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: 42.
Article
  • Cuñat, Vicente, Guadalupe, Maria (2005). How does product market competition shape incentive contracts? Journal of the European Economic Association, 3(5), 1058-1082. https://doi.org/10.1162/1542476054729437
  • Faure-Grimaud, Antoine, Inderst, Roman (2005). Conglomerate entrenchment under optimal financial contracting. American Economic Review, 95(3), 850 - 861. https://doi.org/10.1257/0002828054201260
  • Grant, Jeremy, Kirchmaier, Thomas (2005). Corporate control in Europe. Corporate Ownership and Control, 2(2), 65-76.
  • Inderst, Roman, Laux, Christian (2005). Incentives in internal capital markets: capital constraints, competition, and investment opportunities. RAND Journal of Economics, 36(1), 215-228.
  • Kirchmaier, Thomas, Grant, Jeremy (2005). Corporate ownership structure and performance in Europe. European Management Review, 2(3), 231-245. https://doi.org/10.1057/palgrave.emr.1500043
  • Linton, Oliver, Mammen, Enno (2005). Estimating semiparametric ARCH models by kernel smoothing methods. Econometrica, 73(3), 771-836. https://doi.org/10.1111/j.1468-0262.2005.00596.x
  • Linton, Oliver (2005). Nonparametric inference for unbalanced time series data. Econometric Theory, 21(1), 143-157. https://doi.org/10.1017/S0266466605050097
  • Michaelides, Alexander, Gomes, Francisco J. (2005). Optimal life cycle asset allocation : understanding the empirical evidence. Journal of Finance, 60(2), 869-904. https://doi.org/10.1111/j.1540-6261.2005.00749.x
  • Norberg, Ragnar (2005). Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Finance and Stochastics, 9(4), 519-537. https://doi.org/10.1007/s00780-005-0157-8
  • Norberg, Ragnar (2005). Interest guarantees in banking. Applied Mathematical Finance, 12(4), 351-370. https://doi.org/10.1080/13504860500117552
  • Norberg, Ragnar, Steffensen, Mogens (2005). What is the time value of a stream of investments? Journal of Applied Probability, 42(3), 861-866. https://doi.org/10.1239/jap/1127322033
    • Chapter
  • Ichimura, H., Linton, Oliver (2005). Asymptotic expansions for some semiparametric program evaluation estimators. In Andrews, D.W.K., Stock, J. (Eds.), Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg (pp. 149-170). Cambridge University Press.
    • Conference or Workshop Item
  • Gomes, Francisco, Michaelides, Alexander (2005-02-10 - 2005-02-12) Asset pricing with limited risk sharing and heterogeneous agents [Paper]. 15th Utah Winter Finance Conference, Utah, United States, USA.
  • Julliard, Christian (2005-08-24 - 2005-08-27) Labor income risk and asset returns [Paper]. European Economic Association 20th Annual Congress, Amsterdam, Netherlands, NLD.
  • Julliard, Christian (2005-08-19 - 2005-08-24) Labor income risk and asset returns [Paper]. Econometric Society 2005 World Congress, London, United Kingdom, GBR.
    • Working paper
  • Altissimo, Filippo, Mele, Antonio (2005). Simulated nonparametric estimation of dynamic models with applications to finance. (Financial Markets Group Discussion Papers 539). Financial Markets Group, The London School of Economics and Political Science.
  • Anderson, Ronald W., Carverhill, Andrew (2005). A model of corporate liquidity. (Financial Markets Group Discussion Papers 529). Financial Markets Group, The London School of Economics and Political Science.
  • Bar-Isaac, Heski, Cuñat, Alejandro (2005). Long-term debt and hidden borrowing. (Financial Markets Group Discussion Papers 542). Financial Markets Group, The London School of Economics and Political Science.
  • Battalio, Robert, Ellul, Andrew, Jennings, Robert (2005). Reputation effects in trading on the New York Stock Exchange. (Financial Markets Group Discussion Papers 540). Financial Markets Group, The London School of Economics and Political Science.
  • Bienz, Carsten, Hirsch, Julia (2005). The dynamics of venture capital contracts. (Financial Markets Group Discussion Papers 552). Financial Markets Group, The London School of Economics and Political Science.
  • Brandts, Silke, Laux, Christian (2005). ART versus reinsurance: the disciplining effect of information insensitivity. (Financial Markets Group Discussion Papers 545). Financial Markets Group, The London School of Economics and Political Science.
