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: 66.
A
  • Abdelkhalek, Ahmed, Bilas, Angelos, Michaelides, Alexander (2002). Parallelization and performance of portfolio choice models. In Ni, Lionel M., Valero, Mateo (Eds.), Proceedings of the 2001 International Conference on Parallel Processing (pp. 277-286). IEEE Computer Society.
  • Abreu, Dilip, Brunnermeier, Markus K. (2002). Bubbles and crashes. (Financial Markets Group Discussion Papers 401). Financial Markets Group, The London School of Economics and Political Science.
  • Acker, Daniella, Stalker, Mathew, Tonks, Ian (2002). Daily closing inside spreads and trading volumes around earnings announcements. (Financial Markets Group Discussion Papers 404). Financial Markets Group, The London School of Economics and Political Science.
  • Al-Najjar, Nabil, Anderlini, Luca, Felli, Leonardo (2002). Unforeseen contingencies. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Al-Najjar, Nabil, Anderlini, Luca, Felli, Leonardo (2002). Unforeseen contingencies. Centre for Economic Policy Research (Great Britain).
  • Amato, Jeffery D., Morris, Stephen, Shin, Hyun Song (2002). Communication and monetary policy. Oxford Review of Economic Policy, 18(4), 495-503. https://doi.org/10.1093/oxrep/18.4.495
  • Goodhart, Charles (2002). Recent developments in central banking. In Dickinson, David, Allen, William (Eds.), Monetary Policy, Capital Flows and Exchange Rates: Essays in Honour of Maxwell Fry (pp. 65-77). Routledge.
    • B
  • Blake, David (2002). The impact of wealth on consumption and retirement behaviour in the UK. (Financial Markets Group Discussion Papers 429). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David, Lehmann, Bruce N., Timmermann, Allan (2002). Performance clustering and incentives in the UK pension fund industry. (UBS Pensions Series 003). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David, Timmermann, Allan (2002). International asset allocation with time-varying investment opportunities. (Financial Markets Group Discussion Papers 424). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David, Timmermann, Allan (2002). Returns from active management in international equity markets: evidence from a panel of UK pension funds. (Financial Markets Group Discussion Papers 426). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bray, Margaret, Goodhart, Charles (2002). You might as well be hung for a sheep as a lamb: the loss function of an agent. (Financial Markets Group Discussion Papers 418). Financial Markets Group, The London School of Economics and Political Science.
  • Bruche, Max (2002). A structural model of corporate bond pricing with co-ordination failure. (Financial Markets Group Discussion Papers 410). Financial Markets Group, The London School of Economics and Political Science.
  • Brunnermeier, Markus K., Parker, Jonathan A. (2002). Optimal expectations. (Financial Markets Group Discussion Papers 434). Financial Markets Group, The London School of Economics and Political Science.
  • Burkart, Mike, Ellingsen, Tore (2002). In-kind finance. (Financial Markets Group Discussion Papers 421). Financial Markets Group, The London School of Economics and Political Science.
  • Shleifer, Andrei, Panunzi, Fausto, Burkart, Mike (2002). Family firms. (Financial Markets Group Discussion Papers 406). Financial Markets Group, The London School of Economics and Political Science.
    • C
  • Carroll, Raymond J, Linton, Oliver, Mammen, Enno, Xiao, Zhijie (2002). More efficient kernel estimation in nonparametric regression with autocorrelated errors. (Econometrics; EM/2002/435 EM/02/435). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cerasi, Vittoria, Daltung, Sonja (2002). Diversification and delegation in firms. (Financial Markets Group Discussion Papers 403). Financial Markets Group, The London School of Economics and Political Science.
    • D
  • Danielsson, Jon, Jorgensen, Bjorn N., de Vries, Casper G. (2002). Incentives for effective risk management. Journal of Banking and Finance, 26(7), 1407-1425. https://doi.org/10.1016/S0378-4266(02)00269-8
  • Dasgupta, Amil (2002). Coordination, learning, and delay. (Financial Markets Group Discussion Papers 435). Financial Markets Group, The London School of Economics and Political Science.
  • Dasgupta, Amil (2002). Financial contagion through capital connections: a model of the origin and spread of bank panics. (Financial Markets Group Discussion Papers 436). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Décamps, Jean-Paul, Faure-Grimaud, Antoine (2002). Excessive continuation and dynamic agency costs of debt. European Economic Review, 46(9), 1623 - 1644. https://doi.org/10.1016/S0014-2921(02)00242-8
    • F
  • Faure-Grimaud, Antoine (2002). Using stock price information to regulate firms. Review of Economic Studies, 69(1), 169-190. https://doi.org/10.1111/1467-937X.00202
  • Felli, Leonardo, Merlo, Antonio (2002). Endogenous lobbying. Centre for Economic Policy Research (Great Britain).
