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