London School of Economics and Political Science, Financial Markets Group
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The organization London School of Economics and Political Science, Financial Markets Group represents an institution, an association, or corporate body that is associated with resources found in European University Institute.
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London School of Economics and Political Science, Financial Markets Group
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The organization London School of Economics and Political Science, Financial Markets Group represents an institution, an association, or corporate body that is associated with resources found in European University Institute.
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- You might as well be hung for a sheep as a lamb : the loss function of an agent
- (UBS Pensions series 25) The wrong kind of transparency
- A GARCH Model of the implied volatility of the Swiss market index from options prices
- A Model of corporate liquidity
- A comment on financial services regulation : making the two tier system work
- A comparison of alternative interbank settlement systems
- A comparison of net and gross settlement
- A comparison of the cost of trading French shares of the Paris Bourse and SEAQ International
- A comprehensive test of order choice theory : recent evidence from the NYSE
- A dilution cost approach to financial intermediation and securities markets
- A generalisation of Malliavin weighted scheme for fast computation of the Greeks
- A heteroscedastic factor model of asset returns and risk premia with time-varying volatility : an application to sixteen world stock markets
- A human capital explanation for an asset allocation puzzle
- A local instrumental variable estimation method for generalized additive volatility models
- A model of the lender of last resort
- A model to analyse financial fragility
- A model to analyse financial fragility : applications
- A new bankruptcy procesure that uses multiple auctions
- A note on the proposal for a Council directive on deposit guarantee schemes
- A proposal for bancruptcy reform in the UK
- A recursive modelling approach to predicting UK stock returns
- A risk assessment model for banks
- A semiparametric single-factor model of the term structure
- A simple model of an international lender of last resort
- A structural model of corporate bond pricing with co-ordination failure
- A structured GARCH model of daily equity return volatility
- A test for the number of factors in an approximate factor model
- A theory of corporate financial structure based on the seniority of claims
- A theory of sovereign debt roll-over crisis
- A theory of trickle-down growth and development with debt-overhang
- A time series analysis of financial fragility in the UK banking system
- A transaction level study of the effects of Central Bank intervention on exchange rates
- A welfare comparison of the German and US financial systems
- ART versus reinsurance : the disciplining effect of information insensitivity
- Actual and warranted relations between asset prices
- Agency conflicts, ownership concentration, and legal shareholder protection
- Aggregate implications of defined benefit and defined contribution systems, UBS Pensions series 18
- An EM-based algorithm for conditionally heteroskedastic factor models
- An academic response to Basel II
- An approach to European currency unification
- An autoregressive conditional binomial option pricing model
- An economic evaluation of insolvency procedures in the United Kingdom : does the 1986 Insolvency Act satisfy the creditors' bargain?
- An economist's view of fiduciary duty
- An empirical investigation in credit spread indices
- An essay on the interactions between the Bank of England's forecasts, the MPC's policy adjustments, and the eventual outcome
- An incentive structure for financial regulation
- An index of co-movements in financial time series
- An international comparison of the financing of occupational pension
- An intro to hedge funds, IAM series no 002
- An investigation of long rane dependence in intra-day foreign exchange rate volatility
- Anatomy of a market crash : a market microstructure analysis of the turkish overnight liquidity crisis
- Announcement effects and seasonality in the intra-day foreign exchange market
- Annual report 2000
- Arbitrage and endogenous market integration
- Are annuities value for money? Who can afford them?, UBS Pensions series 19
- Are central banks necessary?
- Are market neutral hedge funds really market neutral?
- Are middlemen competitive?
- Assessing the case for unified financial sector supervision
- Asset allocation dynamics and pension fund performance
- Asset price dynamics with value-at-risk constrained traders
- Asset price fluctuations in a overlapping generations economy : do collateral constraints matter?
- Asset prices and persistence in fundamentals : a vector ARMA estimation of expectations theories for stocks and bonds
- Asset pricing with limited risk sharing and heterogeneous agents
- Asymmetric information and the trade-off between cash flow and net present value
- Asymmetric information, heterogeneity in risk perceptions and insurance : an expplanation to a puzzle
- Auction and dealership markets : what is the difference?
