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

University Structure (97938)

Financial Markets Group (1097)

Number of items: 1073.

Financial crises, contagion and the lender of last resort. UNSPECIFIED

Foresight: the future of computer trading in financial markets: final project report. UNSPECIFIED

An academic response to Basel II. UNSPECIFIED

Goodhart's law and machine learning:a structural perspective. A. Hennessy, Christopher and Goodhart, C. A. E.

Parallelization and performance of portfolio choice models. Abdelkhalek, Ahmed and Bilas, Angelos and Michaelides, Alexander

Bubbles and crashes. Abreu, Dilip and Brunnermeier, Markus K.

Daily closing inside spreads and trading volumes around earnings announcements. Acker, Daniella and Stalker, Mathew and Tonks, Ian

Strong managers, weak boards? Adams, Renee B. and Ferreira, Daniel

From female labor force participation to boardroom gender diversity. Adams, Renée and Kirchmaier, Tom

Women in finance. Adams, Renée and Kirchmaier, Tom

Women on boards in finance and STEM industries. Adams, Renée B. and Kirchmaier, Thomas

The economics of bankruptcy reform. Aghion, Philippe and Hart, Oliver and Moore, John

What determines the duration of a fiscal consolidation program? Agnello, Luca and Castro, Vítor and Sousa, Ricardo

How does fiscal policy react to wealth composition and asset prices? Agnello, Luca and Castro, Vítor and Sousa, Ricardo J.

How best to measure discretionary fiscal policy?: assessing its impact on private spending. Agnello, Luca and Furceri, Davide and Sousa, Ricardo J.

Unforeseen contingencies. Al-Najjar, Nabil and Anderlini, Luca and Felli, Leonardo

Unforeseen contingencies. Al-Najjar, Nabil and Anderlini, Luca and Felli, Leonardo

Loan maturity and renegotiation evidence from the lending practices of large and small banks. Albertazzi, Ugo

Moral hazard, insurance, and some collusion. Alger, Ingela and Ma, Ching-to

Simulated nonparametric estimation of continuous time models of asset prices and returns. Altissimo, Filippo and Mele, Antonio

Simulated nonparametric estimation of dynamic models with applications to finance. Altissimo, Filippo and Mele, Antonio

Communication and monetary policy. Amato, Jeffery D. and Morris, Stephen and Shin, Hyun Song

Agency problems. Anderlini, Luca and Felli, Leonardo

Book review: economics and language: five essays by Ariel Rubinstein, Cambridge University Press, Cambridge, 2000. Anderlini, Luca and Felli, Leonardo

Bounded rationality and incomplete contracts. Anderlini, Luca and Felli, Leonardo

Bounded rationality and incomplete contracts. Anderlini, Luca and Felli, Leonardo

Costly bargaining and renegotiation. Anderlini, Luca and Felli, Leonardo

Costly coasian contracts. Anderlini, Luca and Felli, Leonardo

Costly contingent contracts. Anderlini, Luca and Felli, Leonardo

Costly contingent contracts: a failure of the Coase theorem. Anderlini, Luca and Felli, Leonardo

Describability and agency problems. Anderlini, Luca and Felli, Leonardo

Incomplete contracts and complexity costs. Anderlini, Luca and Felli, Leonardo

Incomplete written contracts: endogenous agency problems. Anderlini, Luca and Felli, Leonardo

Incomplete written contracts: undescribable states of nature. Anderlini, Luca and Felli, Leonardo

Incomplete written contracts: undescribable states of nature. Anderlini, Luca and Felli, Leonardo

Transaction costs and the robustness of the Coase Theorem. Anderlini, Luca and Felli, Leonardo

Legal institutions, innovation, and growth. Anderlini, Luca and Felli, Leonardo and Immordino, Giovanni and Riboni, Alessandro

Active courts and menu contracts. Anderlini, Luca and Felli, Leonardo and Postlewaite, Andrew

Courts of law and unforeseen contingencies. Anderlini, Luca and Felli, Leonardo and Postlewaite, Andrew

Courts of law and unforeseen contingencies. Anderlini, Luca and Felli, Leonardo and Postlewaite, Andrew

Courts of law and unforeseen contingencies. Anderlini, Luca and Felli, Leonardo and Postlewaite, Andrew

Should courts always enforce what contracting parties write? Anderlini, Luca and Felli, Leonardo and Postlewaite, Andrew

Should courts always enforce what contracting parties write? Anderlini, Luca and Felli, Leonardo and Postlewaite, Andrew

Should courts always enforce what contracting parties write? Anderlini, Luca and Felli, Leonardo and Postlewaite, Andrew

Statute law or case law? Anderlini, Luca and Felli, Leonardo and Riboni, A.

Why stare decisis? Anderlini, Luca and Felli, Leonardo and Riboni, Alessandro

Some determinants of the price of default risk. Anderson, Ronald W.

Liquidity and capital structure. Anderson, Ronald W. and Carverhill, Andrew

A model of corporate liquidity. Anderson, Ronald W. and Carverhill, Andrew

Large powerful shareholders and cash holding. Anderson, Ronald W. and Hamadi, Malika

Bankers and bank investors:reconsidering the economies of scale in banking. Anderson, Ronald W. and Jõeveer, Karin

Bankers' pay and the evolving structure of US banking. Anderson, Ronald W. and Jõeveer, Karin

Financial development, agency and the pace of adoption of new techniques. Anderson, Ronald W. and Nyborg, Kjell G.

Financing and corporate growth under repeated moral hazard. Anderson, Ronald W. and Nyborg, Kjell G.

Measuring human capital. Angrist, Noam and Djankov, Simeon and Goldberg, Pinelopi and Patrinos, Harry

Measuring human capital using global learning data. Angrist, Noam and Djankov, Simeon and Goldberg, Pinelopi K. and Patrinos, Harry A.

From local to global: the rise of AIM as a stock market for growing companies: a comprehensive report analysing the growth of AIM. Arcot, Sridhar and Black, Julia and Owen, Geoffrey

Contagious protests. Arezki, Rabah and Dama, Alou Adesse and Djankov, Simeon and Nguyen, Ha

Reversal of fortune for political incumbents after oil shocks. Arezki, Rabah and Djankov, Simeon and Nguyen, Ha and Yotzov, Ivan

Reform chatter and democracy. Arezki, Rabah and Djankov, Simeon and Nguyenc, Ha and Yotzov, Ivan

Can the wealth-to-income ratio be a useful predictor in alternative finance? Evidence from the housing risk premium. Armada, Manuel J. Rocha and Sousa, Ricardo M.

The surprising recovery of currency usage. Ashworth, J. and Goodhart, C. A. E.

Canadian legalization of cannabis reduces both its cash usage and 'black' economy. Ashworth, Jonathan and Goodhart, C. A. E.

Coronavirus panic fuels a surge in cash demand. Ashworth, Jonathan and Goodhart, C. A. E.

The great Covid cash surge - digitalisation hasn't dented cash's safe haven role. Ashworth, Jonathan and Goodhart, C. A. E.

Towards a measure of financial fragility. Aspachs, Oriol and Goodhart, Charles and Tsomocos, Dimitrios P. and Zicchino, Lea

Security-voting structure and bidder screening. At, Christian and Burkart, Mike and Lee, Samuel

A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Atak, Alev and Linton, Oliver and Xiao, Zhijie

Bank resolution 10 years from the global financial crisis:a systematic reappraisal. Avgouleas, Emilios and Goodhart, C. A. E.

Utilizing AMCs to tackle Eurozone’s legacy non-performing loans. Avgouleas, Emilios and Goodhart, Charles

Bank Resolution Plans as a catalyst for global financial reform. Avgouleas, Emilios and Goodhart, Charles and Schoenmaker, Dirk

Child adoption matching: preferences for gender and race. Baccara, Mariagiovanna and Collard-Wexler, Allan and Felli, Leonardo and Yariv, Leeat

Monetary policy and its informative value. Baeriswyl, Romain and Cornand, Camille

Supervision and regulation after Silicon Valley bank. Bair, Sheila and Chang, Joyce and Goodhart, C. A. E. and Goodman, Lawrence and Novick, Barbara G. and Sandor, Richard L.

The role of monetary and fiscal policies in recent bank failures. Bair, Sheila and Chang, Joyce and Goodhart, C. A. E. and Goodman, Lawrence and Novick, Barbara G. and Sandor, Richard L.

Bank failures are looming. Let’s make sure executives have skin in the game. Bair, Sheila and Goodhart, C. A. E.

Costly search and design. Bar-Isaac, Heski and Caruana, Guillermo and Cuñat, Vicente

Information gathering and marketing. Bar-Isaac, Heski and Caruana, Guillermo and Cuñat, Vicente

Information gathering externalities for a multi-attribute good. Bar-Isaac, Heski and Caruana, Guillermo and Cuñat, Vicente

Locating inside the Salop circle: demand rotations in a micro-founded model. Bar-Isaac, Heski and Caruana, Guillermo and Cuñat, Vicente

Search, design, and market structure. Bar-Isaac, Heski and Caruana, Guillermo and Cuñat, Vicente

Long-term debt and hidden borrowing. Bar-Isaac, Heski and Cuñat, Alejandro

Limit theorems for estimating the parameters of differentiated product demand systems. Barry, Steve and Linton, Oliver B. and Pakes, Ariel

Reputation effects in trading on the New York Stock Exchange. Battalio, Robert and Ellul, Andrew and Jennings, Robert

Labor hiring, investment and stock return predictability in the cross section. Bazdrech, Santiago and Belo, Frederico and Lin, Xiaoji

Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis. Beirne, John and Caporale, Guglielmo M. and Schulze-Ghattas, Marianne and Spagnolo, Nicola

Choice of corporate risk management tools under moral hazard. Bena, Jan

The effect of credit rationing on the shape of the competition-innovation relationship. Bena, Jan

Rent extraction by large shareholders:evidence using dividend policy in the Czech Republic. Bena, Jan and Hanousek, Jan

Monetary policy regimes and economic performance: the historical record, 1979-2008. Benati, Luca and Goodhart, Charles

Pricing convexity adjustment with Wiener chaos. Benhamou, Eric

A generalisation of Malliavin weighted scheme for fast computation of the Greeks. Benhamou, Eric

The future of banking regulation: the Basel II Accord. Benink, Harald and Danielsson, Jon and Goodhart, Charles

On the role of regulatory banking capital. Benink, Harald and Danielsson, Jon and Jónsson, Ásgeir

Dark trading and alternative execution priority rules. Bernales, Alejandro and Ladley, Daniel and Litos, Evangelos and Valenzuela, Marcela

Limit theorems for estimating the parameters of differentiated product demand systems. Berry, Steve and Linton, Oliver and Pakes, Ariel

Job matching and the distribution of producer surplus. Bertola, G. and Felli, Leonardo

Credible pensions. Besley, Timothy and Prat, Andrea

Pension fund governance and the choice between defined benefit and defined contribution plans. Besley, Timothy and Prat, Andrea

Securitized banking, asymmetric information, and financial crisis:regulating systemic risk away. Bhattacharya, Sudipto and Chabakauri, Georgy and Nyborg, Kjell

A reconsideration of Minsky’s financial instabilityhypothesis. Bhattacharya, Sudipto and Goodhart, Charles and Tsomocos, Dimitrios P. and Vardoulakis, Alexandros P.

Control rights over intellectual property. Bhattacharya, Sudipto and Guriev, Sergei

Control rights over intellectual property:corporate venturing and bankruptcy regimes. Bhattacharya, Sudipto and Guriev, Sergei

Insider trading, investment and liquidity:a welfare analysis. Bhattacharya, Sudipto and Nicodano, Giovanna

Bank bailout menus. Bhattacharya, Sudipto and Nyborg, Kjell

Bank capital regulation with random audits. Bhattacharya, Sudipto and Plank, Manfred and Strobl, Gunter and Zechner, Josef

Rents, learning and risk in the financial sector and other innovative industries. Biais, Bruno and Rochet, Jean-Charles and Woolley, Paul

The dynamics of venture capital contracts. Bienz, Carsten and Hirsch, Julia

Evolution of decision and control rights in venture capital contracts:an empirical analysis. Bienz, Carsten and Walz, Uwe

The impact on the pricing process of costly active management and performance chasing clients. Bird, R. and Casavecchia, L. and Pellizzari, P. and Woolley, Paul

Time series of commodity futures prices. Black, Jane and Tonks, Ian

Financial system requirements for successful pension reform. Blake, David

Is immigration the answer to the UK’s pension crisis? Blake, David

Modelling the composition of personal sector wealth in the United Kingdom. Blake, David

Take (smoothed) risks when you are young, not when you are old:how to get the best from your stakeholder pension plan. Blake, David

UK pension fund management after Myners:the hunt for correlation begins. Blake, David

The United Kingdom pension system:key issues. 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. Blake, David

The impact of wealth on consumption and retirement behaviour in the UK. Blake, David

Pensionmetrics 2:stochastic pension plan design during the distribution phase. Blake, David and Cairns, Andrew J. G. and Dowd, Kevin

Performance clustering and incentives in the UK pension fund industry. Blake, David and Lehmann, Bruce N. and Timmermann, Allan

International asset allocation with time-varying investment opportunities. Blake, David and Timmermann, Allan

Returns from active management in international equity markets:evidence from a panel of UK pension funds. Blake, David and Timmermann, Allan

Credibility and cheap talk of securities analysts:theory and evidence. Blanes i Vidal, Jordi

The effect of futures market volume on spot market volatility. Board, John and Sandmann, Gleb and Sutcliffe, Charles

The proof of the pudding: the effects of increased trade transparency in the London Stock Exchange. Board, John and Sutcliffe, Charles M. S.

