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