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: 16.
B
  • Brown, Ward (1997). R&D intensity and finance are innovative firms financially constrained? (Financial Markets Group Discussion Papers 271). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Brunnermeier, Markus (1997). On bounded rationality and risk aversion. (Financial Markets Group Discussion Papers 255). Financial Markets Group, The London School of Economics and Political Science.
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  • Cornelli, Francesca, Felli, Leonardo (1997). Ex-ante efficiency of bankruptcy procedures. European Economic Review, 41(3-5), 475-485. https://doi.org/10.1016/S0014-2921(97)00009-3
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  • Dasgupta, Amil, Feldman, Arnold D (1997). An intersection property of sylow 2-subgroups in non-solvable groups. Mathematical Proceedings of the Cambridge Philosophical Society, 122(2), 261-268. https://doi.org/10.1017/S0305004196001326
  • Dessi, Roberta (1997). Implicit contracts, managerial incentives and financial structure. (Financial Markets Group Discussion Papers 279). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • E
  • Eijffinger, Sylvester, Huizinga, Harry, Lemmen, Jan (1997). Short-term and long-term government debt and non-resident interest withholding taxes. (Financial Markets Group Discussion Papers 275). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
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  • Faure-Grimaud, Antoine (1997). The regulation of predatory firms. Journal of Economics and Management Strategy, 6(4), 849 -876. https://doi.org/10.1111/j.1430-9134.1997.00849.x
  • Felli, Leonardo, Ortalo-Magné, François (1997). Technological innovations: slumps and booms. (CARESS Working Paper 97-17). University of Pennsylvania.
  • Mele, Antonio, Fornari, Fabio (1997). Asymmetries and non-linearities in economic activity. Applied Financial Economics, 7(2), 203-206. https://doi.org/10.1080/096031097333772
  • Mele, Antonio, Fornari, Fabio (1997). Sign - and volatility - switching arch models: theory and applications to international stock markets. Journal of Applied Econometrics, 12(1), 49-65. https://doi.org/10.1002/(SICI)1099-1255(199701)12:1<49::AID-JAE422>3.0.CO;2-6
  • Mele, Antonio, Fornari, Fabio (1997). Weak convergence and distributional assumptions for a general class of nonliner arch models. Econometric Reviews, 16(2), 205-227. https://doi.org/10.1080/07474939708800382
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  • Garidel, Thomas (1997). Pareto-improving asymmetric information in a dynamic insurance market. (Financial Markets Group Discussion Papers 266). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
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  • Hartmann, Philipp (1997). Do Reuters spreads reflect currencies' differences in global trading activity? (Financial Markets Group Discussion Papers 265). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
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  • Leon, Angel, Sentana, Enrique (1997). Pricing options on assets with predictable white noise returns. (Financial Markets Group Discussion Papers 267). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
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  • Nier, Erlend (1997). Optimal managerial remuneration and firm-level diversification. (Financial Markets Group Discussion Papers 269). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • S
  • Schonbucher, Philipp (1997). Term structure modelling of defaultable bonds. (Financial Markets Group Discussion Papers 272). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf