London School of Economics and Political Science, Financial Markets Group
Label
London School of Economics and Political Science, Financial Markets Group
Name
London School of Economics and Political Science
Subordinate unit
Financial Markets Group
Actions
Incoming Resources
- Monetary integration in Europe, past - present - and future
- Meltdown Monday or meltdown money, consequences of the causes of a stock market crash
- The permanent and transitory components of corporate earnings
- Risk and return in January, some UK evidence
- Efficiency properties of rational expectations equilibria with asymmetric information
- Liquidity shortages and inefficient bank lending
- The objectives for, and conduct of, monetary policy in the 1990s
- Empirical cross-section dynamics in economic growth
- Financial crises, plus ca change, plus c'est la meme chose
- Asymmetric information, heterogeneity in risk perceptions and insurance, an expplanation to a puzzle
- Imperfect annuities markets with asymmetric information, who leaves unplanned bequests?
- Tests of the fama and French model in India
- Time series [volatility] of commodity futures prices
- The retreat of inflation and the making of monetary policy, where do we stand?
- Buy on rumours - sell on news, a manipulative trading strategy
- An index of co-movements in financial time series
- Optimal monetary policy rules in a rational expectations model of the Phillips curve
- Convergence of recursive learning mechanisms to steady states and cycles in stochastic nonlinear models
- How deep was the september 2001 stock market crisis?, putting recent events on the American and French markets into perspective with an index of market shocks
- Equity finance, adverse selection and product market competition
- The governance structure for financial regulation in Europe
- Maximum likelihood estimation of stochastic volatility models
- Revenue efficiency and change of control, the case of bankruptcy
- Market timing and return prediction under model instability
- Two concepts of money, and the future of europe
- A comment on financial services regulation, making the two tier system work
- The clustering of Bid/Ask prices and the spread in the foreign exchange market
- Overbidding in takeover contests
- Bubbles and crashes
- The econometrics of stochastic volatility
- Liquidity in second tier equity markets, evidence from London's alternative investment market (AIM)
- Asymmetric information and the trade-off between cash flow and net present value
- Tax reform, the next step
- Co-ordination failure and the role of banks in the resolution of financial distress
- Economics of takeovers regulation
- The vulnerability of banks to government default risk in the EMU
- Rational limits to arbitrage
- The crash of October 1987
- Can central banking survive the IT revolution?
- Speculative securities
- Volatility and links between national stock markets
- Coordination failures and the lender of last resort, was Bagehot right after all?
- The economics of bankruptcy reform
- Money, intermediaries and cash-in-advance constraints
- Externalities in payment systems, issues for Europe
- Risk, Gordon's growth model, and the predictability of stock market returns
- Expectation calculation, hyperinflation and currency collapse
- Family firms
- The ECB and the euro monetary policy for a new currency
- The profitability of block trades in auction and dealer markets
- Creator of3