2001

Flexible term structure estimation: which method is preferable?
Jeffrey, Andrew and Linton, Oliver and Nguyen, Thong (2001)
FMG Discussion Papers 513

What happens when you regulate risk?: evidence from a simple equilibrium model
Zigrand, Jean-Pierre and Danielsson, Jon (2001)
FMG Discussion Paper 393

Rational limits to arbitrage
Zigrand, Jean-Pierre (2001)
FMG Discussion Paper 392

Saving eliminates credit rationing
de Meza, David and Webb, David C. (2001)
FMG Discussion Paper 391

Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises
Gai, Prasanna and Hayes, Simon and Shin, Hyun Song (2001)
FMG Discussion Paper 390

Financial development, agency and the pace of adoption of new techniques
Anderson, Ronald W. and Nyborg, Kjell G. (2001)
FMG Discussion Paper 389

The structure of bank relationships, endogenous monitoring and loan rates
Carletti, Elena (2001)
FMG Discussion Paper 388

Signalling with debt and equity: a unifying approach and its implications for the pecking order hypothesis and competitive credit rationing
Heider, Florian (2001)
FMG Discussion Paper 387

What do internal capital markets do?: redistribution vs. incentives
Gautier, Axel and Heider, Florian (2001)
FMG Discussion Paper 386

Constrained indirect inference estimation
Calzorali, Giorgio and Fiorentini, Gabriele and Sentana, Enrique (2001)
FMG Discussion Paper 384

Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach
Linton, Oliver and Hodgson, Douglas J. and Vorkink, Keith (2001)
FMG Discussion Paper 382

Efficiency properties of rational expectations equilibria with asymmetric information
Rahi, Rohit and Gottardi, Piero (2001)
FMG Discussion Paper 381

Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique (2001)
FMG Discussion Paper 380

Tests of the Fama and French model in India
Connor, Gregory and Sehgal, Sanjay (2001)
FMG Discussion Paper 379

Agency conflicts, ownership concentration, and legal shareholder protection
Burkart, Mike and Panunzi, Fausto (2001)
FMG Discussion Paper 378

The skill profile of central bankers and supervisors
Goodhart, Charles and Schoenmaker, Dirk and Dasgupta, Paolo (2001)
FMG Discussion Paper 377

Financing and corporate growth under repeated moral hazard
Anderson, Ronald W. and Nyborg, Kjell G. (2001)
FMG Discussion Paper 376

Housing market dynamics: on the contribution of income shocks and credit constraints
Ortalo-Magné, François and Randy, Sven (2001)
FMG Discussion Paper 375

The impact of technology on cash usage
Goodhart, Charles and Krueger, Malte (2001)
FMG Discussion Paper 374

Coordination risk and the price of debt
Morris, Stephen and Shin, Hyun Song (2001)
FMG Discussion Paper 373

Does one Soros make a difference?: a theory of currency crises with large and small traders
Corsetti, Giancarlo and Dasgupta, Amil and Morris, Stephen and Shin, Hyun Song (2001)
FMG Discussion Paper 372

A structured GARCH model of daily equity return volatility
Connor, Gregory (2001)
FMG Discussion Paper 370

Disclosures and asset returns
Shin, Hyun Song (2001)
FMG Discussion Paper 371

In defence of usury laws
Coco, Giuseppe and de Meza, David (2001)
FMG Discussion Paper 369

The dealers ride again: volatility and order flow dynamics in a hybrid market
Ellul, Andrew (2001)
FMG Discussion Paper 368

Foreign exchange intervention and macroeconomic stability
Vitale, Paolo (2001)
FMG Discussion Paper 317

Share:Facebook|Twitter|LinkedIn|