2005

Corporate governance in the UK: is the comply-or-explain approach working? 
Faure-Grimaud, Antoine and Arcot, Sridhar and Bruno, Valentina G. (2005)
FMG Discussion Paper 581: Corporate Governance Series 001

Rare events and annuity market participation 
Lopes, Paula and Michaelides, Alexander (2005)
FMG Discussion Paper 553: UBS Pensions Series 039

The Dynamics of venture capital contracts 
Bienz, Carsten and Hirsch, Julia (2005)
FMG Discussion Paper 552

Comparing downside risk measures for heavy tailed distribution 
Danielsson, Jon and Jorgensen, Bjørn N. and Sarma, Mandira and Vries, C. G. de (2005)
FMG Discussion Paper 551 

Subadditivity re–examined: the case for value-at-risk 
Danielsson, Jon and Jorgensen, Bjørn N. and Mandira, Sarma and Samorodnitsky, Gennady and Vries, C. G. de (2005)
FMG Discussion Paper 549

On modelling endogenous default 
Tsomocos, Dimitrios P. and Zicchino, Lea (2005)
FMG Discussion Paper 548

The Interest rate conditioning assumption 
Goodhart, Charles (2005)
FMG Discussion Paper 547

An Essay on the interactions between the Bank of England's forecasts, the MPC's policy adjustments, and the eventual outcome 
Goodhart, Charles (2005)
FMG Discussion Paper 546 

ART versus reinsurance: the disciplining effect of information insensitivity
Brandts, Silke and Laux, Christian (2005)
FMG Discussion Paper 545

Minority blocks and takeover premia 
Burkart, Mike and Gromb, Denis and Panunzi, Fausto (2005)
FMG Discussion Paper 544 

Reforming public pensions in the US and the UK 
Diamond, Peter (2005)
FMG Discussion Paper 543: UBS Pensions Series 038 

Long-term debt and hidden borrowing 
Bar-Isaac, Heski and Cuñat, Alejandro (2005)
FMG Discussion Paper 542

Optimal intergenerational risk sharing 
Hemert, Otto van (2005)
FMG Discussion Paper 541: UBS Pensions Series 037 

Reputation effects in trading on the New York Stock Exchange 
Battalio, Robert and Ellul, Andrew and Jennings, Robert (2005)
FMG Discussion Paper 540  

Simulated nonparametric estimation of dynamic models with applications to finance 
Altissimo, Filippo and Mele, Antonio (2005)
FMG Discussion Paper 539

Dynamic portfolio and mortgage choice for homeowners 
Hemert, Otto van and Jong, Franck de and Driessen, Joost (2005)
FMG Discussion Paper 538: UBS Pensions Series 036

Asset pricing with limited risk sharing and heterogeneous agents
Gomes, Francisco and Michaelides, Alexander (2005)
FMG Discussion Paper 537: UBS Pensions Series 035

Financial tunnelling and the revenge of the insider system: how to circumvent the new European corporate governance legislation 
Kirchmaier, Thomas and Grant, Jeremy (2005)
FMG Discussion Paper 536

IMF concern for reputation and conditional lending failure: theory and empirics 
Marchesi, Silvia and Sabani, Laura (2005)
FMG Discussion Paper 535

Estimating structural bond pricing models via simulated maximum likelihood 
Bruche, Max (2005)
FMG Discussion Paper 534 

Spot market power and future market trading 
Muermann, Alexander and Shore, Stephen H. (2005)
FMG Discussion Paper 531

A Model of corporate liquidity
Anderson, Ronald W. and Carverhill, Andrew (2005)
FMG Discussion Paper 529

Can the retirement-consumption puzzle be resolved?: evidence from the British Household Panel Survey Smith, Sarah (2005)
FMG Discussion Paper 528: UBS Pensions Series 033

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