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
Resource Information
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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- Financial Markets Group
100+ Items by the Organization London School of Economics and Political Science, Financial Markets Group
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- (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
- The draft statute of the European system of central banks : a commentary
- The dynamics of corporate debt forgiveness and contract renegotiation
- The dynamics of venture capital contracts
- The econometrics of stochastic volatility
- The economic consequences of John Major and Norman Lamont
- The economic effects of franchise termination laws
- The economics of bankruptcy reform
- The economics of pensions
- The effect of contemporaneous futures market volume on spot market volatility
- The effect of the stock market on investment : a comparative study
- The effect of the term spread, dividend yield and real activity on stock returns : evidence from 15 countries
- The effects of inflation and interest rates on stock returns : evidence from three centuries of UK data
- The effects of macroeconomic 'news'on high frequency exchange rate behaviour
- The effects of trade transparency in the London Stock Exchange : a summary
- The emerging framework of bank regulation and capital control
- The emerging framework of financial regulation
- The emperor has no clothes : limits to risk modelling
- The equivalence of screen based continuous-auction and dealer markets
- The external dimension of EMU
- The fallacy of new business creation as a disciplining device for managers
- The future of financial services regulation some reflections from the inside
- The future of the Euro as an international currency : a transactions perspective
- The future of the takeover panel : statutory or non-statutory?
- The geographical location of the foreign exchange market : a test of an 'islands' hypothesis
- The governance of exchanges : members' co-operatives versus outside ownership
- The governance structure for financial regulation and supervision in Europe
- The governance structure for financial regulation in Europe
- The hard ECU and alternative paths to European Monetary Union