Liquidity in second tier equity markets:evidence from London's Alternative Investment Market (AIM). Board, John and Villa, Anne and Wells, Stephen

Liquidity and best execution in the UK: a comparison of SETS and Tradepoint. Board, John and Wells, S.

Market maker performance: the search for fair weather market makers. Board, John L. G. and Sutcliffe, Charles M. S and Vila, Anne F.

Dennis Holme Robertson (1890–1963). Boianovsky, Mauro and Goodhart, Charles

A dilution cost approach to financial intermediation and securities markets. Bolton, Patrick and Feixas, Xavier

Equity, bonds and bank debt: capital structure and financial market equilibrium under asymmetric information. Bolton, Patrick and Freixas, Xavier

How long can firms survive in the Covid-19 crisis? Bosio, Erica and Djankov, Simeon

How to restart the economy after Covid-19. Bosio, Erica and Djankov, Simeon

It’s time for a recovery plan. Bosio, Erica and Djankov, Simeon

When economic informality is high, cash transfers may be the best covid response. Bosio, Erica and Djankov, Simeon

The simplest way to unlock $4.65 trillion in liquidity for firms. Bosio, Erica and Djankov, Simeon and Galiano, Emilia and Reyes, Nathalie

Public procurement in law and practice. Bosio, Erica and Djankov, Simeon and Glaeser, Edward and Shleifer, Andrei

Public procurement in law and practice. Bosio, Erica and Djankov, Simeon and Glaeser, Edward and Shleifer, Andrei

Survival of firms during economic crisis. Bosio, Erica and Djankov, Simeon and Jolevski, Filip and Ramalho, Rita

Risk models–at–risk. Boucher, Christophe M. and Danielsson, Jon and Kouontchou, Patrick S. and Maillet, Bertrand B.

Robust forecasting of dynamic conditional correlation GARCH models. Boudt, Kris and Danielsson, Jon and Laurent, Sebastien

Transparency in the financial system:rollover risk and crises. Bouvard, Matthieu and Chaigneau, Pierre and Motta, Adolfo

ART versus reinsurance:the disciplining effect of information insensitivity. Brandts, Silke and Laux, Christian

You might as well be hung for a sheep as a lamb:the loss function of an agent. Bray, Margaret and Goodhart, Charles

Geography, non-homotheticity, and industrialization: a quantitative analysis. Breinlich, Holger and Cuñat, Alejandro

Human capital and international portfolio diversification: a reappraisal. Bretscher, Lorenzo and Julliard, Christian and Rosa, Carlo

R&D intensity and finance:are innovative firms financially constrained? Brown, Ward

Financing constraints and inventories. Brown, Ward and Haegler, Urs

Corporate bond prices and co-ordination failure. Bruche, Max

Estimating structural bond pricing models via simulated maximum likelihood. Bruche, Max

A structural model of corporate bond pricing with co-ordination failure. Bruche, Max

Recovery rates, default probabilities and the credit cycle. Bruche, Max and Gonzalez-Aguado, Carlos

Walking wounded or living dead? Making banks foreclose bad loans. Bruche, Max and Llobet, Gerard

Pipeline risk in leveraged loan syndication. Bruche, Max and Malherbe, Frederic and Meisenzahlimeon, Ralf

Debt maturity and the liquidity of secondary debt markets. Bruche, Max and Segura, Anatoli

Buy on rumours - sell on news:a manipulative trading strategy. Brunnermeier, Markus

On bounded rationality and risk aversion. Brunnermeier, Markus

Contrasting different forms of price stickiness:an analysis of exchange rate overshooting and the beggar thy neighbour policy. Brunnermeier, Markus and Grafe, Clemens

The fundamental principles of financial regulation. Brunnermeier, Markus K. and Crockett, Andrew and Goodhart, Charles and Persaud, Avinash and Shin, Hyun Song

Money illusion and housing frenzies. Brunnermeier, Markus K. and Julliard, Christian

Money illusion and housing frenzies. Brunnermeier, Markus K. and Julliard, Christian

Money illusion and housing frenzies. Brunnermeier, Markus K. and Julliard, Christian

Money illusion and housing frenzies. Brunnermeier, Markus K. and Julliard, Christian

Optimal expectations. Brunnermeier, Markus K. and Parker, Jonathan A.

Market liquidity and funding liquidity. Brunnermeier, Markus K. and Pedersen, Lasse Heje

Predatory trading. Brunnermeier, Markus K. and Pederson, Lasse Heje

Corporate governance and regulation:can there be too much of a good thing? Bruno, Valentina G. and Claessens, Stijn

Multivariate density estimation using dimension reducing information and tail flattening transformations. Buch-Kromann, Tine and Guillén, Montserrat and Linton, Oliver and Nielsen, Jens Perch

Central banks and financial crises. Buiter, Willem H.

Lessons from the global financial crisis for regulators and supervisors. Buiter, Willem H.

Negative nominal interest rates: three ways to overcome the zero lower bound. Buiter, Willem H.

In-kind finance. Burkart, Mike and Ellingsen, Tore

Minority blocks and takeover premia. Burkart, Mike and Gromb, Denis and Panunzi, Fausto

Agency conflicts, ownership concentration, and legal shareholder protection. Burkart, Mike and Panunzi, Fausto

Talk of a nonexistent ‘tide of hate’ against EU migrants does nothing to help their cause. Butcher, Jim

Barriers to pension scheme participation in small and medium sized enterprises. Byrne, Alistair and Harrison, Debbie and Blake, David

Financial constraints, precautionary saving and firm dynamics. Caggese, Andrea

Financing constraints, irreversibility, and investment dynamics. Caggese, Andrea

Financing constraints and fixed-term employment contracts. Caggese, Andrea and Cuñat, Vicente

Financing constraints, firm dynamics, export decisions, and aggregate productivity. Caggese, Andrea and Cuñat, Vicente

Financing constraints, firm dynamics, export decisions, and aggregate productivity. Caggese, Andrea and Cuñat, Vicente

Richard Sidney Sayers (1908–1989). Cairncross, Alec and Goodhart, C. A. E.

Stochastic lifestyling:optimal dynamic asset allocation for defined contribution pension plans. Cairns, Andrew J. G. and Blake, David and Dowd, Kevin

Constrained indirect inference estimation. Calzorali, Giorgio and Fiorentini, Gabriele and Sentana, Enrique

Intergenerational risksharing and equilibrium asset prices. Campbell, John Y. and Nosbusch, Yves

UK annuity rates and pension replacement ratios 1957-2002. Cannon, Edmund and Tonks, Ian

The future of central banking: the tercentenary symposium of the Bank of England. Capie, Forrest and Fischer, Stanley and Goodhart, Charles and Schnadt, Norbert

Bank moral hazard and market discipline. Carletti, Elena

The structure of bank relationships, endogenous monitoring and loan rates. Carletti, Elena

Multiple-bank lending: diversification and free-riding in monitoring. Carletti, Elena and Cerasi, Vittoria and Daltung, Sonja

More efficient kernel estimation in nonparametric regression with autocorrelated errors. Carroll, Raymond J and Linton, Oliver and Mammen, Enno and Xiao, Zhijie

Cash flow vs. collateral-based credit: performance of micro, small and medium-sized firms in transition economies. Cassano, Francesca and Jõeveer, Karin and Svejnar, Jan

Procyclicality and the new Basel Accord–banks’ choice of loan rating system. Catarineu-Rabell, Eva and Jackson, Patricia and Tsomocos, Dimitrios P.

Investors' horizons and the amplification of market shocks. Cella, Cristina and Ellul, Andrew and Giannetti, Mariassunta

Close relationships between banks and firms:is it good or bad? Cerasi, Vittoria and Daltung, Sonja

Diversification and delegation in firms. Cerasi, Vittoria and Daltung, Sonja

Financial structure, managerial compensation and monitoring. Cerasi, Vittoria and Daltung, Sonja

Multi-asset noisy rational expectations equilibrium with contingent claims. Chabakauri, Georgy and Yuan, Kathy and Zachariadis, Konstantinos

Aversion to the variability of pay and optimal incentive contracts. Chaigneau, Pierre

Explaining the structure of CEO incentive pay with decreasing relative risk aversion. Chaigneau, Pierre

The effect of risk preferences on the valuation and incentives of compensation contracts. Chaigneau, Pierre

The optimal timing of executive compensation. Chaigneau, Pierre

Downside risk neutral probabilities. Chaigneau, Pierre and Eeckhoudt, Louis

The effect of monitoring on CEO pay practices in a matching equilibrium. Chaigneau, Pierre and Sahuguet, Nicolas

The structure of CEO pay:pay-for-luck and stock-options. Chaigneau, Pierre and Sahuguet, Nicolas

Regime switching in volatilities and correlation between stock and bond markets. Chen, Runquan

Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates. Chen, Xiaohong and Fan, Yanqin and Patton, Andrew J.

An estimation of economic models with recursive preferences. Chen, Xiaohong and Favilukis, Jack and Ludvigson, Sydney C.

The estimation of conditional densities. Chen, Xiaohong and Linton, Oliver and Robinson, Peter

Estimation of semiparametric models when the criterion function is not smooth. Chen, Xiaohong and Linton, Oliver and Van Keilegom, Ingrid

Are there Monday effects in stock returns:a stochastic dominance approach. Cho, Young-Hyun and Linton, Oliver and Whang, Yoon-Jae

Averting financial crisis. Chwieroth, Jeffrey and Danielsson, Jon

Political challenges of the macroprudential agenda. Chwieroth, Jeffrey and Danielsson, Jon

Optimal monetary policy rules in a rational expectations model of the Phillips curve. Clark, Peter and Goodhart, C. A. E. and Huang, Haizhou

Optimal monetary policy rules in a rational expectations model of the Phillips curve. Clark, Peter B. and Goodhart, Charles A. E. and Huang, Haizhou

Defined benefit or defined contribution?: a study of pension choices. Cocco, Joao F. and Lopes, Paula

Defined benefit or defined contribution?:An empirical study of pension choices. Cocco, Joao F. and Lopes, Paula

In defence of usury laws. Coco, Giuseppe and de Meza, David

Information linkages and correlated trading. Colla, Paolo and Mele, Antonio

A structured GARCH model of daily equity return volatility. Connor, Gregory

Efficient estimation of a semiparametric characteristic-based factor model of security returns. Connor, Gregory and Hagmann, Matthias and Linton, Oliver

The common and specific components of dynamic volatility. Connor, Gregory and Korajczyk, R. and Linton, Oliver

Semiparametric estimation of a characteristic-based factor model of common stock returns. Connor, Gregory and Linton, Oliver

Tests of the Fama and French model in India. Connor, Gregory and Sehgal, Sanjay

An Introduction to hedge funds. Connor, Gregory and Woo, Mason

Asset pricing tests with long run risks in consumption growth. Constantinides, George M. and Ghosh, Anisha

Speculative attacks with multiple sources of public information. Cornand, Camille and Heinemann, Frank

Ex-ante efficiency of bankruptcy procedures. Cornelli, Francesca and Felli, Leonardo

How to sell a (bankrupt) company? Cornelli, Francesca and Felli, Leonardo

How to sell a (bankrupt) company? Cornelli, Francesca and Felli, Leonardo

Revenue efficiency and change of control:the case of bankruptcy. Cornelli, Francesca and Felli, Leonardo

The theory of bankruptcy and mechanism design. Cornelli, Francesca and Felli, Leonardo

Macroeconomic determinants of stock market returns, volatility and volatility risk-premia. Corradi, Valentina and Distaso, Walter and Mele, Antonio

Does one Soros make a difference? A theory of currency crises with large and small traders. Corsetti, Giancarlo and Dasgupta, Amil and Morris, Stephen and Shin, Hyun Song

Direct versus indirect taxation: the design of the tax structure revisited. Cremer, Helmuth and Pestieau, Pierre and Rochet, Jean-Charles

On the (Ir)relevancy of value-at-risk regulation. Cumperayot, Phornchanok J. and Danielsson, Jon and Jorgensen, Bjorn N. and Vries, Casper G.

Concedieron las cajas “buenas” créditos “malos”? Gobierno corporativo, capital humano y carteras de créditos (Did good cajas extend bad loans? governance, human capital and loan portfolios). Cunat, Vicente and Garicano, Luis

When support/resistance levels are broken, can profits be made? Evidence from the foreign exchange market. Curcio, Riccardo and Goodhart, C. A. E.

