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: 36.
2011
  • Atak, Alev, Linton, Oliver, Xiao, Zhijie (2011). A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Journal of Econometrics, 164(1), 92-115. https://doi.org/10.1016/j.jeconom.2011.02.008
  • Bar-Isaac, Heski, Caruana, Guillermo, Cuñat, Vicente (2011). Locating inside the Salop circle: demand rotations in a micro-founded model. Department of Finance, London School of Economics and Political Science.
  • Bhattacharya, Sudipto, Nyborg, Kjell (2011). Bank bailout menus. (Financial Markets Group Discussion Papers 676). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bird, R., Casavecchia, L., Pellizzari, P., Woolley, Paul (2011). The impact on the pricing process of costly active management and performance chasing clients. Journal of Economic Interaction and Coordination, 6(1), 61-82. https://doi.org/10.1007/s11403-010-0076-4
  • Bruche, Max, Llobet, Gerard (2011). Walking wounded or living dead? Making banks foreclose bad loans. (Financial Markets Group Discussion Papers 675). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Buch-Kromann, Tine, Guillén, Montserrat, Linton, Oliver, Nielsen, Jens Perch (2011). Multivariate density estimation using dimension reducing information and tail flattening transformations. Insurance: Mathematics and Economics, 48(1), 99-110. https://doi.org/10.1016/j.insmatheco.2010.10.002
  • Caggese, Andrea, Cuñat, Vicente (2011). Financing constraints, firm dynamics, export decisions, and aggregate productivity. (Financial Markets Group Discussion Papers 685). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chaigneau, Pierre (2011). Explaining the structure of CEO incentive pay with decreasing relative risk aversion. (Financial Markets Group Discussion Papers 693). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cocco, Joao F., Lopes, Paula (2011). Defined benefit or defined contribution?: a study of pension choices. Journal of Risk and Insurance, 78(4), 931-960. https://doi.org/10.1111/j.1539-6975.2011.01419.x
  • Danielsson, Jon (2011). Financial risk forecasting: the theory and practice of forecasting market risk with implementation in R and Matlab. Wiley-Blackwell.
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2011). Model risk of systemic risk models. Jon Danielsson.
  • Danielsson, Jon, Luo, Jinhui, Payne, Richard (2011). Exchange rate determination and inter–market order flow effects. Jon Danielsson.
  • Danielsson, Jon, Peñaranda, Francisco (2011). On the impact of fundamentals, liquidity, and coordination on market stability. International Economic Review, 52(3), 621-638. https://doi.org/10.1111/j.1468-2354.2011.00642.x
  • Dasgupta, Amil, Zachariadis, Konstantinos (2011). Delegated activism and disclosure. (Financial Markets Group Discussion Papers 689). Financial Markets Group, The London School of Economics and Political Science.
  • Felli, Leonardo, Anderlini, Luca, Riboni, Alessandro (2011). Why stare decisis? (CEPR Discussion papers 8266). Centre for Economic Policy Research (Great Britain).
  • Felli, Leonardo, Koenen, Johannes, Stahl, Konrad O (2011). Competition and trust: evidence from German car manufacturers. (CEPR discussion papers 8265). Centre for Economic Policy Research (Great Britain).
  • Ferman, Marcelo (2011). Switching monetary policy regimes and the nominal term structure. (Financial Markets Group Discussion Papers 678). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Florens, Jean-Pierre, Linton, Oliver (2011). Introduction to the special issue on inverse problems. Econometric Theory, 27(3), 457-459. https://doi.org/10.1017/S0266466610000356
  • Gale, Douglas, Yorulmazer, Tanju (2011). Liquidity hoarding. (Financial Markets Group Discussion Papers 682). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goodhart, Charles (2011). The Basel Committee on Banking Supervision: a history of the early years, 1974–1997. Cambridge University Press.
  • Goodhart, Charles (2011). Moral hazard. In Green, Christopher J., Pentecost, Eric J., Weyman-Jones, Tom (Eds.), The Financial Crisis and the Regulation of Finance . Edward Elgar. https://doi.org/10.4337/9781849808712.00015
  • Goodhart, Charles, Ashworth, Jonathan (2011). The Bank of England’s second round of quantitative easing may do little to improve economic confidence or to encourage bank lending, and may even lead to more upward pressures on inflation.
  • Goodhart, Charles, Ashworth, Jonathan (2011). George Osborne’s proposed ‘credit easing’ measures must incentivise banks to increase their lending to small businesses: they are vital to the recovery of employment and the wider economy.
  • Goodhart, Charles, Lim, Wen Bin (2011). Interest rate forecasts: a pathology. International Journal of Central Banking, 7(2), 135-171.
  • Goodhart, Charles A. E. (2011). Financial regulation. In Eijffinger, Sylvester, Masciandaro, Donato (Eds.), Handbook of Central Banking, Financial Regulation and Supervision: After the Financial Crisis (pp. 326-353). Edward Elgar.
  • Issler, João Victor, Linton, Oliver, Timmermann, Allan (2011). Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164(1), 1-3. https://doi.org/10.1016/j.jeconom.2011.02.015
  • Kim, Woocheol, Linton, Oliver (2011). Estimation of a semiparametric IGARCH (1,1) model. Econometric Theory, 27(3), 639-661. https://doi.org/10.1017/S0266466610000435
  • Lewbel, Arthur, McFadden, Daniel, Linton, Oliver (2011). Estimating features of a distribution from binomial data. Journal of Econometrics, 162(2), 170-188. https://doi.org/10.1016/j.jeconom.2010.11.006
  • Linton, Oliver, Mammen, Enno, Nielsen, Jens Perch, Van Keilegom, Ingrid (2011). Nonparametric regression with filtered data. Bernoulli, 17(1), 60-87. https://doi.org/10.3150/10-BEJ260
  • Linton, Oliver B., Yan, Yang (2011). Semi- and nonparametric ARCH processes. Journal of Probability and Statistics, 2011, 1-17. https://doi.org/10.1155/2011/906212
  • Martin, Antoine, Skeie, David, Thadden, Ernst-Ludwig (2011). Repo runs. (Financial Markets Group Discussion Papers 687). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Peñaranda, Francisco, Micola, Augusto (2011). On the drivers of commodity co-movement: evidence from biofuels. (Financial Markets Group Discussion Papers 695). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Satterthwaite, Mark, Williams, Steven R., Zachariadis, Konstantinos (2011). Optimality versus practicality in market design: a comparison of two double auctions.
  • Vayanos, Dimitri, Woolley, Paul (2011). An institutional theory of momentum and reversal. (Financial Markets Group Discussion Papers 666). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Webb, David C. (2011). Book review: balancing the banks: global lessons from the financial crisis. Review 2. The Economic Journal, 121(550), F111-F118. https://doi.org/10.1111/j.1468-0297.2010.02418.x
  • Webb, David C. (2011). Pension plan funding, technology choice, and the equity risk premium. Scandinavian Journal of Economics, 113(3), 493-524. https://doi.org/10.1111/j.1467-9442.2011.01657.x