- Auction markets, dealership markets and execution risk
- Auditor independence, incomplete contracts and the role of legal liability
- Auditor performance, implicit guarantees and the valuation of legal liability
- Auditor's skill, auditing standards, litigation, and audit quality
- Bank capital regulation for market risks
- Bank capital regulation with Random audits
- Bank moral hazard and market discipline
- Banking and industry in Japan
- Banking regulation and supervision in Japan
- Banking supervision after BCCI
- Banking supervision in stage three of EMU
- Banking trends in Europe
- Banks as catalysts for industrialization
- Barbarians in chains : takeover regulation and minority shareholder wealth
- Barriers to pension scheme participation in small and medium sized enterprises
- Basel II and developing countries : diversification and portfolio effects
- Basel and procyclicality : a comparison of the standardised and IRB approaches to an improved credit risk method
- Bayesian inference and asset pricing
- Behavioral aspects of the demand for dividend-paying stocks
- Bertrand Edgeworth competition with non-linear prices
- Beyond the sample : extreme quantile and probability estimation
- Block premia in transfer of corporate control
- Block-booking and IPO Share Allocation : the importance of being ignorant
- Blocks, liquidity and corporate control
- Boom in, bust out : young households and the housing price cycle
- Britain, Germany and EMU : what have we learned in the 10 years since black wednesday? : 3 selected papers
- Bubbles and crashes
- Bubbles and volatility of stock prices : effect of mimetic contagion
- Bursting bubbles and bleeding bulls : does the evidence support the rhetoric?
- Business cycle asymmetric in stock returns : evidence from higher order moments and conditional densities
- Buy on rumours - sell on news : a manipulative trading strategy
- Callable debt contracts : renegotiation and contract design with ex post private information
- Can central banking survive the IT revolution?
- Can the retirement-consumption puzzle be resolved? : evidence from the British household panel survey
- Capital adequacy and foreign exchange risk regulation : recent developments in industrial countries
- Capital budgeting and stock option plans
- Capital markets in Europe
- Capital structure as a bargaining tool : the role of high leverage in contract renegotiation
- Career concerns in financial markets
- Caution and conservatism in monetary policymaking
- Central bank forex intervention assessed in continuous time
- Central bank independence
- Central bankers and uncertainty
- Central banks and Supreme Courts
- Chartism : a controlled experiment
- Choice of corporate risk management tools under moral hazard
- Close-relationships between banks and firms : is it good or bad
- Closure rules, market power and risk-taking in a dynamic model of bank behaviour
- Club enlargement : early versus late admittance
- Clustering of initial public offerings, information revelation and underpricing
- Co-ordination failure and the role of banks in the resolution of financial distress
- Cointegration and exchange rate forecasting : a state space model
- Collateral, renegotiation and the value of diffusely held debt
- Collusive arrears in transition economies
- Comments on recent developments and proposals concerning dealing practices in the UK equity market
- Common factors in conditional distributions for Bivariate time series
- Comparing downside risk measures for heavy tailed distributions
- Compensating wage differentials for defined benefit and defined contribution occupational pension scheme benefits
- Competition and stability : what's special about banking?
- Complex fraud trials and financial regulation
- Conditional means of time series processes and time series processes for conditonal means
- Conditional probabilty of default methodolgy
- Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
- Conglomerate entrenchment under optimal financial contracting
- Conservatism at no real cost : monetary policy delegation reconsidered
- Consistent information multivariate density optimizing methodology
- Consistent measures of risk
- Consistent testing for stochastic dominance : a subsampling approach
- Consistent testing for stochastic dominance : a subsampling approach
- Constrained indirect inference estimation
- Contagion risk in banking
- Continous time optimal stochastic growth : local martingales, transversality and existence
- Continuous-time limits in the generalised Ho/Lee framework under the risk-neutral and forward measures
- Contracts to sell information
- Contrasting different forms of price stickiness : an analysis of exchange rate overshooting and the beggar thy neighbour policy
- Convergence of recursive learning mechanisms to steady states and cycles in stochastic nonlinear models
- Coordinated monetary and foreign exchange intervention
- Coordination failures and the lender of last resort : was Bagehot right after all?
- Coordination risk and the price of debt
- Coordination, learning, and delay
- Corporate bond prices and co-ordination failure
- Corporate governance rules and the value of control : a study of German dual-class shares
- Corporate walkout decisions and the value of default
- Creating a single financial market in Europe : what do we mean?
