothing. (2004) Linton, Oliver and Mammen, Enno and Nielsen, J. and Taanggard, C. picture_as_pdf
  • General properties of rational stock-market fluctuations. (2004) Mele, Antonio picture_as_pdf
  • Estimation and testing of dynamic models with generalised hyperbolic innovations. (2004) Mencia, Javier F. and Sentana, Enrique
  • Real effects of regional house prices: dynamic panel estimation with heterogeneity. (2004) Muñoz, Sònia
  • Co-ordination failure and the role of banks in the resolution of financial distress. (2004) Pagratis, Spyros
  • Are "market neutral" hedge funds really market neutral? (2004) Patton, Andrew J.
  • Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach. (2004) Peñaranda, Francisco and Sentana, Enrique
  • The wrong kind of transparency. (2004) Prat, Andrea
  • Strategic financial innovation in segmented markets. (2004) Rahi, Rohit and Zigrand, Jean-Pierre
  • Strategic financial innovation in segmented markets. (2004) Rahi, Rohit and Zigrand, Jean-Pierre
  • A GARCH model of the implied volatility of the Swiss Market Index from options prices. (2004) Sabbatini, Michael and Linton, Oliver
  • Stopping short?: evidence on contributions to long-term savings from aggregate and micro data. (2004) Smith, Sarah
  • Financial institutions and the wealth of nations: tales of development. (2004) Tong, Jian and Xu, Cheng-Gang
  • Sponsoring company finance and investment and defined benefit pension scheme deficits. (2004) Webb, David C.