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.
2003
  • Anderlini, Luca, Felli, Leonardo, Postlewaite, Andrew (2003). Courts of law and unforeseen contingencies. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Anderlini, Luca, Felli, Leonardo, Postlewaite, Andrew (2003). Should courts always enforce what contracting parties write? (STICERD Discussion Papers TE/2003/464). Suntory and Toyota International Centres for Economics and Related Disciplines. picture_as_pdf
  • Besley, Timothy, Prat, Andrea (2003). Pension fund governance and the choice between defined benefit and defined contribution plans. (Financial Markets Group Discussion Papers 454). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David (2003). Financial system requirements for successful pension reform. (Financial Markets Group Discussion Papers 463). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David (2003). Is immigration the answer to the UK’s pension crisis? (Financial Markets Group Discussion Papers 465). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David (2003). Modelling the composition of personal sector wealth in the United Kingdom. (Financial Markets Group Discussion Papers 466). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David (2003). Take (smoothed) risks when you are young, not when you are old: how to get the best from your stakeholder pension plan. (Financial Markets Group Discussion Papers 446). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David (2003). UK pension fund management after Myners: the hunt for correlation begins. (Financial Markets Group Discussion Papers 445). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David (2003). The United Kingdom pension system: key issues. (Financial Markets Group Discussion Papers 452). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David (2003). What is a promise from the government worth?:: measuring and assessing the implications of political risk in state and personal pension schemes in the United Kingdom. (Financial Markets Group Discussion Papers 457). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David, Cairns, Andrew J. G., Dowd, Kevin (2003). Pensionmetrics 2: stochastic pension plan design during the distribution phase. (Financial Markets Group Discussion Papers 442). Financial Markets Group, The London School of Economics and Political Science.
  • Blanes i Vidal, Jordi (2003). Credibility and cheap talk of securities analysts: theory and evidence. (Discussion paper 472). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bruche, Max (2003). Corporate bond prices and co-ordination failure. (Financial Markets Group Discussion Papers 438). Financial Markets Group, The London School of Economics and Political Science.
  • Brunnermeier, Markus K., Pederson, Lasse Heje (2003). Predatory trading. (Financial Markets Group Discussion Papers 441). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Caggese, Andrea (2003). Financing constraints, irreversibility, and investment dynamics. (Financial Markets Group Discussion Papers 440). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cannon, Edmund, Tonks, Ian (2003). UK annuity rates and pension replacement ratios 1957-2002. (Financial Markets Group Discussion Papers 444). Financial Markets Group, The London School of Economics and Political Science.
  • Catarineu-Rabell, Eva, Jackson, Patricia, Tsomocos, Dimitrios P. (2003). Procyclicality and the new Basel Accord–banks’ choice of loan rating system. (Financial Markets Group Discussion Papers 464). Financial Markets Group, The London School of Economics and Political Science.
  • Chen, Xiaohong, Linton, Oliver, Van Keilegom, Ingrid (2003). Estimation of semiparametric models when the criterion function is not smooth. (Econometrics; EM/2003/450 EM/03/450). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Danielsson, Jon, Saltoglu, Burak (2003). Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis. (Financial Markets Group Discussion Papers 456). Financial Markets Group, The London School of Economics and Political Science.
  • Danielsson, Jon, Zigrand, Jean-Pierre (2003). On time-scaling of risk and the square–root–of–time rule. (Financial Markets Group Discussion Papers 439). Financial Markets Group, The London School of Economics and Political Science.
  • Dow, James, Rahi, Rohit (2003). Informed trading, investment, and welfare. Journal of Business, 76(3), 439 - 454. https://doi.org/10.1086/375254
  • Dowd, Kevin, Blake, David, Cairns, Andrew (2003). Long-term value at risk. (Financial Markets Group Discussion Papers 468). Financial Markets Group, The London School of Economics and Political Science.
  • Ellul, Andrew, Holden, Craig W., Jain, Pankaj, Jennings, Robert (2003). A comprehensive test of order choice theory: recent evidence from the NYSE. (Financial Markets Group Discussion Papers 471). Financial Markets Group, The London School of Economics and Political Science.