  • Bruche, Max (2005). Estimating structural bond pricing models via simulated maximum likelihood. (Financial Markets Group Discussion Papers 534). Financial Markets Group, The London School of Economics and Political Science.
  • Burkart, Mike, Gromb, Denis, Panunzi, Fausto (2005). Minority blocks and takeover premia. (Financial Markets Group Discussion 544). Financial Markets Group, The London School of Economics and Political Science.
  • Cuñat, Vicente, Gonzalez-Iturriaga, Claudio (2005). Shocks to the cost of borrowing and capital structure. Department of Finance, London School of Economics and Political Science.
  • Danielsson, Jon, Jorgensen, Bjørn N., Mandira, Sarma, Samorodnitsky, Gennady, Vries, C. G. de (2005). Subadditivity re–examined: the case for value-at-risk. (Financial Markets Group Discussion Papers 549). Financial Markets Group, The London School of Economics and Political Science.
  • Danielsson, Jon, Jorgensen, Bjørn N., Sarma, Mandira, Vries, C. G. de (2005). Comparing downside risk measures for heavy tailed distribution. (Financial Markets Group Discussion Papers 551). Financial Markets Group, The London School of Economics and Political Science.
  • Diamond, Peter (2005). Reforming public pensions in the US and the UK. (Financial Markets Group Discussion Papers 543). Financial Markets Group, The London School of Economics and Political Science.
  • Faure-Grimaud, Antoine, Arcot, Sridhar, Bruno, Valentina G. (2005). Corporate governance in the UK is the comply-or-explain approach working? (Financial Markets Group Discussion Papers 581). Financial Markets Group, The London School of Economics and Political Science.
  • Gomes, Francisco, Michaelides, Alexander (2005). Asset pricing with limited risk sharing and heterogeneous agents. (Financial Markets Group Discussion Papers 537). Financial Markets Group, The London School of Economics and Political Science.
  • Gomes, Francisco, Michaelides, Alexander (2005). Optimal life-cycle asset allocation: understanding the empirical evidence. Centre for Economic Policy Research (Great Britain).
  • Gomes, Francisco, Michaelides, Alexander, Polkovnichenko, Valery (2005). Wealth accumulation and portfolio choice with taxable and tax-deferred accounts. Centre for Economic Policy Research (Great Britain).
  • Goodhart, Charles (2005). An essay on the interactions between the Bank of England's forecasts, the MPC's policy adjustments, and the eventual outcome. (Financial Markets Group Discussion Papers 546). Financial Markets Group, The London School of Economics and Political Science.
  • Hemert, Otto van (2005). Optimal intergenerational risk sharing. (Financial Markets Group Discussion Papers 541). Financial Markets Group, The London School of Economics and Political Science.
  • Hemert, Otto van, Jong, Franck de, Driessen, Joost (2005). Dynamic portfolio and mortgage choice for homeowners. (Financial Markets Group Discussion Papers 538). Financial Markets Group, The London School of Economics and Political Science.
  • Kirchmaier, Thomas, Grant, Jeremy (2005). Financial tunnelling and the revenge of the insider system: how to circumvent the new European corporate governance legislation. (Financial Markets Group Discussion Papers 536). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Linton, Oliver, Seo, Myunghwan (2005). A smoothed least squares estimator for threshold regression models. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lopes, Paula, Michaelides, Alexander (2005). Rare events and annuity market participation. (Financial Markets Group Discussion Papers 553). Financial Markets Group, The London School of Economics and Political Science.
  • Marchesi, Silvia, Sabani, Laura (2005). IMF concern for reputation and conditional lending failure: theory and empirics. (Financial Markets Group Discussion Papers 535). Financial Markets Group, The London School of Economics and Political Science.
  • Muermann, Alexander, Shore, Stephen H. (2005). Spot market power and future market trading. (Financial Markets Group Discussion Papers 531). Financial Markets Group, The London School of Economics and Political Science.
  • Panthaki, Freyan (2005). Exchange rate volatility and central bank interventions. (Discussion paper 550). Financial Markets Group, The London School of Economics and Political Science.
  • Smith, Sarah (2005). Can the retirement-consumption puzzle be resolved?: evidence from the British Household Panel Survey. (Financial Markets Group Discussion Papers 528). Financial Markets Group, The London School of Economics and Political Science.
  • Tsomocos, Dimitrios P., Zicchino, Lea (2005). On modelling endogenous default. (Financial Markets Group Discussion Papers 548). Financial Markets Group, The London School of Economics and Political Science.