2003

Macroeconomic news, order flows and exchange rates
Love, Ryan and Payne, Richard (2003)
FMG Discussion Paper 475

Optimal life-cycle asset allocation: understanding the empirical evidence
Gomes, Francisco and Michaelides, Alexander (2003)
FMG Discussion Paper 474: UBS Pensions Series 020

Are annuities value for money?: who can afford them?
Lopes, Paula (2003)
FMG Discussion Paper 473: UBS Pensions Series 019

Credibility and cheap talk of securities analysts: theory and evidence
Blanes i Vidal, Jordi (2003)
FMG Discussion Paper 472

A comprehensive test of order choice theory: recent evidence from the NYSE
Ellul, Andrew and Holden, Craig W. and Jain, Pankaj and Jennings, Robert (2003)
FMG Discussion Paper 471

Credit card debt and default over the life-cycle
Lopes, Paula (2003)
FMG Discussion Paper 470

Aggregate implications of defined benefit and defined contribution systems
Gomes, Francisco and Michaelides, Alexander (2003)
FMG Discussion Paper 469: UBS Pensions Series 018

Long-term value at risk
Dowd, Kevin and Blake, David and Cairns, Andrew (2003)
FMG Discussion Paper 468: UBS Pensions Series 017

Modelling the composition of personal sector wealth in the United Kingdom
Blake, David (2003)
FMG Discussion Paper 466: UBS Pensions Series 016

Is immigration the answer to the UK's pension crisis?
Blake, David (2003)
FMG Discussion Paper 465: UBS Pensions Series 015

Procyclicality and the new Basel Accord–banks' choice of loan rating system
Catarineu-Rabell, Eva and Jackson, Patricia and Tsomocos, Dimitrios P. (2003)
FMG Discussion Paper 464: UBS Pensions Series 015

Financial system requirements for successful pension reform
Blake, David (2003)
FMG Discussion Paper 463: UBS Pensions Series 014

Management behaviour and market response
Schuster, Josef Anton and Luo, Jinhui (2003)
FMG Discussion Paper 462

IPOs: insights from seven European countries
Schuster, Josef Anton (2003)
FMG Discussion Paper 461

The cross-section of European IPO returns
Schuster, Josef Anton (2003)
FMG Discussion Paper 460

The near impossibility of credit rationing
de Meza, David and Webb, David C. (2003)
FMG Discussion Paper 459

Evaluation of joint density forecasts of stock and bond returns: predictability and parameter uncertainty
Peñaranda, Francisco (2003)
FMG Discussion Paper 458

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
Blake, David (2003)
FMG Discussion Paper 457: UBS Pensions Series 013

Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis
Danielsson, Jon and Saltoglu, Burak (2003)
FMG Discussion Paper 456

Common factors in conditional distributions for Bivariate time series
Granger, Clive W. J. and Terasvirta, Timo and Patton, Andrew J. (2003)
FMG Discussion Paper 455

Pension fund governance and the choice between defined benefit and defined contribution plans
Besley, Timothy and Prat, Andrea (2003)
FMG Discussion Paper 454: UBS Pensions Series 012

Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele and Sentana, Enrique and Shephard, Neil (2003)
FMG Discussion Paper 453

The United Kingdom pension system: key issues
Blake, David (2003)
FMG Discussion Paper 452: UBS Pensions Series 011

The role of money in the transmission mechanism of monetary policy: evidence from Thailand
Sunirand, Pojanart (2003)
FMG Discussion Paper 451

Equilibrium analysis, banking, contagion and financial fragility
Tsomocos, Dimitrios P. (2003)
FMG Discussion Paper 450

Tranching
Plantin, Guillaume (2003)
FMG Discussion Paper 449

Self-fulfilling liquidity and the coordination premium
Plantin, Guillaume (2003)
FMG Discussion Paper 448

Does reinsurance need reinsurers?
Plantin, Guillaume (2003)
FMG Discussion Paper 447

Take (smoothed) risks when you are young, not when you are old: how to get the best from your stakeholder pension plan
Blake, David (2003)
FMG Discussion Paper 446: UBS Pensions Series 010

UK pension fund management after Myners: the hunt for correlation begins
Blake, David (2003)
FMG Discussion Paper 445: UBS Pensions Series 009

UK annuity rates and pension replacement ratios 1957-2002
Cannon, Edmund and Tonks, Ian (2003)
FMG Discussion Paper 444: UBS Pensions Series 008

Pensionmetrics 2: stochastic pension plan design during the distribution phase
Blake, David and Cairns, Andrew J. G. and Dowd, Kevin (2003)
FMG Discussion Paper 442: UBS Pensions Series 006

Predatory trading
Brunnermeier, Markus K. and Pederson, Lasse Heje (2003)
FMG Discussion Paper 441

Financing constraints, irreversibility, and investment dynamics
Caggese, Andrea (2003)
FMG Discussion Paper 440

On time-scaling of risk and the square–root–of–time rule
Danielsson, Jon and Zigrand, Jean-Pierre (2003)
FMG Discussion Paper 439

Corporate bond prices and co-ordination failure
Bruche, Max (2003)
FMG Discussion Paper 438

Basel II and developing countries: diversification and portfolio effects
Griffith-Jones, Stephany and Segoviano, Miguel Angel and Spratt, Stephen (2003)
FMG Discussion Paper 437
 

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