- Credibility and cheap talk of securities analysts : theory and evidence
- Credible pensions
- Credit card debt and default over the life-cycle
- Credit cycles
- Credit markets and real economic activity : a model of financial intermediation
- Credit markets with endogenous project size and asymmetric information : the case for interest rate taxes
- Credit quality spreads, bond market efficiency and financial fragility
- Credit rationing may involve excessive lending
- Crisis costs and debtor discipline : the efficacy of public policy in sovereign debt
- Cross-sectional volatility of dividend yields on the UK stock market
- Daily closing inside spreads and trading volumes around earning announcements
- Data-snooping, technical trading rule performance, and the bootstrap
- Dealer liquidity in an auction market : evidence from the London Stock Exchange
- Debt and seniority : an analysis of the role of hard claims in constraining management
- Debt and warrants : a rationalisation of the popular view
- Debt deflation : theory and evidence
- Debt, incentives and performance : evidence from UK panel data
- Default and renegotiation : a dynamic model of debt
- Default risk in asset pricing
- Defined benefit or defined contribution? : an empirical study of pension choices
- Delay and cycles
- Dennis Robertson and the real business cycle : a centenary lecture
- Deposit insurance : policy clash over EC and US reforms
- Derivatives can be hazardous to your health : the case of Metallgesellschaft
- Derivatives regulation
- Detecting information from directors' trades : signal definition and variable size effects
- Determinants of price quote revisions on the London Stock Exchange
- Diffusion of technical change and the identification of the trend component in real GNP
- Disclosure requirements and stock exchange listing choice in an international context
- Disclosures and asset returns
- Divdends and equity prices : the variance trade off
- Diversification and delegation in firms
- Dividend variability and stock market swings
- Do Reuters spreads reflect currencies' differences in global trading activity?
- Does debt discipline state-owened firms? : evidence form a panel of Italian firms
- Does one Soros make a difference? : a theory of currency crises with large and small traders
- Does reinsurance need reinsurers?
- Does the CAPM explain why the dividend yield helps predict returns?
- Dually-traded Italian equities : London vs Milan
- Dynamic adverse selection and debt
- Dynamic banking : a reconsideration
- Dynamic portfolio and mortgage choice for homeowners
- EMU and banking supervision
- EMU, Britain and other outsiders
- ERM and EMU
- Eastern Europe
- Economic and monetary union (EMU) in Europe
- Economic growth and the life-cycle of firms
- Economic implications of extraordinary movements in stock prices
- Economic policy and exchange rate regimes : what have we learned in the ten years since black wednesday?
- Economics of takeovers regulation
- Efficiency properties of rational expectations equilibria with asymmetric information
- Empirical cross-section dynamics in economic growth
- Empirical evidence on wealth accumulation and the effects of pension wealth : an application to Italian cross-section data
- Endogenous cycles in a Stiglitz-Weiss economy
- Entrepreneurial wealth, the level of investment and credit policy
- Equilibrium analysis, banking, contagion and financial fragility
- Equilibrium asset pricing with systemic risk
- Equity finance, adverse selection and product market competition
- Estimating semiparametric ARCH models by Kernel smoothing methods
- Estimating structural bond pricing models via simulated maximum likelihood
- Estimating tax rates on income from capital in the UK from official statistics
- Estimation and testing of dynamic models with generalised hyperbolic innovations
- Estimation in two classes of semiparametric diffusion models
- Estimation of linear regression models by a spread-tolerant estimator
- Estimation of partial differential equations with applications in finance
- Eurobond underwriter spreads
- European Monetary Union
- European Monetary Union : a progress report
- European exchange rate credibility before the fall
- European monetary integration
- Evaluation of joint density forecasts of stock and bond returns : predictability and parameter uncertainty
- Evidence of risk premia in foreign currency futures markets
- Excess capacity in EU and US banking sectors : conceptual, measurement and policy issues
- Excessive continuation and dynamic agency costs of debt
- Excessive stock price dispersion : a regression test of cross-sectional volatility
- Exchange rate volatility and Central Bank interventions
- Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments
- Expectation calculation, hyperinflation and currency collapse
- Expenses, yields, and excess returns : new evidence on closed end fund discounts from the UK
- Exploiting cross section variation for unit root inference in dynamic data
- External financing costs and banks' loan supply : does the structure of the bank sector matter?
- Externalities in payment systems : issues for Europe
- FCIs and economy activity : some international evidence
- Factor representing portfolios in large asset markets
- Family firms
- Feedback traders and stock return autocorrelations : evidence from a century of daily data
- Feedback trading
- Financial constraints, precautionary saving and firm dynamics
- Financial contagion through capital connections : a model of the origin and spread of bank panics
- Financial crises : plus ca change, plus c'est la meme chose
- Financial development, agency and the pace of adoption new techniques
- Financial fragility in the early 1990s : what can be learnt from international experience?