  • Felli, Leonardo, Roberts, Kevin W. S. (2002). Does competition solve the hold-up problem? Centre for Economic Policy Research (Great Britain).
  • Friederich, Sylvain, Payne, Richard (2002). Dealer liquidity in an auction market: evidence fom the London Stock Exchange. (Financial Markets Group Discussion Papers 427). Financial Markets Group, The London School of Economics and Political Science.
    • G
  • Goodhart, Charles, Illing, Gerhard (Eds.) (2002). Financial crises, contagion and the lender of last resort. Oxford University Press.
  • Goodhart, Charles (2002). Basel and pro-cyclicality. In Hilton, Andrew (Ed.), Bumps on the Road to Basel . Centre for the Study of Financial Innovation (CSFI).
  • Goodhart, Charles (2002-01-01) From moderate to low inflation [Paper]. Poland's Future Policies Conference, Warsaw, Poland, POL.
  • Goodhart, Charles (2002). The operational risk issue. In Bumps on the Road to Basel: an Anthology on Basel 2 . Centre for the Study of Financial Innovation (CSFI).
  • Goodhart, Charles, Illing, Gerhard (2002). Introduction: Financial crises, contagion and the lender of last resort. In Goodhart, Charles, Illing, Gerhard (Eds.), Financial Crises, Contagion and the Lender of Last Resort (pp. 1-26). Oxford University Press.
  • Goodhart, Charles, Love, Ryan, Payne, Richard, Rime, Dagfinn (2002). Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets. (Financial Markets Group Discussion Papers 467). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles, Meade, Ellen E. (2002-01-01) Central banks and supreme courts: a comparison of monetary and judicial processes and transparency [Paper]. Conference in Honour of Charles Freedman, Toronto, Canada, CAN.
  • Grant, Charles, Koulovantianos, Christos, Michaelides, Alexander, Padula, Mario (2002-05-20 - 2002-05-21) Redistributive policies through taxation: theory and evidence [Paper]. New Developments in Fiscal Policy Analysis, Barcelona, Spain, ESP.
  • Grant, Charles, Koulovantianos, Christos, Michaelides, Alexander, Padula, Mario (2002-09-27 - 2002-09-29) Redistributive policies through taxation: theory and evidence [Paper]. Dynamic Aspects of Policy Reforms, Vienna, Austria, AUT.
  • Haliassos, Michael, Michaelides, Alexander (2002). Calibration and computation of household portfolio models. In Guiso, Luiji, Haliassos, Michael, Jappelli, Tullio (Eds.), Household Portfolios (pp. 55-102). MIT Press.
    • H
  • Heinemann, Frank, Nagel, Rosemarie, Ockenfels, Peter (2002). Speculative attacks and financial architecture: experimental analysis of coordination games with public and private information. (Financial Markets Group Discussion Papers 416). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Hon, Mark T., Tonks, Ian (2002). Momentum in the UK stock market. (Financial Markets Group Discussion Papers 405). Financial Markets Group, The London School of Economics and Political Science.
    • I
  • Iacoviello, Matteo, Ortalo-Magné, François (2002). Hedging housing risk in London. (Discussion paper 415). Financial Markets Group, The London School of Economics and Political Science.
  • Inderst, Roman, Müller, Holger M. (2002). Venture capital contracts and market structure. (Financial Markets Group Discussion Papers 411). Financial Markets Group, The London School of Economics and Political Science.
    • J
  • Jobst, Andreas A. (2002). Loan securitisation: default term structure and asset pricing based on loss prioritisation. (Financial Markets Group Discussion Papers 422). Financial Markets Group, The London School of Economics and Political Science.
  • Julliard, Christian (2002). The international diversification puzzle is not worse than you think. Christian Julliard.
  • Jurczenko, Emmanuel, Maillet, Bertrand, Negrea, Bogdan (2002). Revisited multi-moment approximate option pricing models a general comparison (Part 1). (Financial Markets Group Discussion Papers 430). Financial Markets Group, The London School of Economics and Political Science.
  • Jurczenko, Emmanuel, Maillet, Bertrand, Negrea, Bogdan (2002). Skewness and kurtosis implied by option prices: a second comment. (Financial Markets Group Discussion Papers 419). Financial Markets Group, The London School of Economics and Political Science.
