Birkbeck, Department of Economics, Mathematics & Statistics

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Series handle: repec:bbk:bbkefp

• 0914 The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets
  by Álvaro Cartea & Dimitrios Karyampas [Downloadable!]
• 0913 Volatility and Covariation of Financial Assets: A High-Frequency Analysis
  by Álvaro Cartea & Dimitrios Karyampas [Downloadable!]
• 0912 Lending Relationships and Monetary Policy
  by Yunus Aksoy & Henrique S. Basso & Javier Coto-Martinez [Downloadable!]
• 0911 Measuring the Natural Output Gap using Actual and Expected Output Data
  by Anthony Garratt & Kevin Lee & Kalvinder Shields [Downloadable!]
• 0910 Real-time Inflation Forecast Densities from Ensemble Phillips Curves
  by Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly [Downloadable!]
• 0909 Measuring Output Gap Uncertainty
  by Anthony Garratt & James Mitchell & Shaun P. Vahey [Downloadable!]
• 0908 Informed Trading in Parallel Bond Markets
  by Paola Paiardini [Downloadable!]
• 0907 Literacy in India
  by Sandeep Kapur & Mamta Murthi [Downloadable!]
• 0906 Drugs and Violence in Colombia: a VECM Analysis
  by Tomás González & Ron P Smith [Downloadable!]
• 0905 Strategies in Social Network Formation
  by Anna Conte & Daniela Di Cagno & Emanuela Sciubba [Downloadable!]
• 0904 The Internationalization of Chinese and Indian Firms: Trends, Motivations and Strategy
  by Suma Athreye & Sandeep Kapur [Downloadable!]
• 0903 A New Proxy of Social Capital and the Economic Performance across the Italian Regions
  by Luca Andriani & Dimitrios Karyampas [Downloadable!]
• 0902 Liquidity Effects and Cost Channels in Monetary Transmission
  by Yunus Aksoy & Henrique S Basso & Javier Coto Matinez [Downloadable!]
• 0901 Economic Growth and the Design of Search Engines
  by Gilles Saint Paul [Downloadable!]

• 0808 Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus
  by Georgios Efthyvoulou [Downloadable!]
• 0807 Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution
  by Federico di Pace [Downloadable!]
• 0806 The Impact of Structural Pension Reforms on the Macroeconomic Performance: An Empirical Analysis
  by Angeliki Theophilopoulou [Downloadable!]
• 0805 Approximate Expected Delay Costs for Call and Contact Centre models under Light Traffic Regimes
  by S. Bhulai & A.C. Brooms [Downloadable!]
• 0804 Promotion Tournaments with Multiple Tasks
  by Fumi Kiyotaki [Downloadable!]
• 0803 Persistent Gaps and Default Traps
  by Luis A. V. Catao & Ana Fostel & Sandeep Kapur [Downloadable!]
• 0802 Modelling Electricity Prices with Forward Looking Capacity Constraints
  by Alvaro Cartea & Marcelo G. Figueroa & Helyette Geman [Downloadable!]
• 0801 Social Networks and Trust: not the Experimental Evidence you may Expect
  by Daniela Di Cagno & Emanuela Sciubba [Downloadable!]