  • Faure-Grimaud, Antoine, Laffont, Jean-Jacques, Martimort, David (2003). Collusion, delegation and supervision with soft information. Review of Economic Studies, 70(2), 253-280. https://doi.org/10.1111/1467-937X.000244
  • Felli, Leonardo, Merlo, Antonio (2003). Endogenous lobbying. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Fiorentini, Gabriele, Sentana, Enrique, Shephard, Neil (2003). Likelihood-based estimation of latent generalised ARCH structures. (Financial Markets Group Discussion Papers 453). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gomes, Francisco, Michaelides, Alexander (2003). Aggregate implications of defined benefit and defined contribution systems. (Financial Markets Group Discussion Papers 469). Financial Markets Group, The London School of Economics and Political Science.
  • Gomes, Francisco, Michaelides, Alexander (2003). Optimal life-cycle asset allocation: understanding the empirical evidence. (Financial Markets Group Discussion Papers 474). Financial Markets Group, The London School of Economics and Political Science.
  • Gomes, Francisco, Michaelides, Alexander (2003). Portfolio choice with internal habit formation: a life-cycle model with uninsurable labour income risk. Centre for Economic Policy Research (Great Britain).
  • Gomes, Francisco J., Michaelides, Alexander (2003). Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk. Review of Economic Dynamics, 6(4), 729-766. https://doi.org/10.1016/S1094-2025(03)00059-0
  • Granger, Clive W. J., Terasvirta, Timo, Patton, Andrew J. (2003). Common factors in conditional distributions for Bivariate time series. (Financial Markets Group Discussion Papers 455). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Griffith-Jones, Stephany, Segoviano, Miguel Angel, Spratt, Stephen (2003). Basel II and developing countries: diversification and portfolio effects. (Financial Markets Group Discussion Papers 437). Financial Markets Group, The London School of Economics and Political Science.
  • Haliassos, Michael, Michaelides, Alexander (2003). Portfolio choice and liquidity constraints. International Economic Review, 44(1), 143-177. https://doi.org/10.1111/1468-2354.t01-1-00065
  • Hardle, Wolfgang, Linton, Oliver, Wang, Qihua (2003). Semiparametric regression analysis under imputation for missing response data. (Econometrics; EM/2003/454 EM/03/454). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Ichimura, Hidehiko, Linton, Oliver (2003). Asymptotic expansions for some semiparametric program evaluation estimators. (Econometrics; EM/2003/451 EM/03/451). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Kim, Woocheol, Linton, Oliver (2003). A local instrumental variable estimation method for generalized additive volatility models. (Econometrics; EM/2003/456 EM/2003/456). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Kirchmaier, Thomas (2003). Consumers and car manufacturers: is Europe's motor distribution system fair? European Business Forum, 13(Spring).
  • Kirchmaier, Thomas (2003). Corporate restructuring and firm performance of British and German non-financial firms. (CEPDP 582). London School of Economics and Political Science. Centre for Economic Performance.
  • Kirchmaier, Thomas (2003). Corporate restructuring of British and German non-financial firms in the late 1990s. European Management Journal, 21(4), 409-420. https://doi.org/10.1016/S0263-2373(03)00071-9
  • Kirchmaier, Thomas (2003). Is "ni un paso atras!" the best way forward? The Daily Journal,
  • Kirchmaier, Thomas (2003). The performance effects of European demergers. (CEPDP 566). London School of Economics and Political Science. Centre for Economic Performance.
  • Lewbel, Arthur, Linton, Oliver (2003). Nonparametric estimation of homothetic and homothetically separable functions. (Econometrics; EM/2003/461 EM/03/461). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Maasoumi, Esfandiar, Whang, Yoon-Jae (2003). Consistent testing for stochastic dominance under general sampling schemes. (Econometrics; EM/2003/466 EM/03/466). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Maasoumi, Esfandiar, Whang, Yoon-Jae (2003). Consistent testing for stochastic dominance: a subsampling approach. (Financial Markets Group Discussion Papers 508). Financial Markets Group, The London School of Economics and Political Science.
