Items where department is "Financial Markets Group"

University Structure (106206) LSE (106206) Research Centres (22374) Financial Markets Group (1369) Systemic Risk Centre (300)
Number of items: 54.
A
  • Anderlini, Luca, Felli, Leonardo (2000). Bounded rationality and incomplete contracts. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Anderlini, Luca, Felli, Leonardo (2000). Transaction costs and the robustness of the Coase Theorem. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Felli, Leonardo, Roberts, Kevin (2000). Competition and hold-ups. In Atkinson, Tony, Glennerster, Howard, Stern, Nicholas (Eds.), Putting Economics to Work : Volume in Honour of Michio Morishima (pp. 31-70). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • B
  • Benhamou, Eric (2000). Pricing convexity adjustment with Wiener chaos. (Financial Markets Group Discussion Papers 351). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Benhamou, Eric (2000). A generalisation of Malliavin weighted scheme for fast computation of the Greeks. (Financial Markets Group Discussion Papers 350). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Berry, Steve, Linton, Oliver, Pakes, Ariel (2000). Limit theorems for estimating the parameters of differentiated product demand systems. (Econometrics; EM/2000/400 EM/00/400). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Bhattacharya, Sudipto, Plank, Manfred, Strobl, Gunter, Zechner, Josef (2000). Bank capital regulation with random audits. (Financial Markets Group Discussion Papers 354). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Board, John, Sutcliffe, Charles M. S. (2000). The proof of the pudding: the effects of increased trade transparency in the London Stock Exchange. Journal of Business Finance and Accounting, 27(7-8), 887-909. https://doi.org/10.1111/1468-5957.00338
  • Board, John L. G., Sutcliffe, Charles M. S, Vila, Anne F. (2000). Market maker performance: the search for fair weather market makers. Journal of Financial Services Research, 17(3), 259-276. https://doi.org/10.1023/A:1008102803467
  • Bolton, Patrick, Freixas, Xavier (2000). Equity, bonds and bank debt: capital structure and financial market equilibrium under asymmetric information. Journal of Political Economy, 108(2), 324-351. https://doi.org/10.1086/262121
  • Brown, Ward, Haegler, Urs (2000). Financing constraints and inventories. (Financial Markets Group Discussion Papers 367). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • C
  • Caggese, Andrea (2000). Financial constraints, precautionary saving and firm dynamics. (Financial Markets Group Discussion Papers 338). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cornelli, Francesca, Felli, Leonardo (2000). How to sell a (bankrupt) company? CESifo.
  • Cumperayot, Phornchanok J., Danielsson, Jon, Jorgensen, Bjorn N., Vries, Casper G. (2000). On the (Ir)relevancy of value-at-risk regulation. In Franke, Jürgen, Stahl, Gerhard, Härdle, Wolfgang (Eds.), Measuring Risk in Complex Stochastic Systems (pp. 99 - 117). Springer Science+Business Media B.V.. https://doi.org/10.1007/978-1-4612-1214-0_6
  • Zhuang, Juzhong, Edwards, David, Webb, David C., Capulong, Ma. Virginita (2000). Corporate governance and finance in East Asia: a study of Indonesia, Republic of Korea, Malaysia, Philippines, and Thailand. Asian Development Bank.
    • D
  • Danielsson, Jon, Vries, C. G. de (2000). Value-at-risk and extreme returns. Annales d'Economie et de Statistique, 60(Specia), 236-269.
  • Dessi, Roberta, Robertson, Donald (2000). Debt, incentives and performance: evidence from UK panel data. (Financial Markets Group Discussion Papers 344). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Dow, James, Rahi, Rohit (2000). Should speculators be taxed? Journal of Business, 73(1), 89-108. https://doi.org/10.1086/209633
  • Drehman, Matthias, Goodhart, C. A. E. (2000). Is cash becoming technologically outmoded? Or does it remain necessary to facilitate "bad behaviour"? An empirical investigation into the determinants of cash holdings. (Financial Markets Group Discussion Papers 358). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • E
  • Ericsson, Jan, Renault, Olivier (2000). Liquidity and credit risk. (Financial Markets Group Discussion Papers 362). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • F
  • Faure-Grimaud, Antoine (2000). Product market competition and optimal debt contracts: the limited liability effect revisited. European Economic Review, 44(10), 1823-1840. https://doi.org/10.1016/S0014-2921(99)00026-4
  • Faure-Grimaud, Antoine, Laffont, Jean-Jacques, Martimort, David (2000). A theory of supervision with endogenous transaction costs. Annals of Economics and Finance, 1(2), 231-263.
  • Felli, Leonardo, Villas-Boas, J. Miguel (2000). Renegotiation and collusion in organizations. Journal of Economics and Management Strategy, 9(4), 453-483. https://doi.org/10.1111/j.1430-9134.2000.00453.x
  • Foldes, Lucien (2000). Valuation and martingale properties of shadow prices: an exposition. Journal of Economic Dynamics and Control, 24(11-12), 1641-1701. https://doi.org/10.1016/S0165-1889(99)00090-1
  • Mele, Antonio, Fornari, Fabio (2000). Stochastic volatility in financial markets : crossing the bridge to continuous time. Kluwer Academic Publishers.