Determinantes del plazo de endeudamiento de las empresas españolas. Cuñat, Vicente

Trade credit: suppliers as debt collectors and insurance providers. Cuñat, Vicente

The reform of the Spanish labour market is politically costly, and will only bring minor economic changes. Cuñat, Vicente

Corporate governance and value: evidence from “close calls” on shareholder governance proposals. Cuñat, Vicente and Gine, Mireia and Guadalupe, Maria

The vote is cast: the effect of corporate governance on shareholder value. Cuñat, Vicente and Gine, Mireia and Guadalupe, Maria

The vote is cast: the effect of corporate governance on shareholder value. Cuñat, Vicente and Gine, Mireia and Guadalupe, Maria

Say pays! Shareholder voice and firm performance. Cuñat, Vicente and Giné, Mireia and Guadalupe, Maria

The vote is cast:the effect of corporate governance on shareholder value. Cuñat, Vicente and Giné, Mireia and Guadalupe, Maria

Shocks to the cost of borrowing and capital structure. Cuñat, Vicente and Gonzalez-Iturriaga, Claudio

Executive compensation and competition in the banking and financial sectors. Cuñat, Vicente and Guadalupe, Maria

Executive compensation and competition in the banking and financial sectors. Cuñat, Vicente and Guadalupe, Maria

Globalization and the provision of incentives inside the firm: the effect of foreign competition. Cuñat, Vicente and Guadalupe, Maria

How does product market competition shape incentive contracts? Cuñat, Vicente and Guadalupe, Maria

Corporate walkout decisions and the value of default. Dahlström, Tom and Mella-Barral, Pierre

Blame the models. Danielsson, Jon

European leaders have let their own hubris dominate their response to the Greek crisis. A total bailout of Greece would only cost the European Union 2 per cent of its GDP. Danielsson, Jon

Financial risk forecasting: the theory and practice of forecasting market risk with implementation in R and Matlab. Danielsson, Jon

Global financial systems: stability and risk. Danielsson, Jon

Iceland, Greece and political hectoring. Danielsson, Jon

Iceland’s post-Crisis economy: A myth or a miracle? Danielsson, Jon

Post-crisis banking regulation:evolution of economic thinking as it happened on Vox. Danielsson, Jon

What the Swiss FX shock says about risk models. Danielsson, Jon

The new market-risk regulations. Danielsson, Jon

Post-crisis banking regulation: evolution of economic thinking as it happened on Vox. Danielsson, Jon and Bair, Sheila and Shin, Hyun Song and Borio, Claudio and Ratnovski, Lev and Boot, Arnoud and Goodhart, Charles and Zamil, Raihan and Hagendorff, Jens and Vallascas, Francesco and Gersbach, Hans and Calomiris, Charles W. and Persaud, Avinash and Atkinson, Paul E. and Blundell-Wignall, Adrian and Schmitz, Stefan W. and Laeven, Luc and Levine, Ross and Hoshi, Takeo and Bremus, Franziska and Buch, Claudia M. and Russ, Katheryn and Schnitzer, Monika and Cabellero, Ricardo and Claessens, Stijn and Pozsar, Zoltan and Singh, Manmohan and Čihák, Martin and Nier, Erlend W. and Igan, Deniz and Mishra, Prachi and Tressel, Thierry and Perotti, Enrico and Spagnolo, Giancarlo

Tail index estimation:quantile driven threshold selection. Danielsson, Jon and Ergun, Lerby M. and Haan, Laurens de and Vries, Casper G. de

The macro-micro conflict. Danielsson, Jon and Fouché, Morgane and Macrae, Robert

Sanctions, war, and systemic risk in 1914 and 2022. Danielsson, Jon and Goodhart, C. A. E. and Macrae, Robert

Can we prove a bank guilty of creating systemic risk? A minority report. Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur

Can we prove a bank guilty of creating systemic risk? A minority report. Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur

Can we prove a bank guilty of creating systemic risk? A minority report. Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur

Dealing with systematic risk when we measure it badly. Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur

Model risk and the implications for risk management, macroprudential policy, and financial regulations. Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur

Model risk of risk models. Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur

Model risk of systemic risk models. Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur

The value of value at risk: statistical, financial, and regulatory considerations summary of presentation. Danielsson, Jon and Jorgensen, Bjorn N. and De Vries, Casper G.

Fat tails, VaR and subadditivity. Danielsson, Jon and Jorgensen, Bjorn N. and Samorodnitsky, Gennady and Sarma, Mandira and de Vries, Casper G.

Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation. Danielsson, Jon and Jorgensen, Bjorn N. and Vries, Casper G. and Yang, Xiaoguang

Incentives for effective risk management. Danielsson, Jon and Jorgensen, Bjorn N. and de Vries, Casper G.

Subadditivity re–examined:the case for value-at-risk. 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. Danielsson, Jon and Jorgensen, Bjørn N. and Sarma, Mandira and Vries, C. G. de

Solvency II: three principles to respect. Danielsson, Jon and Koijen, Ralph S.J. and Laeven, Roger and Perotti, Enrico

Why Iceland can now remove capital controls. Danielsson, Jon and Kristjánsdóttir, Ásdís

Feedback trading. Danielsson, Jon and Love, Ryan

Exchange rate determination and inter–market order flow effects. Danielsson, Jon and Luo, Jinhui and Payne, Richard

Exchange rate determination and inter–market order flow effects. Danielsson, Jon and Luo, Jinhui and Payne, Richard

The fatal flaw in macropru: it ignores political risk. Danielsson, Jon and Macrae, Robert

Why macropru can end up being procyclical. Danielsson, Jon and Macrae, Robert and Tsomocos, Dimitrios P. and Zigrand, Jean-Pierre

Europe’s proposed capital markets union: disruption will drive investment and innovation. Danielsson, Jon and Micheler, Eva and Neugebauer, Katja and Uthemann, Andreas and Zigrand, Jean-Pierre

On the impact of fundamentals, liquidity and coordination on market stability. Danielsson, Jon and Penaranda, Francisco

On the impact of fundamentals, liquidity, and coordination on market stability. Danielsson, Jon and Peñaranda, Francisco

Liquidity determination in an order driven market. Danielsson, Jon and Pyne, Richard

Anatomy of a market crash:a market microstructure analysis of the Turkish overnight liquidity crisis. Danielsson, Jon and Saltoglu, Burak

The impact of risk regulation on price dynamics. Danielsson, Jon and Shin, Hyun Song and Zigrand, Jean-Pierre

Everybody right, everybody wrong: plural rationalities in macroprudential regulation. Danielsson, Jon and Tsanakas, Andreas

Financial volatility and economic growth, 1870-2016. Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur

Learning from history:volatility and financial crises. Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur

Volatility, financial crises and Minsky's hypothesis. Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur

Value-at-risk and extreme returns. Danielsson, Jon and Vries, C. G. de

Why risk is hard to measure. Danielsson, Jon and Zhou, Chen

Are asset managers systemically important? Danielsson, Jon and Zigrand, Jean-Pierre

Equilibrium asset pricing with systemic risk. Danielsson, Jon and Zigrand, Jean-Pierre

Equilibrium asset pricing with systemic risk. Danielsson, Jon and Zigrand, Jean-Pierre

On time-scaling of risk and the square–root–of–time rule. Danielsson, Jon and Zigrand, Jean-Pierre

Regulating hedge funds. Danielsson, Jon and Zigrand, Jean-Pierre

A proposed research and policy agenda for systemic risk. Danielsson, Jon and Zigrand, Jean-Pierre

Consistent measures of risk. Danielsson, Jon and Zigrand, Jean-Pierre and Jorgensen, Bjørn N. and Sarma, Mandira and de Vries, C. G.

Fat tails, VaR and subadditivity. Danielsson, Jon and de Vries, Casper G. and Jorgensen, Bjorn and Samorodnitsky, Gennady and Mandira, Sarma

Coordination and delay in global games. Dasgupta, Amil

Coordination, learning, and delay. Dasgupta, Amil

Financial contagion through capital connections: a model of the origin and spread of bank panics. Dasgupta, Amil

Financial contagion through capital connections:a model of the origin and spread of bank panics. Dasgupta, Amil

Does one Soros make a difference? A theory of currency crises with large and small traders. Dasgupta, Amil and Corsetti, Giancarlo and Morris, Stephen and Shin, Hyun Song

An intersection property of sylow 2-subgroups in non-solvable groups. Dasgupta, Amil and Feldman, Arnold D

Regionality revisited:an examination of the direction of spread of currency crises. Dasgupta, Amil and Leon-Gonzalez, Roberto and Shortland, Anja

Career concerns in financial markets. Dasgupta, Amil and Prat, Andrea

Efficient dynamic coordination with individual learning. Dasgupta, Amil and Steiner, Jakub and Stewart, Colin

Delegated activism and disclosure. Dasgupta, Amil and Zachariadis, Konstantinos

Creating a single financial market in Europe: What do we mean? Davies, Howard

Credit mechanics:a precursor to the current money supply debate. Decker, Frank and Goodhart, C. A. E.

Credit mechanics:a precursor to the current money supply debate. Decker, Frank and Goodhart, C. A. E.

Wilhelm Lautenbach’s credit mechanics – a precursor to the current money supply debate. Decker, Frank and Goodhart, Charles A. E.

Covid-19:an opportunity to digitise property transactions. Delion, Marie and Djankov, Simeon

A common risk factor and the correlation between equity and corporate bond returns. Demirovic, Amer and Kabiri, Ali and Tuckett, David and Nyman, Rickard

Financing entrepreneurs:optimal contracts and the role of intermediaries. Dessi, Roberta

Implicit contracts, managerial incentives and financial structure. Dessi, Roberta

Debt, incentives and performance:evidence from UK panel data. Dessi, Roberta and Robertson, Donald

Reforming public pensions in the US and the UK. Diamond, Peter

Search, sticky prices and deflation. Diamond, Peter and Felli, Leonardo

COVID-19 hurt women’s employment the hardest. Djankov, Simeon

Changing bankruptcy law has given firms time to adapt and recover. Djankov, Simeon

The City of London after Brexit. Djankov, Simeon

Corporate tax cuts:examining the record in advanced economies. Djankov, Simeon

The Doing Business project: how it started: correspondence. Djankov, Simeon

EU migrants: going home with skills, acumen and higher expectations. Djankov, Simeon

Firms in emerging markets fall to Covid-19. Djankov, Simeon

Five things the French and German recovery plans have in common (and what’s missing). Djankov, Simeon

Is red tape a reason to quit the EU? Hardly. Djankov, Simeon

Moving property sales online could give developing economies a boost. Djankov, Simeon

Reviving tourism in the covid era:bungs, tax cuts and no more tour buses. Djankov, Simeon

The biggest threat to the City of London is now uncertainty. Djankov, Simeon

The divergent postcommunist paths to democracy and economic freedom. Djankov, Simeon

The new global tax deal arrives (but expect bumps ahead). Djankov, Simeon

Facing the refugee challenge:a view from Moldova. Djankov, Simeon and Cozonac, Eugeniu

Less red tape, more local entrepreneurship and fdi:the path to Covid-19 recovery. Djankov, Simeon and Georgieva, Dorina and Maemir, Hibret

Less red tape, more local entrepreneurship and foreign direct investment:the path to recovery. Djankov, Simeon and Georgieva, Dorina and Maemir, Hibret

Regulatory reforms:the silver lining after covid-19. Djankov, Simeon and Georgieva, Dorina and Maemir, Hibret

Business regulation and poverty. Djankov, Simeon and Georgieva, Dorina and Ramalho, Rita

Determinants of regulatory reform. Djankov, Simeon and Georgieva, Dorina and Ramalho, Rita

Property rights and urban form. Djankov, Simeon and Glaeser, Edward and Perotti, Valeria and Shleifer, Andrei

The post-communist transition at 30. Djankov, Simeon and Jolevski, Filip

What’s at stake for women in Argentina. Djankov, Simeon and Lehmann, Karolin

The gap between perceptions and outcomes of women's rights in the United Arab Emirates. Djankov, Simeon and Lehmann, Karolin

The meandering path of gender reform in Africa. Djankov, Simeon and Lehmann, Karolin

Some evidence of regulatory convergence. Djankov, Simeon and Luksic, Igor and Zhang, Eva

Technology as deregulation. Djankov, Simeon and Luksic, Igor and Zhang, Eva

How governments can ease the entry of ‘recovery entrepreneurs’. Djankov, Simeon and Meunier, Frederic

Communism as the unhappy coming. Djankov, Simeon and Nikolova, Elena

Remittances, a lifeline for many countries, have shown resilience during COVID. Djankov, Simeon and Sarsenbayev, Madi

Gender-based violence blocks Pakistan's economic development. Djankov, Simeon and Siddique, Emaan

Are U.S. sanctions off-target:evidence from the Magnitsky act. Djankov, Simeon and Su, Meng

The targeting of economic sanctions. Djankov, Simeon and Su, Meng

Countries inch towards legal gender equality. Djankov, Simeon and Zhang, Eva (Yiwen)

Gendered laws curb Olympic success. Djankov, Simeon and Zhang, Eva (Yiwen)

Gendered laws curb Olympic success. Djankov, Simeon and Zhang, Eva (Yiwen)

Business regulations and poverty. Djankov, Simeon and Georgieva, Dorina and Ramalho, Rita

Some evidence of regulatory convergence. Djankov, Simeon and Luksic, Igor and Zhang, Eva (Yiwen)

Informed trading, investment, and welfare. Dow, James and Rahi, Rohit

Should speculators be taxed? Dow, James and Rahi, Rohit

Long-term value at risk. Dowd, Kevin and Blake, David and Cairns, Andrew

Is cash becoming technologically outmoded? Or does it remain necessary to facilitate "bad behaviour"? An empirical investigation into the determinants of cash holdings. Drehman, Matthias and Goodhart, C. A. E.

Financial market innovation and security design: an introduction. Duffie, Darrell and Rahi, Rohit

After-hours trading in equity futures markets. Dungey, Mardi and Fakhrutdinova, Luba and Goodhart, Charles

Excessive continuation and dynamic agency costs of debt. Décamps, Jean-Paul and Faure-Grimaud, Antoine

Short-term and long-term government debt and non-resident interest withholding taxes. Eijffinger, Sylvester and Huizinga, Harry and Lemmen, Jan

The dealers ride again:volatility and order flow dynamics in a hybrid market. Ellul, Andrew

A comprehensive test of order choice theory:recent evidence from the NYSE. Ellul, Andrew and Holden, Craig W. and Jain, Pankaj and Jennings, Robert

Transparency, tax pressure and access to finance. Ellul, Andrew and Jappelli, Tullio and Pagano, Marco and Panunzi, Fausto

Is historical cost accounting a panacea? Market stress, incentive distortions, and gains trading. Ellul, Andrew and Jotikasthira, Chotibhak and Lundblad, Christian and Wang, Yihui

Opening and closing the market:evidence from the London Stock Exchange. Ellul, Andrew and Shin, Hyun Song and Tonks, Ian

What good is a volatility model? Engle, Robert F. and Patton, Andrew J.

