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: 70.
A
  • Altissimo, Filippo, Mele, Antonio (2004). Simulated nonparametric estimation of continuous time models of asset prices and returns. (Discussion paper 476). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Anderlini, Luca, Felli, Leonardo (2004). Book review: economics and language: five essays by Ariel Rubinstein, Cambridge University Press, Cambridge, 2000. Economica, 71(281), 169-171. https://doi.org/10.1111/j.0013-0427.2004.363_2.x
  • Anderlini, Luca, Felli, Leonardo (2004). Bounded rationality and incomplete contracts. Research in Economics, 58(1), 3-30. https://doi.org/10.1016/j.rie.2003.12.001
  • Anderlini, Luca, Felli, Leonardo, Postlewaite, Andrew (2004). Should courts always enforce what contracting parties write? (CEPR Discussion Papers DP4197). Center for Economic Policy Research.
    • B
  • Barry, Steve, Linton, Oliver B., Pakes, Ariel (2004). Limit theorems for estimating the parameters of differentiated product demand systems. The Review of Economic Studies, 71(3), 613-654. https://doi.org/10.1111/j.1467-937X.2004.00298.x
  • Besley, Timothy, Prat, Andrea (2004). Credible pensions. (Financial Markets Group Discussion Papers 525). Financial Markets Group, The London School of Economics and Political Science.
  • Byrne, Alistair, Harrison, Debbie, Blake, David (2004). Barriers to pension scheme participation in small and medium sized enterprises. (Financial Markets Group Discussion Papers 523). Financial Markets Group, The London School of Economics and Political Science.
  • Cairns, Andrew J. G., Blake, David, Dowd, Kevin (2004). Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. (Financial Markets Group Discussion Papers 443). Financial Markets Group, The London School of Economics and Political Science.
  • Inkmann, Joachim, Blake, David (2004). Liability valuation and optimal asset allocation. (Financial Markets Group Discussion Papers 507). Financial Markets Group, The London School of Economics and Political Science.
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  • Carletti, Elena, Cerasi, Vittoria, Daltung, Sonja (2004). Multiple-bank lending: diversification and free-riding in monitoring. (Financial Markets Group Discussion Papers 490). Financial Markets Group, The London School of Economics and Political Science.
  • Chen, Xiaohong, Fan, Yanqin, Patton, Andrew J. (2004). Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates. (Financial Markets Group Discussion Papers 483). Financial Markets Group, The London School of Economics and Political Science.
  • Cocco, Joao F., Lopes, Paula (2004). Defined benefit or defined contribution?: An empirical study of pension choices. (Financial Markets Group Discussion Papers 505). Financial Markets Group, The London School of Economics and Political Science.
  • Connor, Gregory, Woo, Mason (2004). An Introduction to hedge funds. (Discussion paper 477). Financial Markets Group, The London School of Economics and Political Science.
  • Dasgupta, Amil, Corsetti, Giancarlo, Morris, Stephen, Shin, Hyun Song (2004). Does one Soros make a difference? A theory of currency crises with large and small traders. Review of Economic Studies, 71(1), 87-114. https://doi.org/10.1111/0034-6527.00277
  • Webb, David C., Caplong, V., Edwards, D., Zhuang, J. (2004). Corporate governance and finance in the five affected. In Clarke, T. (Ed.), Critical Perspectives on Business and Management . Routledge.
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  • Danielsson, Jon, Love, Ryan (2004). Feedback trading. (Financial Markets Group Discussion Papers 510). Financial Markets Group, The London School of Economics and Political Science.
  • Danielsson, Jon, Shin, Hyun Song, Zigrand, Jean-Pierre (2004). The impact of risk regulation on price dynamics. Journal of Banking and Finance, 28(5), 1069-1087. https://doi.org/10.1016/S0378-4266(03)00113-4
  • Dasgupta, Amil (2004). Financial contagion through capital connections: a model of the origin and spread of bank panics. Journal of the European Economic Association, 2(6), 1049-1084. https://doi.org/10.1162/1542476042813896
  • Dasgupta, Amil, Prat, Andrea (2004). Career concerns in financial markets. (Financial Markets Group Discussion Papers 494). Financial Markets Group, The London School of Economics and Political Science.
  • Davies, Howard (2004). Creating a single financial market in Europe: What do we mean? (Special paper SP155). Financial Markets Group, The London School of Economics and Political Science.
    • E
  • Ellul, Andrew, Shin, Hyun Song, Tonks, Ian (2004). Opening and closing the market: evidence from the London Stock Exchange. (Financial Markets Group Discussion Papers 506). Financial Markets Group, The London School of Economics and Political Science.
