Birkbeck, Department of Economics, Mathematics & Statistics
Birkbeck Working Papers in Economics and Finance
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2013
- 1303 Ambiguous Networks
by Marco Pelliccia - 1302 Solving Incomplete Markets Models by Derivative Aggregation
by Tobias Grasl - 1301 Labour's Record on Financial Regulation
by Arupratan Daripa & Sandeep Kapur & Stephen Wright
2012
- 1216 Survival with Ambiguity
by Ani Guerdijkova & Emanuela Sciubba - 1215 Customer Anger and Incentives for Quality Provision
by Anthony Heyes & Sandeep Kapur - 1214 Risk-sharing and probabilistic network structure
by Marco Pelliccia - 1213 Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models
by John Knight & Stephen Satchell & Jessica Zhang - 1212 The economic impact of demographic structure in OECD countries
by Yunus Aksoy & Tobias Grasl & Ron P Smith - 1211 Liquidity, Term Spreads and Monetary Policy
by Yunus Aksoy & Henriqu S Basso - 1210 The Predictive Space, or, If x predicts y, what does y tell us about x?
by Donald Robertson & Stephen Wright - 1209 Are There Bubbles in the Art Market? The Detection of Bubbles when Fair Value is Unobservable
by Nandini Srivastava & Stephen Satchell - 1208 Steady-State Distributions for Models of Bubbles: their Existence and Econometric Implications
by John Knight & Stephen Satchell & Nandini Srivastava - 1207 Community Pressure for Green Behaviour
by Anthony Heyes & Sandeep Kapur - 1206 A Note on the Finite Sample Properties of the CLS Method of TAR Models
by Marian Vavra - 1205 Robustness of Power Properties of Non-linearity Tests
by Marian Vavra - 1204 Testing Non-linearity Using a Modified Q Test
by Marian Vavra - 1203 Modeling Style Rotation: Switching and Re-Switching
by Edward Golosov & S.E. Satchell - 1202 Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries
by Ivan Petrella & Emiliano Santoro - 1201 The Properties of Double-Blind Dutch Auctions in a Clearing House; Some New Results for the Mendelson Model
by John Knight & S.E. Satchell
2011
- 1107 Empirical Analysis of Countervailing Power in Business-to-Business Bargaining
by Walter Beckert - 1106 The Demand for Military Expenditure in Authoritarian Regimes
by Vincenzo Bove & Jennifer Brauner - 1105 An Empirical Investigation of US Fiscal Expenditures and Macroeconomic Outcomes
by Yunus Aksoy & Giovanni Melina - 1104 Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results
by Chetan Ghate & Stephen Wright - 1103 Fiscal Policy and Lending Relationships
by Giovanni Melina & Stefania Villa - 1102 A View on Global Imbalances and their Contribution to the Financial Crisis
by Georg Dettmann - 1101 Probability of Informed Trading and Volatility for an ETF
by Dimitrios Karyampas & Paola Paiardini
2010
- 1016 How Green Should Environmental Regulators Be?
by Sandeep Kapur & Anthony Heyes - 1015 Debt Valuation and Chapter 22
by Adriana Breccia & William Perraudin - 1014 Foreign Exchange Reserves in a Credit Constrained Economy
by Kurmas Akdogan - 1013 A competing risk model for health and food insecurity in the West Bank
by Elisa Cavatorta - 1012 Central Bank Independence, Bureaucratic Corruption and Fiscal Responses - Empirical Evidence
by Ourania Dimakou - 1011 The Price Impact of Economic News, Private Information and Trading Intensity
by Paola Paiardini - 1010 Regulating Altruistic Agents
by Anthony Heyes & Sandeep Kapur - 1009 Life-Cycle, Effort and Academic Deadwood
by Yu-Fu Chen & Gylfi Zoega - 1008 Liquidity Preference and Information
by Sandeep Kapur - 1007 Wage subsidies and international trade: When does policy coordination pay?