    • K
  • Kalashnikov, Vladimir, Norberg, Ragnar (2002). Power tailed ruin probabilities in the presence of risky investments. Stochastic Processes and Their Applications, 98(2), 211-228. https://doi.org/10.1016/S0304-4149(01)00148-X
  • Koufopoulos, Kostas (2002). Asymmetric information, heterogeneity in risk perceptions and insurance: an explanation to a puzzle. (Financial Markets Group Discussion Papers 402). Financial Markets Group, The London School of Economics and Political Science.
    • L
  • Linton, Oliver (2002). Comment on "an adaptive estimation of dimension reduction space" by Y. Xia, H. Tong, and W.K. Li. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 64(3), p. 400. https://doi.org/10.1111/1467-9868.03411
  • Linton, Oliver, Maasoumi, Esfandiar, Whang, Yoon-Jae (2002). Consistent testing for stochastic dominance : a subsampling approach. (Econometrics; EM/2002/433 EM/02/433). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Maasoumi, Esfandiar, Whang, Yoon-Jae (2002). Consistent testing for stochastic dominance: a subsampling approach. (Financial Markets Group Discussion Papers 407). Financial Markets Group, The London School of Economics and Political Science.
  • Linton, Oliver, Whang, Yoon-Jae (2002). Nonparametric estimation with aggregated data. Econometric Theory, 18(2), 420-468. https://doi.org/10.1017.S0266466602182089
  • Loss, Frederic (2002). Optimal hedging strategies and interactions between firms. (Financial Markets Group Discussion Papers 399). Financial Markets Group, The London School of Economics and Political Science.
  • Loss, Frederic, Renucci, Antoine (2002). The fallacy of new business creation as a disciplining device for managers. (Financial Markets Group Discussion Papers 398). Financial Markets Group, The London School of Economics and Political Science.
  • Segoviano, Miguel A., Lowe, Philip (2002). Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. (Financial Markets Group Discussion Papers 428). Financial Markets Group, The London School of Economics and Political Science.
  • Shintani, Mototsugu, Linton, Oliver (2002). Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. (Econometrics; EM/2002/434 EM/02/434). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • M
  • Maillet, Bertrand, Michel, Thierry (2002). 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. (Financial Markets Group Discussion Papers 417). Financial Markets Group, The London School of Economics and Political Science.
  • Muermann, Alexander (2002). Pricing catastrophe insurance derivatives. (Financial Markets Group Discussion Papers 400). Financial Markets Group, The London School of Economics and Political Science.
  • Mukerji, Sujoy, Shin, Hyun Song (2002). Equilibrium departures from common knowledge in games with non-additive expected utility. Advances in Theoretical Economics, 2(1, Art).
  • Myatt, David P., Shin, Hyun Song, Wallace, Chris (2002). The assessment: games and coordination. Oxford Review of Economic Policy, 18(4), 397-417. https://doi.org/10.1093/oxrep/18.4.397
    • O
  • Ortalo-Magné, François, Rady, Sven (2002). Homeownership: low household mobility, volatile housing prices, high income dispersion. (Financial Markets Group Discussion Papers 432). Financial Markets Group, The London School of Economics and Political Science.
    • P
  • Patton, Andrew J. (2002). On the out-of-sample importance of skewness and asymetric dependence for asset allocation. (Financial Markets Group Discussion Papers 431). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Pesaran, M. Hashem, Timmermann, Allan (2002). Market timing and return prediction under model instability. (Financial Markets Group Discussion Papers 412). Financial Markets Group, The London School of Economics and Political Science.
    • R
  • Rochet, Jean-Charles, Triole, Jean (2002). Platform competition in two sided markets. (Financial Markets Group Discussion Papers 409). Financial Markets Group, The London School of Economics and Political Science.
  • Rochet, Jean-Charles, Vives, Xavier (2002). Coordination failures and the lender of last resort was Bagehot right after all? (Financial Markets Group Discussion Papers 408). Financial Markets Group, The London School of Economics and Political Science.
    • S
  • Sunirand, Pojanart (2002). The role of bank capital and the transmission mechanism of monetary policy. (Financial Markets Group Discussion Papers 433). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • T
  • Tonks, Ian (2002). Performance persistence of pension fund managers. (Financial Markets Group Discussion Papers 43). Financial Markets Group, The London School of Economics and Political Science.
    • Z
  • Zigrand, Jean-Pierre (2002). Rational asset pricing implications from realistic trading frictions. (Discussion paper 414). Financial Markets Group, The London School of Economics and Political Science.