Donald Robertson

73 published titles

Debt, incentives and performance : evidence from UK panel data

(Contributor)

1 edition

Money, intermediaries and cash-in-advance constraints

(Contributor)

1 edition

Defining and achieving financial stability

(Contributor)

1 edition

Long-term debt and hidden borrowing

(Contributor)

1 edition

The dynamics of venture capital contracts

(Contributor)

1 edition

Liquidity and capital structure

(Contributor)

1 edition

Strategic financial innovation in segmented markets

(Contributor)

1 edition

Value of information in competitive economies with incomplete markets

(Contributor)

2 editions

Executive compensation and competition in the banking and financial sectors

(Contributor)

1 edition

Does high money growth put the inflation target at further risk?

(Contributor)

1 edition

Efficient estimation of a semiparametric characteristic-based factor model of security returns

(Contributor)

1 edition

An estimation of economic models with recursive preferences

(Contributor)

1 edition

Agency costs, long-term contracts and the timing of durable investment

(Contributor)

1 edition

Consistent estimation of the risk-return tradeoff in the presence of measurement error

(Contributor)

1 edition

Forecasting bankruptcy and physical default intensity

(Contributor)

1 edition

Interest rate forecasts : a pathology

(Contributor)

1 edition

The optimal monetary instrument for prudential purposes

(Contributor)

1 edition

Should monetary policy respond to asset price bubbles? : revisiting the debate

(Contributor)

1 edition

Do reputational concerns lead to reliable ratings?

(Contributor)

1 edition

The lifecycle of the financial sector and other speculative industries

(Contributor)

1 edition

Resolution and contagion

(Contributor)

1 edition

Central bank co-operation and international liquidity in the financial crisis of 2008-9

(Contributor)

1 edition

Technology adoption, vintage capital and asset prices

(Contributor)

1 edition

Stronger risk controls, lower risk : evidence from U.S. bank holding companies

(Contributor)

1 edition

Risk appetite and endogenous risk

(Contributor)

1 edition

On dividend restrictions and the collapse of the interbank market

(Contributor)

1 edition

Modelling a housing and mortgage crisis

(Contributor)

1 edition

Credit rating and competition

(Contributor)

1 edition

Aversion to the variability of pay and optimal incentive contracts

(Contributor)

1 edition

Signaling in tender offer games

(Contributor)

1 edition

Trading and voting in distressed firms

(Contributor)

2 editions

Balance sheet capacity and endogenous risk

(Contributor)

1 edition

An institutional theory of momentum and reversal

(Contributor)

1 edition

Fund flows and asset prices : a baseline model

(Contributor)

1 edition

Bank bailout menus

(Contributor)

2 editions

Bond market clienteles, the yield curve and the optimal maturity structure of government debt

(Contributor)

1 edition

Trading frenzies and their impact on real investment

(Contributor)

1 edition

Stock prices under pressure : how tax and interest rates drive returns at the turn of the tax year

(Contributor)

1 edition

Preferred-habitat investors and the US term structure of real rates

(Contributor)

1 edition

Second order approximation of dynamic models with time-varying risk

(Contributor)

1 edition

Micro frictions, asset pricing, and aggregate implications

(Contributor)

1 edition

The relationship between the objectives and tools of macroprudential and monetary policy

(Contributor)

1 edition

Fiscal dominance and the long-term interest rate

(Contributor)

1 edition

Switching monetary policy regimes and the nominal term structure

(Contributor)

1 edition

Liquidity hoarding

(Contributor)

1 edition

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

(Contributor)

1 edition

Delegated activism and disclosure

(Contributor)

1 edition

Dynamic hedging in incomplete markets : a simple solution

(Contributor)

1 edition

The European collapse of 2012/13

(Contributor)

1 edition

Legal aspects of bank bail-ins

(Contributor)

1 edition

Time to set banking regulation right

(Contributor)

1 edition

Did the globalization of finance undermine financial stability? : lessons from economic history

(Contributor)

1 edition

Mortgage hedging in fixed income markets

(Contributor)

1 edition

A theory of the evolution of derivatives markets

(Contributor)

1 edition

Say pays! : shareholder voice and firm performance

(Contributor)

1 edition

The effect of monitoring on CEO pay practices in a matching equilibrium

(Contributor)

1 edition

The political economy of European monetary union

(Contributor)

1 edition

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

(Contributor)

1 edition

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

(Contributor)

1 edition

On the drivers of commodity co-movement : evidence from biofuels

(Contributor)

1 edition

Borrow cheap, buy high? : the determinants of leverage and pricing in buyouts

(Contributor)

1 edition

Bond variance risk premia

(Contributor)

1 edition

The effect of risk preferences on the valuation and incentives of compensation contracts

(Contributor)

1 edition

Transparency in the financial system : rollover risk and crises

(Contributor)

1 edition

Tackling the "too big to fail" conundrum : integrating market and regulation

(Contributor)

1 edition

The insufficiency of traditional safety nets : what bank resolution fund for Europe?

(Contributor)

1 edition

A race to the top?

(Contributor)

1 edition

Towards a sustainable business model : how financial institutions have to change to win back society's trust

(Contributor)

1 edition

Agency, firm growth, and managerial turnover

(Contributor)

1 edition

Bankers and bank investors : reconsidering the economies of scale in banking

(Contributor)

1 edition

The structure of CEO pay : pay-for-luck and stock-options

(Contributor)

1 edition

Shareholder empowerment and bank bailouts

(Contributor)

1 edition

Network risk and key players : a structural analysis of interbank liquidity

(Contributor)

1 edition