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: 52.
Article
  • Connor, Gregory, Korajczyk, R., Linton, Oliver (2006). The common and specific components of dynamic volatility. Journal of Econometrics, 132(1), 231-255. https://doi.org/10.1016/j.jeconom.2005.01.029
  • Cuñat, Vicente (2006). Trade credit: suppliers as debt collectors and insurance providers. Review of Financial Studies, 20(2), 491-527. https://doi.org/10.1093/rfs/hhl015
  • Felli, Leonardo, Anderlini, Luca (2006). Transaction costs and the robustness of the Coase Theorem. The Economic Journal, 116(508), 223-245. https://doi.org/10.1111/j.1468-0297.2006.01054.x
  • Felli, Leonardo, Anderlini, Luca, Al-Najjar, Nabil (2006). Undescribable events. Review of Economic Studies, 73(4), 849-868. https://doi.org/10.1111/j.1467-937X.2006.00399.x
  • Felli, Leonardo, Merlo, Antonio (2006). Endogenous lobbying. Journal of the European Economic Association, 4(1), 180-215. https://doi.org/10.1162/jeea.2006.4.1.180
  • Hogh, N., Linton, Oliver, Nielsen, J.P. (2006). The Froot-Stein model revisited. Annals of Actuarial Science, 1(1), 37-47. https://doi.org/10.1017/S174849950000004X
  • Kirchmaier, Thomas, Owen, Geoffrey (2006). The outsider at the controls. Financial Times, (16 Mar),
  • Linton, Oliver, Kristensen, Dennis (2006). A closed-form estimator for the GARCH(1,1)-Model. Econometric Theory, 22(2), 323-337. https://doi.org/10.1017/S0266466606060142
  • Mele, Antonio (2006). Approximating volatility diffusions with cev-arch models. Journal of Economic Dynamics and Control, 30(6), 931-966. https://doi.org/10.1016/j.jedc.2005.03.008
  • Norberg, Ragnar (2006). Dynamic Greeks. Insurance: Mathematics and Economics, 39(1), 123-133. https://doi.org/10.1016/j.insmatheco.2006.01.008
  • Webb, David C. (2006). The theory of corporate finance - review article. The Economic Journal, 116(515), F499-F507. https://doi.org/10.1111/j.1468-0297.2006.01134.x
  • de Meza, David, Webb, David C. (2006). Credit rationing: Something's gotta give. Economica, 73(292), 562-578. https://doi.org/10.1111/j.1468-0335.2006.00533.x
    • Book
  • Owen, Geoffrey, Kirchmaier, Thomas, Grant, Jeremy (2006). Corporate governance in the US and Europe: where are we now? Palgrave Macmillan.
    • Chapter
  • Kirchmaier, Thomas, Grant, Jeremy, Bienz, Carsten (2006). The corporate governance of private equity. In Grant, Jeremy, Bassi, I. (Eds.), Structuring European Private Equity (pp. 70-85). Euromoney Books.
    • Conference or Workshop Item
  • Brunnermeier, Markus, Julliard, Christian (2006-07-17 - 2006-07-28) Money illusion and housing frenzies [Paper]. European Summer Symposium in Financial Markets, Gerzensee, Switzerland, CHE.
  • Julliard, Christian, Brunnermeier, Markus (2006-06-26 - 2006-06-30) Money illusion and housing frenzies [Paper]. 2nd Csef-Igier Symposium on Economics and Institutions, London, United Kingdom, GBR.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2006-04-06 - 2006-04-08) Arbitrage networks [Paper]. Decentralization Conference, Paris, France, FRA.
    • Working paper
  • Anderlini, Luca, Felli, Leonardo, Postlewaite, Andrew (2006). Active courts and menu contracts. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Anderlini, Luca, Felli, Leonardo, Postlewaite, Andrew (2006). Should courts always enforce what contracting parties write? (STICERD Discussion Papers TE/06/510). Suntory and Toyota International Centres for Economics and Related Disciplines. picture_as_pdf
  • Anderson, Ronald W., Carverhill, Andrew (2006). Liquidity and capital structure. (Financial Markets Group Discussion Papers 573). Financial Markets Group, The London School of Economics and Political Science.
  • Aspachs, Oriol, Goodhart, Charles, Tsomocos, Dimitrios P., Zicchino, Lea (2006). Towards a measure of financial fragility. (Financial Markets Group Discussion Papers 554). Financial Markets Group, The London School of Economics and Political Science.
  • Baeriswyl, Romain, Cornand, Camille (2006). Monetary policy and its informative value. (Financial Markets Group Discussion Papers 569). Financial Markets Group, The London School of Economics and Political Science.
  • Bena, Jan (2006). Choice of corporate risk management tools under moral hazard. (Financial Markets Group Discussion Papers 566). Financial Markets Group, The London School of Economics and Political Science.
  • Bena, Jan, Hanousek, Jan (2006). Rent extraction by large shareholders: evidence using dividend policy in the Czech Republic. (Financial Markets Group Discussion Papers 556). Financial Markets Group, The London School of Economics and Political Science.
  • Bienz, Carsten, Walz, Uwe (2006). Evolution of decision and control rights in venture capital contracts: an empirical analysis. (Financial Markets Group Discussion Papers 585). Financial Markets Group, The London School of Economics and Political Science.
