Items where Division is "Financial Markets Group" and Year is 2005

  • University Structure (97936)
  • Financial Markets Group (1097)
    Number of items: 30.
  • Simulated nonparametric estimation of dynamic models with applications to finance. (2005) Altissimo, Filippo and Mele, Antonio
  • A model of corporate liquidity. (2005) Anderson, Ronald W. and Carverhill, Andrew
  • Long-term debt and hidden borrowing. (2005) Bar-Isaac, Heski and Cuñat, Alejandro
  • Reputation effects in trading on the New York Stock Exchange. (2005) Battalio, Robert and Ellul, Andrew and Jennings, Robert
  • The dynamics of venture capital contracts. (2005) Bienz, Carsten and Hirsch, Julia
  • ART versus reinsurance: the disciplining effect of information insensitivity. (2005) Brandts, Silke and Laux, Christian
  • Estimating structural bond pricing models via simulated maximum likelihood. (2005) Bruche, Max
  • Minority blocks and takeover premia. (2005) Burkart, Mike and Gromb, Denis and Panunzi, Fausto
  • Shocks to the cost of borrowing and capital structure. (2005) Cuñat, Vicente and Gonzalez-Iturriaga, Claudio
  • Subadditivity re–examined: the case for value-at-risk. (2005) Danielsson, Jon and Jorgensen, Bjørn N. and Mandira, Sarma and Samorodnitsky, Gennady and Vries, C. G. de
  • Comparing downside risk measures for heavy tailed distribution. (2005) Danielsson, Jon and Jorgensen, Bjørn N. and Sarma, Mandira and Vries, C. G. de
  • Reforming public pensions in the US and the UK. (2005) Diamond, Peter
  • Corporate governance in the UK: is the comply-or-explain approach working? (2005) Faure-Grimaud, Antoine and Arcot, Sridhar and Bruno, Valentina G.
  • Asset pricing with limited risk sharing and heterogeneous agents. (2005) Gomes, Francisco and Michaelides, Alexander
  • Asset pricing with limited risk sharing and heterogeneous agents. (2005) Gomes, Francisco and Michaelides, Alexander
  • Optimal life-cycle asset allocation: understanding the empirical evidence. (2005) Gomes, Francisco and Michaelides, Alexander
  • Wealth accumulation and portfolio choice with taxable and tax-deferred accounts. (2005) Gomes, Francisco and Michaelides, Alexander and Polkovnichenko, Valery
  • An essay on the interactions between the Bank of England's forecasts, the MPC's policy adjustments, and the eventual outcome. (2005) Goodhart, Charles
  • Optimal intergenerational risk sharing. (2005) Hemert, Otto van
  • Dynamic portfolio and mortgage choice for homeowners. (2005) Hemert, Otto van and Jong, Franck de and Driessen, Joost
  • Labor income risk and asset returns. (2005) Julliard, Christian
  • Labor income risk and asset returns. (2005) Julliard, Christian
  • Financial tunnelling and the revenge of the insider system: how to circumvent the new European corporate governance legislation. (2005) Kirchmaier, Thomas and Grant, Jeremy picture_as_pdf
  • A smoothed least squares estimator for threshold regression models. (2005) Linton, Oliver and Seo, Myunghwan
  • Rare events and annuity market participation. (2005) Lopes, Paula and Michaelides, Alexander
  • IMF concern for reputation and conditional lending failure: theory and empirics. (2005) Marchesi, Silvia and Sabani, Laura
  • Spot market power and future market trading. (2005) Muermann, Alexander and Shore, Stephen H.
  • Exchange rate volatility and central bank interventions. (2005) Panthaki, Freyan
  • Can the retirement-consumption puzzle be resolved?: evidence from the British Household Panel Survey. (2005) Smith, Sarah
  • On modelling endogenous default. (2005) Tsomocos, Dimitrios P. and Zicchino, Lea