LSE Research Online Documents on Economics

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24512: Conditional probability of default methodology

Miguel A. Segoviano

24511: Consistent information multivariate density optimizing methodology

Miguel A. Segoviano

24510: Rent extraction by large shareholders: evidence using dividend policy in the Czech Republic

Jan Bena and Jan Hanousek

24509: Imperfect common knowledge in first generation models of currency crises

Gara Minguez-Afonso

24508: Towards a measure of financial fragility

Oriol Aspachs, Charles Goodhart, Dimitrios Tsomocos and Lea Zicchino

24507: Long-term care insurance, annuities and asymmetric information: the case for bundling contracts

David C. Webb

24506: Consistent estimation of the risk-return tradeoff in the presence of measurement error

Anisha Ghosh and Oliver Linton

24505: Performance measurement and evaluation

Bruce Lehmann and Allan Timmermann

24504: Efficient estimation of a semiparametric characteristic-based factor model of security returns

Gregory Connor, Matthias Hagmann and Oliver Linton

24503: Strategic financial innovation in segmented markets

Rohit Rahi and Jean-Pierre Zigrand

24502: An estimation of economic models with recursive preferences

Xiaohong Chen, Jack Favilukis and Sydney Ludvigson

24500: Inequality, stock market participation, and the equity premium

Jack Favilukis

24499: Inflation dynamics in the US - a nonlinear perspective

Bob Nobay, Ivan Paya and David Peel

24498: Efficient dynamic coordination with individual learning

Amil Dasgupta, Jakub Steiner and Colin Stewart

24497: Executive compensation and competition in the banking and financial sectors

Vicente Cuñat and Maria Guadalupe

24496: Parametric properties of semi-nonparametric distributions, with applications to option valuation

Javier Mencia, Angel Leon and Enrique Sentana

24488: How deep is the annuity market participation puzzle?

Joachim Inkmann, Paula Lopes and Alexander Michaelides

24487: Competition and opportunistic advice of financial analysts: theory and evidence

Enrico Sette

24486: Evaluating hedge fund performance: a stochastic dominance approach

Sheng Li and Oliver Linton

24485: The ownership of ratings

Antoine Faure-Grimaud, Eloic Peyrache and Lucía Quesada

24484: Intergenerational risksharing and equilibrium asset prices

John Campbell and Yves Nosbusch

24483: Loan maturity and renegotiation evidence from the lending practices of large and small banks

Ugo Albertazzi

24481: Portfolio choice beyond the traditional approach

Francisco Penaranda

24480: On the impact of fundamentals, liquidity and coordination on market stability

Jon Danielsson and Francisco Penaranda

24479: Endogenous state prices, liquidity, default, and the yield curve

Raphael Espinoza, Charles Goodhart and Dimitrios Tsomocos

24478: Market liquidity and funding liquidity

Markus Brunnermeier and Lasse Pedersen

24476: The gambler's and hot-hand fallacies: theory and applications

Matthew Rabin and Dimitri Vayanos

24474: A search-based theory of the on-the-run phenomenon

Dimitri Vayanos and Pierre-Olivier Weill

24473: Security-voting structure and bidder screening

Christian At, Mike Burkart and Samuel Lee

24471: Best ideas

Bernhard Silli, Randolph B Cohen and Christopher Polk

24470: Foreign bank entry: the stability implications of Greenfield entry vs. acquisition

Nikolaj Schmidt

24469: Foreign bank entry: a liquidity based theory of entry and credit market segmentation

Nikolaj Schmidt

24439: Information linkages and correlated trading

Paolo Colla and Antonio Mele

24438: Central banks and financial crises

Willem Buiter

24437: Control rights over intellectual property: corporate venturing and bankruptcy regimes

Sudipto Bhattacharya and Sergei Guriev

24436: Macroeconomic determinants of stock market returns, volatility and volatility risk-premia

Valentina Corradi, Walter Distaso and Antonio Mele

24435: Some determinants of the price of default risk

Ronald W. Anderson

24434: Forecasting bankruptcy and physical default intensity

Ping Zhou

24433: Do reputational concerns lead to reliable ratings?

Beatriz Mariano

24432: Do errors in forecasting inflation lead to errors in forecasting interest rates?

Charles Goodhart and Wen Bin Lim

24431: Interest rate forecasts: a pathology

Charles Goodhart and Wen Bin Lim

24428: Asset pricing tests with long run risks in consumption growth

George Constantinides and Anisha Ghosh

24427: From fiction to fact: the impact of CEO social networks

Thomas Kirchmaier and Konstantinos Stathopoulos

24425: Bond supply and excess bond returns

Robin Greenwood and Dimitri Vayanos

24424: Ambiguity, information acquisition and price swings in asset markets

Antonio Mele and Francesco Sangiorgi

24423: An institutional theory of momentum and reversal

Dimitri Vayanos and Paul Woolley

24422: Large powerful shareholders and cash holding

Ronald W. Anderson and Malika Hamadi

24421: Does beta move with news? Systematic risk and firm-specific information flows

Andrew Patton and Michela Verardo

24419: The effect of credit rationing on the shape of the competition-innovation relationship

Jan Bena

24418: Labor hiring, investment and stock return predictability in the cross section

Santiago Bazdrech, Frederico Belo and Xiaoji Lin

24417: Rents, learning and risk in the financial sector and other innovative industries

