FMG Discussion Papers

From Financial Markets Group
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dp575: Security-Voting Structure and Bidder Screening

Samuel Lee, Christian At and Mike Burkart

dp574: Corporate Governance and Regulation: Can There Be Too Much of a Good Thing?

Stijn Claessen and Valentina Bruno

dp573: Liquidity and Capital Structure

Andrew Carverhill and Ron Anderson

dp572: Recovery Rates, Default Probabilities and the Credit Cycle

Carlos González-Aguado and Max Bruche

dp571: Incentive Design under Loss Aversion

David de Meza and David Webb

dp570: Speculative Attacks with Multiple Sources of Public Information

Frank Heinemann and Camille Cornand

dp569: Monetary Policy and its Informative Value

Camille Cornand and Romain Baeriswyl

dp568: Are there Monday effects in Stock Returns: A Stochastic Dominance Approach

Yoon-Jae Whang, Young-Hyun Cho and Oliver Linton

dp567: (UBS Pensions Series 043) The Optimal Design of Funded Pensions

Luciano Greco

dp566: Choice of Corporate Risk Management Tools under Moral Hazard

Jan Bena

dp565: Consistent Measures of Risk

Casper de Vries, Mandira Sarma, Bjørn Jørgensen, Jean-Pierre Zigrand and Jon Danielsson

dp563: (UBS Pensions Series 041) The Economics of Pensions

Peter Diamond and Nicholas Barr

dp562: (UBS Pensions Series 040) Pensions: Overview of Issues

Nicholas Barr

dp561: Equilibrium Asset Pricing with Systemic Risk

Jean-Pierre Zigrand and Jon Danielsson

dp560: Hedge Funds and Financial Stability: Explaining the Debate at the Financial Stability Forum

Paola Robotti

dp559: The Dark Side of Good Corporate Governance

Mariano Selvaggi and Tom Kirchmaier

dp558: Conditional Probabilty of Default Methodolgy

Miguel Segoviano

dp557: Consistent Information Multivariate Density Optimizing Methodology

Miguel Segoviano

dp556: Rent Extraction by Large Shareholders: Evidence Using Dividend Policy in the Czech Republic

Jan Hanousek and Jan Bena

dp555: Imperfect Common Knowledge in First Generation Models of Currency Crises

Gara Afonso

dp554: Towards a Measure of Financial Fragility

Lea Zicchino, Dimitrios Tsomocos, Charles Goodhart and Oriol Aspachs Bracon

dp553: (UBS Pensions Series 039) Rare Events and Annuity Market Participation

Alexander Michaelides and Paula Lopes

dp552: The Dynamics of Venture Capital Contracts

Julia Hirsch and Carsten Bienz

dp551: Comparing Downside Risk Measures for Heavy Tailed Distributions

Casper de Vries, Bjørn Jørgensen, Sarma Mandira and Jon Danielsson

dp549: Subadditivity Re–Examined: the Case for Value-at-Risk

Casper de Vries, Gennady Samorodnitsky, Bjørn Jørgensen, Sarma Mandira and Jon Danielsson

dp548: On Modelling Endogenous Default

Dimitrios Tsomocos and Lea Zicchino

dp547: The Interest Rate Conditioning Assumption

Charles Goodhart

dp546: An Essay on the Interactions between the Bank of England's Forecasts, The MPC's Policy Adjustments, and the Eventual Outcome

Charles Goodhart

dp545: ART versus reinsurance: the disciplining effect of information insensitivity

Silke Brandts

dp544: Minority Blocks And Takeover Premia

Fausto Panunzi, Denis Gromb and Mike Burkart

dp543: (UBS Pensions Series 038) Reforming Public Pensions in the US and the UK

Peter Diamond

dp538: (UBS Pensions Series 036) Dynamic portfolio and mortgage choice for homeowners

Otto van Hemert, Joost Driessen and Frank de Jong

dp537: (UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents

Francisco Gomes and Alexander Michaelides

dp536: Financial Tunnelling and the Revenge of the Insider System

Jeremy Grant and Tom Kirchmaier

dp535: IMF concern for reputation and conditional lending failure: theory and empirics

Silvia Marchesi and Laura Sabani

dp533: Rational Trader Risk

Péter Kondor

dp532: The more we know, the less we agree: public announcements and higher-order expectations

Péter Kondor

dp531: Spot Market Power and Future Market Trading

Stephen Shore and Alexander Muermann

dp530: (UBS Pensions series 034) Long-Term Care Insurance, Annuities and Asymmetric Information: The Case for Bundling Contracts

David Webb

dp529: A Model of Corporate Liquidity

Andrew Carverhill and Ron Anderson

dp528: (UBS Pensions Series 033) Can the retirement-consumption puzzle be resolved? Evidence from the British Household Panel Survey

Sarah Smith

dp527: (UBS Pensions Series 032) Pension Plan Funding, Risk Sharing and Technology Choice

David Webb

dp526: (UBS Pensions Series 031) Immigration or bust? Options for securing the future viability of the UK state pension system

Les Mayhew

dp525: (UBS Pensions Series 030) Credible Pensions

Andrea Prat

dp523: (UBS Pensions series 29) Barriers to pension scheme participation in small and medium sized enterprises

Debbie Harrison and Alistair Byrne

dp522: (IAM Series No 005) Are “Market Neutral” Hedge Funds Really Market Neutral?

Andrew Patton

dp521: Conglomerate Entrenchment under Optimal Financial Contracting

Roman Inderst

dp520: Strategic Financial Innovation in Segmented Markets

Jean-Pierre Zigrand and Rohit Rahi

dp519: (UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts

Francisco Gomes, Alexander Michaelides and Valery Polkovnichenko

dp518: (IAM Series No 004) Highwaymen or Heroes: Should Hedge Funds be Regulated?

Jean-Pierre Zigrand, Ashley Taylor and Jon Danielsson