CEPR Financial Markets Paper

From European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX.
Bibliographic data for series maintained by ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

0048: Design and Valuation of Debt Contracts

Ronald W Anderson and Suresh Sandaresan

0047: Control Rights, Debt Structure, and the Loss of Private Benefits: The Case of the UK Insolvency Code

Julian R Franks and Kjell Nyborg

0046: Evolution of the Main Bank System in Japan

Takeo Hoshi

0045: Top Executives, Turnover and Firm Performance in Germany

Steven Kaplan

0044: Capital Structure with Multiple Investors

Erik Berglof and Ernst-Ludwig von Thadden

0043: Sharing Default Information as a Borrower Discipline Device

A Jorge Padilla and Marco Pagano

0042: An Integrated Model of Multinational Flexibility and Financial Hedging

Antonio S Mello, John E Parsons and Alexander J Triantis

0041: Neglected Common Factors in Exchange Rate Volatility

Ronald Mahieu and Peter Schotman

0040: A Dynamic Model of an Imperfectly Competitive Bid-Ask Market

Dimitri Vayanos

0039: Strategic Debt Service

Pierre Mella-Barral and William Perraudin

0038: Inflation Differentials and Excess Returns in the European Monetary System

Peter Vlaar and Franz Palm

0037: Is the Correlation in International Equity Returns Constant: 1960-90?

Francois Longin and Bruno Solnik

0036: Private Information and the Design of Securities

Gabrielle Demange and Guy Laroque

0035: Arbitrage Chains

James Dow and Gary Gorton

0034: Short-term Investment and the Informational Efficiency of the Market

Xavier Vives

0033: Non-linearities in Asset Prices and Infrequent Noise Trading

Pierluigi Balduzzi, Giuseppe Bertola and Silverio Foresi

0032: Optimal Debt Structure with Multiple Creditors

Patrick Bolton and David S Scharfstein

0031: The Division of Takeover Gains in Sweden

Kristian Rydqvist

0030: Modelling Market Fundamentals: A Model of the Aluminium Market

Christopher L Gilbert

0029: Taxes and the Form of Ownership of Foreign Corporate Equity

Roger Gordon and Joosung Jun

0028: Information Sharing and Tax Competition Among Governments

Philippe Bacchetta and Maria Paz Espinosa

0027: The Commitment of Finance, Duplicated Monitoring and the Investment Horizon

Ernst-Ludwig von Thadden

0026: A Comparison of Financial Recontracting in Workouts and Chapter 11 Reorganizations

Julian R Franks and Walter N Torous

0025: Corporate Information Sales and Market Liquidity: A Property Right Approach to Insider Trading

Giovanna Nicodano

0024: Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps

Mun Ho, William Perraudin and Bent E Sorensen

0023: The Effect of Continuity and Order-Book Visibility on the Liquidity Distribution of a Market

Kaj Hedvall

0022: Bank Loan Maturity and Priority when Borrowers can Refinance

Douglas Diamond

0021: Financial Intermediation with Proprietary Information

Sudipto Bhattacharya

0020: Security Design

Arnoud Boot and Anjan Thakor

0019: Further Evidence on Performance Evaluation: Portfolio Holdings, Recommendations, and Turnover Costs

Gonzalo Rubio

0018: Competition for Deposits, Risk of Failure, and Regulation in Banking

Carmen Matutes and Xavier Vives

0017: Takeover Bids and the Relative Prices of Shares that Differ in their Voting Rights

Kristian Rydqvist

0016: The Speed of Information Revelation in a Financial Market Mechanism

Xavier Vives

0015: Options Prices, Insider Trading, and Interdealer Competition

Bruno Biais and Pierre Hillion

0014: Cartel Behaviour and Futures Trading

Ronald W Anderson and Tiziano Brianza

0013: Dynamic Investment Models and the Firm's Financial Policy

Stephen Bond and Costas Meghir

0012: The Pricing of Crude Oil Futures Contracts

Rajna Gibson and Eduardo S Schwartz

0011: Insider Trading and Market Manipulations: A Weak Invisible Hand Result

Jean Rochet and Jean-Luc Vila

0010: Volatility, Information and Noise Trading

Jean-Pierre Danthine and Serge Moresi

0009: Information Supply with a Linear Signalling Rule: A Note on Distorted Signals

Giovanna Nicodano

0008: Auction Markets, Dealership Markets and Execution Risk

Marco Pagano and Ailsa Roell

0007: Network in Financial Markets Research Interests Database

W A Thompson

0006: Optimal Incentive Schemes and the Coexistence of Debt and Equity

Philippe Aghion, Mathias Dewatripont and Patrick Rey

0005: Uncertainty, Collusion and Returns in a Multiple-Bid, Multiple-Unit Auction with Resale

Steven R Umlauf

0004: Natural Oligopoly in Intermediated Markets

Thomas Gehrig

0003: Common Knowledge of a Multivariate Aggregate Statistic

Lars Nielsen

0002: EMS Exchange Rates

Fred G M C Nieuwland, Willem Verschoor and Christian Wolff

0001: The Role of Collateral in a Model of Debt Renegotiation

Helmut Bester