Bruno Biais, Jean Rochet and Paul Woolley

24416: Banking stability measures

Miguel A. Segoviano and Charles Goodhart

24415: Understanding portfolio efficiency with conditioning information

Francisco Peñaranda

24414: The credit crisis and the dynamics of asset backed commercial paper programs

Nikolaj Schmidt

24374: The value of rude health: employees' well being, absence and workplace performance

David Marsden and Simone Moriconi

24369: British jobs for British workers? UK industrial action and free movement of services in EU law

Claire Kilpatrick

24345: An outline of the case for a ‘green’ stimulus

Alex Bowen, Sam Fankhauser, Nicholas Stern and Dimitri Zenghelis

24233: Individual rationality and bargaining

Abraham Diskin and Dan S. Felsenthal

24230: Qualified majority voting explained

Dan S. Felsenthal and Moshé Machover

24206: The future of development management: examining possibilities and potential

Nilima Gulrajani

24149: Nonlinear time series modelling of highly fluctuating biological population over space - main results

Howell Tong, Nils Chr Stenseth and Qiwei Yao

24135: Bootstrap tests for simple structures in nonparametric time series regression

Jens-Peter Kreiss, Michael H. Neumann and Qiwei Yao

24133: Spatial smoothing, Nugget effect and infill asymptotics

Zudi Lu, Dag Tjostheim and Qiwei Yao

24132: Testing for multivariate volatility functions using minimum volume sets and inverse regression

Wolfgang Polonik and Qiwei Yao

24106: On determination of cointegration ranks

Qiaoling Li, Jiazhu Pan and Qiwei Yao

23984: The impact of policy change on job retention and advancement

Richard Dickins and Abigail McKnight

23983: Family ties: women’s work and family histories and their association with incomes in later life in the UK

Tom Sefton, Maria Evandrou and Jane Falkingham

23916: Further calculations for Israeli options

Erik J. Baurdoux and Andreas E. Kyprianou

23915: The failure of German business and economic policy towards Iraq in the 1930s: an example of the German arms and steel company Otto Wolff, Cologne

Dennis Kumetat

23893: Redistribution and financing schools in England under Labour: are resources going where needs are greatest?

Anne West

23858: A representation of time discounting

Conrad Heilmann

23811: Fiscal federalism, subsidiarity and the EU budget review

Iain Begg

23656: Access, choice and participation in higher education

Stephen Gibbons and Anna Vignoles

23654: School quality, child wellbeing and parents' satisfaction

Stephen Gibbons and Olmo Silva

23577: Internet service classes under competition

R. Gibbens, R. Mason and Richard Steinberg

23550: Returns to apprenticeship training in Austria: evidence from failed firms

Josef Fersterer, Jorn-Steffen Pischke and Rudolf Winter-Ebmer

23536: The impact of recent immigration on the London economy

Ian Gordon, Tony Travers and Christine M E Whitehead

23450: Financial liberalisation and globalisation: impact and effects in South East European countries

Fikret Causevic

23444: Applied macroeconometrics in transition economy: Croatian experience

Natasa Erjavec

23441: Macedonia's economic arrangements with international organisations: gains and losses

Silvana Mojsovska

23438: Beyond the perimeter fence: oil and armed conflict in Casanare, Colombia

Jenny Pearce

23378: Cities after socialism as a research issue

Mina Petrovic

23375: Designing an incentive-compatible safety net in a financial system in transition: the case of Serbia

Srdjan T. Marinkovic

23374: Trade policy of the European Union as a factor of regional trade in Southeast Europe

Predrag Bjelic

23373: Intra-regional cooperation in the Western Balkans: under which conditions does it foster economic progress?

Claudia Grupe and Siniša Kušić

23366: Exchange rate regimes and monetary policies in emerging markets: a showdown for few theoretical misconceptions

Marko Malovic

23360: Can development prevent conflict? Integrated area-based development in the Western Balkans – theory, practice and policy recommendations

Rastislav Vrbensky

23354: Wither participatory banking?: experiences with village banks in South Africa

Gareth A. Jones and Anthea Dallimore

23328: The territorial dynamics of innovation: a Europe-United States comparative analysis

Riccardo Crescenzi, Andrés Rodríguez-Pose and Michael Storper

23326: Research and development, spillovers, innovation systems, and the genesis of regional growth in Europe

Andrés Rodríguez-Pose and Riccardo Crescenzi

23323: Infrastructure endowment and investment as determinants of regional growth in the European Union

Riccardo Crescenzi and Andrés Rodríguez-Pose

23322: Mountains in a flat world: why proximity still matters for the location of economic activity

Andrés Rodríguez-Pose and Riccardo Crescenzi

23317: Undermining the principle of concentration?: European Union regional policy and the socio-economic disadvantage of European regions

Riccardo Crescenzi

23311: The convergence of compulsory schooling in Western Europe: 1950-2000

Fabrice Murtin and Martina Viarengo

23309: Does money matter for schools?

Helena Holmlund, Sandra McNally and Martina Viarengo

23271: The effect of health on consumption decisions in later life: evidence from the UK

Eleni Karagiannaki

23209: Resources, techniques and strategies south of the Sahara: revising the factor endowments perspective on African economic development, 1500-2000

Gareth Austin

23192: Ten years of EMU: convergence, divergence and new policy priorities

Nicos Christodoulakis

23183: “Deae ex Machina”: migrant women, care work and women’s employment in Greece

Antigone Lyberaki

23110: From local to global: the rise of AIM as a stock market for growing companies: a comprehensive report analysing the growth of AIM

Sridhar Arcot, Julia Black and Geoffrey Owen