London School of Economics and Political Science. Financial Markets Group

178 published titles

On the inefficiency of financial markets

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1 edition

Are central banks necessary?

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1 edition

The Delors Report and European economic and monetary union

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1 edition

The Delors report : was Lawson's reaction justifiable?

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1 edition

Britain and EMU

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1 edition

European financial markets : a Japanese perspective

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1 edition

The design of a possible pension compensation fund

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1 edition

EMU and ESCB after Maastricht

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1 edition

Meltdown Monday or meltdown money : consequences of the causes of a stock market crash

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1 edition

The draft statute of the European system of central banks : a commentary

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1 edition

Delay and cycles

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1 edition

Dynamic banking : a reconsideration

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1 edition

Fiscal policy and the sub-optimality of the Walsh contract for central bankers

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1 edition

The decision to go public : an overview

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1 edition

What is the Central Bank's game?

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1 edition

Why higher takeover premia protect minority shareholders : tender offers when dilution is endogeneous

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1 edition

Multicountry comparisons of the consumption based capital asset pricing model : Germany, Japan and USA

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1 edition

Dividend variability and stock market swings

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1 edition

The dynamics of corporate debt forgiveness and contract renegotiation

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1 edition

Default risk in asset pricing

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1 edition

Maximum likelihood estimation of stochastic volatility models

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1 edition

Central banking and banking regulation

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1 edition

Default and renegotiation : a dynamic model of debt

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1 edition

Do Reuters spreads reflect currencies' differences in global trading activity

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1 edition

Does debt discipline state-owned firms? : evidence from a panel of Italian firms

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1 edition

Margin requirements, volatility, and market integrity : what have we learned since the crash?

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1 edition

Market maker performance : the search for fair weather market makers

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1 edition

What level of fixed costs can reconcile asset returns and consumption choices?

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1 edition

Managers, debt and industry equilibrium

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1 edition

Mutual funds and stock and bond market stability

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1 edition

The dangers of data-driven inference : the case of calendar effects in stock returns

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1 edition

Disclosure requirements and stock exchange listing choice in an international context

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1 edition

Data-snooping, technical trading, rule performance and the bootstrap

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1 edition

A dilution cost approach to financial intermediation and security markets

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1 edition

Dynamic adverse selection and debt

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1 edition

The emerging framework of financial regulation

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1 edition

Moral hazard, insurance and some collusion

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2 editions

A model of the lender of last resort

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1 edition

Modelling bid-ask spreads in competitive dealership markets

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1 edition

Managing government default risk in federal states

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1 edition

Myths about the lender of last resort

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1 edition

Managerial discretion and investment decisions of state-owned firms : evidence from a panel of Italian companies

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1 edition

The emperor has no clothes : limits to risk modelling

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1 edition

A generalisation of Malliavin weighted scheme for fast computation of the Greeks

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1 edition

Monetary transmission lags and the formulation of the policy decision on interest rates

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1 edition

Liquidity and credit risk

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1 edition

Does one Soros make a difference? : a theory of currency crises with large and small traders

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1 edition

The dealers ride again : volatility and order flow dynamics in a hybrid market

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1 edition

Disclosures and asset returns

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1 edition

Mean variance portfolio allocation with a value at risk constraint

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1 edition

The governance structure for financial regulation in Europe

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1 edition

Market timing and return prediction under model instability

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1 edition

Market regulation in a dynamic environment

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1 edition

'You might as well be hung for a sheep as a lamb' : the loss function of an agent

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1 edition

The governance structure for financial regulation and supervision in Europe

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1 edition

Management behaviour and market response

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1 edition

Long term value at risk

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1 edition

Macroeconomic news, order flows and exchange

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1 edition

What is a promise from the government worth? : measuring and assessing the implications of political risk in state and personal pension schemes in the United Kingdom

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1 edition

A model to analyse financial fragility : applications

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1 edition

A model to analyse financial fragility

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1 edition

Multiple-bank lending : diversification and free-riding in monitoring

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1 edition

The Monetary Policy Committee's reaction function : an exercise in estimation

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1 edition

Liability valuation and optimal asset allocation

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1 edition

General properties of rational stock-market fluctuations

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1 edition

A local instrumental variable estimation method for generalized additive volatility models

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1 edition

Yield curve estimation by kernel smoothing

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2 editions

A GARCH model of the implied volatility of the Swiss market index from option prices

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1 edition

The more we know, the less we agree : public announcements and higher-order expectations

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1 edition

Minority blocks and takeover premia

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1 edition

Monetary policy and its informative value

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1 edition

Market liquidity and funding liquidity

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1 edition

Money illusion and housing frenzies

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1 edition

The gambler's and hot-hand fallacies : theory and applications

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1 edition

Prompt corrective action & cross-border supervisory issues in Europe

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1 edition

Whatever became of the monetary aggregates?

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1 edition

The ownership of ratings

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1 edition

Competition and opportunistic advice of financial analysts : theory and evidence

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1 edition

Evaluating hedge fund performance : a stochastic dominance approach

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1 edition

How deep is the annuity market participation puzzle?

