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: 27.
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  • Felli, Leonardo, Anderlini, Luca, Immordino, Giovanni, Riboni, Alessandro (2010). Legal institutions, innovation and growth. (CESF working papers 256). University of Naples.
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  • Bar-Isaac, Heski, Caruana, Guillermo, Cuñat, Vicente (2010). Information gathering and marketing. Journal of Economics and Management Strategy, 19(2), 375-401. https://doi.org/10.1111/j.1530-9134.2010.00255.x
  • Beirne, John, Caporale, Guglielmo M., Schulze-Ghattas, Marianne, Spagnolo, Nicola (2010). Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis. Emerging Markets Review, 11(3), 250-260. https://doi.org/10.1016/j.ememar.2010.05.002
  • Benati, Luca, Goodhart, Charles (2010). Monetary policy regimes and economic performance: the historical record, 1979-2008. In Handbook of Monetary Economics (pp. 1159-1236). Elsevier (Firm). https://doi.org/10.1016/B978-0-444-53454-5.00009-8
  • Cunat, Vicente, Garicano, Luis (2010). Concedieron las cajas “buenas” créditos “malos”? Gobierno corporativo, capital humano y carteras de créditos (Did good cajas extend bad loans? governance, human capital and loan portfolios). In Bentolila, Samuel, Boldrin, Michele, Diaz-Gimeez, Javier, Dolado, Juan J. (Eds.), La Crisis De la Economía Española: Análisis Económico De la Gran Recesión (pp. 351-398). Fedea.
  • Felli, Leonardo, Baccara, Mariagiovanna, Collard-Wexler, Allan, Yariv, Leeat (2010). Child adoption matching: preferences for gender and race. (NBER working paper series 16444). National Bureau of Economic Research.
  • Sousa, Ricardo M. (2010). Collateralizable wealth, asset returns, and systemic risk: international evidence. In Jawadi, Fredj, Barnett, William A. (Eds.), Nonlinear Modeling of Economic and Financial Time-Series (pp. 1-27). Emerald Group Publishing. https://doi.org/10.1108/S1571-0386(2010)0000020006
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  • Chaigneau, Pierre (2010). Aversion to the variability of pay and optimal incentive contracts. (Financial Markets Group Discussion Papers 654). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chaigneau, Pierre (2010). The optimal timing of executive compensation. (Financial Markets Group Discussion Papers 660). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cornelli, Francesca, Felli, Leonardo (2010). How to sell a (bankrupt) company? Centre for Economic Policy Research (Great Britain).
  • Cuñat, Vicente, Gine, Mireia, Guadalupe, Maria (2010). The vote is cast: the effect of corporate governance on shareholder value. (NBER working paper 16574). The National Bureau of Economic Research.
  • Cuñat, Vicente, Giné, Mireia, Guadalupe, Maria (2010). The vote is cast: the effect of corporate governance on shareholder value. (Financial Markets Group Discussion Papers 663). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
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  • Goodhart, Charles A. E. (2010). Domestic banking problems. In Diebold, Francis X., Doherty, Neil A., Herring, Richard J. (Eds.), The Known, the Unknown, and the Unknowable in Financial Risk Management: Measurement and Theory Advancing Practice (pp. 290-295). Princeton University Press.
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  • Goodhart, Charles (2010). How should we regulate bank capital and financial products? What role for "living wills"? (Cómo Deberíamos Regular el Capital Bancario y los Productos Financieros? Cuál es el Papel de los 'Testamentos en Vida?'). Revista de Economia Institucional, 12(23), 85-109.
  • Goodhart, Charles (2010). Is a less pro-cyclical financial system an achievable goal? National Institute Economic Review, 211(1), 81-90. https://doi.org/10.1177/0027950110364100
  • Goodhart, Charles (2010). Money, credit and bank behaviour: need for a new approach. National Institute Economic Review, 214(1), F73-F82. https://doi.org/10.1177/0027950110389774
  • Goodhart, Charles, Lastra, R. M. (2010). Border problems. Journal of International Economic Law, 13(3), 705-718. https://doi.org/10.1093/jiel/jgq042
  • Goodhart, Charles, Peiris, M. U., Tsomocos, D. P., Vardoulakis, A. P. (2010). On dividend restrictions and the collapse of the interbank market. Annals of Finance, 6(4), 455-473. https://doi.org/10.1007/s10436-010-0147-5
  • Goodhart, Charles, Tsomocos, Dimitri, Vardoulakis, Alexandros (2010). Modelling a housing and mortgage crisis. (Financial Markets Group Discussion Papers 649). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Li, Sheng, Linton, Oliver (2010). Evaluating hedge fund performance: a stochastic dominance approach. In Guerard, John B. (Ed.), Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques (pp. 551-564). Springer Berlin / Heidelberg. https://doi.org/10.1007/978-0-387-77439-8_20
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  • Linton, Oliver, Hafner, Christian M. (2010). Efficient estimation of a multivariate multiplicative volatility model. Journal of Econometrics, 159(1), 55-73. https://doi.org/10.1016/j.jeconom.2010.04.007
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  • Jacho-Chávez, David, Lewbel, Arthur, Linton, Oliver (2010). Identification and nonparametric estimation of a transformed additively separable model. Journal of Econometrics, 156(2), 392-407. https://doi.org/10.1016/j.jeconom.2009.11.008
  • Linton, Oliver, Jacho-Chávez, David (2010). On internally corrected and symmetrized kernel estimators for nonparametric regression. Test, 19(1), 166-186. https://doi.org/10.1007/s11749-009-0145-y
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  • Linton, Oliver, Pan, Jiazhu, Wang, Hui (2010). Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Econometric Theory, 26(01), 1-28. https://doi.org/10.1017/S0266466609090598
  • Linton, Oliver, Song, Kyungchul, Whang, Yoon-Jae (2010). An improved bootstrap test of stochastic dominance. Journal of Econometrics, 154(2), 186-202. https://doi.org/10.1016/j.jeconom.2009.08.002
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  • Nobay, Bob, Paya, Ivan, Peel, David A. (2010). Inflation dynamics in the U.S.: global but not local mean reversion. Journal of Money, Credit and Banking, 42(1), 135-150. https://doi.org/10.1111/j.1538-4616.2009.00281.x
  • Norberg, Ragnar (2010). Forward mortality and other vital rates: are they the way forward? Insurance: Mathematics and Economics, 47(2), 105-112. https://doi.org/10.1016/j.insmatheco.2010.07.002