EconPapers    
Economics at your fingertips  
 

FMG Discussion Papers

From Financial Markets Group
Bibliographic data for series maintained by The FMG Administration ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


dp395: Self-Confidence and Survival Downloads
Heski Bar-Isaac
dp394: Asset Price Dynamics with Value-at-Risk Constrained Traders Downloads
Jean-Pierre Zigrand, Jon Danielsson and Hyun Song Shin
dp393: What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model Downloads
Jean-Pierre Zigrand and Jon Danielsson
dp392: Rational Limits to Arbitrage Downloads
Jean-Pierre Zigrand
dp391: Saving Eliminates Credit Rationing Downloads
David Webb and David de Meza
dp390: Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises Downloads
Hyun Song Shin, Prasanna Gai and Simon Hayes
dp389: Financial Development, Agency and the Pace of Adoption of New Techniques Downloads
Kjell Nyborg and Ron Anderson
dp387: Signalling with Debt and Equity: A Unifying Approach and its Implications for the Pecking Order Hypothesis and Competitive Credit Rationing Downloads
Florian Heider
dp386: What Do Internal Capital Markets Do? Redistribution vs. Incentives Downloads
Axel Gautier and Florian Heider
dp385: Flexible Term Structure Estimation: Which Method is Preferred? Downloads
Oliver Linton, Andrew Jeffrey and Thong Nguyen
dp384: Constrained Indirect Inference Estimation Downloads
Gabriele Fiorentini and Enrique Sentana
dp383: Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors Downloads
Oliver Linton and Mototsugu Shintani
dp382: Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach Downloads
Oliver Linton, Douglas Hodgson and Keith Vorkink
dp381: Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information Downloads
Rohit Rahi and Piero Gottardi
dp380: Mean-Variance Portfolio allocation with a Value at Risk Constraint Downloads
Enrique Sentana and Enrique Sentana
dp379: Tests of the Fama Model in India Downloads
Gregory Connor and Sanjay Sehgal
dp378: Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection Downloads
Fausto Panunzi and Mike Burkart
dp377: The Skill Profile of Central Bankers and Supervisors Downloads
Dirk Schoenmaker, Paolo Dasgupta and Charles Goodhart
dp376: Financing and Corporate Growth under Repeated Moral Hazard Downloads
Ron Anderson and Kjell Nyborg
dp375: Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints Downloads
Sven Rady
dp374: The Impact of Technology on Cash Usage Downloads
Malte Krueger and Charles Goodhart
dp373: Coordination Risk and the Price of Debt Downloads
Hyun Song Shin and Stephen Morris
dp372: Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders Downloads
Hyun Song Shin, Giancarlo Corsetti, Amil Dasgupta and Stephen Morris
dp371: Disclosures and Asset Returns Downloads
Hyun Song Shin
dp370: A Structured GARCH Model of Daily Equity Return Volatility Downloads
Gregory Connor
dp369: In Defence of Usury Laws Downloads
David de Meza and Giuseppe Coco
dp367: Financing Constraints and Inventories Downloads
Ward Brown
dp365: Trade Credit: Suppliers as Debt Collectors and Insurance Providers Downloads
Vicente Cuñat
dp364: An Autoregressive Conditional Binomial Option Pricing Model Downloads
Olivier Renault, Jean-Luc Prigent and Olivier Scaillet
dp363: An Empirical Investigation in Credit Spread Indices Downloads
Olivier Scaillet, Olivier Renault and Jean-Luc Prigent
dp362: Liquidity and Credit Risk Downloads
Olivier Renault and Jan Ericsson
dp361: Public Information, Private Information and the Multiplicity of Equilibrium in Co-ordination of Games Downloads
Christian Hellwig
dp360: Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities Downloads
Allan Timmermann and Gabriel Perez-Quiros
dp359: Club Enlargement: Early Versus Late Admittance Downloads
Klaus Wallner and Mike Burkart
dp358: Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate Downloads
Mathias Drehmann and Charles Goodhart
dp357: External Financing Costs and Banks Loan Supply: Does the Structure of the Bank Sector Matter? Downloads
Charlotte Ostergaard
dp356: Strategic Trading and Learning About Liquidity Downloads
Harrison Hong and Sven Rady
dp355: A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates Downloads
Richard Payne
dp354: Bank Capital Regulation With Random Audits Downloads
Sudipto Bhattacharya, Manfred Plank, Josef Zechner and Günter Strobl
dp351: Pricing Convexity Adjustment with Wiener Chaos Downloads
Eric Benhamou
dp350: A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks Downloads
Eric Benhamou
dp349: Money, Intermediaries and Cash-in-Advance Constraints Downloads
Christian Hellwig
dp348: Excessive Continuation and Dynamic Agency Costs of Debt Downloads
Jean-Paul Décamps
dp347: Public Trading and Private Incentives Downloads
Denis Gromb
dp346: Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns Downloads
Oliver Linton and Gregory Connor
dp345: On the Competition Between ECNs, Stock Markets and Market Makers Downloads
Eric Benhamou and Thomas Serval
dp344: Debt, Incentives and Performance: Evidence from UK Panel Data Downloads
Roberta Dessi and Donald Robertson
dp343: Banks as Catalysts for Industrialisation Downloads
Marco Da Rin and Thomas Hellmann
dp342: Valuation and Martingale Properties of Shadow Prices Downloads
Lucien Foldes
dp340: The Profitability of Block Trades Auction and Dealer Markets Downloads
Ian Tonks and Andy Snell
Page updated 2022-01-27
Sorted by handle, numeric part