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.
Article
  • Board, John, Sandmann, Gleb, Sutcliffe, Charles (2001). The effect of futures market volume on spot market volatility. Journal of Business, Finance and Accounting, 28(7/8), 799-819. https://doi.org/10.1111/1468-5957.00394
  • Board, John, Wells, S. (2001). Liquidity and best execution in the UK: a comparison of SETS and Tradepoint. Journal of Asset Management, 1(4), 344-365. https://doi.org/10.1057/palgrave.jam.2240026
  • Cremer, Helmuth, Pestieau, Pierre, Rochet, Jean-Charles (2001). Direct versus indirect taxation: the design of the tax structure revisited. International Economic Review, 42(3), 781-800. https://doi.org/10.1111/1468-2354.00133
  • Faure-Grimaud, Antoine, Bhattacharya, Sudipto (2001). The debt hangover Renegotiation with noncontractible investment. Economics Letters, 70(3), 413-419. https://doi.org/10.1016/S0165-1765(00)00376-1
  • Faure-Grimaud, Antoine, Chemla, Gilles (2001). Dynamic adverse selection and debt. European Economic Review, 45(9), 1773-1792. https://doi.org/10.1016/S0014-2921(00)00080-5
  • Faure-Grimaud, Antoine, Martimort, David (2001). On some agency costs of intermediated contracting. Economics Letters, 71(1), 75-81. https://doi.org/10.1016/S0165-1765(00)00398-0
  • Felli, Leonardo, Anderlini, Luca (2001). Costly bargaining and renegotiation. Econometrica, 69(2), 377-411. https://doi.org/10.1111/1468-0262.00196
  • Foldes, Lucien (2001). The optimal consumption function in a Brownian model of accumulation part a: the consumption function as solution of a boundary value problem. Journal of Economic Dynamics and Control, 25(12), 1951-1971. https://doi.org/10.1016/S0165-1889(00)00011-7
  • Fornari, Fabio, Mele, Antonio (2001). Recovering the probability density function of asset prices using garch as diffusion approximations. Journal of Empirical Finance, 8(1), 83-110. https://doi.org/10.1016/S0927-5398(01)00021-4
  • Fornari, Fabio, Mele, Antonio (2001). Volatility smiles and the information content of news. Applied Financial Economics, 11(2), 179-186. https://doi.org/10.1080/096031001750071578
  • Gigler, Frank B., Hemmer, Thomas (2001). Conservatism, optimal disclosure policy, and the timeliness of financial reports. Accounting Review, 76(4), 471-493. https://doi.org/10.2308/accr.2001.76.4.471
  • Goodhart, Charles (2001). Interview: Charles Goodhart. Central Banking, XI(3), 7-16.
  • Goodhart, Charles (2001). Monetary transmission lags and the formulation of the policy decision on interest rates. Federal Reserve Bank of St. Louis Review, 83(4), 165-182.
  • Goodhart, Charles (2001). The inflation forecast. National Institute Economic Review, 175(1), 59-66.
  • Goodhart, Charles (2001). A plea to economists? Eastern Economic Journal, 27(2), 215-220.
  • Inderst, Roman (2001). Incentive schemes as a signaling device. Journal of Economic Behavior & Organization, 44(4), 455-465. https://doi.org/10.1016/S0167-2681(00)00142-6
  • Kalyvitis, Sarantis, Michaelides, Alexander (2001). New evidence on the effects of US monetary policy on exchange rates. Economics Letters, 71(2), 255-263. https://doi.org/10.1016/S0165-1765(01)00375-5
  • Kirchmaier, Thomas (2001). Corporate demergers: or is divorce more attractive than marriage? Centrepiece, 6(1), 14-17.
  • Kirchmaier, Thomas (2001). Creating value when less is more. Financial Times,
  • Kleffe, Jürgen, Norberg, Ragnar (2001). Minimum norm estimation of variance components for life insurance data. Communications in Statistics - Theory and Methods, 30(8/9), 1591-1603. https://doi.org/10.1081/STA-100105686
  • Linton, Oliver, Mammen, Enno, Nielsen, Jans Perch, Tanggaard, Carsten (2001). Yield curve estimation by kernel smoothing methods. Journal of Econometrics, 105(1), 185 - 224. https://doi.org/10.1016/S0304-4076(01)00075-6
  • Linton, Oliver, Rodríguez-Poo, Juan M. (2001). Nonparametric factor analysis for residual time series. Test, 10(1), 161-182.