- Financial globalisation, derivatives, volatility and the challenge for the policies of central banks
- Financial institutions and the wealth of nations : tales of development
- Financial institutions and the wealth of nations : tales of development
- Financial markets and growth : an overview
- Financial regulation in Europe
- Financial regulation in Germany and the UK : a comparison
- Financial stability and the lender of last resort function : a note
- Financial stability in the Euro area : some lessons from US financial history
- Financial stability oversight, past and present
- Financial structure and supply contracts with switching costs
- Financial supervision : which model for Europe
- Financial supervision in an integrating Europe : measuring cross-border externalities
- Financial system requirements for successful pension reform, UBS Pensions series 14
- Financial tunnelling and the revenge of the insider system
- Financing and corporate growth under repeated moral hazard
- Financing and development in Eastern Europe and the former Soviet Union
- Financing constraints and inventories
- Financing constraints, irreversibility and investment dynamics
- Financing entrepreneurs : optimal contracts and the role of intermediaries
- Firm size and cyclical variations in stock returns
- Fiscal policy and EMU - with an appendix on "A simple model of intertemporal tax policy"
- Fiscal policy and the sub-optimality of the Walsh contract for central bankers
- Fixing exchange rates : a virtual quest for fundamentals
- Flexible term structure estimation : which method is preferable?
- Flexible term structure estimation : which method is preferred?
- Floor trading versus electronic screen trading : an empirical analysis of market liquidity and information transmission in the Nikkei stock index futures market
- Forecast biases in value-at-risk estimations : evidence from foreign exchange and global equity portfolios
- Foreign exchange intervention and macroeconomic stability
- General properties of rational stock-market fluctuations
- German and British monetary policy in the age of Maastricht : what have we learned in the 10 years since black Wednesday?
- Gradualism in the adjustment of official interest rates : some partial explanations
- Harmonization of taxes on income from capital in the EEC
- Has the EMS reduced the cost of capital?
- Hedge funds and financial stability : explaining the debate at the financial stability forum
- Hedging housing risk in London
- Hedging, agency cost and corporate size
- Highwaymen or heroes : should hedge funds be regulated?
- Home country deposit insurance?
- Homeownership : low household mobility, volatile housing prices, high income dispersion
- Housing market dynamics : on the contribution of income shocks and credit constraints
- Housing market fluctuations in a life-cycle economy with credit constraints
- 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
- IMF concern for reputation and conditional lending failure : theory and empirics
- IPO signalling of initial owners' private benefits of control
- IPO underpricing during the boom : a block-booking explanation
- IPOs : insights from seven European countries
- Identification of multivariate conditionally heteroskedastic factor models
- If you can not beat them, join them : management behaviour in the absence of state guaranteed shareholder rights
- Imperfect annuities markets with asymmetric information : who leaves unplanned bequests?
- Imperfect common knowledge in first generation models of currency crises
- Implicit contracts, managerial incentives and financial structure
- Implicit contracts, optimal union power and takeovers
- In defence of usury laws
- In search of monetary unions
- In-kind finance
- Incentives for private saving : the 1990 budget
- Increasing social returns, learning and "catastrophe" phenomena
- Index-linked debt and the real term structure : new estimates and implications from the UK bond market
- Informational capacity and financial collapse
- Informational efficiency and welfare in the stock market
- Informed trading, investment, and welfare
- Insider trading
- Insider trading and the allocation of risks
- Insider trading and the cost of capital in a multi-period economy
- Insider trading, investment and liquidity : a welfare analysis
- Insolvency reform in the UK : a revised proposal
- Institutional investors, unstable financial markets and monetary policy
- Institutional separation between supervisory and monetary agencies
- Inter-dealer-trading
- Inter-market price and volatility impacts generated by large trades : the case of European cross-quoted securities
- Intermediation in search markets
- Internal ratings, the business cycle and capital requirements : some evidence from an emerging market economy
- International asset allocation with time-varying investment opportunities, UBS pensions series 2
- International financial linkages
- International harmonisation of the regulation of capital markets : an introduction
- Intertemporal asset pricing without consumption
- Intraday price formation on the London Stock Exchange
- Investment trap
- Investor sentiment and the closed-end puzzle
- Is cash becoming technologically outmoded? or does it remain necessary to facilitate "bad behaviour"? : an empirical investigation into the determinabts of cash holdings
- Is immigration the answer to the UK's pension crisis?, UBS Pensions series 15
- Is one share/one vote optimal?