  • Linton, Oliver, Mammen, Enno (2003). Estimating semiparametric ARCH (8) models by kernel smoothing methods. (Econometrics; EM/2003/453 EM/03/453). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Whang, Yoon-Jae (2003). A quantilogram approach to evaluating directional predictability. (Econometrics; EM/2003/463 EM/03/463). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lopes, Paula (2003). Are annuities value for money?: who can afford them? (Discussion paper: UBS Pensions Series 019 473). Financial Markets Group, The London School of Economics and Political Science.
  • Lopes, Paula (2003). Credit card debt and default over the life-cycle. (Financial Markets Group Discussion Papers 470). Financial Markets Group, The London School of Economics and Political Science.
  • Love, Ryan, Payne, Richard (2003). Macroeconomic news, order flows and exchange rates. (Financial Markets Group Discussion Papers 475). Financial Markets Group, The London School of Economics and Political Science.
  • Mele, Antonio (2003). Fundamental properties of bond prices in models of the short-term rate. Review of Financial Studies, 16(3), 679-716. https://doi.org/10.1093/rfs/hhg011
  • Michaelides, Alexander (2003). International portfolio choice, liquidity constraints and the home equity bias puzzle. Journal of Economic Dynamics and Control, 28(3), 555-594.
  • Michaelides, Alexander (2003). A reconciliation of two alternative approaches towards buffer stock saving. Economics Letters, 79(1), 137-143.
  • Morris, Stephen, Shin, Hyun Song (2003). Global games: theory and applications. In Dewatripont, Mathias, Hansen, Lars Peter, Turnovsky, Stephen J. (Eds.), Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress (pp. 56-114). Cambridge University Press.
  • Parker, Jonathan A., Julliard, Christian (2003). Consumption risk and cross-sectional returns. National Bureau of Economic Research.
  • Peñaranda, Francisco (2003). Evaluation of joint density forecasts of stock and bond returns: predictability and parameter uncertainty. (Financial Markets Group Discussion Papers 458). Financial Markets Group, The London School of Economics and Political Science.
  • Plantin, Guillaume (2003). Does reinsurance need reinsurers? (Financial Markets Group Discussion Papers 447). Financial Markets Group, The London School of Economics and Political Science.
  • Plantin, Guillaume (2003). Self-fulfilling liquidity and the coordination premium. (Financial Markets Group Discussion Papers 448). Financial Markets Group, The London School of Economics and Political Science.
  • Plantin, Guillaume (2003). Tranching. (Financial Markets Group Discussion Papers 449). Financial Markets Group, The London School of Economics and Political Science.
  • Schuster, Josef Anton (2003). IPOs: insights from seven European countries. (Financial Markets Group Discussion Papers 461). Financial Markets Group, The London School of Economics and Political Science.
  • Schuster, Josef Anton (2003). The cross-section of European IPO returns. (Financial Markets Group Discussion Papers 460). Financial Markets Group, The London School of Economics and Political Science.
  • Schuster, Josef Anton, Luo, Jinhui (2003). Management behaviour and market response. (Financial Markets Group Discussion Papers 462). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Shintani, Mototsugu, Linton, Oliver (2003). Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. (Econometrics; EM/2003/455 EM/03/455). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Sunirand, Pojanart (2003). The role of money in the transmission mechanism of monetary policy: evidence from Thailand. (Financial Markets Group Discussion Papers 451). Financial Markets Group, The London School of Economics and Political Science.
  • Tsomocos, Dimitrios P. (2003). Equilibrium analysis, banking, contagion and financial fragility. (Financial Markets Group Discussion Papers 450). Financial Markets Group, The London School of Economics and Political Science.
  • de Meza, David, Webb, David C. (2003). Principal agent problems under loss aversion: an application to executive stock options. (Financial Markets Group Discussion Papers 478). Financial Markets Group, The London School of Economics and Political Science.
  • de Meza, David, Webb, David C. (2003). The near impossibility of credit rationing. (Financial Markets Group Discussion Papers 459). Financial Markets Group, The London School of Economics and Political Science.