• 0721 How Does Duration Between Trades of Underlying Securities Affect Option Prices
  by Alvaro Cartea & Thilo Meyer-Brandis [Downloadable!]
• 0720 Inertia in Taylor Rules
  by John Driffill & Zeno Rotondi [Downloadable!]
• 0719 The Endogenous Kalman Filter
  by Brad Baxter & Liam Graham & Stephen Wright [Downloadable!]
• 0718 Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity
  by Alvaro Cartea & Pablo Villaplana Conde [Downloadable!]
• 0717 Unforeseen Contingency and Renegotiation with Asymmetric Information
  by Jihong Lee [Downloadable!]
• 0716 A Dynamic Mechanism and Surplus Extraction Under Ambiguity
  by Subir Bose & Arup Daripa [Downloadable!]
• 0715 Monitoring versus Gatekeeping
  by Arup Daripa [Downloadable!]
• 0714 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
  by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey [Downloadable!]
• 0713 Research, Knowledge Spillovers and Innovation
  by Piergiuseppe Morone & Carmelo Petraglia & Giuseppina Testa [Downloadable!]
• 0712 Variance Dispersion and Correlation Swaps
  by Antoine Jacquier & Saad Slaoui [Downloadable!]
• 0711 Wage-Directed Job Match with Multiple Applications and Multiple Vacancies: The Optimal Job Application Strategy and Wage Dispersion
  by Ken Hori [Downloadable!]
• 0710 Non-linearities and Unit Roots in G7 Macroeconomic Variables
  by Yunus Aksoy & Miguel A. Leon-Ledesma [Downloadable!]
• 0709 A Multivariate Commodity Analysis and Applications to Risk Management
  by Reik H. Boerger & Alvaro Cartea & Ruediger Kiesel & Gero Schindlmayr [Downloadable!]
• 0708 On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions
  by Alvaro Cartea & Diego del-Castillo-Negrete [Downloadable!]
• 0707 When Supply Meets Demand: The Case of Hourly Spot Electricity Prices
  by Alexander Boogert & Dominique Dupont [Downloadable!]
• 0706 Multiple Applications Matching Function: An Alternative
  by Ken Hori [Downloadable!]
• 0705 Extreme Correlation of Defaults and LGDs
  by Yen-Ting Hu [Downloadable!]
• 0704 Gas Storage Valuation Using a Monte Carlo Method
  by Alexander Boogert & Cyriel de Jong [Downloadable!]
• 0703 Asymptotic skew under stochastic volatility
  by Antoine Jacquier [Downloadable!]
• 0702 Optimal Sale: Auctions with a Buy-Now Option
  by Subir Bose & Arup Daripa [Downloadable!]
• 0701 Uninformative Equilibrium in Uniform Price Auctions
  by Arup Daripa [Downloadable!]

• 0619 Real Time Representations of the Output Gap
  by Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields [Downloadable!]
• 0618 Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty
  by Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields [Downloadable!]
• 0617 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
  by Anthony Garratt & Gary Koop & Shaun P. Vahey [Downloadable!]
• 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 [Downloadable!]
• 0615 Gas Portfolio and Transport Optimization
  by Gido A.J.F. Brouns & Alexander F. Boogert [Downloadable!]
• 0614 Links and Architecture in Village Networks
  by Pramila Krishnan & Emanuela Sciubba [Downloadable!]
• 0613 Belief Heterogeneity and Survival in Incomplete Markets
  by Tarek Coury & Emanuela Sciubba [Downloadable!]
• 0612 Relative Performance, Risk and Entry in the Mutual Fund Industry
  by Gyöngyi Lóránth & Emanuela Sciubba [Downloadable!]
• 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 [Downloadable!]
• 0610 Time Inconsistency in Managing a Commodity Portfolio: A Dynamic Risk Measure Approach
  by Helyette Geman & Steve Ohana [Downloadable!]
• 0609 Exchange Rates, Prices and International Trade in a Model of Endogenous Market Structure
  by Yunus Aksoy & Hanno Lustig [Downloadable!]
• 0608 UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts
  by Alvaro Cartea & Thomas Williams [Downloadable!]
• 0607 Monetary and Fiscal Policy Interactions: The Role of the Quality of Institutions in a Dynamic Environment
  by Ourania Dimakou [Downloadable!]
• 0606 Pricing Multiple Interruptible-Swing Contracts
  by Marcelo G. Figueroa [Downloadable!]
• 0605 Auto-Dependence Structure of Arch-Models: Tail Dependence Coefficients
  by Raymond Brummelhuis [Downloadable!]
• 0604 Fractional Diffusion Models of Option Prices in Markets with Jumps
  by Alvaro Cartea & Diego del-Castillo-Negrete [Downloadable!]
• 0603 Conflict, Popular Support and Asymmetric Fighting Technologies
  by Tomas Gonzalez [Downloadable!]
• 0602 Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance
  by Alvaro Cartea & Sam Howison [Downloadable!]
• 0601 Profit-Sharing as the Optimal Wage Contract
  by Kenjiro Hori [Downloadable!]