- Is the foreign exchange market characterized by nonlinearity?
- Is there chaos in economic time series? : a study of the stock and the foreign exchange markets
- Is there chaos in the world economy? : a nonparametric test using consistent standards errors
- Large shareholders, monitoring and the value of the firm
- Large shareholders, private benefits of control and optimal schemes for privatization
- Law and finance in transition economies
- Learning and economic fluctuations : using fiscal policy to steer expectations
- Least squares predictions and mean-variance analysis
- Liability valuation and optimal asset allocation
- Life without the stability pact
- Likelihood-based estimation of latent generalised ARCH structures
- Limited market participation and volatility of asset prices
- Liquidity in second tier equity markets : evidence from London's alternative investment market (AIM)
- Liquidity shortages and inefficient bank lending
- Liquiidity and credit risk
- Loan securitisation : default term structure and asset pricing based on loss prioritisation
- Local versus global convergence across national economies
- Locally minimizing the credit risk
- Long-term care insurance, annuities and asymmetric information : the case for bundling contracts
- Long-term debt and hidden borrowing
- Long-term value at risk, UBS Pensions series 17
- Macroeconomic news, order flows and exchange rates
- Management behaviour and market responses
- Managerial discretion and investment decisions of state-owned firms : evidence from a panel of Italian companies
- Managers, debt and industry equilibrium
- Managing government default risk in federal states
- Margin requirements, volatility, and market integrity : what have we learned since the crash?
- Market maker performance : the search for fair weather market makers
- Market regulation in a dynamic environment
- Market timing and return prediction under model instability
- Maximum likelihood estimation of stochastic volatility models
- Mean-variance portfolio allocation with a value at risk constraint
- Measuring the cost of capital when taxes are changing with foresight
- Mechanisms for central banking
- Meltdown Monday or meltdown money : consequences of the causes of a stock market crash
- Minority blocks and takeover premia
- Modelling implied volatility with OLS and panel models
- Modelling the composition of personal sector wealth in the United Kingdom, UBS Pensions series 16
- Moments of Markov switching models
- Mommentum in the UK stock market
- Monetary integration in Europe : past - present - and future
- Monetary policy : Spring 1990
- Monetary policy in England 1893-1914 : a structural VAR analysis
- Monetary transmission lags and the formulation of the policy decision on interest rates
- Money laundering : a view from North America
- Money, intermediaries and cash-in-advance constraints
- Moral hazard, insurance, and some collusion
- Multicountry comparisons of the consumption based capital asset pricing model : Germany, Japan and USA
- Multiple banking as a commitment not to rescue
- Multiple-bank lending : diversification and free-riding in monitoring
- Multivariate stochastic variance models
- Mutual fund performance : evidence from the UK
- Mutual funds and stock and bond market stability
- Myths about the lender of last resort
- National fiscal policy within the EMU : the fiscal implications of Maastricht
- National versus global factors in equity returns
- News effects in a high frequency model of the sterling-dollar exchange rate
- No evidence of chaos but some evidence of multifractals in the foreign exchange and the stock markets
- No news is good news : an asymmetric model of changing volatility in stock returns
- Non-arbitrage and recursive competitive equilibrium pricing
- Nonlinear time series with long memory : a model for stochastic volatility
- Note on a single European currency and central bank
- Observing the observers : monetary policy calls of British newspapers under the MPC regime
- On bounded rationality and risk aversion
- On modelling endogenous default
- On physics and finance
- On the competition between ECNs, stock markets and market makers
- On the design of hierarchies : coordination versus specialization
- On the out-of-sample importance of skewness and asymmetric dependence for asset allocation, IAM series no 001
- On the preservation of deterministic cycles when some agents perceive them to be random fluctuations
- On time-scaling of risk and the square-root-of-time-rule
- Opening and closing the market : evidence from the London stock exchange
- Operational risk
- Optimal 'soft' or 'tough' bankruptcy procedures
- Optimal bail out policy, conditionality and creative ambiguity
- Optimal debt structure with multiple creditors
- Optimal expectations
- Optimal hedging strategies and interactions between firms
- Optimal intergenerational risk sharing
- Optimal life-cycle asset allocation : understanding the empirical evidence, UBS Pensions series 20
- Optimal managerial remuneration and firm-level diversification
- Optimal monetary policy in a model of asymmetric central bank preferences
- Optimal monetary policy rules in a rational expectations model of the Phillips curve
- Optimal sure portfolio plans
- Option prices under Bayesian learning : implied volatility dynamics and predictive densities
- Option pricing with a quadratic diffusion term
- Overbidding in takeover contests