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1 edition

Analysis of financial stability

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1 edition

Financing constraints and a firm's decision and ability to innovate : establishing direct and reverse effects

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1 edition

Efficient dynamic coordination with individual learning

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1 edition

Parametric properties of semi-nonparametric distributions, with applications to option valuation

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1 edition

Inflation dynamics in the US, a nonlinear perspective

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1 edition

The emergence of cross-border insurance groups within Europe with centralised risk management

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1 edition

Liquidity and money market operations : a proposal

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1 edition

Risk, uncertainty and financial stability

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1 edition

The regulatory response to the financial crisis

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1 edition

From fiction to fact : the impact of CEO social networks

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1 edition

Asset pricing tests with long run risks in consumption growth

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1 edition

Some determinants of the price of default risk

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1 edition

Macroeconomic determinants of stock-market returns, volatility and volatility risk-premia

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1 edition

Do errors in forecasting inflation lead to errors in forecasting interest rates?

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1 edition

Cycles, contagion and crises

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1 edition

A pragmatic approach to the phased consolidation of financial regulation in the United States

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1 edition

The case for central bank liquidity provision as a public-private partnership

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1 edition

Central banks and financial crises

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1 edition

Foreign bank entry : a liquidity based theory of entry and credit market segmentation

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1 edition

Foreign bank entry : the stability implications of greenfield entry vs. acquisition

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1 edition

The credit crisis and the dynamics of asset backed commercial paper programs

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1 edition

Understanding portfolio efficiency with conditioning information

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1 edition

Banking stability measures

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1 edition

The effect of credit rationing on the shape of the competition-innovation relationship

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1 edition

Does beta move with news? : systematic risk and firm-specific information flows

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1 edition

Ambiguity, information acquisition and price swings in asset markets

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1 edition

Some help in understanding Britain's banking crisis, 2007-09

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1 edition

The new architecture of financial regulation : will it prevent another crisis?

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1 edition

The role of the IMF as a global financial authority

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1 edition

British monetary targets, 1976 to 1987 : a view from the fourth floor of the Bank of England

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1 edition

Too big to fail - too big to manage

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1 edition

Crash 08 : a regulatory debacle to be mended

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1 edition

Twin peaks : experiences in the Netherlands

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1 edition

The changing role of central banks

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1 edition

The road to better resolution from bail out to bail in

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1 edition

Limits of arbitrage : the state of the theory

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1 edition

Connected stocks

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1 edition

The optimal timing of executive compensation

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1 edition

The vote is cast : the effect of corporate governance on shareholder value

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1 edition

The U.S. political brawl over the causes of the crisis : some critical comments

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1 edition

Boards of banks

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1 edition

Defeasance of control rights

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1 edition

Walking wounded or living dead? : making banks foreclose bad loans

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1 edition

Short run bond risk premia

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1 edition

Anticipated and repeated shocks in liquid markets

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1 edition

Complicated firms

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1 edition

Financing constraints, firm dynamics, export decisions, and aggregate productivity

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1 edition

Repo runs

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1 edition

The macro-prudential authority : powers, scope and accountability

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1 edition

Investment banking careers : an equilibrium theory of overpaid jobs

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1 edition

The Wall Street walk when blockholders compete for flows

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1 edition

What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models

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1 edition

Minsky's financial instability hypothesis and the leverage cycle

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1 edition

Stock market tournaments

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1 edition

Aspect pricing with heterogeneous investors and portfolio constraints

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1 edition

Financial regulation in general equilibrium

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1 edition

Maintaining confidence

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1 edition

Comomentum : inferring arbitrage from return correlations

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1 edition

Safe to fail

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1 edition

Does herding behavior reveal skill? : an analysis of mutual fund performance

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1 edition

U.K. monetary policy : observations on its theory and practice

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1 edition

Can regulation, supervision and surveillance save Euroland?

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1 edition

Too big to fail in banking : what does it mean?

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1 edition

Rights offerings, trading, and regulation : a global perspective

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1 edition

Debt maturity and the liquidity of secondary debt markets

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1 edition

CEO job security and risk-taking

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1 edition

Product market competition and industry returns

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1 edition

A resolvable bank

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1 edition

Competition and credit control

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1 edition

Liquidity risk and the dynamics of arbitrage capital

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1 edition

Simecs, Ithaca hours, berkshares, bitcoins and walmarts

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1 edition

Performance pay, CEO dismissal, and the dual role of takeovers

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1 edition

Explaining the structure of CEO incentive pay with decreasing relative risk aversion

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1 edition

Is historical cost accounting a panacea? : market stress, incentive distortions, and gains trading

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1 edition

Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise

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1 edition

Securitized banking, assymmetric information, and financial crisis : regulating systemic risk away

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1 edition

Transparency, tax pressure and access to finance

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1 edition

Banking union : what will it mean for Europe?

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1 edition

Adjustment mechanisms in a currency area

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1 edition

International correlation risk

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1 edition

From female labor force participation to boardroom gender diversity

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1 edition

What should we do about (macro) pru? : macro prudential policy and credit

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1 edition

The potential instruments of monetary policy

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1 edition

"Theory anchors" explain the 1920s NYSE bubble

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1 edition

A coasean approach to bank resolution policy in the Eurozone

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1 edition

Bank capital standards : a critical review

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1 edition

Investors' horizons and the amplification of market shocks

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1 edition

Industry window dressing

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1 edition

Cross-market timing in security issuance

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1 edition

The optimal financial structure

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1 edition

Macro-modelling, default and money

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1 edition

Lost at sea : the euro needs a euro treasury

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1 edition

The economics of collateral

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1 edition

Ties that bind : how business connections affect mutual fund activism

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1 edition

Activist funds, leverage, and procyclicality

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1 edition

What happened in Cyprus? : the economic consequences of the last communist government in Europe

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1 edition

Employment and wage insurance within firms : worldwide evidence

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1 edition

Asset management contracts and equilibrium prices

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1 edition