Liquidity and credit risk. Ericsson, Jan and Renault, Olivier

Eurobond underwriter spreads. Esho, Neil and Kollo, Michael G. and Sharpe, Ian G.

Endogenous state prices, liquidity, default, and the yield curve. Espinoza, Raphael A. and Goodhart, Charles and Tsomocos, Dimitrios P.

State prices, liquidity, and default. Espinoza, Raphael A. and Goodhart, Charles and Tsomocos, Dimitrios P.

Systemic implications of the bail-in design. Farmer, J. Doyne and Goodhart, C. A. E. and Kleinnijenhuis, Alissa M.

Systemic implications of the bail-in design:a precis of our main text. Farmer, J. Doyne and Goodhart, C. A. E. and Kleinnijenhuis, Alissa M.

The current bail-in design does not resolve the too-big-to-fail problem. Farmer, J. Doyne and Goodhart, C. A. E. and Kleinnijenhuis, Alissa M.

Product market competition and optimal debt contracts: the limited liability effect revisited. Faure-Grimaud, Antoine

Public trading and private incentives. Faure-Grimaud, Antoine

Using stock price information to regulate firms. Faure-Grimaud, Antoine

The regulation of predatory firms. Faure-Grimaud, Antoine

Corporate governance in the UK:is the comply-or-explain approach working? Faure-Grimaud, Antoine and Arcot, Sridhar and Bruno, Valentina G.

The debt hangover Renegotiation with noncontractible investment. Faure-Grimaud, Antoine and Bhattacharya, Sudipto

Dynamic adverse selection and debt. Faure-Grimaud, Antoine and Chemla, Gilles

Conglomerate entrenchment under optimal financial contracting. Faure-Grimaud, Antoine and Inderst, Roman

Conglomerate entrenchment under optimal financial contracting. Faure-Grimaud, Antoine and Inderst, Roman

Collusion, delegation and supervision with soft information. Faure-Grimaud, Antoine and Laffont, Jean-Jacques and Martimort, David

The endogenous transaction costs of delegated auditing. Faure-Grimaud, Antoine and Laffont, Jean-Jacques and Martimort, David

A theory of supervision with endogenous transaction costs. Faure-Grimaud, Antoine and Laffont, Jean-Jacques and Martimort, David

Optimal debt contracts and the single-crossing condition. Faure-Grimaud, Antoine and Mariotti, Thomas

On some agency costs of intermediated contracting. Faure-Grimaud, Antoine and Martimort, David

The ownership of ratings. Faure-Grimaud, Antoine and Peyrache, Eloic and Quesada, Lucia

Dynamic yardstick mechanisms. Faure-Grimaud, Antoine and Reiche, S.

Inequality, stock market participation, and the equity premium. Favilukis, Jack

Turnovers and asymptotic behavior of workers. Felli, Leonardo

Costly bargaining and renegotiation. Felli, Leonardo and Anderlini, Luca

Transaction costs and the robustness of the Coase Theorem. Felli, Leonardo and Anderlini, Luca

Undescribable events. Felli, Leonardo and Anderlini, Luca and Al-Najjar, Nabil

Legal institutions, innovation and growth. Felli, Leonardo and Anderlini, Luca and Immordino, Giovanni and Riboni, Alessandro

Why stare decisis? Felli, Leonardo and Anderlini, Luca and Riboni, Alessandro

Child adoption matching: preferences for gender and race. Felli, Leonardo and Baccara, Mariagiovanna and Collard-Wexler, Allan and Yariv, Leeat

Firm-specific training. Felli, Leonardo and Harris, Christopher

Job matching, learning and the distribution of surplus. Felli, Leonardo and Harris, Christopher

Learning, wage dynamics, and firm-specific human capital. Felli, Leonardo and Harris, Christopher

A note on G. Bertola and L. Felli (1993) “Job matching and the distribution of surplus” Ricerche Economiche, 47, 65–92. Felli, Leonardo and Harris, Christopher

Preventing collusion through discretion. Felli, Leonardo and Hortala-Vallve, R.

Do marginal employment subsidies increase re-employment probabilities? Felli, Leonardo and Ichino, Andrea

Competition and trust: evidence from German car manufacturers. Felli, Leonardo and Koenen, Johannes and Stahl, Konrad O

Endogenous lobbying. Felli, Leonardo and Merlo, Antonio

Endogenous lobbying. Felli, Leonardo and Merlo, Antonio

Endogenous lobbying. Felli, Leonardo and Merlo, Antonio

If you cannot get your friends elected, lobby your enemies. Felli, Leonardo and Merlo, Antonio

Technological innovations slumps and booms. Felli, Leonardo and Ortalo-Magné, François

Technological innovations:slumps and booms. Felli, Leonardo and Ortalo-Magné, François

Competition and hold-ups. Felli, Leonardo and Roberts, Kevin

Does competition solve the hold-up problem? Felli, Leonardo and Roberts, Kevin

Does competition solve the hold-up problem? Felli, Leonardo and Roberts, Kevin W. S.

Renegotiation and collusion in organizations. Felli, Leonardo and Villas-Boas, J. Miguel

Friendships in vertical relations. Felli, Leonardo and Villas-Boas, J.M.

Switching monetary policy regimes and the nominal term structure. Ferman, Marcelo

Shareholder empowerment and bank bailouts. Ferreira, Daniel and Kershaw, David and Kirchmaier, Thomas and Schuster, Edmund-Philipp

Measuring management insulation from shareholder pressure. Ferreira, Daniel and Kershaw, David and Kirchmaier, Tom and Schuster, Edmund-Philipp

Corporate boards in Europe: size, independence and genderdiversity. Ferreira, Daniel and Kirchmaier, Thomas

Likelihood-based estimation of latent generalised ARCH structures. Fiorentini, Gabriele and Sentana, Enrique and Shephard, Neil

Introduction to the special issue on inverse problems. Florens, Jean-Pierre and Linton, Oliver

Certainty equivalence in the continuous-time-portfolio-cum-saving-model. Foldes, Lucien

Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. Foldes, Lucien

Continuous time optimal stochastic growth:local martingales, transversality and existence. Foldes, Lucien

Discussion of professor Borch's paper 'the theory of risk'. Foldes, Lucien

Domestic air transport policy - part ii. Foldes, Lucien

Domestic air transport policy. Part i. Foldes, Lucien

Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments. Foldes, Lucien

Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments. Foldes, Lucien

Expected utility and continuity. Foldes, Lucien

Imperfect capital markets and the theory of investment. Foldes, Lucien

Income redistribution in money and in kind. Foldes, Lucien

Inflation and financial accounts: the treatment of loan capital. Foldes, Lucien

Iron and steel prices. Foldes, Lucien

Martingale conditions for optimal saving: discrete time. Foldes, Lucien

Optimal saving and risk in continuous time. Foldes, Lucien

Optimal saving and risk in continuous time. Foldes, Lucien

Optimal sure portfolio plans. Foldes, Lucien

Optimal sure portfolio plans. Foldes, Lucien

Redistribution: a reply. Foldes, Lucien

Some comments on the theory of monopoly. Foldes, Lucien

Uncertainty, probability and potential surprise. Foldes, Lucien

Valuation and martingale properties of shadow prices: an exposition. Foldes, Lucien

The control of nationalised industries. Foldes, Lucien

The delegation of authority to spend. Foldes, Lucien

A determinate model of bilateral monopoly. Foldes, Lucien

The effect of connection charges on the number of connections and on the prices and rents of houses. Foldes, Lucien

A note on individualistic explanations. Foldes, Lucien

A note on redistribution. Foldes, Lucien

The optimal consumption function in a Brownian model of accumulation part a: the consumption function as solution of a boundary value problem. Foldes, Lucien

The optimal consumption function in a Brownian model of accumulation. Part a: the consumption function as solution of a boundary value problem. Foldes, Lucien

The optimal consumption function in a Brownian model of accumulation. Part b: existence of solutions of boundary value problems. Foldes, Lucien

A note on the arrow-lind theorem. Foldes, Lucien and Rees, R.

Quarterly returns to U.K. equities 1919-70. Foldes, Lucien and Watson, Pauline

Quarterly returns to UK equities 1919-1970. Foldes, Lucien and Watson, Pauline

Quarterly returns to investment in ordinary shares, 1919-1970. Foldes, Lucien and Watson, Pauline

Quarterly returns to treasury bills: U.K. and U.S. 1926-75. Foldes, Lucien and Watson, Pauline

Time series analysis of UK and US equity portfolios 1926-70. Foldes, Lucien and Watson, Pauline

55 iron and steel companies, 1948-59. Foldes, Lucien and Wilson, S. S.

Financial volatility and economic activity. Fornari, Fabio and Mele, Antonio

Recovering the probability density function of asset prices using garch as diffusion approximations. Fornari, Fabio and Mele, Antonio

Volatility smiles and the information content of news. Fornari, Fabio and Mele, Antonio

Central bank reputation and conservativeness. Frantianni, Michele and Huang, Haizhou

Optimal bail out policy, conditionality and creative ambiguity. Freixas, Xavier

Dealer liquidity in an auction market:evidence fom the London Stock Exchange. Friederich, Sylvain and Payne, Richard

Crisis costs and debtor discipline:the efficacy of public policy in sovereign debt crises. Gai, Prasanna and Hayes, Simon and Shin, Hyun Song

Liquidity hoarding. Gale, Douglas and Yorulmazer, Tanju

Organizational diseconomies in the mutual fund industry. Garavito, Fabian

Pareto-improving asymmetric information in a dynamic insurance market. Garidel, Thomas

What do internal capital markets do? Redistribution vs. incentives. Gautier, Axel and Heider, Florian

Shareholders’ votes on CEO pay focus mostly on top-line figures. Gerner-Beuerle, Carsten and Kirchmaier, Thomas

Consistent estimation of the risk-return tradeoff in the presence of measurement error. Ghosh, Anisha and Linton, Oliver

Conservatism, optimal disclosure policy, and the timeliness of financial reports. Gigler, Frank B. and Hemmer, Thomas

Aggregate implications of defined benefit and defined contribution systems. Gomes, Francisco and Michaelides, Alexander

Asset pricing with limited risk sharing and heterogeneous agents. Gomes, Francisco and Michaelides, Alexander

Asset pricing with limited risk sharing and heterogeneous agents. Gomes, Francisco and Michaelides, Alexander

Asset pricing with limited risk sharing and heterogeneous agents. Gomes, Francisco and Michaelides, Alexander

Optimal life-cycle asset allocation: understanding the empirical evidence. Gomes, Francisco and Michaelides, Alexander

Optimal life-cycle asset allocation:understanding the empirical evidence. Gomes, Francisco and Michaelides, Alexander

Portfolio choice with internal habit formation: a life-cycle model with uninsurable labour income risk. Gomes, Francisco and Michaelides, Alexander

A human capital explanation for an asset allocation puzzle? Gomes, Francisco and Michaelides, Alexander

Optimal savings with taxable and tax-deferred accounts. Gomes, Francisco and Michaelides, Alexander and Polkovnichenko, Valery

Portfolio choice and wealth accumulation with taxable and tax-deferred accounts. Gomes, Francisco and Michaelides, Alexander and Polkovnichenko, Valery

Wealth accumulation and portfolio choice with taxable and tax-deferred accounts. Gomes, Francisco and Michaelides, Alexander and Polkovnichenko, Valery

Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk. Gomes, Francisco J. and Michaelides, Alexander

Block-booking and IPO share allocation:the importance of being ignorant. Gondat-Larralde, Celine and James, Kevin R.

After coronavirus:deflation or inflation? Goodhart, C. A. E.

Book notes:a guide to good money, by Brendan Brown and Robert Pringle. Goodhart, C. A. E.

Book notes:the menace of fiscal QE, by George Selgin. Goodhart, C. A. E.

Book review: Floored! How a misguided Fed experiment deepened and prolonged the Great Recession, by George Selgin. Goodhart, C. A. E.

Book review: what money is and bitcoin isn’t. Goodhart, C. A. E.

Central Bank independence:are the glory days over? Goodhart, C. A. E.

Central bank policies before and after the crisis. Goodhart, C. A. E.

Charles Goodhart:we’re in for a fiscal crisis down the road and we don’t know how to solve it. Goodhart, C. A. E.

Corset put squeeze on banks. Goodhart, C. A. E.

Fall 2021 - a symposium on: Stephen A. Marglin’s Raising Keynes: A Twenty-First Century Theory:C.A.E. Goodhart, Marglin and money: comments on chapter 13, ‘Taking Money Seriously’. Goodhart, C. A. E.

Focus is needed on improving central bank forecasts. Goodhart, C. A. E.

Greying and growing:the investment impact of demographic changes. Goodhart, C. A. E.

Have the regulatory authorities done enough? Goodhart, C. A. E.

Holistic bank regulation. Goodhart, C. A. E.

How competition and the end of credit control came to be. Goodhart, C. A. E.

How did the first Monetary Policy Committee members pursue their mandate? Goodhart, C. A. E.