    • G
  • Goodhart, Charles, Hofmann, Boris (2000). Do asset prices help to predict consumer price inflation? Manchester School, 68(s1), 122-140. https://doi.org/10.1111/1467-9957.68.s1.7
  • Goodhart, Charles, Huang, H. (2000). A simple model of an international lender of last resort. Economic Notes, 29(1), 1 - 11. https://doi.org/10.1111/1468-0300.00022
  • Gozalo, Pedro, Linton, Oliver (2000). Local nonlinear least squares: using parametric information in nonparametric regression. Journal of Econometrics, 99(1), 63-106. https://doi.org/10.1016/S0304-4076(00)00031-2
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  • Hege, Ulrich, Mella-Barral, Pierre (2000). Collateral, renegotiation and the value of diffusely held debt. (Financial Markets Group Discussion Papers 339). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Hellwig, Christian (2000). Public information, private information and the multiplicity of equilibria in co-ordination games. (Financial Markets Group Discussion Papers 361). Financial Markets Group, The London School of Economics and Political Science.
  • Hodgson, Douglas J, Linton, Oliver, Vorkink, Keith (2000). Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. (Econometrics; EM/2000/398 EM/00/398). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hong, Harrison, Rady, Sven (2000). Strategic trading and learning about liquidity. (Financial Markets Group Discussion Papers 356). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Rin, Marco, Hellman, Thomas (2000). Banks as catalysts for industrialization. (Financial Markets Group Discussion Papers 343). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • K
  • Kirchmaier, Thomas (2000). Demergers - the way forward after M&A? European Business Forum, (4 [Win),
  • Kirchmaier, Thomas, Owen, Geoffrey (2000). Globaler wettbewerb lässt die unterschiede schwinden. Financial Times Deutschland, p. 39.
  • Kirchmaier, Thomas, Owen, Geoffrey (2000). Towards tighter central control. Financial Times, p. 15.
  • Owen, Geoffrey, Kirchmaier, Thomas (2000). Anglo-German convergence. European Business Forum, 2(Summer).
    • L
  • Leblanc, B., Renault, Olivier, Scaillet, O. (2000). A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary. Finance and Stochastics, 4(1), 109-111. https://doi.org/10.1007/s007800050007
  • Lewbel, Arthur, Linton, Oliver (2000). Nonparametric censored and truncated regression. (Econometrics; EM/2000/389 EM/00/389). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver (2000). Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. (Econometrics; EM/2000/399 EM/00/399). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Mammen, Enno, Perch Nielsen, Jens, Tanggaard, C (2000). Yield curve estimation by kernel smoothing methods. (Econometrics EM/00/385). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Perron, Benoit (2000). The shape of the risk premium: evidence from a semiparametric GARCH model. (Financial Markets Group Discussion Papers 514). Financial Markets Group, The London School of Economics and Political Science.
  • Linton, Oliver, Steigerwald, Douglas G. (2000). Adaptive testing in ARCH models. Econometric Reviews, 19(2), 145-174. https://doi.org/10.1080/07474930008800466
  • Linton, Oliver, Whang, Yoon-Jae (2000). Nonparametric estimation with aggregated data. (Econometrics; EM/2000/397 EM/00/397). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver (2000). Efficient estimation of generalized additive nonparametric regression models. Econometric Theory, 16(4), 502-523. https://doi.org/10.1017/S0266466600164023
  • Mammen, Enno, Linton, Oliver, Nielsen, J (2000). The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. (Econometrics; EM/2000/386 EM/00/386). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • M
  • Marin, Jose m., Rahi, Rohit (2000). Information revelation and market incompleteness. Review of Economic Studies, 67(3), 563-579. https://doi.org/10.1111/1467-937X.00144
  • Michaelides, Alexander, Ng, Serena (2000). Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators. Journal of Econometrics, 96(2), 231-266. https://doi.org/10.1016/S0304-4076(99)00058-5
    • O
  • Ostergaard, Charlotte (2000). External financing costs and banks' loan supply: does the structure of the bank sector matter. (Financial Markets Group Discussion Papers 357). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • P
  • Perez-Quiros, Gabriel, Timmermann, Allan (2000). Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities. (Financial Markets Group Discussion Papers 360). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Prigent, Jean-Luc, Renault, Olivier, Scaillet, Olivier (2000). An auto-regressive conditional binomial option pricing model. (Financial Markets Group Discussion Papers 364). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • S
  • Snell, Andy, Tonks, Ian (2000). The profitability of block trades in auction and dealer markets. (Financial Markets Group Discussion Papers 340). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • W
  • Webb, David C. (2000). The impact of liquidity constraints on bank lending policy. The Economic Journal, 110(460), 69-91. https://doi.org/10.1111/1468-0297.00491
  • de Meza, David, Webb, David C. (2000). Does credit rationing imply insufficient lending? Journal of Public Economics, 78(3), 215-234. https://doi.org/10.1016/S0047-2727(99)00099-7