  • Linton, Oliver (2001). Estimating additive nonparametric models by partial Lq norm: the curse of fractionality. Econometric Theory, 17(6), 1037-1050.
  • Linton, Oliver, Xiao, Zhijie (2001). Second-order approximation for adaptive regression estimators. Econometric Theory, 17(5), 984-1024. https://doi.org/10.1017/S0266466601175067
  • Ludvigson, Sydney C., Michaelides, Alexander (2001). Does buffer stock saving explain the smoothness and excess sensitivity of consumption? American Economic Review, 91(3), 631-647. https://doi.org/10.1257/aer.91.3.631
  • Norberg, Ragnar (2001). On bonus and bonus prognoses in life insurance. Scandinavian Actuarial Journal, 2001(2), 126-147. https://doi.org/10.1080/03461230152592773
  • Prigent, Jean-Luc, Renault, Olivier, Scaillet, Olivier (2001). An empirical investigation into credit spread indices. Journal of Risk, 3(3), 27-56.
  • de Meza, David, Webb, David C. (2001). Advantageous selection in insurance markets. RAND Journal of Economics, 32(2), 249-262.
    • Chapter
  • Foldes, Lucien (2001). Optimal saving and risk in continuous time. In Schaefer, Stephen M. (Ed.), The Foundations of Continuous Time Finance . Edward Elgar.
  • Goodhart, Charles (2001). The endogenity of money. In Arestis, Philip, Desai, Meghnad, Dow, Shelia (Eds.), Money, Macroeconomics and Keynes (pp. 14-24). Routledge.
  • Jappelli, Tullio, Julliard, Christian, Pagano, Marco (2001). La diversificazione del portafoglio delle famiglie italiane. In Beltratti, A. (Ed.), Xix Rapporto Sul Risparmio e Sui Risparmiatori in Italia (pp. 91-121). Gruppo BNL.
    • Report
  • Financial Markets Group (2001). An academic response to Basel II. (Special paper series SP130). Financial Markets Group, The London School of Economics and Political Science.
    • Working paper
  • Anderlini, Luca, Felli, Leonardo, Postlewaite, Andrew (2001). Courts of law and unforeseen contingencies. Centre for Economic Policy Research (Great Britain).
  • Anderson, Ronald W., Nyborg, Kjell G. (2001). Financial development, agency and the pace of adoption of new techniques. (Financial Markets Group Discussion Papers 389). Financial Markets Group, The London School of Economics and Political Science.
  • Anderson, Ronald W., Nyborg, Kjell G. (2001). Financing and corporate growth under repeated moral hazard. (Financial Markets Group Discussion Papers 376). Financial Markets Group, The London School of Economics and Political Science.
  • Burkart, Mike, Panunzi, Fausto (2001). Agency conflicts, ownership concentration, and legal shareholder protection. (Financial Markets Group Discussion Papers 378). Financial Markets Group, The London School of Economics and Political Science.
  • Calzorali, Giorgio, Fiorentini, Gabriele, Sentana, Enrique (2001). Constrained indirect inference estimation. (Financial Markets Group Discussion Papers 384). Financial Markets Group, The London School of Economics and Political Science.
  • Carletti, Elena (2001). The structure of bank relationships, endogenous monitoring and loan rates. (Financial Markets Group Discussion Papers 388). Financial Markets Group, The London School of Economics and Political Science.
  • Chen, Xiaohong, Linton, Oliver, Robinson, Peter (2001). The estimation of conditional densities. (Econometrics; EM/2001/415 EM/01/415). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Coco, Giuseppe, de Meza, David (2001). In defence of usury laws. (Financial Markets Group Discussion Papers 369). Financial Markets Group, The London School of Economics and Political Science.
  • Connor, Gregory (2001). A structured GARCH model of daily equity return volatility. (Financial Markets Group Discussion Papers 370). Financial Markets Group, The London School of Economics and Political Science.
  • Connor, Gregory, Sehgal, Sanjay (2001). Tests of the Fama and French model in India. (Financial Markets Group Discussion Papers 379). Financial Markets Group, The London School of Economics and Political Science.