Inflation after the pandemic:theory and practice. Goodhart, C. A. E.

Interviews:Charles Goodhart. Goodhart, C. A. E.

Learning is a social activity. Goodhart, C. A. E.

Lessons for monetary policy from the Euro-area crisis. Goodhart, C. A. E.

Letter:a simple solution to worrisome debt levels. Goodhart, C. A. E.

Letter:expect inequality to wane as interest rates rise. Goodhart, C. A. E.

Letter:limited liability is crux of the moral hazard problem. Goodhart, C. A. E.

Make executive pay sensitive to losses. Goodhart, C. A. E.

Misdiagnosing risk:a defense of the ‘taxi fable’. Goodhart, C. A. E.

Narrative economics:how stories go viral & drive major economic events, by R. Shiller. Goodhart, C. A. E.

No longer land of the free. Goodhart, C. A. E.

Populism, politics, and central bank independence. Goodhart, C. A. E.

Should central banks abandon single point forecasts? Goodhart, C. A. E.

The direction of global capital flows. Goodhart, C. A. E.

The foreign exchange market:a random walk with a dragging anchor. Goodhart, C. A. E.

The future of inflation. Goodhart, C. A. E.

The future of money and monetary policy. Goodhart, C. A. E.

The numbers game:the slower the workforce grows, the faster wages will rise. Goodhart, C. A. E.

The real problem of economic policy:monetary and fiscal policy can’t remain separate. Goodhart, C. A. E.

The state we're in. Goodhart, C. A. E.

QE: a successful start may be running into diminishing returns. Goodhart, C. A. E. and Ashworth, J. P.

Coronavirus panic fuels a surge in cash demand. Goodhart, C. A. E. and Ashworth, Jonathan

Coronavirus panic fuels a surge in cash demand. Goodhart, C. A. E. and Ashworth, Jonathan

The clustering of bid/ask prices and the spread in the foreign exchange market. Goodhart, C. A. E. and Curcio, Riccardo

When do people trust their government? Goodhart, C. A. E. and Hoang Vu, Ly

A model of the lender of last resort. Goodhart, C. A. E. and Huan, Haizhou

What is the Central Bank's game? Goodhart, C. A. E. and Huang, Haizhou

A simple model of an international lender of last resort. Goodhart, C. A. E. and Huang, Haizhou

Post-Corona balanced-budget super-stimulus:the case for shifting taxes onto land. Goodhart, C. A. E. and Hudson, Michael and Kumhof, Michael and Tideman, Nicolaus

Monetary policy and bank profitability in a low interest rate environment:a follow-up and a rejoinder. Goodhart, C. A. E. and Kabiri, Ali

σαρλς Γκούντχαρτ στην «Κ»:Μαζί μας ο πληθωρισμός μέχρι το 2050. Goodhart, C. A. E. and Kostoulas, Vassilis

Equity Finance:matching liability to power. Goodhart, C. A. E. and Lastra, Rosa

Equity finance:matching liability to power. Goodhart, C. A. E. and Lastra, Rosa

Lender of Last Resort and moral hazard. Goodhart, C. A. E. and Lastra, Rosa

The danger of company debt and what to do about it. Goodhart, C. A. E. and Lastra, Rosa

Equity finance: matching liability to power. Goodhart, C. A. E. and Lastra, Rosa M.

Adjustment mechanisms in a currency area. Goodhart, C. A. E. and Lee, D. J.

Helicopter money in another pandemic recession:Venice, 1630. Goodhart, C. A. E. and Masciandaro, Donato and Ugolini, Stefano

Pandemic recession, helicopter money and central banking:Venice, 1630. Goodhart, C. A. E. and Masciandaro, Donato and Ugolini, Stefano

The slope of the term structure and recessions:evidence from the UK, 1822-2016. Goodhart, C. A. E. and Mills, Terence C. and Capie, Forrest

The need to issue long-dated gilts. Goodhart, C. A. E. and Needham, Duncan

The need for governance-linked state-contingent IMF programmes:a third way for Sri Lanka. Goodhart, C. A. E. and Peiris, M Udara and Tsomocos, Dimitrios P

Debt, recovery rates and the Greek dilemma. Goodhart, C. A. E. and Peiris, M. U. and Tsomocos, D. P.

Corporate legacy debt, inflation, and the efficacy of monetary policy. Goodhart, C. A. E. and Peiris, M. U. and Tsomocos, Dimitrios P and Wang, Xuan

Corporate legacy debt, inflation, and the efficacy of monetary policy. Goodhart, C. A. E. and Peiris, Udara and Tsomocos, Dimitrios P. and Wang, Xuan

Corporate legacy debt, inflation, and the efficacy of monetary policy. Goodhart, C. A. E. and Peiris, Udara and Tsomocos, Dimitrios P. and Wang, Xuan

The City of Glasgow Bank failure and the case for liability reform. Goodhart, C. A. E. and Postel-Vinay, Natacha

Aging China will bring the world into another globalization. Goodhart, C. A. E. and Pradhan, Manoj

Demography still shaping China. Goodhart, C. A. E. and Pradhan, Manoj

Future imperfect after coronavirus. Goodhart, C. A. E. and Pradhan, Manoj

Inflation:what went wrong, and why? Goodhart, C. A. E. and Pradhan, Manoj

What may happen when central banks wake up to more persistent inflation? Goodhart, C. A. E. and Pradhan, Manoj

The great demographic reversal:ageing societies, waning inequality, and an inflation revival. Goodhart, C. A. E. and Pradhan, Manoj

The great demographic reversal:ageing societies, waning inequality, and an inflation revival. Goodhart, C. A. E. and Pradhan, Manoj

A snapshot of Central Bank (two year) forecasting:a mixed picture. Goodhart, C. A. E. and Pradhan, Manoj

A snapshot of Central Bank (two-year) forecasting:a mixed picture. Goodhart, C. A. E. and Pradhan, Manoj

Macro-modelling, default and money. Goodhart, C. A. E. and Romanidis, Nikolas and Tsomocos, Dimitri and Shubik, Martin

A note on the differences between European and international methodologies of banking regulation and supervision. Goodhart, C. A. E. and Sato, Hideki

Time inconsistency in recent monetary policy. Goodhart, C. A. E. and Schulze, Tatjana and Tsomocos, Dimitrios

Bank credit, inflation, and default risks over an infinite horizon. Goodhart, C. A. E. and Tsomocos, Dimitrios P and Wang, Xuan

Financial regulation and stability:lessons from the global financial crisis. Goodhart, C. A. E. and Tsomocos, Dimitrios P.

Support for Small Businesses amid Covid-19. Goodhart, C. A. E. and Tsomocos, Dimitrios P. and Wang, Xuan

Support for small businesses amid COVID-19. Goodhart, C. A. E. and Tsomocos, Dimitrios P. and Wang, Xuan

The rise of China as an economic power. Goodhart, C. A. E. and Xu, Chenggang

Alexis Drach and Youssef Cassis, Financial eeregulation:a historical perspective. Goodhart, Charles

Architects of the euro: intellectuals in the making of European Monetary Union, edited by Kenneth Dyson and Ivo Maes / The euro and the battle of ideas, by Markus Brunnermeier, Harold James and Jean-Pierre Landau. Goodhart, Charles

Balancing lender of last resort assistance with avoidance of moral hazard. Goodhart, Charles

The Bank of England, 1694-2017. Goodhart, Charles

The Basel Committee on Banking Supervision: a history of the early years, 1974–1997. Goodhart, Charles

Basel and pro-cyclicality. Goodhart, Charles

Ben S. Bernanke:21st century monetary policy: the federal reserve from the great inflation to COVID-19. W.W. Norton & Company, 2022. Goodhart, Charles

Book Review: myths and macro: macroeconomics and the Phillips curve myth by James Forder. Goodhart, Charles

Book review of Advice & Dissent: my life in public service, by Y.V. Reddy. Goodhart, Charles

Book review: Why Minsky matters, by L. Randall Wray, Princeton University Press, Princeton, NJ, 2015, £19.95 hardback, 288 pp. 9780691159126. Goodhart, Charles

Book review: grave new world: the end of globalisation. Goodhart, Charles

Book review: lo and behold. Goodhart, Charles

Book review: till time's last sand: a history of the Bank of England, 1694-2013 by David Kynaston. Goodhart, Charles

Book review: unfinished business by Tamim Bayoumi. Goodhart, Charles

A Central Bank’s optimal balance sheet size? Goodhart, Charles

Central bank policies in recent years. Goodhart, Charles

Financial crises. Goodhart, Charles

Guest post: why regulators should focus on bankers’ incentives. Goodhart, Charles

How should we regulate bank capital and financial products? What role for "living wills"? (Cómo Deberíamos Regular el Capital Bancario y los Productos Financieros? Cuál es el Papel de los 'Testamentos en Vida?'). Goodhart, Charles

Interview: Charles Goodhart. Goodhart, Charles

Is a less pro-cyclical financial system an achievable goal? Goodhart, Charles

Linkages between macro-prudential and micro-prudential supervision. Goodhart, Charles

The Monetary Policy Committee's reaction function:an exercise in estimation. Goodhart, Charles

Monetary transmission lags and the formulation of the policy decision on interest rates. Goodhart, Charles

Money, credit and bank behaviour: need for a new approach. Goodhart, Charles

Moral hazard. Goodhart, Charles

Ratio controls need reconsideration. Goodhart, Charles

Recent developments in central banking. Goodhart, Charles

Why has monetary policy not worked as expected? Some interactions between financial regulation, credit and money. Goodhart, Charles

The changing fortunes of central banking. Goodhart, Charles

The endogenity of money. Goodhart, Charles

An essay on the interactions between the Bank of England's forecasts, the MPC's policy adjustments, and the eventual outcome. Goodhart, Charles

The history of the financial markets group. Goodhart, Charles

The inflation forecast. Goodhart, Charles

The interaction between the Bank of England's forecasts and policy, and the outturn. Goodhart, Charles

The interest rate conditioning assumption. Goodhart, Charles

The operational risk issue. Goodhart, Charles

The optimal size for central bank balance sheets. Goodhart, Charles

An overhaul of doctrine: the underpinning of UK inflation targeting: a rejoinder. Goodhart, Charles

A plea to economists? Goodhart, Charles

The Bank of England’s second round of quantitative easing may do little to improve economic confidence or to encourage bank lending, and may even lead to more upward pressures on inflation. Goodhart, Charles and Ashworth, Jonathan

George Osborne’s proposed ‘credit easing’ measures must incentivise banks to increase their lending to small businesses: they are vital to the recovery of employment and the wider economy. Goodhart, Charles and Ashworth, Jonathan

An anatomy of bank bail-ins – why the Eurozone needs a fiscal backstop for the banking sector. Goodhart, Charles and Avgouleas, Emilios

A critical evaluation of bail-in as a bank recapitalization mechanism. Goodhart, Charles and Avgouleas, Emilios

Central banks and credit creation: the transmission channel via the banks matters. Goodhart, Charles and Bartsch, Elga and Ashworth, Jonathan

Do errors in forecasting inflation lead to errors in forecasting interest rates? Goodhart, Charles and Bin Lim, Wen

Interest rate forecasts:a pathology. Goodhart, Charles and Bin Lim, Wen

Do asset prices help to predict consumer price inflation? Goodhart, Charles and Hofmann, Boris

A simple model of an international lender of last resort. Goodhart, Charles and Huang, H.

Could/should jubilee debt cancellations be reintroduced today? Goodhart, Charles and Hudson, Michael

Some ways to introduce a modern debt Jubilee. Goodhart, Charles and Hudson, Michael

Introduction: Financial crises, contagion and the lender of last resort. Goodhart, Charles and Illing, Gerhard

Currency School versus Banking School: an ongoing confrontation. Goodhart, Charles and Jensen, Meinhard

Financial regulation in general equilibrium. Goodhart, Charles and Kashyap, Anil and Tsomocos, Dimitri and Vardoulakis, Alexandros

An integrated framework for analyzing multiple financial regulations. Goodhart, Charles and Kashyap, Anil K. and Tsomocos, Dimitrios P. and Vardoulakis, Alexandros P.

The impact of technology on cash usage. Goodhart, Charles and Krueger, Malte

Border problems. Goodhart, Charles and Lastra, R. M.

Central bank accountability and judicial review. Goodhart, Charles and Lastra, Rosa

Populism and central bank independence. Goodhart, Charles and Lastra, Rosa

Populism and central bank independence. Goodhart, Charles and Lastra, Rosa

Potential threats to central bank independence. Goodhart, Charles and Lastra, Rosa

The changing and growing roles of independent central banks now do require a reconsideration of their mandate. Goodhart, Charles and Lastra, Rosa

Interest rate forecasts: a pathology. Goodhart, Charles and Lim, Wen Bin

Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets. Goodhart, Charles and Love, Ryan and Payne, Richard and Rime, Dagfinn

Can helicopter money really fly? Goodhart, Charles and Nell, Jacob

Guest editorial. Goodhart, Charles and Ostergaard, Charlotte

On dividend restrictions and the collapse of the interbank market. Goodhart, Charles and Peiris, M. U. and Tsomocos, D. P. and Vardoulakis, A. P.

Debt, recovery rates and the Greek dilemma. Goodhart, Charles and Peiris, M. U. and Tsomocos, Dimitrios P.

Global imbalances and taxing capital flows. Goodhart, Charles and Peiris, M. U. and Tsomocos, Dimitrios P.

Demographics will reverse three multi-decade global trends. Goodhart, Charles and Pradhan, Manoj

Could demographics reverse three multi-decade trends? Goodhart, Charles and Pradhan, Manoj and Pardeshi, P.

