Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets
Goodhart, Charles and Love, Ryan and Payne, Richard and Rime, Dagfinn (2002)
FMG Discussion Paper 467

Financial contagion through capital connections: a model of the origin and spread of bank panics
Dasgupta, Amil (2002)
FMG Discussion Paper 436

Coordination, learning, and delay
Dasgupta, Amil (2002)
FMG Discussion Paper 435

Optimal expectations
Brunnermeier, Markus K. and Parker, Jonathan A. (2002)
FMG Discussion Paper 434

The role of bank capital and the transmission mechanism of monetary policy
Sunirand, Pojanart (2002)
FMG Discussion Paper 433

Homeownership: low household mobility, volatile housing prices, high income dispersion
Ortalo-Magné, François and Rady, Sven (2002)
FMG Discussion Paper 432

On the out-of-sample importance of skewness and asymmetric dependence for asset allocation
Patton, Andrew J. (2002)
FMG Discussion Paper 431: IAM Series No 001

Revisited multi-moment approximate option pricing models: a general comparison (Part 1)
Jurczenko, Emmanuel and Maillet, Bertrand and Negrea, Bogdan (2002)
FMG Discussion Paper 430

The impact of wealth on consumption and retirement behaviour in the UK
Blake, David (2002)
FMG Discussion Paper 429: UBS Pensions series 005

Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy
Segoviano, Miguel A. and Lowe, Philip (2002)
FMG Discussion Paper 428

Dealer liquidity in an auction market: evidence from the London Stock Exchange
Friederich, Sylvain and Payne, Richard (2002)
FMG Discussion Paper 427

Returns from active management in international equity markets; evidence from a panel of UK pension funds
Blake, David and Timmermann, Allan (2002)
FMG Discussion Paper 426: UBS Pensions Series 004

Performance clustering and incentives in the UK pension fund industry
Blake, David and Lehmann, Bruce N. and Timmermann, Allan (2002)
FMG Discussion Paper 425: UBS Pensions Series 003

International asset allocation with time-varying investment opportunities
Blake, David and Timmermann, Allan (2002)
FMG Discussion Paper 424: UBS Pensions Series 002

Performance persistence of pension fund managers
Tonks, Ian (2002)
FMG Discussion Paper 423: UBS Pensions Series 001

Loan securitisation: default term structure and asset pricing based on loss prioritisation
Jobst, Andreas A. (2002)
FMG Discussion Paper 422

In-kind finance
Burkart, Mike and Ellingsen, Tore (2002)
FMG Discussion Paper 421

Skewness and kurtosis implied by option prices: a second comment
Jurczenko, Emmanuel and Maillet, Bertrand and Negrea, Bogdan (2002)
FMG Discussion Paper 419

You might as well be hung for a sheep as a lamb: the loss function of an agent
Bray, Margaret and Goodhart, Charles (2002)
FMG Discussion Paper 418

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
Maillet, Bertrand and Michel, Thierry (2002)
FMG Discussion Paper 417

Speculative attacks and financial architecture: experimental analysis of coordination games with public and private information
Heinemann, Frank and Nagel, Rosemarie and Ockenfels, Peter (2002)
FMG Discussion Paper 416

Hedging housing risk in London
Iacoviello, Matteo and Ortalo-Magné, François (2002)
FMG Discussion Paper 415

Rational asset pricing implications from realistic trading frictions
Zigrand, Jean-Pierre (2002)
FMG Discussion Paper 414

Dividends and equity prices: the variance trade off
Bray, Margaret and Marseguerra, G. (2002)
FMG Discussion Paper 413

Market timing and return prediction under model instability
Pesaran, M. Hashem and Timmermann, Allan (2002)
FMG Discussion Paper 412

Venture capital contracts and market structure
Inderst, Roman and Müller, Holger M. (2002)
FMG Discussion Paper 411

A structural model of corporate bond pricing with co-ordination failure
Bruche, Max (2002)
FMG Discussion Paper 410

Platform competition in two sided markets
Rochet, Jean-Charles and Triole, Jean (2002)
FMG Discussion Paper 409

Coordination failures and the lender of last resort: was Bagehot right after all?
Rochet, Jean-Charles and Vives, Xavier (2002)
FMG Discussion Paper 408

Consistent testing for stochastic dominance: a subsampling approach
Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae (2002)
FMG Discussion Paper 407

Family firms
Shleifer, Andrei and Panunzi, Fausto and Burkart, Mike (2002)
FMG Discussion Paper 406

Momentum in the UK stock market
Hon, Mark T. and Tonks, Ian (2002)
FMG Discussion Paper 405

Daily closing inside spreads and trading volumes around earnings announcements
Acker, Daniella and Stalker, Mathew and Tonks, Ian (2002)
FMG Discussion Paper 404

Diversification and delegation in firms
Cerasi, Vittoria and Daltung, Sonja (2002)
FMG Discussion Paper 403

Asymmetric information, heterogeneity in risk perceptions and insurance: an explanation to a puzzle
Koufopoulos, Kostas (2002)
FMG Discussion Paper 402

Bubbles and crashes
Abreu, Dilip and Brunnermeier, Markus K. (2002)
FMG Discussion Paper 401

Pricing catastrophe insurance derivatives
Muermann, Alexander (2002)
FMG Discussion Paper 400

Optimal hedging strategies and interactions between firms
Loss, Frederic (2002)
FMG Discussion Paper 399

The fallacy of new business creation as a disciplining device for managers
Loss, Frederic and Renucci, Antoine (2002)
FMG Discussion Paper 398

A transaction level study of the effects of central bank intervention on exchange rates
Payne, Richard and Vitale, Paolo (2002)
FMG Discussion Paper 355

Consistent testing for stochastic dominance : a subsampling approach
Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae (2002)
Econometrics; EM/2002/433, EM/02/433

Does competition solve the hold-up problem?
Felli, Leonardo and Roberts, Kevin W. S. (2002)
Centre for Economic Policy Research 3535