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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