by Sabastian Braun & Christian Spielmann - 1006 The Effects of Fiscal Shocks in SVAR Models: A Graphical Modelling Approach
by Matteo Fragetta & Giovanni Melina - 1005 Social Capital, Poverty and Social Exclusion in Italy
by Luca Andriani & Dimitrios Karyampas - 1004 Supply-Side Peacekeeping: Theories and New Evidence from a Panel Data Analysis
by Vincenzo Bove & Leandra Elia - 1003 Social Capital, Community Governance and Credit Market
by Luca Andriani - 1002 Political Budget Cycles in the European Union and the Impact of Political Pressures: A dynamic panel regression analysis
by Georgios Efthyvoulou - 1001 Unobserved common factors in military expenditure interactions across MENA countries
by Elisa Cavatorta
2009
- 0918 US Fiscal Indicators, Inflation and Output
by Yunus Aksoy & Giovanni Melina - 0917 Employment and Asset Prices
by Gylfi Zoega - 0916 Survey Evidence on Customer Markets
by Ali Choudhary & Thorlakur Karlsson & Gylfi Zoega - 0915 An essay on the generational effect of employment protection
by Yu-Fu Chen & Gylfi Zoega - 0914 The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets
by Álvaro Cartea & Dimitrios Karyampas - 0913 Volatility and Covariation of Financial Assets: A High-Frequency Analysis
by Álvaro Cartea & Dimitrios Karyampas - 0912 Lending Relationships and Monetary Policy
by Yunus Aksoy & Henrique S. Basso & Javier Coto-Martinez - 0911 Measuring the Natural Output Gap using Actual and Expected Output Data
by Anthony Garratt & Kevin Lee & Kalvinder Shields - 0910 Real-time Inflation Forecast Densities from Ensemble Phillips Curves
by Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly - 0909 Measuring Output Gap Uncertainty
by Anthony Garratt & James Mitchell & Shaun P. Vahey - 0908 Informed Trading in Parallel Bond Markets
by Paola Paiardini - 0907 Literacy in India
by Sandeep Kapur & Mamta Murthi - 0906 Drugs and Violence in Colombia: a VECM Analysis
by Tomás González & Ron P Smith - 0905 Strategies in Social Network Formation
by Anna Conte & Daniela Di Cagno & Emanuela Sciubba - 0904 The Internationalization of Chinese and Indian Firms: Trends, Motivations and Strategy
by Suma Athreye & Sandeep Kapur - 0903 A New Proxy of Social Capital and the Economic Performance across the Italian Regions
by Luca Andriani & Dimitrios Karyampas - 0902 Liquidity Effects and Cost Channels in Monetary Transmission
by Yunus Aksoy & Henrique S Basso & Javier Coto Matinez - 0901 Economic Growth and the Design of Search Engines
by Gilles Saint Paul
2008
- 0808 Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus
by Georgios Efthyvoulou - 0807 Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution
by Federico di Pace - 0806 The Impact of Structural Pension Reforms on the Macroeconomic Performance: An Empirical Analysis
by Angeliki Theophilopoulou - 0805 Approximate Expected Delay Costs for Call and Contact Centre models under Light Traffic Regimes
by S. Bhulai & A.C. Brooms - 0804 Promotion Tournaments with Multiple Tasks
by Fumi Kiyotaki - 0803 Persistent Gaps and Default Traps
by Luis A. V. Catao & Ana Fostel & Sandeep Kapur - 0802 Modelling Electricity Prices with Forward Looking Capacity Constraints
by Alvaro Cartea & Marcelo G. Figueroa & Helyette Geman - 0801 Social Networks and Trust: not the Experimental Evidence you may Expect
by Daniela Di Cagno & Emanuela Sciubba
2007
- 0721 How Does Duration Between Trades of Underlying Securities Affect Option Prices
by Alvaro Cartea & Thilo Meyer-Brandis - 0720 Inertia in Taylor Rules
by John Driffill & Zeno Rotondi - 0719 The Endogenous Kalman Filter
by Brad Baxter & Liam Graham & Stephen Wright - 0718 Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity
by Alvaro Cartea & Pablo Villaplana Conde - 0717 Unforeseen Contingency and Renegotiation with Asymmetric Information
by Jihong Lee - 0716 A Dynamic Mechanism and Surplus Extraction Under Ambiguity