The United States dominates global investment banking: does it matter for Europe? Goodhart, Charles and Schoenmaker, Dirk

The global investment banks are now all becoming American: does that matter for Europeans? Goodhart, Charles and Schoenmaker, Dirk

The skill profile of central bankers and supervisors. Goodhart, Charles and Schoenmaker, Dirk and Dasgupta, Paolo

Basel and procyclicality:a comparison of the standardised and IRB approaches to an improved credit risk method. Goodhart, Charles and Segoviano, Miguel A.

Optimal bank recovery. Goodhart, Charles and Segoviano, Miguel A.

The optimal monetary instrument for prudential purposes. Goodhart, Charles and Sunirand, P. and Tsomocos, D. P.

A model to analyse financial fragility. Goodhart, Charles and Sunirand, Pojanart and Tsomocos, Dimitrios P.

A model to analyse financial fragility:applications. Goodhart, Charles and Sunirand, Pojanart and Tsomocos, Dimitrios P.

A risk assessment model for banks. Goodhart, Charles and Sunirand, Pojanart and Tsomocos, Dimitrios P.

A time series analysis of financial fragility in the UK banking system. Goodhart, Charles and Sunirand, Pojanart and Tsomocos, Dimitrios P.

Modelling a housing and mortgage crisis. Goodhart, Charles and Tsomocos, Dimitri and Vardoulakis, Alexandros

The challenge Of financial stability: a new model and its applications. Goodhart, Charles and Tsomocos, Dimitrios P.

Quite erroneous policy: bond-buying has little impact on real economy. Goodhart, Charles and Wood, Geoffrey

Domestic banking problems. Goodhart, Charles A. E.

Financial regulation. Goodhart, Charles A. E.

In praise of stress tests. Goodhart, Charles A. E.

Powers and scope of the macro-prudential authority. Goodhart, Charles A. E.

Whither central banking? Goodhart, Charles A. E.

Monetary policy and long-term trends. Goodhart, Charles A. E. and Erfurth, Philipp

The boundary problems in financial regulation. Goodhart, Charles A. E. and Lastra, Rosa M.

Historical reasons for the focus on broad monetary aggregates in post-World War II Britain and the ‘Seven Years War’ with the IMF. Goodhart, Charles A. E. and Needham, Duncan J.

Financial stability in practice. Goodhart, Charles A. E. and Tsomocos, Dimitrios P.

Bank credit, inflation, and default risks over an infinite horizon. Goodhart, Charles A.E. and Tsomocos, Dimitrios P. and Wang, Xuan

Support for small businesses amid COVID‐19. Goodhart, Charles A.E. and Tsomocos, Dimitrios P. and Wang, Xuan

Artis, Michael John (Mike) (1938–2016), economist. Goodhart, C. A. E.

Moral hazard and equity finance:why policy has been sub-optimal since the Global Financial Crisis. Goodhart, C. A. E.

The determination of the money supply: flexibility versus control. Goodhart, C. A. E.

The grass is always greener:farewell fan charts, welcome scenarios. Goodhart, C. A. E.

The pattern of central bank development: past, present and future. Goodhart, C. A. E.

Coronavirus panic fuels a surge in cash demand. Goodhart, C. A. E. and Ashworth, Jonathan

Equity finance:matching liability to power. Goodhart, C. A. E. and Lastra, R. M.

The great demographic reversal. Goodhart, C. A. E. and Pradhan, Manoj

Behavioural perspectives on bank misdeeds. Goodhart, Charles

Has regulatory reform been misdirected? Goodhart, Charles

Monetary regimes: then and now. Goodhart, Charles

Macro-modelling, default and money. Goodhart, Charles and Romanidis, Nikolaos and Tsomocos, Dimitrios P. and Shubik, Martin

Efficiency properties of rational expectations equilibria with asymmetric information. Gottardi, Piero and Rahi, Rohit

Risk sharing and retrading in incomplete markets. Gottardi, Piero and Rahi, Rohit

Value of information in competitive economies with incomplete markets. Gottardi, Piero and Rahi, Rohit

Value of information in competitive economies with incomplete markets. Gottardi, Piero and Rahi, Rohit

Local nonlinear least squares: using parametric information in nonparametric regression. Gozalo, Pedro and Linton, Oliver

Common factors in conditional distributions for Bivariate time series. Granger, Clive W. J. and Terasvirta, Timo and Patton, Andrew J.

Evidence on the insurance effect of marginal income taxes. Grant, Charles and Koulovatianos, Christos and Michaelides, Alexander and Padula, Mario

Corporate control in Europe. Grant, Jeremy and Kirchmaier, Thomas

Corporate ownership structure and performance in Europe. Grant, Jeremy and Kirchmaier, Thomas

Financial tunnelling and the mandatory bid rule. Grant, Jeremy and Kirchmaier, Thomas and Kirshner, Jodie A.

The optimal design of funded pensions. Greco, Luciano G.

Bond supply and excess bond returns. Greenwood, Robin and Vayanos, Dimitri

UK directors' trading:the impact of dealings in smaller firms. Gregory, Alan and Matako, John and Tonks, Ian and Purkis, Richard

Performance of personal pension schemes in the UK. Gregory, Alan and Tonks, Ian

Basel II and developing countries:diversification and portfolio effects. Griffith-Jones, Stephany and Segoviano, Miguel Angel and Spratt, Stephen

CEOs strategically time news releases for their own benefit. Groen-Xu, Moqi

Option prices under Bayesian learning:implied volatility dynamics and predictive densities. Guidolin, Massimo and Timmermann, Allan

Calibration and computation of household portfolio models. Haliassos, Michael and Michaelides, Alexander

Portfolio choice and liquidity constraints. Haliassos, Michael and Michaelides, Alexander

Portfolio choice and liquidity constraints. Haliassos, Michael and Michaelides, Alexander

Semiparametric regression analysis under imputation for missing response data. Hardle, Wolfgang and Linton, Oliver and Wang, Qihua

Agreeing now to agree later: contracts that rule out but do not rule in. Hart, Oliver and Moore, John

Cooperatives vs. outside ownership. Hart, Oliver and Moore, John

Foundations of incomplete contracts. Hart, Oliver and Moore, John

On the design of hierarchies: coordination versus specialization. Hart, Oliver and Moore, John

Do Reuters spreads reflect currencies' differences in global trading activity? Hartmann, Philipp

Trading volumes and transaction costs in the foreign market - evidence from daily dollar-yen spot data. Hartmann, Philipp

A theory of sovereign debt roll-over crisis. Hattori, Masazumi

Collateral, renegotiation and the value of diffusely held debt. Hege, Ulrich and Mella-Barral, Pierre

Signalling with debt and equity:a unifying approach and its implications for the pecking order hypothesis and competitive credit rationing. Heider, Florian

Speculative attacks and financial architecture:experimental analysis of coordination games with public and private information. Heinemann, Frank and Nagel, Rosemarie and Ockenfels, Peter

Public information, private information and the multiplicity of equilibria in co-ordination games. Hellwig, Christian

Optimal intergenerational risk sharing. Hemert, Otto van

Dynamic portfolio and mortgage choice for homeowners. Hemert, Otto van and Jong, Franck de and Driessen, Joost

Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. Hodgson, Douglas J and Linton, Oliver and Vorkink, Keith

Barbarians in chains - takeover regulation and minority shareholder wealth. Hoffmann-Burchardi, Ulrike

Clustering of initial public offerings, information revelation and underpricing. Hoffmann-Burchardi, Ulrike

Corporate governance rules and the value of control - a study of German dual-class shares. Hoffmann-Burchardi, Ulrike

The Froot-Stein model revisited. Hogh, N. and Linton, Oliver and Nielsen, J.P.

Momentum in the UK stock market. Hon, Mark T. and Tonks, Ian

Strategic trading and learning about liquidity. Hong, Harrison and Rady, Sven

Are bigger banks better? Firm-level evidence from Germany. Huber, Kilian

Disclosure requirements and stock exchange listing choice in an international context. Huddart, Steven and Hughes, John and Brunnermeier, Markus

Do gendered laws matter? Hyland, Marie and Djankov, Simeon and Goldberg, Pinelopi

Gendered laws and women in the workforce. Hyland, Marie and Djankov, Simeon and Goldberg, Pinelopi

Hedging housing risk in London. Iacoviello, Matteo and Ortalo-Magné, François

Asymptotic expansions for some semiparametric program evaluation estimators. Ichimura, H. and Linton, Oliver

Asymptotic expansions for some semiparametric program evaluation estimators. Ichimura, Hidehiko and Linton, Oliver

Incentive schemes as a signaling device. Inderst, Roman

Incentives in internal capital markets: capital constraints, competition, and investment opportunities. Inderst, Roman and Laux, Christian

The effect of capital market characteristics on the value of start-up firms. Inderst, Roman and Muller, Holger M.

Venture capital contracts and market structure. Inderst, Roman and Müller, Holger M.

Compensating wage differentials for defined benefit and defined contribution occupational pension scheme benefits. Inkmann, Joachim

Liability valuation and optimal asset allocation. Inkmann, Joachim and Blake, David

How deep is the annuity market participation puzzle? Inkmann, Joachim and Lopes, Paula and Michaelides, Alexander

Annals issue on forecasting — guest editors’ introduction. Issler, João Victor and Linton, Oliver and Timmermann, Allan

Identification and nonparametric estimation of a transformed additively separable model. Jacho-Chávez, David and Lewbel, Arthur and Linton, Oliver

Identification and nonparametric estimation of a transformed additively separable model. Jacho-Chávez, David and Lewbel, Arthur and Linton, Oliver

Economic policies. Jackman, Richard

What can active labour market policy do? Jackman, Richard

IPO underpricing during the boom:a block-booking explanation. James, Kevin R.

The efficient IPO market hypothesis:theory and evidence. James, Kevin R. and Valenzuela, Marcela

Households' portfolio diversification. Jappelli, Tullio and Julliard, Christian and Pagano, Marco

La diversificazione del portafoglio delle famiglie italiane. Jappelli, Tullio and Julliard, Christian and Pagano, Marco

Fiscal policy in the BRICs. Jawadi, Fredj and Mallick, Sushanta K. and Sousa, Ricardo M.

Money demand in the euro area, the US and the UK: assessing the role of nonlinearity. Jawadi, Fredj and Sousa, Ricardo J.

Flexible term structure estimation: which method is preferable? Jeffrey, Andrew and Linton, Oliver and Nguyen, Thong

Loan securitisation:default term structure and asset pricing based on loss prioritisation. Jobst, Andreas A.

Human capital and international portfolio choice. Julliard, Christian

Labor income risk and asset returns. Julliard, Christian

The international diversification puzzle is not worse than you think. Julliard, Christian

Can rare events explain the equity premium puzzle? Julliard, Christian and Ghosh, Anisha

Can rare events explain the equity premium puzzle? Julliard, Christian and Ghosh, Anisha

Revisited multi-moment approximate option pricing models:a general comparison (Part 1). Jurczenko, Emmanuel and Maillet, Bertrand and Negrea, Bogdan

Skewness and kurtosis implied by option prices:a second comment. Jurczenko, Emmanuel and Maillet, Bertrand and Negrea, Bogdan

The role of sentiment in the US economy:1920 to 1934. Kabiri, Ali and James, Harold and Landon-Lane, John and Tuckett, David and Nyman, Rickard

The role of sentiment in the economy:1920 to 1934. Kabiri, Ali and James, Harold and Landon-Lane, John and Tuckett, David and Nyman, Rickard

Power tailed ruin probabilities in the presence of risky investments. Kalashnikov, Vladimir and Norberg, Ragnar

Estimating quadratic variation consistently in the presence of correlated measurement error. Kalnina, Ilze and Linton, Oliver

Inference about realized volatility using infill subsampling. Kalnina, Ilze and Linton, Oliver

New evidence on the effects of US monetary policy on exchange rates. Kalyvitis, Sarantis and Michaelides, Alexander

Plans for a banking union may not be enough to tackle the eurozone’s economic crisis. Kapoor, Sony and Goodhart, Charles

The incentives of senior bank managers need to be altered in order to make them more risk averse. Kershaw, David and Kirchmaier, Thomas and Schuster, Edmund-Philipp

Estimation of a semiparametric IGARCH (1,1) model. Kim, Woocheol and Linton, Oliver

A local instrumental variable estimation method for generalized additive volatility models. Kim, Woocheol and Linton, Oliver

A local instrumental variable estimation method for generalized additive volatility models. Kim, Woocheol and Linton, Oliver

The live method for generalized additive volatility models. Kim, Woocheol and Linton, Oliver B.

Consumers and car manufacturers: is Europe's motor distribution system fair? Kirchmaier, Thomas

Corporate demergers: or is divorce more attractive than marriage? Kirchmaier, Thomas

Corporate restructuring and firm performance of British and German non-financial firms. Kirchmaier, Thomas

Corporate restructuring of British and German non-financial firms in the late 1990s. Kirchmaier, Thomas

Creating value when less is more. Kirchmaier, Thomas

Demergers - the way forward after M&A? Kirchmaier, Thomas

Is "ni un paso atras!" the best way forward? Kirchmaier, Thomas

Wiping DT's board clean [opinion & editorial]. Kirchmaier, Thomas

The performance effects of European demergers. Kirchmaier, Thomas

Corporate ownership structure and performance in Europe. Kirchmaier, Thomas and Grant, Jeremy

Financial tunnelling and the revenge of the insider system:how to circumvent the new European corporate governance legislation. Kirchmaier, Thomas and Grant, Jeremy

It's all cosmetic: reform in Germany is only skin-deep [commentary]. Kirchmaier, Thomas and Grant, Jeremy

Regeln für die Anschleicher [kommentar]. Kirchmaier, Thomas and Grant, Jeremy

Shining the light on secret takeover battles [opinion & editorial]. Kirchmaier, Thomas and Grant, Jeremy

Who governs?: corporate ownership and control structures in Europe. Kirchmaier, Thomas and Grant, Jeremy

The corporate governance of private equity. Kirchmaier, Thomas and Grant, Jeremy and Bienz, Carsten

The role of prestige and networks in outside director appointment. Kirchmaier, Thomas and Kollo, Michael G.