- Ownership control debt and bankruptcy
- Pareto-improving asymmetric information in a dynamic insurance market
- Pension fund governance and the choice between defined benefit and defined contribution plans, UBS Pensions series 12
- Pension fund reform and European financial markets
- Pension plan funding, risk sharing and technology choice
- Pensionmetrics 2 : stochastic pension plan design during the distribution phase, UBS Pensions series 6
- Pensions : overview of issues
- Performance clustering and incentives in the UK pension fund industry
- Performance clustering and incentives in the UK pension fund industry, UBS pensions series 3
- Performance of personal pension schemes in the UK
- Performance persistence of pension fund managers, UBS pensions series 1
- Permanent income, consumption and aggregate constraints : evidence from US states
- Peso problems : their theoretical and empirical implications
- Platform competition in two-sided markets
- Portfolio choice and wealth accumulation with taxable and tax-deferred accounts
- Portfolio insurance and volatility
- Post-IPO directors' sales and reissuing activity : an empirical test of IPO signalling models
- Precautionary behaviour, adverse selection and excessive insurance
- Predatory trading
- Predictable stock returns in the United States and Japan : a study of long-trerm capital market integration
- Price competition between market makers
- Price effects of trading and components of the bid-ask spread on the Paris Bourse
- Prices, price processes, volume and their information : a literature survey
- Pricing catastrophe insurance derivates
- Pricing convexity adjustment with Wiener chaos
- Pricing intra-day credit in real time gross settlement systems
- Pricing options on assets with predictable white noise returns
- Principal agent problems under loss aversion : an application to executive stock options
- Problems of banking regulation : an EC perspective
- Procyclicality and the new Basel Accord-banks' choice of loan rating system
- Product market competition and optimal debt contracts : the limited liability effect revisited
- Project selection with screened and contingent debt
- Proprietary information, financial intermediation and research incentives
- Public debt in Italy and the European Community : some thoughts on the monetary consequences
- Public information, private information and the multiplicity of equilibria in co-ordination games
- Public trading and private incentives
- Quadratic ARCH models : a potential re-interpretation of ARCH models
- R&D intensity and finance : are innovative firms financially constrained?
- Rare events and annuity market participation
- Rational asset pricing implications from realistic trading frictions
- Rational limits to arbitrage
- Rational trader risk
- Real effects of regional house prices : dynamic panel estimation with heterogeneity
- Real trading patterns and prices in spot foreign exchange markets
- Reallocation of corporate resources and managerial incentive in internal capital markets
- Recent developments in central banking : some special features of the Monetary Policy Committee and of the European System of Central Banks
- Recent research on stock market volatility and the crash : the Puerto Rico conference
- Recursive mechanisms and costly storage audits to insure privately informed agents
- Reflections on the 10 years since Britain's ERM departure
- Reflections on the work of the Serious Fraud Office
- Reforming public pensions in the US and the UK
- Reforming the EEC budget
- Rent extraction by large shareholders : evidence using dividend policy in the Czech Republic
- Reputation effects in trading on the New York stock exchange
- Restructuring financial systems in transition and developing economies : an approach based on the French financial system
- Returns from active management in international equity markets : evidence from a panel of UK pension funds, UBS pensions series 4
- Reuters screen images of the foreign exchange market : cont'd the Yen/Dollar and the #[Pound]/Dollar spot market
- Reuters screen images of the foreign exchange market : the Deutschemark/Dollar spot rate
- Revenue efficiency and change of control : the case of bankruptcy
- Reversions of excess pension assets after takeovers
- Revisited multi-moment approximate option pricing models : a general comparison
- Revisiting the rationale for a single national financial services regulator
- Risk allocation and inter-dealer trading
- Risk and return in January : some UK evidence
- Risk and return in the Spanish stock market
- Risk, Gordon's growth model, and the predictability of stock market returns
- Round-the-clock trading : evidence from UK cross-listed securities
- Rules v discretion : the case of banking supervision in the lightof the debate on monetary policy
- Saving eliminates credit rationing
- Securities and banking : bridges and walls
- Securities markets, systematic stability and regulation
- Self vs. public discipline in the financial field
- Self-confidence and survival
- Self-fulfilling liquidity
- Self-fulfilling theories : the sunspot connection
- Semiparametric estimation of a characteristic-based factor model of stock returns
- Shifting gears : an economic evaluation of the reform of the Paris bourse
- Short-term and long-term government debt and non-resident interest withholding taxes
- Should speculators be taxed?