by Subir Bose & Arup Daripa - 0715 Monitoring versus Gatekeeping
by Arup Daripa - 0714 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey - 0713 Research, Knowledge Spillovers and Innovation
by Piergiuseppe Morone & Carmelo Petraglia & Giuseppina Testa - 0712 Variance Dispersion and Correlation Swaps
by Antoine Jacquier & Saad Slaoui - 0711 Wage-Directed Job Match with Multiple Applications and Multiple Vacancies: The Optimal Job Application Strategy and Wage Dispersion
by Ken Hori - 0710 Non-linearities and Unit Roots in G7 Macroeconomic Variables
by Yunus Aksoy & Miguel A. Leon-Ledesma - 0709 A Multivariate Commodity Analysis and Applications to Risk Management
by Reik H. Boerger & Alvaro Cartea & Ruediger Kiesel & Gero Schindlmayr - 0708 On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions
by Alvaro Cartea & Diego del-Castillo-Negrete - 0707 When Supply Meets Demand: The Case of Hourly Spot Electricity Prices
by Alexander Boogert & Dominique Dupont - 0706 Multiple Applications Matching Function: An Alternative
by Ken Hori - 0705 Extreme Correlation of Defaults and LGDs
by Yen-Ting Hu - 0704 Gas Storage Valuation Using a Monte Carlo Method
by Alexander Boogert & Cyriel de Jong - 0703 Asymptotic skew under stochastic volatility
by Antoine Jacquier - 0702 Optimal Sale: Auctions with a Buy-Now Option
by Subir Bose & Arup Daripa - 0701 Uninformative Equilibrium in Uniform Price Auctions
by Arup Daripa
2006
- 0619 Real Time Representations of the Output Gap
by Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields - 0618 Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty
by Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields - 0617 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Shaun P. Vahey - 0616 Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan
by Anthony Garratt & Kevin Lee - 0615 Gas Portfolio and Transport Optimization
by Gido A.J.F. Brouns & Alexander F. Boogert - 0614 Links and Architecture in Village Networks
by Pramila Krishnan & Emanuela Sciubba - 0613 Belief Heterogeneity and Survival in Incomplete Markets
by Tarek Coury & Emanuela Sciubba - 0612 Relative Performance, Risk and Entry in the Mutual Fund Industry
by Gyöngyi Lóránth & Emanuela Sciubba - 0611 Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium
by Fred Espen Benth & Alvaro Cartea & Ruediger Kiesel - 0610 Time Inconsistency in Managing a Commodity Portfolio: A Dynamic Risk Measure Approach
by Helyette Geman & Steve Ohana - 0609 Exchange Rates, Prices and International Trade in a Model of Endogenous Market Structure
by Yunus Aksoy & Hanno Lustig - 0608 UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts
by Alvaro Cartea & Thomas Williams - 0607 Monetary and Fiscal Policy Interactions: The Role of the Quality of Institutions in a Dynamic Environment
by Ourania Dimakou - 0606 Pricing Multiple Interruptible-Swing Contracts
by Marcelo G. Figueroa - 0605 Auto-Dependence Structure of Arch-Models: Tail Dependence Coefficients
by Raymond Brummelhuis - 0604 Fractional Diffusion Models of Option Prices in Markets with Jumps
by Alvaro Cartea & Diego del-Castillo-Negrete - 0603 Conflict, Popular Support and Asymmetric Fighting Technologies
by Tomas Gonzalez - 0602 Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance
by Alvaro Cartea & Sam Howison - 0601 Profit-Sharing as the Optimal Wage Contract
by Kenjiro Hori
2005
- 0525 The Impact of Consumer Confidence on Expected Utility Maximization: A Contribution to the Equity Premium Puzzle Literature
by Vincenzo Merella & Steve Satchell - 0524 Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach
by Ron Smith & Gylfi Zoega - 0523 Monetary Policy in the Presence Of Imperfect Observability Of The Objectives Of Central Bankers
by Francesco Salsano - 0522 Subsidizing Inventory: A Theory of Trade Credit and Prepayment
by Arup Daripa & Jeffrey Nilsen - 0521 Informational Free Rides in Uniform Price Auctions: Exception or Norm?
