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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