  • Esho, Neil, Kollo, Michael G., Sharpe, Ian G. (2004). Eurobond underwriter spreads. (Financial Markets Group Discussion Papers 503). Financial Markets Group, The London School of Economics and Political Science.
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  • Faure-Grimaud, Antoine (2004). Public trading and private incentives. Review of Financial Studies, 17(4), 985-1014. https://doi.org/10.1093/rfs/hhh002
  • Faure-Grimaud, Antoine, Inderst, Roman (2004). Conglomerate entrenchment under optimal financial contracting. (Financial Markets Group Discussion Papers 521). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Foldes, Lucien (2004). Continuous time optimal stochastic growth: local martingales, transversality and existence. (Financial Markets Group Discussion Papers 479). Financial Markets Group, The London School of Economics and Political Science.
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  • Gomes, Francisco, Michaelides, Alexander (2004-07-01 - 2004-07-03) Aggregate implications of defined benefit and defined contribution systems [Paper]. Society for Economic Dynamics 2004 Annual Meeting, Florence, Italy, ITA.
  • Gomes, Francisco, Michaelides, Alexander (2004). A human capital explanation for an asset allocation puzzle? (Financial Markets Group Discussion Papers 491). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gomes, Francisco, Michaelides, Alexander, Polkovnichenko, Valery (2004). Portfolio choice and wealth accumulation with taxable and tax-deferred accounts. (Financial Markets Group Discussion Papers 519). Financial Markets Group, The London School of Economics and Political Science.
  • Gondat-Larralde, Celine, James, Kevin R. (2004). Block-booking and IPO share allocation: the importance of being ignorant. (Financial Markets Group Discussion Papers 480). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles (2004). The Monetary Policy Committee's reaction function: an exercise in estimation. (Financial Markets Group Discussion Papers 495). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles (2004). The interaction between the Bank of England's forecasts and policy, and the outturn. (Financial Markets Group Discussion Papers 496). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles, Segoviano, Miguel A. (2004). Basel and procyclicality: a comparison of the standardised and IRB approaches to an improved credit risk method. (Financial Markets Group Discussion Papers 524). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles, Sunirand, Pojanart, Tsomocos, Dimitrios P. (2004). A model to analyse financial fragility. (Financial Markets Group Discussion Papers 492). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles, Sunirand, Pojanart, Tsomocos, Dimitrios P. (2004). A model to analyse financial fragility: applications. (Financial Markets Group Discussion Papers 482). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles, Sunirand, Pojanart, Tsomocos, Dimitrios P. (2004). A risk assessment model for banks. (Financial Markets Group Discussion Papers 504). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles, Sunirand, Pojanart, Tsomocos, Dimitrios P. (2004). A time series analysis of financial fragility in the UK banking system. (Financial Markets Group Discussion Papers 517). Financial Markets Group, The London School of Economics and Political Science.
  • Grant, Jeremy, Kirchmaier, Thomas (2004). Corporate ownership structure and performance in Europe. (CEPDP 631). London School of Economics and Political Science. Centre for Economic Performance.
  • Gregory, Alan, Tonks, Ian (2004). Performance of personal pension schemes in the UK. (Financial Markets Group Discussion Papers 486). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Kirchmaier, Thomas, Grant, Jeremy (2004). It's all cosmetic: reform in Germany is only skin-deep [commentary]. Wall Street Journal Europe, Jan,
  • Kirchmaier, Thomas, Grant, Jeremy (2004). Who governs?: corporate ownership and control structures in Europe. (SSRN working paper). Social Science Research Network.
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  • Hart, Oliver, Moore, John (2004). Agreeing now to agree later: contracts that rule out but do not rule in. (TE 472). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hattori, Masazumi (2004). A theory of sovereign debt roll-over crisis. (Financial Markets Group Discussion Papers 488). Financial Markets Group, The London School of Economics and Political Science.
    • I
  • Inderst, Roman, Muller, Holger M. (2004). The effect of capital market characteristics on the value of start-up firms. Journal of Financial Economics, 72(2), 319-356. https://doi.org/10.1016/j.jfineco.2003.06.001
    • J
  • James, Kevin R. (2004). IPO underpricing during the boom: a block-booking explanation. (Financial Markets Group Discussion Papers 481). Financial Markets Group, The London School of Economics and Political Science.
  • Julliard, Christian (2004). Human capital and international portfolio choice. Christian Julliard.
    • K
  • Kim, Woocheol, Linton, Oliver (2004). A local instrumental variable estimation method for generalized additive volatility models. (Financial Markets Group Discussion Papers 509). Financial Markets Group, The London School of Economics and Political Science.