by Arup Daripa - 0520 How (Not) to Sell Money
by Arup Daripa - 0519 Optimal Collective Contract Without Peer Monitoring
by Arup Daripa - 0518 Ex Ante Versus Ex Post Regulation of Bank Capital
by Arup Daripa & Simone Varotto - 0517 The Bernoulli Feedback Queue with Balking: Stochastic Order Results and Equilibrium Joining Rules
by E. J. Collins & A. C. Brooms - 0516 Does Wage Compression Explain Rigid Money Wages?
by Gylfi Zoega & Thorlakur Karlsson - 0515 Worker Heterogeneity, Intra-firm Externalities and Wage Compression
by Alison L Booth & Gylfi Zoega - 0514 Job Matching with Multiple-Hiring Firms and Heterogeneous Workers: A Microfoundation
by Kenjiro Hori - 0513 Exact Properties of Measures of Optimal Investment for Institutional Investors
by John Knight & Stephen Satchell - 0512 Financial Crises and Money Demand in Jamaica
by Fiona Atkins - 0511 Multiplicatively Separable Preferences and Output Persistence
by Andrea Vaona - 0510 The Management of Digital Rights in Pay TV
by Campbell Cowie & Sandeep Kapur - 0509 Estimation of the Risk Attitude of the Representative UK Pension Fund Investor
by Stephen Satchell & Wei Xia - 0508 Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process
by Alvaro Cartea - 0507 Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality
by Alvaro Cartea & Marcelo Gustavo Figueroa - 0506 U.S. Domestic Money, Inflation and Output
by Yunus Aksoy & Tomasz Piskorski - 0505 Efficiency in Negotiation: Complexity and Costly Bargaining
by Jihong Lee & Hamid Sabourian - 0504 Competing or Colluding in a Stochastic Framework
by Adriana Breccia & Hector Salgado-Banda - 0503 Relative Performance Evaluation Contracts and Asset Market Equilibrium
by Sandeep Kapur & Allan Timmermann - 0502 UK Real-Time Macro Data Characteristics
by Anthony Garratt & Shaun P Vahey - 0501 Permanent vs Transitory Components and Economic Fundamentals
by Anthony Garratt & Donald Robertson & Stephen Wright
2004
- 0411 Formal Bankruptcy: Strategic Debt Service with Senior and Junior Creditors
by Adriana Breccia - 0410 Aggregate Consumption and the Stock Market: Should We Worry about Non-linear Wealth Effects?
by Piergiorgio Alessandri - 0409 Deflationary Bubbles
by Willem Buiter & Anne Sibert - 0408 Cross-Border Tax Externalities: Are Budget Deficits Too Small?
by Willem Buiter & Anne Sibert - 0407 On the Nash equilibria for the FCFS queueing system with load-increasing service rate
by A.C. Brooms - 0406 Invertibility of Nonparametric Stochastic Demand Functions
by Walter Beckert & Richard Blundell - 0405 Maximal Uniform Convergence Rates in Parametric Estimation Problems
by Walter Beckert & Daniel McFadden - 0404 Dynamic Monopolies with Stochastic Demand
by Walter Beckert - 0403 Unobserved Heterogeneity in Panel Time Series Models
by Jerry Coakley & Ana-Maria Fuertes & Ron Smith - 0402 In Search of ‘Offshoring’: Evidence from U.S. Imports of Services
by Desirée Van Welsum - 0401 Global Shocks and Unemployment Adjustment
by Ron Smith & Gylfi Zoega