• 0525 The Impact of Consumer Confidence on Expected Utility Maximization: A Contribution to the Equity Premium Puzzle Literature
  by Vincenzo Merella & Steve Satchell [Downloadable!]
• 0524 Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach
  by Ron Smith & Gylfi Zoega [Downloadable!]
• 0523 Monetary Policy in the Presence Of Imperfect Observability Of The Objectives Of Central Bankers
  by Francesco Salsano [Downloadable!]
• 0522 Subsidizing Inventory: A Theory of Trade Credit and Prepayment
  by Arup Daripa & Jeffrey Nilsen [Downloadable!]
• 0521 Informational Free Rides in Uniform Price Auctions: Exception or Norm?
  by Arup Daripa [Downloadable!]
• 0520 How (Not) to Sell Money
  by Arup Daripa [Downloadable!]
• 0519 Optimal Collective Contract Without Peer Monitoring
  by Arup Daripa [Downloadable!]
• 0518 Ex Ante Versus Ex Post Regulation of Bank Capital
  by Arup Daripa & Simone Varotto [Downloadable!]
• 0517 The Bernoulli Feedback Queue with Balking: Stochastic Order Results and Equilibrium Joining Rules
  by E. J. Collins & A. C. Brooms [Downloadable!]
• 0516 Does Wage Compression Explain Rigid Money Wages?
  by Gylfi Zoega & Thorlakur Karlsson [Downloadable!]
• 0515 Worker Heterogeneity, Intra-firm Externalities and Wage Compression
  by Alison L Booth & Gylfi Zoega [Downloadable!]
• 0514 Job Matching with Multiple-Hiring Firms and Heterogeneous Workers: A Microfoundation
  by Kenjiro Hori [Downloadable!]
• 0513 Exact Properties of Measures of Optimal Investment for Institutional Investors
  by John Knight & Stephen Satchell [Downloadable!]
• 0512 Financial Crises and Money Demand in Jamaica
  by Fiona Atkins [Downloadable!]
• 0511 Multiplicatively Separable Preferences and Output Persistence
  by Andrea Vaona [Downloadable!]
• 0510 The Management of Digital Rights in Pay TV
  by Campbell Cowie & Sandeep Kapur [Downloadable!]
• 0509 Estimation of the Risk Attitude of the Representative UK Pension Fund Investor
  by Stephen Satchell & Wei Xia [Downloadable!]
• 0508 Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process
  by Alvaro Cartea [Downloadable!]
• 0507 Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality
  by Alvaro Cartea & Marcelo Gustavo Figueroa [Downloadable!]
• 0506 U.S. Domestic Money, Inflation and Output
  by Yunus Aksoy & Tomasz Piskorski [Downloadable!]
• 0505 Efficiency in Negotiation: Complexity and Costly Bargaining
  by Jihong Lee & Hamid Sabourian [Downloadable!]
• 0504 Competing or Colluding in a Stochastic Framework
  by Adriana Breccia & Hector Salgado-Banda [Downloadable!]
• 0503 Relative Performance Evaluation Contracts and Asset Market Equilibrium
  by Sandeep Kapur & Allan Timmermann [Downloadable!]
• 0502 UK Real-Time Macro Data Characteristics
  by Anthony Garratt & Shaun P Vahey [Downloadable!]
• 0501 Permanent vs Transitory Components and Economic Fundamentals
  by Anthony Garratt & Donald Robertson & Stephen Wright [Downloadable!]

• 0411 Formal Bankruptcy: Strategic Debt Service with Senior and Junior Creditors
  by Adriana Breccia [Downloadable!]
• 0410 Aggregate Consumption and the Stock Market: Should We Worry about Non-linear Wealth Effects?
  by Piergiorgio Alessandri [Downloadable!]
• 0409 Deflationary Bubbles
  by Willem Buiter & Anne Sibert [Downloadable!]
• 0408 Cross-Border Tax Externalities: Are Budget Deficits Too Small?
  by Willem Buiter & Anne Sibert [Downloadable!]
• 0407 On the Nash equilibria for the FCFS queueing system with load-increasing service rate
  by A.C. Brooms [Downloadable!]
• 0406 Invertibility of Nonparametric Stochastic Demand Functions
  by Walter Beckert & Richard Blundell [Downloadable!]
• 0405 Maximal Uniform Convergence Rates in Parametric Estimation Problems
  by Walter Beckert & Daniel McFadden [Downloadable!]
• 0404 Dynamic Monopolies with Stochastic Demand
  by Walter Beckert [Downloadable!]
• 0403 Unobserved Heterogeneity in Panel Time Series Models
  by Jerry Coakley & Ana-Maria Fuertes & Ron Smith [Downloadable!]
• 0402 In Search of ‘Offshoring’: Evidence from U.S. Imports of Services
  by Desirée Van Welsum [Downloadable!]
• 0401 Global Shocks and Unemployment Adjustment
  by Ron Smith & Gylfi Zoega [Downloadable!]

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This page was last updated on 2009-11-19.