  • Kim, Woocheol, Linton, Oliver B. (2004). The live method for generalized additive volatility models. Econometric Theory, 20(6), 1094-1139. https://doi.org/10.1017/S026646660420603X
  • Kondor, Peter (2004). Rational trader risk. (Financial Markets Group Discussion Papers 533). Financial Markets Group, The London School of Economics and Political Science.
  • Kondor, Peter (2004). The more we know, the less we agree: public announcements and higher-order expectations. (Financial Markets Group Discussion Papers 532). Financial Markets Group, The London School of Economics and Political Science.
  • Kristensen, Dennis (2004). Estimation in two classes of semiparametric diffusion models. (Financial Markets Group Discussion Papers 500). Financial Markets Group, The London School of Economics and Political Science.
  • Kristensen, Dennis (2004). Estimation of partial differential equations with applications in finance. (Financial Markets Group Discussion Papers 499). Financial Markets Group, The London School of Economics and Political Science.
  • Kristensen, Dennis (2004). A semiparametric single-factor model of the term structure. (Financial Markets Group Discussion Papers 501). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • L
  • Linton, Oliver (2004). Estimation of linear regression models by a spread-tolerant estimator. (Financial Markets Group Discussion Papers 512). Financial Markets Group, The London School of Economics and Political Science.
  • Linton, Oliver (2004). Nonparametric inference for unbalanced time series data. (Econometrics; EM/2004/474 EM/04/474). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Mammen, Enno (2004). Estimating semiparametric ARCH (∞) models by kernel smoothing methods. (Financial Markets Group Discussion Papers 511). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Linton, Oliver, Mammen, Enno, Nielsen, J., Taanggard, C. (2004). Yield curve estimation by kernel smoothing. (Financial Markets Group Discussion Papers 515). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Sabbatini, Michael, Linton, Oliver (2004). A GARCH model of the implied volatility of the Swiss Market Index from options prices. (Financial Markets Group Discussion Papers 516). Financial Markets Group, The London School of Economics and Political Science.
    • M
  • Mele, Antonio (2004). General properties of rational stock-market fluctuations. (Financial Markets Group Discussion Papers 489). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Mencia, Javier F., Sentana, Enrique (2004). Estimation and testing of dynamic models with generalised hyperbolic innovations. (Financial Markets Group Discussion Papers 502). Financial Markets Group, The London School of Economics and Political Science.
  • Muñoz, Sònia (2004). Real effects of regional house prices: dynamic panel estimation with heterogeneity. (Financial Markets Group Discussion Papers 493). Financial Markets Group, The London School of Economics and Political Science.
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  • Norberg, Ragnar (2004). Vasicek beyond the normal. Mathematical Finance, 14(4), 585-604. https://doi.org/10.1111/j.0960-1627.2004.00206.x
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  • Pagratis, Spyros (2004). Co-ordination failure and the role of banks in the resolution of financial distress. (Financial Markets Group Discussion Papers 420). Financial Markets Group, The London School of Economics and Political Science.
  • Patton, Andrew J. (2004). Are "market neutral" hedge funds really market neutral? (Financial Markets Group Discussion Papers 522). Financial Markets Group, The London School of Economics and Political Science.
  • Peñaranda, Francisco, Sentana, Enrique (2004). Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach. (Financial Markets Group Discussion Papers 497). Financial Markets Group, The London School of Economics and Political Science.
  • Prat, Andrea (2004). The wrong kind of transparency. (Financial Markets Group Discussion Papers 498). Financial Markets Group, The London School of Economics and Political Science.
    • R
  • Rahi, Rohit, Zigrand, Jean-Pierre (2004). Strategic financial innovation in segmented markets. (Financial Markets Group Discussion Papers 520). Financial Markets Group, The London School of Economics and Political Science.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2004). Strategic financial innovation in segmented markets. Centre for Economic Policy Research (Great Britain).
    • S
  • Smith, Sarah (2004). Stopping short?: evidence on contributions to long-term savings from aggregate and micro data. (Financial Markets Group Discussion Papers 485). Financial Markets Group, The London School of Economics and Political Science.
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  • Tong, Jian, Xu, Cheng-Gang (2004). Financial institutions and the wealth of nations: tales of development. (Financial Markets Group Discussion Papers 484). Financial Markets Group, The London School of Economics and Political Science.
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  • Webb, David C. (2004). Sponsoring company finance and investment and defined benefit pension scheme deficits. (Financial Markets Group Discussion Papers 487). Financial Markets Group, The London School of Economics and Political Science.