  • Corsetti, Giancarlo, Dasgupta, Amil, Morris, Stephen, Shin, Hyun Song (2001). Does one Soros make a difference? A theory of currency crises with large and small traders. (Financial Markets Group Discussion Papers 372). Financial Markets Group, The London School of Economics and Political Science.
  • Ellul, Andrew (2001). The dealers ride again: volatility and order flow dynamics in a hybrid market. (Financial Markets Group Discussion Papers 368). Financial Markets Group, The London School of Economics and Political Science.
  • Felli, Leonardo, Roberts, Kevin (2001). Does competition solve the hold-up problem? Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Gai, Prasanna, Hayes, Simon, Shin, Hyun Song (2001). Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises. (Financial Markets Group Discussion Papers 390). Financial Markets Group, The London School of Economics and Political Science.
  • Gautier, Axel, Heider, Florian (2001). What do internal capital markets do? Redistribution vs. incentives. (Financial Markets Group Discussion Papers 386). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles, Krueger, Malte (2001). The impact of technology on cash usage. (Financial Markets Group Discussion Papers 374). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles, Schoenmaker, Dirk, Dasgupta, Paolo (2001). The skill profile of central bankers and supervisors. (Financial Markets Group Discussion Papers 377). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gottardi, Piero, Rahi, Rohit (2001). Efficiency properties of rational expectations equilibria with asymmetric information. (Financial Markets Group Discussion Papers 381). Financial Markets Group, The London School of Economics and Political Science.
  • Guidolin, Massimo, Timmermann, Allan (2001). Option prices under Bayesian learning: implied volatility dynamics and predictive densities. (Financial Markets Group Discussion Papers 397). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Haliassos, Michael, Michaelides, Alexander (2001). Portfolio choice and liquidity constraints. Centre for Economic Policy Research (Great Britain).
  • Heider, Florian (2001). Signalling with debt and equity: a unifying approach and its implications for the pecking order hypothesis and competitive credit rationing. (Financial Markets Group Discussion Papers 387). Financial Markets Group, The London School of Economics and Political Science.
  • Jeffrey, Andrew, Linton, Oliver, Nguyen, Thong (2001). Flexible term structure estimation: which method is preferable? (Discussion papers 513). Financial Markets Group, The London School of Economics and Political Science.
  • Linton, Oliver, Hodgson, Douglas J., Vorkink, Keith (2001). Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach. (Financial Markets Group Discussion Papers 382). Financial Markets Group, The London School of Economics and Political Science.
  • Linton, Oliver, Perch Nielsen, Jens, van de Geer, Sara (2001). Estimating multiplicative and additive hazard functions by kernel methods. (Econometrics; EM/2001/411 EM/01/411). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Xiao, Zhijie (2001). A nonparametric regression estimator that adapts to error distribution of unknown form. (Econometrics; EM/2001/419 EM/01/419). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Michaelides, Alexander (2001). International portfolio choice: liquidity constraints and the home equity bias puzzle. Centre for Economic Policy Research (Great Britain).
  • Michaelides, Alexander (2001). Portfolio choice, liquidity constraints and stock market mean reversion. Centre for Economic Policy Research (Great Britain).
  • Morris, Stephen, Shin, Hyun Song (2001). Coordination risk and the price of debt. (Financial Markets Group Discussion Papers 373). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Sentana, Enrique (2001). Mean-variance portfolio allocation with a value at risk constraint. (Financial Markets Group Discussion Papers 380). Financial Markets Group, The London School of Economics and Political Science.
  • Shin, Hyun Song (2001). Disclosures and asset returns. (Financial Markets Group Discussion Papers 371). Financial Markets Group, The London School of Economics and Political Science.
  • Vitale, Paolo (2001). Foreign exchange intervention and macroeconomic stability. (Financial Markets Group Discussion Papers 317). Financial Markets Group, The London School of Economics and Political Science.
  • Zigrand, Jean-Pierre (2001). Rational limits to arbitrage. (Financial Markets Group Discussion Papers 392). Financial Markets Group, The London School of Economics and Political Science.
  • Zigrand, Jean-Pierre, Danielsson, Jon (2001). What happens when you regulate risk?: evidence from a simple equilibrium model. (Financial Markets Group Discussion Papers 393). Financial Markets Group, The London School of Economics and Political Science.
  • de Meza, David, Webb, David C. (2001). Saving eliminates credit rationing. (Financial Markets Group Discussion Papers 391). Financial Markets Group, The London School of Economics and Political Science.