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FMG Discussion Papers

From Financial Markets Group
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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
dp339: Collateral, Renegotiation and the Value of Diffusely Held Debt Downloads
Pierre Mella-Barral and Ulrich Hege
dp338: Financial Constraints, Precautionary Saving and Firm Dynamics Downloads
Andrea Caggese
dp336: A Simple Model of an International Lender of Last Resort Downloads
Haizhou Huang and Charles Goodhart
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