London School of Economics and Political Science, Financial Markets Group
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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 Library.
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- You might as well be hung for a sheep as a lamb : the loss function of an agent
- 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 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 model of the lender of last resort
- 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 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 trickle-down growth and development with debt-overhang
- A transaction level study of the effects of Central Bank intervention on exchange rates
- A welfare comparison of the German and US financial systems
- Actual and warranted relations between asset prices
- Agency conflicts, ownership concentration, and legal shareholder protection
- 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 incentive structure for financial regulation
- An index of co-movements in financial time series
- An international comparison of the financing of occupational pension
- An investigation of long rane dependence in intra-day foreign exchange rate volatility
- Announcement effects and seasonality in the intra-day foreign exchange market
- Annual report 2000
- Arbitrage and endogenous market integration
- Are central banks necessary?
- 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
- 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
- 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
- Blocks, liquidity and corporate control
- Boom in, bust out : young households and the housing price cycle
- 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?
- 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
- Caution and conservatism in monetary policymaking
- Central bank forex intervention assessed in continuous time
- Central bank independence
- Central bankers and uncertainty
- Chartism : a controlled experiment
- 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
- 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
- Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
- Conservatism at no real cost : monetary policy delegation reconsidered
- Consistent testing for stochastic dominance : a subsampling approach
- Constrained indirect inference estimation
- Contagion risk in banking
- 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
- Corporate governance rules and the value of control : a study of German dual-class shares
- Corporate walkout decisions and the value of default
- 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
- 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
- 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 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
- 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
- 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
- Equity finance, adverse selection and product market competition
- Estimating tax rates on income from capital in the UK from official statistics
- European Monetary Union
- European Monetary Union : a progress report
- European exchange rate credibility before the fall
- European monetary integration
- 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
- 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
- Factor representing portfolios in large asset markets
- Family firms
- Feedback traders and stock return autocorrelations : evidence from a century of daily data
- Financial constraints, precautionary saving and firm dynamics
- 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 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 structure and supply contracts with switching costs
- Financial supervision : which model for Europe
- Financing and corporate growth under repeated moral hazard
- Financing and development in Eastern Europe and the former Soviet Union
- Financing constraints and inventories
- 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 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
- Harmonization of taxes on income from capital in the EEC
- Has the EMS reduced the cost of capital?
- Hedging housing risk in London
- Hedging, agency cost and corporate size
- Home country deposit insurance?
- 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
- IPO signalling of initial owners' private benefits of control
- 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?
- 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
- 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 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
- Life without the stability pact
- 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
- Local versus global convergence across national economies
- Locally minimizing the credit risk
- 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 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
- Modelling implied volatility with OLS and panel models
- 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
- 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 physics and finance
- On the competition between ECNs, stock markets and market makers
- On the design of hierarchies : coordination versus specialization
- On the preservation of deterministic cycles when some agents perceive them to be random fluctuations
- Operational risk
- Optimal 'soft' or 'tough' bankruptcy procedures
- Optimal bail out policy, conditionality and creative ambiguity
- Optimal debt structure with multiple creditors
- Optimal hedging strategies and interactions between firms
- 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 reform and European financial markets
- Performance clustering and incentives in the UK pension fund industry
- Permanent income, consumption and aggregate constraints : evidence from US states
- Peso problems : their theoretical and empirical implications
- Platform competition in two-sided markets
- 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
- 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
- Problems of banking regulation : an EC perspective
- 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?
- Rational asset pricing implications from realistic trading frictions
- Rational limits to arbitrage
- 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 work of the Serious Fraud Office
- Reforming the EEC budget
- Restructuring financial systems in transition and developing economies : an approach based on the French financial system
- 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
- 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 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
- 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
- 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
- State prices implicit in valuation formulae for derivative securities : a Martingale approach
- Sterilized central bank intervention in the foreign exchange market
- Stock price patterns around the trades of corporate insiders on the London stock exchange
- 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
- 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
- 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 US stock market and the global economic crisis
- 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 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 dangers of data-driven inference : the case of calendar effects in stock returns
- 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 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 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 in Europe
- The hard ECU and alternative paths to European Monetary Union
- The hard ECU and alternative paths to European Monetary Union : the case for an evolutionary stage 2
- The hazards of mutual fund performance : a cox regression analysis
- The impact of liquidity constraints on bank lending policy
- The impact of technology on cash usage
- The implications of derivatives for regulation
- The inflation target five years on
- The instability of fixed exchange rate systems when raising the nominal interest rate is costly
- The interaction between the frequency of market quotations, spread, and volatility in the foreign exchange market
- The multifractal structure of high frequency foreign exchange rate fluctuations
- The objectives for, and conduct of, monetary policy in the 1990s
- The optimal size of a bank : costs and benefits of diversification
- The organisational structure of banking supervision
- The permanent and transitory components of corporate earnings
- The profitability of block trades in auction and dealer markets
- The proof of the puddig : the effects of increased trade transparency in the London Stock Exchange
- The regulation of predatory firms
- The regulatory debate in London
- The relative importance of permanent and transitory components : identification and some theoretical bounds
- The reorganisation of the London stock market : the causes and consequences of "Big-Bang"
- The retreat of inflation and the making of monetary policy : where do we stand?
- The role of asymmetric information in project financing decisions
- The role of institutional investors in the evolution of financial structure and behaviour
- The skill profile of central bankers and supervisors
- The structure of bank relationships, endogenous monitoring and loan rates
- The term structure and the equity premium puzzle : a note
- The term structure of credit risk : estimates and specifications
- The third leg of the stool : financial stability as a prerequitite for EMU
- The transactions role of financial assets : a survey
- The transmission of monetary policy in the European countris
- The twists and turns of UK monetary policy
- The vulnerability of banks to government default risk in the EMU
- Theories of intermediation : implications for regulation
- Time series [volatility] of commodity futures prices
- Time, inflation and asset prices
- Trade credit : suppliers as debt collectors and insurance providers
- Trading systems in European stock exchanges
- Trading volumes and stock market prices
- Trading volumes and transaction costs in the foreign market : evidence from daily dollar-yen spot data
- Transmission of volatility between stock markets
- Transparency and liquidity : a comparison of auction and dealer markets with informed trading
- Turnpike banking : only the meek shall inherit the earth
- Two concepts of money, and the future of europe
- Two years into the euro : the next step for Europe
- UK directors' trading : the impact of delaings in smaller firms
- UK tax policy and independent schools
- Underpricing and crises : IPO perfomance in Germany
- Using time series methods to assess information and inventory effects in a dealer market in illiquid stocks
- Utility functions for central bankers : the not so drastic quadratic
- VAR modelling of the German economy with financial spreads as key indicator variables
- Valuation and Martingale properties of shadow prices : an exposition
- Value-at-risk and extreme returns
- Venture capital contracts and market structure
- Venture capital finance with temporary asymmetric learning
- Volatility and links between national stock markets
- What do internal capital markets do? : redistribution vs. incentives
- What happens when you regulate risk? : evidence from a simple equilibrium model
- What is the central bank's game?
- What level of fixed costs can reconcile asset returns and consumption choices?
- When support/resistance levels are broken, can profits be made? : Evidence from the foreign exchange market
- Why do the monetary authorities smooth interest rates?
- Why higher takeover premia protect minority shareholders : tender offers when dilution is endogenous
- Yield spreads and interest rate movements : a bird's eye view
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