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FMG Discussion Papers

From Financial Markets Group
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dp577: A Search-Based Theory of the On-the-Run Phenomenon Downloads
Pierre-Olivier Weill and Dimitri Vayanos
dp576: Financial structure, managerial compensation and monitoring Downloads
Sonja Daltung and Vittoria Cerasi
dp575: Security-Voting Structure and Bidder Screening Downloads
Samuel Lee, Christian At and Mike Burkart
dp574: Corporate Governance and Regulation: Can There Be Too Much of a Good Thing? Downloads
Stijn Claessen and Valentina Bruno
dp573: Liquidity and Capital Structure Downloads
Andrew Carverhill and Ron Anderson
dp572: Recovery Rates, Default Probabilities and the Credit Cycle Downloads
Carlos González-Aguado and Max Bruche
dp571: Incentive Design under Loss Aversion Downloads
David de Meza and David Webb
dp570: Speculative Attacks with Multiple Sources of Public Information Downloads
Frank Heinemann and Camille Cornand
dp569: Monetary Policy and its Informative Value Downloads
Camille Cornand and Romain Baeriswyl
dp568: Are there Monday effects in Stock Returns: A Stochastic Dominance Approach Downloads
Yoon-Jae Whang, Young-Hyun Cho and Oliver Linton
dp567: (UBS Pensions Series 043) The Optimal Design of Funded Pensions Downloads
Luciano Greco
dp566: Choice of Corporate Risk Management Tools under Moral Hazard Downloads
Jan Bena
dp565: Consistent Measures of Risk Downloads
Casper de Vries, Mandira Sarma, Bjorn Jorgensen, Jean-Pierre Zigrand and Jon Danielsson
dp563: (UBS Pensions Series 041) The Economics of Pensions Downloads
Peter Diamond and Nicholas Barr
dp562: (UBS Pensions Series 040) Pensions: Overview of Issues Downloads
Nicholas Barr
dp561: Equilibrium Asset Pricing with Systemic Risk Downloads
Jean-Pierre Zigrand and Jon Danielsson
dp560: Hedge Funds and Financial Stability: Explaining the Debate at the Financial Stability Forum Downloads
Paola Robotti
dp559: The Dark Side of Good Corporate Governance Downloads
Mariano Selvaggi and Thomas Kirchmaier
dp558: Conditional Probabilty of Default Methodolgy Downloads
Miguel Segoviano
dp557: Consistent Information Multivariate Density Optimizing Methodology Downloads
Miguel Segoviano
dp556: Rent Extraction by Large Shareholders: Evidence Using Dividend Policy in the Czech Republic Downloads
Jan Hanousek and Jan Bena
dp555: Imperfect Common Knowledge in First Generation Models of Currency Crises Downloads
Gara Afonso
dp554: Towards a Measure of Financial Fragility Downloads
Lea Zicchino, Dimitrios Tsomocos, Charles Goodhart and Oriol Aspachs Bracon
dp553: (UBS Pensions Series 039) Rare Events and Annuity Market Participation Downloads
Alexander Michaelides and Paula Lopes
dp552: The Dynamics of Venture Capital Contracts Downloads
Julia Hirsch and Carsten Bienz
dp551: Comparing Downside Risk Measures for Heavy Tailed Distributions Downloads
Casper de Vries, Bjorn Jorgensen, Sarma Mandira and Jon Danielsson
dp549: Subadditivity Re–Examined: the Case for Value-at-Risk Downloads
Casper de Vries, Gennady Samorodnitsky, Bjorn Jorgensen, Sarma Mandira and Jon Danielsson
dp548: On Modelling Endogenous Default Downloads
Dimitrios Tsomocos and Lea Zicchino
dp547: The Interest Rate Conditioning Assumption Downloads
Charles Goodhart
dp546: An Essay on the Interactions between the Bank of England's Forecasts, The MPC's Policy Adjustments, and the Eventual Outcome Downloads
Charles Goodhart
dp545: ART versus reinsurance: the disciplining effect of information insensitivity Downloads
Silke Brandts
dp544: Minority Blocks And Takeover Premia Downloads
Fausto Panunzi, Denis Gromb and Mike Burkart
dp543: (UBS Pensions Series 038) Reforming Public Pensions in the US and the UK Downloads
Peter Diamond
dp538: (UBS Pensions Series 036) Dynamic portfolio and mortgage choice for homeowners Downloads
Otto van Hemert, Joost Driessen and Frank de Jong
dp537: (UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents Downloads
Francisco Gomes and Alexander Michaelides
dp536: Financial Tunnelling and the Revenge of the Insider System Downloads
Jeremy Grant and Thomas Kirchmaier
dp535: IMF concern for reputation and conditional lending failure: theory and empirics Downloads
Silvia Marchesi and Laura Sabani
dp533: Rational Trader Risk Downloads
Péter Kondor
dp532: The more we know, the less we agree: public announcements and higher-order expectations Downloads
Péter Kondor
dp531: Spot Market Power and Future Market Trading Downloads
Stephen Shore and Alexander Muermann
dp530: (UBS Pensions series 034) Long-Term Care Insurance, Annuities and Asymmetric Information: The Case for Bundling Contracts Downloads
David Webb
dp53: Conditions for Optimality in the Infinite-Horizon Portfolio-cum-Saving Problem with Semimartingale Investments Downloads
Lucien Foldes
dp529: A Model of Corporate Liquidity Downloads
Andrew Carverhill and Ron Anderson
dp528: (UBS Pensions Series 033) Can the retirement-consumption puzzle be resolved? Evidence from the British Household Panel Survey Downloads
Sarah Smith
dp527: (UBS Pensions Series 032) Pension Plan Funding, Risk Sharing and Technology Choice Downloads
David Webb
dp526: (UBS Pensions Series 031) Immigration or bust? Options for securing the future viability of the UK state pension system Downloads
Les Mayhew
dp525: (UBS Pensions Series 030) Credible Pensions Downloads
Andrea Prat
dp523: (UBS Pensions series 29) Barriers to pension scheme participation in small and medium sized enterprises Downloads
Debbie Harrison and Alistair Byrne
dp522: (IAM Series No 005) Are “Market Neutral” Hedge Funds Really Market Neutral? Downloads
Andrew Patton
dp521: Conglomerate Entrenchment under Optimal Financial Contracting Downloads
Roman Inderst
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