Globaler wettbewerb lässt die unterschiede schwinden. Kirchmaier, Thomas and Owen, Geoffrey

Towards tighter central control. Kirchmaier, Thomas and Owen, Geoffrey

The outsider at the controls. Kirchmaier, Thomas and Owen, Geoffrey

The dark side of 'good' corporate governance:compliance-fuelled book-cooking activities. Kirchmaier, Thomas and Selvaggi, Mariano

From fiction to fact: the impact of CEO social networks. Kirchmaier, Thomas and Stathopoulos, Konstantinos

Prices, policing and policy:the dynamics of crime booms and busts. Kirchmaier, Thomas and Machin, Stephen and Sandi, Matteo and Witt, Robert

Minimum norm estimation of variance components for life insurance data. Kleffe, Jürgen and Norberg, Ragnar

Rational trader risk. Kondor, Peter

The more we know, the less we agree: public announcements and higher-order expectations. Kondor, Peter

Asymmetric information, heterogeneity in risk perceptions and insurance:an explanation to a puzzle. Koufopoulos, Kostas

Estimation in two classes of semiparametric diffusion models. Kristensen, Dennis

Estimation of partial differential equations with applications in finance. Kristensen, Dennis

A semiparametric single-factor model of the term structure. Kristensen, Dennis

A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary. Leblanc, B. and Renault, Olivier and Scaillet, O.

Testing for stochastic monotonicity. Lee, Sokbae and Linton, Oliver and Whang, Yoon-Jae

Testing for stochastic monotonicity. Lee, Sokbae and Linton, Oliver and Whang, Yoon-Jae

Doubly robust uniform confidence band for the conditional average treatment effect function. Lee, Sokbae and Okui, Ryo and Whang, Yoon-Jae

Performance measurement and evaluation. Lehmann, Bruce and Timmermann, Allan

Pricing options on assets with predictable white noise returns. Leon, Angel and Sentana, Enrique

Nonparametric censored and truncated regression. Lewbel, Arthur and Linton, Oliver

Nonparametric estimation of homothetic and homothetically separable functions. Lewbel, Arthur and Linton, Oliver

Estimating features of a distribution from binomial data. Lewbel, Arthur and Linton, Oliver and McFadden, D. L.

Estimating features of a distribution from binomial data. Lewbel, Arthur and McFadden, Daniel and Linton, Oliver

Evaluating hedge fund performance: a stochastic dominance approach. Li, Sheng and Linton, Oliver

Evaluating hedge fund performance: a stochastic dominance approach. Li, Sheng and Linton, Oliver

Endogenous technological progress and the cross section of stock returns. Lin, Xiaoji

Interview with Charles Goodhart. Lindé, Jesper and Goodhart, C. A. E.

Comment on "an adaptive estimation of dimension reduction space" by Y. Xia, H. Tong, and W.K. Li. Linton, Oliver

Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Linton, Oliver

Efficient estimation of generalized additive nonparametric regression models. Linton, Oliver

Estimating additive nonparametric models by partial Lq norm: the curse of fractionality. Linton, Oliver

Estimation of linear regression models by a spread-tolerant estimator. Linton, Oliver

Nonparametric inference for unbalanced time series data. Linton, Oliver

Nonparametric inference for unbalanced time series data. Linton, Oliver

Semiparametric and nonparametric ARCH modeling. Linton, Oliver

A nonparametric threshold model with application to zero returns. Linton, Oliver

Efficient estimation of a multivariate multiplicative volatility model. Linton, Oliver and Hafner, Christian M.

Testing the capital asset pricing model efficiently under elliptical symmetry:a semiparametric approach. Linton, Oliver and Hodgson, Douglas J. and Vorkink, Keith

On internally corrected and symmetrized kernel estimators for nonparametric regression. Linton, Oliver and Jacho-Chávez, David

A closed-form estimator for the GARCH(1,1)-Model. Linton, Oliver and Kristensen, Dennis

Consistent testing for stochastic dominance : a subsampling approach. Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae

Consistent testing for stochastic dominance under general sampling schemes. Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae

Consistent testing for stochastic dominance:a subsampling approach. Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae

Consistent testing for stochastic dominance:a subsampling approach. Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae

The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Linton, Oliver and Mammen, E. and Nielsen, J.

Estimating semiparametric ARCH (8) models by kernel smoothing methods. Linton, Oliver and Mammen, Enno

Estimating semiparametric ARCH (∞) models by kernel smoothing methods. Linton, Oliver and Mammen, Enno

Estimating semiparametric ARCH models by kernel smoothing methods. Linton, Oliver and Mammen, Enno

Nonparametric transformation to white noise. Linton, Oliver and Mammen, Enno

Yield curve estimation by kernel smoothing. Linton, Oliver and Mammen, Enno and Nielsen, J. and Taanggard, C.

Yield curve estimation by kernel smoothing methods. Linton, Oliver and Mammen, Enno and Nielsen, Jans Perch and Tanggaard, Carsten

Nonparametric regression with filtered data. Linton, Oliver and Mammen, Enno and Nielsen, Jens Perch and Van Keilegom, Ingrid

Yield curve estimation by kernel smoothing methods. Linton, Oliver and Mammen, Enno and Perch Nielsen, Jens and Tanggaard, C

Non-parametric regression with a latent time series. Linton, Oliver and Nielsen, Jens Perch and Nielsen, Soren Feodor

Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Linton, Oliver and Pan, Jiazhu and Wang, Hui

Estimating multiplicative and additive hazard functions by kernel methods. Linton, Oliver and Perch Nielsen, Jens and van de Geer, Sara

The shape of the risk premium:evidence from a semiparametric GARCH model. Linton, Oliver and Perron, Benoit

Nonparametric factor analysis for residual time series. Linton, Oliver and Rodríguez-Poo, Juan M.

Consistent estimation of a general nonparametric regression function in time series. Linton, Oliver and Sancetta, Alessio

A smoothed least squares estimator for threshold regression models. Linton, Oliver and Seo, Myunghwan

Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. Linton, Oliver and Song, Kyungchul and Whang, Yoon-Jae

An improved bootstrap test of stochastic dominance. Linton, Oliver and Song, Kyungchul and Whang, Yoon-Jae

Adaptive testing in ARCH models. Linton, Oliver and Steigerwald, Douglas G.

Nonparametric estimation with aggregated data. Linton, Oliver and Whang, Yoon-Jae

Nonparametric estimation with aggregated data. Linton, Oliver and Whang, Yoon-Jae

A quantilogram approach to evaluating directional predictability. Linton, Oliver and Whang, Yoon-Jae

Second-order approximation for adaptive regression estimators. Linton, Oliver and Xiao, Zhijie

A nonparametric regression estimator that adapts to error distribution of unknown form. Linton, Oliver and Xiao, Zhijie

ARCH models. Linton, Oliver B.

Local regression models. Linton, Oliver B.

Semi- and nonparametric ARCH processes. Linton, Oliver B. and Yan, Yang

Retail Central Bank Digital Currency:a review and assessment. Llewellyn, David and Goodhart, Charles and Milne, Alistair

Are annuities value for money?: who can afford them? Lopes, Paula

Credit card debt and default over the life-cycle. Lopes, Paula

Rare events and annuity market participation. Lopes, Paula and Michaelides, Alexander

Rare events and annuity market participation. Lopes, Paula and Michaelides, Alexander

Optimal hedging strategies and interactions between firms. Loss, Frederic

The fallacy of new business creation as a disciplining device for managers. Loss, Frederic and Renucci, Antoine

Locally minimizing the credit risk. Lotz, Christopher

Attracting investor attention through advertising. Lou, Dong

A flow-based explanation for return predictability. Lou, Dong

A flow-based explanation for return predictability. Lou, Dong

Macroeconomic news, order flows and exchange rates. Love, Ryan and Payne, Richard

Does buffer stock saving explain the smoothness and excess sensitivity of consumption? Ludvigson, Sydney C. and Michaelides, Alexander

The hazards of mutual fund performance:a Cox regression analysis. Lunde, Asger and Timmermann, Allan and Blake, David

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. Maillet, Bertrand and Michel, Thierry

The real effects of financial stress in the Eurozone. Mallick, Sushanta K. and Sousa, Ricardo J.

Commodity prices, inflationary pressures, and monetary policy: evidence from BRICS economies. Mallick, Sushanta K. and Sousa, Ricardo M.

The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Mammen, Enno and Linton, Oliver and Nielsen, J

IMF concern for reputation and conditional lending failure:theory and empirics. Marchesi, Silvia and Sabani, Laura

Do reputational concerns lead to reliable ratings? Mariano, Beatriz

Speculative securities. Marin, Jose M. and Rahi, Rohit

Information revelation and market incompleteness. Marin, Jose m. and Rahi, Rohit

Repo runs. Martin, Antoine and Skeie, David and Thadden, Ernst-Ludwig

Pandemic recession and helicopter money:Venice, 1629-1631. Masciandaro, Donato and Goodhart, Charles and Ugolini, Stefano

Implementation and renegotiation. Maskin, Eric and Moore, John

Approximating volatility diffusions with cev-arch models. Mele, Antonio

Asymmetric stock market volatility and the cyclical behavior of expected returns. Mele, Antonio

Fundamental properties of bond prices in models of the short-term rate. Mele, Antonio

General properties of rational stock-market fluctuations. Mele, Antonio

A stochastic variance model for absolute returns. Mele, Antonio

Asymmetries and non-linearities in economic activity. Mele, Antonio and Fornari, Fabio

Modeling the changing asymmetry of conditional variances. Mele, Antonio and Fornari, Fabio

Sign - and volatility - switching arch models: theory and applications to international stock markets. Mele, Antonio and Fornari, Fabio

Stochastic volatility in financial markets : crossing the bridge to continuous time. Mele, Antonio and Fornari, Fabio

Weak convergence and distributional assumptions for a general class of nonliner arch models. Mele, Antonio and Fornari, Fabio

Ambiguity, information acquisition and price swings in asset markets. Mele, Antonio and Sangiorgi, Francesco

The dynamics of default and debt reorganization. Mella-Barral, Pierre

Default risk in asset pricing. Mella-Barral, Pierre and Tychon, Pierre

Parametric properties of semi-nonparametric distributions, with applications to option valuation. Mencia, Javier and Leon, Angel and Sentana, Enrique

Estimation and testing of dynamic models with generalised hyperbolic innovations. Mencia, Javier F. and Sentana, Enrique

International portfolio choice, liquidity constraints and the home equity bias puzzle. Michaelides, Alexander

International portfolio choice: liquidity constraints and the home equity bias puzzle. Michaelides, Alexander

Portfolio choice, liquidity constraints and stock market mean reversion. Michaelides, Alexander

A reconciliation of two alternative approaches towards buffer stock saving. Michaelides, Alexander

Optimal life cycle asset allocation : understanding the empirical evidence. Michaelides, Alexander and Gomes, Francisco J.

Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators. Michaelides, Alexander and Ng, Serena

The slope of the term structure and recessions::evidence from the UK, 1822 – 2016. Mills, Terence C. and Capie, Forrest and Goodhart, C. A. E.

Imperfect common knowledge in first generation models of currency crises. Minguez-Afonso, Gara

Dependency structure and scaling properties of financial time series are related. Morales, Raffaello and Di Matteo, T. and Aste, Tomaso

Coordination risk and the price of debt. Morris, Stephen and Shin, Hyun Song

Global games: theory and applications. Morris, Stephen and Shin, Hyun Song

Pricing catastrophe insurance derivatives. Muermann, Alexander

Spot market power and future market trading. Muermann, Alexander and Shore, Stephen H.

Equilibrium departures from common knowledge in games with non-additive expected utility. Mukerji, Sujoy and Shin, Hyun Song

Real effects of regional house prices:dynamic panel estimation with heterogeneity. Muñoz, Sònia

The assessment: games and coordination. Myatt, David P. and Shin, Hyun Song and Wallace, Chris

Will the UK reset fiscal policy? Nell, Jacob and Goodhart, Charles and Baker, Melanie and Secker, Graham and Manners, Chris and Simpson, Fiona and Ashworth, Nicholas J. and Heese, Anton and Gysens, Bart

On a semiparametric survival model with flexible covariate effect. Nielsen, Jens P. and Linton, Oliver and Bickel, Peter J.

Equity finance, adverse selection and product market competition. Nier, Erlend

Managers, debt and industry equilibrium. Nier, Erlend

Optimal managerial remuneration and firm-level diversification. Nier, Erlend

Inflation dynamics in the US - a nonlinear perspective. Nobay, A. Robert and Paya, Ivan and Peel, David A.

Optimal monetary policy in a model of asymmetric central bank preferences. Nobay, A. Robert and Peel, David

Inflation dynamics in the U.S.: global but not local mean reversion. Nobay, Bob and Paya, Ivan and Peel, David A.

Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Norberg, Ragnar

Dynamic Greeks. Norberg, Ragnar

Forward mortality and other vital rates: are they the way forward? Norberg, Ragnar

Interest guarantees in banking. Norberg, Ragnar

On bonus and bonus prognoses in life insurance. Norberg, Ragnar

Vasicek beyond the normal. Norberg, Ragnar

What is the time value of a stream of investments? Norberg, Ragnar and Steffensen, Mogens

Estimates of marginal tax rates for dividends and bond interest in the United Kingdom 1919-1970. Orhnial, A. J. H. and Foldes, Lucien

Tax uncertainty in project evaluation: a case study. Orhnial, A. J. H. and Foldes, Lucien

Estimates of marginal tax rates for dividends and bond interest in the United Kingdom 1919-1970. Orhnial, Tony and Foldes, Lucien

Boom in, bust out:young households and the housing price cycle. Ortalo-Magné, François and Rady, Sven

Homeownership:low household mobility, volatile housing prices, high income dispersion. Ortalo-Magné, François and Rady, Sven

Housing market fluctuations in a life-cycle economy with credit constraints. Ortalo-Magné, François and Rady, Sven

External financing costs and banks' loan supply:does the structure of the bank sector matter. Ostergaard, Charlotte

Permanent income, consumption and aggregate constraints:evidence from the US. Ostergaard, Charlotte

Anglo-German convergence. Owen, Geoffrey and Kirchmaier, Thomas

The changing role of the chairman. Owen, Geoffrey and Kirchmaier, Thomas

Corporate governance in the US and Europe: where are we now? Owen, Geoffrey and Kirchmaier, Thomas and Grant, Jeremy

Auction and dealership markets:what is the difference? Pagano, Marco and Röell, Ailsa

Co-ordination failure and the role of banks in the resolution of financial distress. Pagratis, Spyros

Exchange rate volatility and central bank interventions. Panthaki, Freyan

Consumption risk and cross-sectional returns. Parker, Jonathan A. and Julliard, Christian

Are "market neutral" hedge funds really market neutral? Patton, Andrew J.

On the out-of-sample importance of skewness and asymetric dependence for asset allocation. Patton, Andrew J.

Does beta move with news? Systematic risk and firm-specific information flows. Patton, Andrew J. and Verardo, Michela

Thinking horses not zebras. Peay, Jill

Portfolio choice beyond the traditional approach. Penaranda, Francisco

Business cycle asymmetries in stock returns:evidence from higher order moments and conditional densities. Perez-Quiros, Gabriel and Timmermann, Allan

Firm size and cyclical variations in stock returns. Perez-Quiros, Gabriel and Timmermann, Allan

A recursive modelling approach to predicting UK stock returns. Pesaran, M. and Timmermann, Allan

Market timing and return prediction under model instability. Pesaran, M. Hashem and Timmermann, Allan

Evaluation of joint density forecasts of stock and bond returns:predictability and parameter uncertainty. Peñaranda, Francisco

Understanding portfolio efficiency with conditioning information. Peñaranda, Francisco

On the drivers of commodity co-movement:evidence from biofuels. Peñaranda, Francisco and Micola, Augusto

Spanning tests in return and stochastic discount factor mean-variance frontiers:a unifying approach. Peñaranda, Francisco and Sentana, Enrique

Does reinsurance need reinsurers? Plantin, Guillaume

Self-fulfilling liquidity and the coordination premium. Plantin, Guillaume

Tranching. Plantin, Guillaume

Fiscal risks in an ageing world and the implications for monetary policy. Pradhan, Manoj and Goodhart, C. A. E.

Friedman vs Phillips:a historic divide. Pradhan, Manoj and Goodhart, C. A. E.

Global issues: life after debt. Pradhan, Manoj and Goodhart, Charles and Drozdzik, Patryk

The wrong kind of transparency. Prat, Andrea

An auto-regressive conditional binomial option pricing model. Prigent, Jean-Luc and Renault, Olivier and Scaillet, Olivier

An empirical investigation into credit spread indices. Prigent, Jean-Luc and Renault, Olivier and Scaillet, Olivier

The gambler's and hot-hand fallacies:theory and applications. Rabin, Matthew and Vayanos, Dimitri

Option pricing with a quadratic diffusion term. Rady, Sven

State prices implicit in valuation formulae for derivative securities:a martingale approach. Rady, Sven

Adverse selection and security design. Rahi, Rohit

Optimal incomplete markets with asymmetric information. Rahi, Rohit

Partially revealing rational expectations equilibria with nominal assets. Rahi, Rohit

Risk-sharing and retrading in incomplete markets. Rahi, Rohit and Gottardi, Piero

Arbitrage networks. Rahi, Rohit and Zigrand, Jean-Pierre

Endogenous liquidity and contagion. Rahi, Rohit and Zigrand, Jean-Pierre

Strategic financial innovation in segmented markets. Rahi, Rohit and Zigrand, Jean-Pierre

Strategic financial innovation in segmented markets. Rahi, Rohit and Zigrand, Jean-Pierre

Strategic financial innovation in segmented markets. Rahi, Rohit and Zigrand, Jean-Pierre

Strategic financial innovation in segmented markets. Rahi, Rohit and Zigrand, Jean-Pierre

Walrasian foundations for equilibria in segmented markets. Rahi, Rohit and Zigrand, Jean-Pierre

A theory of strategic intermediation and endogenous liquidity. Rahi, Rohit and Zigrand, Jean-Pierre

Banks as catalysts for industrialization. Rin, Marco and Hellman, Thomas

Hedge funds and financial stability:explaining the debate at the financial stability forum. Robotti, Paola

Platform competition in two sided markets. Rochet, Jean-Charles and Triole, Jean

Coordination failures and the lender of last resort:was Bagehot right after all? Rochet, Jean-Charles and Vives, Xavier

A GARCH model of the implied volatility of the Swiss Market Index from options prices. Sabbatini, Michael and Linton, Oliver

Maximum likelihood estimation of stochastic volatility models. Sandmann, G. and Koopman, Siem

Optimality versus practicality in market design: a comparison of two double auctions. Satterthwaite, Mark and Williams, Steven R. and Zachariadis, Konstantinos

Optimality versus practicality in market design: a comparison of two double auctions. Satterthwaite, Mark and Williams, Steven R. and Zachariadis, Konstantinos

Price discovery. Satterthwaite, Mark and Williams, Steven R. and Zachariadis, Konstantinos

Utility functions for central bankers:the not so drastic quadratic. Schellekens, Phillip and Chadha, Jagjit

Foreign bank entry:a liquidity based theory of entry and credit market segmentation. Schmidt, Nikolaj

Foreign bank entry:the stability implications of Greenfield entry vs. acquisition. Schmidt, Nikolaj

The credit crisis and the dynamics of asset backed commercial paper programs. Schmidt, Nikolaj

Term structure modelling of defaultable bonds. Schonbucher, Philipp

IPOs:insights from seven European countries. Schuster, Josef Anton

The cross-section of European IPO returns. Schuster, Josef Anton

Management behaviour and market response. Schuster, Josef Anton and Luo, Jinhui

Conditional probability of default methodology. Segoviano, Miguel A.

Consistent information multivariate density optimizing methodology. Segoviano, Miguel A.

Banking stability measures. Segoviano, Miguel A. and Goodhart, Charles

Internal ratings, the business cycle and capital requirements:some evidence from an emerging market economy. Segoviano, Miguel A. and Lowe, Philip

Least squares predictions and mean-variance analysis. Sentana, Enrique

Mean-variance portfolio allocation with a value at risk constraint. Sentana, Enrique

Risk and return in the Spanish stock market. Sentana, Enrique

Competition and opportunistic advice of financial analysts:theory and evidence. Sette, Enrico

Disclosures and asset returns. Shin, Hyun Song

Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Shintani, Mototsugu and Linton, Oliver

Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Shintani, Mototsugu and Linton, Oliver

Family firms. Shleifer, Andrei and Panunzi, Fausto and Burkart, Mike

Can the retirement-consumption puzzle be resolved?:evidence from the British Household Panel Survey. Smith, Sarah

Stopping short?:evidence on contributions to long-term savings from aggregate and micro data. Smith, Sarah

Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks. Snell, Andy and Tonks, Ian

The profitability of block trades in auction and dealer markets. Snell, Andy and Tonks, Ian

Excessive stock price dispersion:a regression test of cross-sectional volatility. Snell, Andy and Tonks, Ian and Bulkley, George

Collateralizable wealth, asset returns, and systemic risk: international evidence. Sousa, Ricardo M.

Do bank liquidity shocks hamper firms’ innovation? Spatareanu, Mariana and Manole, Vlad and Kabiri, Ali

Exports and bank shocks: evidence from matched firm-bank data. Spatareanu, Mariana and Manole, Vlad and Kabiri, Ali

The real effects of banks nationalization–evidence from the UK. Spatareanu, Mariana and Manole, Vlad and Kabiri, Ali

Bank default risk propagation along supply chains:evidence from the U.K. Spatareanu, Mariana and Manole, Vlad and Kabiri, Ali and Roland, Isabelle

Data snooping, technical trading, rule performance, and the bootstrap. Sullivan, Ryan and Timmermann, Allan and White, Halbert

The dangers of data-driven inference:the case of calender effects in stock returns. Sullivan, Ryan and Timmermann, Allan and White, Halbert

The role of bank capital and the transmission mechanism of monetary policy. Sunirand, Pojanart

The role of money in the transmission mechanism of monetary policy:evidence from Thailand. Sunirand, Pojanart

Moments of Markov switching models. Timmermann, Allan

Structural breaks, incomplete information and stock prices. Timmermann, Allan

Financial institutions and the wealth of nations:tales of development. Tong, Jian and Xu, Cheng-Gang

Performance persistence of pension fund managers. Tonks, Ian

Fed's floor could be 'junked' if credit surges - Goodhart. Towning, William and Goodhart, C. A. E.

Equilibrium analysis, banking, contagion and financial fragility. Tsomocos, Dimitrios P.

Banks, relative performance, and sequential contagion. Tsomocos, Dimitrios P. and Bhattacharya, Sudipto and Goodhart, Charles A. E. and Sunirand, Pojanart

On modelling endogenous default. Tsomocos, Dimitrios P. and Zicchino, Lea

Competition, signaling and non-walking through the book: effects on order choice. Valenzuela, Marcela and Zer, Ilknur

A preferred-habitat model of the term structure of interest rates. Vayanos, Dimitri and Vila, Jean-Luc

A preferred-habitat model of the term structure of interest rates. Vayanos, Dimitri and Vila, Jean-Luc

Liquidity and asset prices: a united framework. Vayanos, Dimitri and Wang, Jiang

Search and endogenous concentration of liquidity in asset markets. Vayanos, Dimitri and Wang, Tan

A search-based theory of the on-the-run phenomenon. Vayanos, Dimitri and Weill, Pierre-Olivier

An institutional theory of momentum and reversal. Vayanos, Dimitri and Woolley, Paul

Acquisition finance and market timing. Vermaelen, Theo and Xu, Moqi

Foreign exchange intervention and macroeconomic stability. Vitale, Paolo

Book review: balancing the banks: global lessons from the financial crisis. Review 2. Webb, David C.

Long-term care insurance, annuities and asymmetric information:the case for bundling contracts. Webb, David C.

Pension plan funding, risk sharing and technology choice. Webb, David C.

Pension plan funding, technology choice, and the equity risk premium. Webb, David C.

Sponsoring company finance and investment and defined benefit pension scheme deficits. Webb, David C.

Sponsoring company finance, investment and pension plan funding. Webb, David C.

The impact of liquidity constraints on bank lending policy. Webb, David C.

The theory of corporate finance - review article. Webb, David C.

Corporate governance and finance in the five affected. Webb, David C. and Caplong, V. and Edwards, D. and Zhuang, J.

Towards the end of any long-term incentive program for CEOs, the short term awaits – but it doesn’t need to be bad news. Xu, Moqi

A baseline model of price formation in a sequential market. Zachariadis, Konstantinos

The impact of security trading on corporate restructurings. Zachariadis, Konstantinos and Olaru, Ioan F.

Forecasting bankruptcy and physical default intensity. Zhou, Ping

Corporate governance and finance in East Asia: a study of Indonesia, Republic of Korea, Malaysia, Philippines, and Thailand. Zhuang, Juzhong and Edwards, David and Webb, David C. and Capulong, Ma. Virginita

Rational asset pricing implications from realistic trading frictions. Zigrand, Jean-Pierre

Rational limits to arbitrage. Zigrand, Jean-Pierre

What happens when you regulate risk?: evidence from a simple equilibrium model. Zigrand, Jean-Pierre and Danielsson, Jon

Advantageous selection in insurance markets. de Meza, David and Webb, David C.

Credit rationing: Something's gotta give. de Meza, David and Webb, David C.

Does credit rationing imply insufficient lending? de Meza, David and Webb, David C.

Efficent credit rationing. de Meza, David and Webb, David C.

Incentive design under loss aversion. de Meza, David and Webb, David C.

Incentive design under loss aversion. de Meza, David and Webb, David C.

Principal agent problems under loss aversion:an application to executive stock options. de Meza, David and Webb, David C.

Risk, asymmetric information and capital market failure. de Meza, David and Webb, David C.

Saving eliminates credit rationing. de Meza, David and Webb, David C.

Wealth, enterprise and credit policy. de Meza, David and Webb, David C.

The near impossibility of credit rationing. de Meza, David and Webb, David C.

The role of interest rate taxes in credit markets with divisible projects and asymmetric information. de Meza, David and Webb, David C.

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