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: 46.
2007
  • Albertazzi, Ugo (2007). Loan maturity and renegotiation evidence from the lending practices of large and small banks. (Financial Markets Group Discussion Papers 588). Financial Markets Group, The London School of Economics and Political Science.
  • Anderlini, Luca, Felli, Leonardo (2007). Costly contingent contracts: a failure of the Coase theorem. In Cafaggi, Fabrizio, Nicita, Antonio, Pagano, Ugo (Eds.), Legal Orderings and Economic Institutions . Routledge.
  • Anderlini, Luca, Felli, Leonardo, Postlewaite, Andrew (2007). Courts of law and unforeseen contingencies. Journal of Law, Economics, and Organization, 23(3), 662-684. https://doi.org/10.1093/jleo/ewm018
  • Arcot, Sridhar, Black, Julia, Owen, Geoffrey (2007). From local to global: the rise of AIM as a stock market for growing companies: a comprehensive report analysing the growth of AIM. London School of Economics and Political Science.
  • At, Christian, Burkart, Mike, Lee, Samuel (2007). Security-voting structure and bidder screening. (Financial Markets Group Discussion Papers 575). Financial Markets Group, The London School of Economics and Political Science.
  • Brunnermeier, Markus K., Julliard, Christian (2007). Money illusion and housing frenzies. Centre for Economic Policy Research, London School of Economics and Political Science.
  • Brunnermeier, Markus K., Pedersen, Lasse Heje (2007). Market liquidity and funding liquidity. (Financial Markets Group Discussion Papers 580). Financial Markets Group, The London School of Economics and Political Science.
  • Campbell, John Y., Nosbusch, Yves (2007). Intergenerational risksharing and equilibrium asset prices. (Financial Markets Group Discussion Papers 589). Financial Markets Group, The London School of Economics and Political Science.
  • Chen, Xiaohong, Favilukis, Jack, Ludvigson, Sydney C. (2007). An estimation of economic models with recursive preferences. (Financial Markets Group Discussion Papers 603). Financial Markets Group, The London School of Economics and Political Science.
  • Connor, Gregory, Hagmann, Matthias, Linton, Oliver (2007). Efficient estimation of a semiparametric characteristic-based factor model of security returns. (Financial Markets Group Discussion Papers 599). Financial Markets Group, The London School of Economics and Political Science.
  • Cuñat, Vicente, Guadalupe, Maria (2007). Executive compensation and competition in the banking and financial sectors. (Financial Markets Group Discussion Papers 598). Financial Markets Group, The London School of Economics and Political Science.
  • Danielsson, Jon, Penaranda, Francisco (2007). On the impact of fundamentals, liquidity and coordination on market stability. (Financial Markets Group Discussion Papers 586). Financial Markets Group, The London School of Economics and Political Science.
  • Danielsson, Jon, Zigrand, Jean-Pierre (2007). Regulating hedge funds. Financial Stability Review, 10(Spec.), 29-36.
  • Dasgupta, Amil (2007). Coordination and delay in global games. Journal of Economic Theory, 134(1), 195-225. https://doi.org/10.1016/j.jet.2006.03.004
  • Dasgupta, Amil, Steiner, Jakub, Stewart, Colin (2007). Efficient dynamic coordination with individual learning. (Financial Markets Group Discussion Papers 600). Financial Markets Group, The London School of Economics and Political Science.
  • Engle, Robert F., Patton, Andrew J. (2007). What good is a volatility model? In Knight, John, Satchell, Stephen (Eds.), Forecasting Volatility in the Financial Markets (pp. 47 - 63). Elsevier (Firm). https://doi.org/10.1016/B978-075066942-9.50004-2
  • Espinoza, Raphael A., Goodhart, Charles, Tsomocos, Dimitrios P. (2007). Endogenous state prices, liquidity, default, and the yield curve. (Financial Markets Group Discussion Papers 583). Financial Markets Group, The London School of Economics and Political Science.
  • Faure-Grimaud, Antoine, Peyrache, Eloic, Quesada, Lucia (2007). The ownership of ratings. (Financial Markets Group Discussion Papers 590). Financial Markets Group, The London School of Economics and Political Science.
  • Faure-Grimaud, Antoine, Reiche, S. (2007). Dynamic yardstick mechanisms. Games and Economic Behavior, 54(2), 316-335. https://doi.org/10.1016/j.geb.2005.02.004
  • Favilukis, Jack (2007). Inequality, stock market participation, and the equity premium. (Financial Markets Group Discussion Papers 602). Financial Markets Group, The London School of Economics and Political Science.
  • Felli, Leonardo, Merlo, Antonio (2007). If you cannot get your friends elected, lobby your enemies. Journal of the European Economic Association, 5(2-3), 624-635.