- Signalling with debt and equity : a unifying approach and its implications for the pecking-order hypothesis and competitive credit rationing
- Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates
- Simulated nonparametric estimation of continuous time models of asset prices and returns
- Simulated nonparametric estimation of dynamic models with applications to finance
- Skewness and kurtosis implied by option prices : a second comment
- Soft budget constraint and stock price information
- Some economic issues in the regulation of financial markets
- Some regulatory concerns
- Some remarks on Leland's model of insider trading
- Sovereign bonds and the collective will
- Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
- Speculative attacks and financial architecture : experimental analysis of coordination games with public and private information
- Speculative market structure and the collapse of an exchange rate mechanism
- Speculative securities
- Sponsoring company finance and investment and defined benefit pension scheme deficits, UBS Pensions series no. 23
- Spot market power and future market trading
- State prices implicit in valuation formulae for derivative securities : a Martingale approach
- Sterilized central bank intervention in the foreign exchange market
- Stochastic lifestyling : optimal dynamic asset allocation for defined contribution pension plans series 6, UBS Pensions series 7
- Stock price patterns around the trades of corporate insiders on the London stock exchange
- Stopping short? : evidence on contributions to long-term savings from aggregate and micro data
- Strategic financial innovation in segmented markets
- Strategic investment timing under uncertainty
- Strategic trading and learning about liquidity
- Strategy and tactics of monetary policy : examples from Europe and the Antipodes
- Structural breaks, incomplete information and stock prices
- Subadditivity re-examined : the case for value-at-risk
- Subjective discount factors
- Sunk costs and competitiveness of European banks after deregulation
- Supervising the European financial system
- Sustainability of capital ratios and regulator reputation : discretionary vs binding legislation
- Take (smoothed) risks when you are young, not when you are old : how to get the best from your stakeholder pension plan, UBS Pensions series 10
- Taurus - protection for the industry and the investor
- Tax policy after the election : what would change with the government?
- Tax reform : the next step
- Term structure modelling of defaultable bonds
- Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
- Testing the robustness of long-term under-performance of UK initial public offerings
- Tests of the fama and French model in India
- Text of speeches made by Andrew Hugh Smith and Rudiger von Rosen at the Conference on the Future of European Stock Exchanges, LSE 8 May 1990
- The Asian crisis : experiences and lessons for home and host supervisor
- The Delors Report : was Lawson's reaction justified?
- The Delors Report and European economic and monetary union
- The ECB and the euro monetary policy for a new currency
- The ESCB after Maastricht
- The IS curve and the transmission of monetary policy : is there a puzzle?
- The US stock market and the global economic crisis
- The United Kingdom pension system : key issues, UBS Pensions series 452
- The aftermath of hostile takeovers
- The arbitrage pricing theory and multifactor models of asset returns
- The arbitrage pricing theory is not Robust 1 : variance matrices and portfolio theory in pictures
- The arbitrage pricing theory is not Robust 2 : factor structures and factor pricing
- The banking system, financial markets and capital structure : some new evidence from France
- The challenge of European integration for prudential policy
- The choice od stock ownership structure : agency costs, monitoring and the decision to go public
- The clustering of Bid/Ask prices and the spread in the foreign exchange market
- The collapse of Metallgesellschaft : unhedgeable risks, poor hedging strategy or just bad luck?
- The conduct of monetary policy
- The cost of conservatism : extreme returns, value-at-risk, and the Basle "multiplication factor"
- The costs of trading in European equity markets
- The crash of October 1987
- The cross-section of European IPO returns
- The dangers of data-driven inference : the case of calendar effects in stock returns
- The dark side of good corporate governance
- The dealers ride again : volatility and order flow dynamics in a hybrid market
- The decision to go public : an overview
- The design of a possible pension compensation fund
- The determinants of realignment expectations under the EMS : some empirical regularities