  • Bruche, Max, Gonzalez-Aguado, Carlos (2006). Recovery rates, default probabilities and the credit cycle. (Financial Markets Group Discussion Papers 572). Financial Markets Group, The London School of Economics and Political Science.
  • Brunnermeier, Markus K., Julliard, Christian (2006). Money illusion and housing frenzies. (Financial Markets Group Discussion Papers 579). Financial Markets Group, The London School of Economics and Political Science.
  • Brunnermeier, Markus K., Julliard, Christian (2006). Money illusion and housing frenzies. National Bureau of Economic Research.
  • Bruno, Valentina G., Claessens, Stijn (2006). Corporate governance and regulation can there be too much of a good thing? (Financial Markets Group Discussion Papers 574). Financial Markets Group, The London School of Economics and Political Science.
  • Cerasi, Vittoria, Daltung, Sonja (2006). Financial structure, managerial compensation and monitoring. (Financial Markets Group Discussion Papers 576). Financial Markets Group, The London School of Economics and Political Science.
  • Cho, Young-Hyun, Linton, Oliver, Whang, Yoon-Jae (2006). Are there Monday effects in stock returns: a stochastic dominance approach. (Financial Markets Group Discussion Papers 568). Financial Markets Group, The London School of Economics and Political Science.
  • Connor, Gregory, Linton, Oliver (2006). Semiparametric estimation of a characteristic-based factor model of common stock returns. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cornand, Camille, Heinemann, Frank (2006). Speculative attacks with multiple sources of public information. (Financial Markets Group Discussion Papers 570). Financial Markets Group, The London School of Economics and Political Science.
  • Danielsson, Jon, Zigrand, Jean-Pierre (2006). Equilibrium asset pricing with systemic risk. (Financial Markets Group Discussion Papers 561). Financial Markets Group, The London School of Economics and Political Science.
  • Danielsson, Jon, Zigrand, Jean-Pierre, Jorgensen, Bjørn N., Sarma, Mandira, de Vries, C. G. (2006). Consistent measures of risk. (Financial Markets Group Discussion Papers 565). Financial Markets Group, The London School of Economics and Political Science.
  • Dasgupta, Amil, Leon-Gonzalez, Roberto, Shortland, Anja (2006). Regionality revisited: an examination of the direction of spread of currency crises. (Financial Markets Group Discussion Papers 584). Financial Markets Group, The London School of Economics and Political Science.
  • Felli, Leonardo, Harris, Christopher (2006). Firm-specific training. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Greco, Luciano G. (2006). The optimal design of funded pensions. (Financial Markets Group Discussion Papers 567). Financial Markets Group, The London School of Economics and Political Science.
  • Inkmann, Joachim (2006). Compensating wage differentials for defined benefit and defined contribution occupational pension scheme benefits. (Financial Markets Group Discussion Papers 564). Financial Markets Group, The London School of Economics and Political Science.
  • Jacho-Chávez, David, Lewbel, Arthur, Linton, Oliver (2006). Identification and nonparametric estimation of a transformed additively separable model. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Kalnina, Ilze, Linton, Oliver (2006). Estimating quadratic variation consistently in the presence of correlated measurement error. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Kirchmaier, Thomas, Kollo, Michael G. (2006). The role of prestige and networks in outside director appointment. (Financial Markets Group Discussion Papers 582). Financial Markets Group, The London School of Economics and Political Science.
  • Kirchmaier, Thomas, Selvaggi, Mariano (2006). The dark side of 'good' corporate governance: compliance-fuelled book-cooking activities. (Financial Markets Group Discussion Papers 559). Financial Markets Group, The London School of Economics and Political Science.
  • Lee, Sokbae, Linton, Oliver, Whang, Yoon-Jae (2006). Testing for stochastic monotonicity. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lewbel, Arthur, Linton, Oliver, McFadden, D. L. (2006). Estimating features of a distribution from binomial data. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Mammen, Enno (2006). Nonparametric transformation to white noise. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Minguez-Afonso, Gara (2006). Imperfect common knowledge in first generation models of currency crises. (Financial Markets Group Discussion Papers 555). Financial Markets Group, The London School of Economics and Political Science.
  • Robotti, Paola (2006). Hedge funds and financial stability: explaining the debate at the financial stability forum. (Financial Markets Group Discussion Papers 560). Financial Markets Group, The London School of Economics and Political Science.
  • Segoviano, Miguel A. (2006). Conditional probability of default methodology. (Financial Markets Group Discussion Papers 558). Financial Markets Group, The London School of Economics and Political Science.
  • Segoviano, Miguel A. (2006). Consistent information multivariate density optimizing methodology. (Financial Markets Group Discussion Papers 557). Financial Markets Group, The London School of Economics and Political Science.
  • Webb, David C. (2006). Long-term care insurance, annuities and asymmetric information: the case for bundling contracts. (Financial Markets Group Discussion Papers 530). Financial Markets Group, The London School of Economics and Political Science.
  • de Meza, David, Webb, David C. (2006). Incentive design under loss aversion. (Financial Markets Group Discussion Papers 571). Financial Markets Group, The London School of Economics and Political Science.