  • Ghosh, Anisha, Linton, Oliver (2007). Consistent estimation of the risk-return tradeoff in the presence of measurement error. (Financial Markets Group Discussion Papers 605). Financial Markets Group, The London School of Economics and Political Science.
  • Gomes, Francisco, Michaelides, Alexander (2007). Asset pricing with limited risk sharing and heterogeneous agents. Centre for Economic Policy Research (Great Britain).
  • Gottardi, Piero, Rahi, Rohit (2007). Value of information in competitive economies with incomplete markets. (Financial Markets Group Discussion Papers 596). Financial Markets Group, The London School of Economics and Political Science.
  • Inkmann, Joachim, Lopes, Paula, Michaelides, Alexander (2007). How deep is the annuity market participation puzzle? (Financial Markets Group Discussion Papers 593). Financial Markets Group, The London School of Economics and Political Science.
  • Jappelli, Tullio, Julliard, Christian, Pagano, Marco (2007). Households' portfolio diversification. Centre for Studies in Economics and Finance, University of Salerno.
  • Julliard, Christian (2007). Labor income risk and asset returns. Christian Julliard.
  • Kalnina, Ilze, Linton, Oliver (2007). Inference about realized volatility using infill subsampling. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lehmann, Bruce, Timmermann, Allan (2007). Performance measurement and evaluation. (Financial Markets Group Discussion Papers 604). Financial Markets Group, The London School of Economics and Political Science.
  • Li, Sheng, Linton, Oliver (2007). Evaluating hedge fund performance: a stochastic dominance approach. (Financial Markets Group Discussion Papers 591). Financial Markets Group, The London School of Economics and Political Science.
  • Lopes, Paula, Michaelides, Alexander (2007). Rare events and annuity market participation. Finance Research Letters, 4(2), 82-91. https://doi.org/10.1016/j.frl.2006.12.001
  • Mele, Antonio (2007). Asymmetric stock market volatility and the cyclical behavior of expected returns. Journal of Financial Economics, 86(2), 446-478. https://doi.org/10.1016/j.jfineco.2006.10.002
  • Mencia, Javier, Leon, Angel, Sentana, Enrique (2007). Parametric properties of semi-nonparametric distributions, with applications to option valuation. (Financial Markets Group Discussion Papers 597). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Nobay, A. Robert, Paya, Ivan, Peel, David A. (2007). Inflation dynamics in the US - a nonlinear perspective. (Financial Markets Group Discussion Papers 601). Financial Markets Group, The London School of Economics and Political Science.
  • Penaranda, Francisco (2007). Portfolio choice beyond the traditional approach. (Financial Markets Group Discussion Papers 587). Financial Markets Group, The London School of Economics and Political Science.
  • Rabin, Matthew, Vayanos, Dimitri (2007). The gambler's and hot-hand fallacies: theory and applications. (Financial Markets Group Discussion Papers 578). Financial Markets Group, The London School of Economics and Political Science.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2007). Strategic financial innovation in segmented markets. (Financial Markets Group Discussion Papers 595). Financial Markets Group, The London School of Economics and Political Science.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2007). A theory of strategic intermediation and endogenous liquidity. Rohit Rahi and Jean-Pierre Zigrand.
  • Sette, Enrico (2007). Competition and opportunistic advice of financial analysts: theory and evidence. (Financial Markets Group Discussion Papers 592). Financial Markets Group, The London School of Economics and Political Science.
  • Tsomocos, Dimitrios P., Bhattacharya, Sudipto, Goodhart, Charles A. E., Sunirand, Pojanart (2007). Banks, relative performance, and sequential contagion. Economic Theory, 32(2), 381-398. https://doi.org/10.1007/s00199-006-0190-7
  • Vayanos, Dimitri, Wang, Tan (2007). Search and endogenous concentration of liquidity in asset markets. Journal of Economic Theory, 136(1), 66-104. https://doi.org/10.1016/j.jet.2006.08.001
  • Vayanos, Dimitri, Weill, Pierre-Olivier (2007). A search-based theory of the on-the-run phenomenon. (Financial Markets Group Discussion Papers 577). Financial Markets Group, The London School of Economics and Political Science.
  • Webb, David C. (2007). Pension plan funding, risk sharing and technology choice. (Financial Markets Group Discussion Papers 527). Financial Markets Group, The London School of Economics and Political Science.
  • Webb, David C. (2007). Sponsoring company finance, investment and pension plan funding. The Economic Journal, 117(520), 738-760. https://doi.org/10.1111/j.1468-0297.2007.02048.x
  • Zhou, Ping (2007). Forecasting bankruptcy and physical default intensity. (Financial Markets Group Discussion Papers 614). Financial Markets Group, The London School of Economics and Political Science.
  • de Meza, David, Webb, David C. (2007). Incentive design under loss aversion. Journal of the European Economic Association, 5(1), 66-92. https://doi.org/10.1162/JEEA.2007.5.1.66