Financial Markets Group

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Editor: David Webb
For technical questions regarding this series, please contact (The FMG Administration)
Series handle: repec:fmg:fmgdps

2009

• dp641 A Preferred-Habitat Model of the Term Structure of Interest Rates
  by Jean-Luc Vila & Dimitri Vayanos [Downloadable! (restricted)]
• dp634 Endogenous Technological Progress and the Cross Section of Stock Returns
  by Xiaoji Lin [Downloadable! (restricted)]
• dp633 Ambiguity, Information Acquisition and Price Swings in Asset Markets
  by Antonio Mele & Francesco Sangiorgi [Downloadable! (restricted)]
• dp632 Rents, learning and risk in the financial sector and other innovative industries
  by Jean-Charles Rochet & Bruno Biais & Paul Woolley [Downloadable! (restricted)]
• dp631 Large powerful shareholders and cash holding
  by Ron Anderson & Malika Hamadi [Downloadable! (restricted)]
• dp630 Does Beta Move with News? Systematic Risk and Firm-Specific Information Flows
  by Michela Verardo & Andrew Patton [Downloadable! (restricted)]
• dp629 The Effect of Credit Rationing on the Shape of the Competition-Innovation Relationship
  by Jan Bena [Downloadable! (restricted)]
• dp628 Labor Hiring, Investment and Stock Return Predictability in the Cross Section
  by Xiaoji Lin & Santiago Bazdrech & Frederico Belo [Downloadable! (restricted)]
• dp627 Banking Stability Measures
  by Charles Goodhart & Miguel Segoviano [Downloadable! (restricted)]
• dp626 Understanding Portfolio Efficiency with Conditioning Information
  by Francisco Peñaranda [Downloadable! (restricted)]
• dp625 The credit crisis and the dynamics of asset backed commercial paper programs
  by Nikolaj Schmidt [Downloadable! (restricted)]

• dp623 Foreign Bank Entry: The Stability Implications of Greenfield Entry vs. Acquisition
  by Nikolaj Schmidt [Downloadable! (restricted)]
• dp622 Foreign Bank Entry: A Liquidity Based Theory of Entry and Credit Market Segmentation
  by Nikolaj Schmidt [Downloadable! (restricted)]
• dp621 An Institutional Theory of Momentum and Reversal
  by Dimitri Vayanos & Paul Woolley [Downloadable! (restricted)]
• dp620 Information Linkages and Correlated Trading
  by Antonio Mele [Downloadable! (restricted)]
• dp619 Central banks and financial crises
  by . . & Willem Buiter [Downloadable! (restricted)]
• dp618 Control Rights over Intellectual Property: Corporate Venturing and Bankruptcy Regimes
  by Sergei Guriev & Sudipto Bhattacharya [Downloadable! (restricted)]
• dp617 The Optimal Monetary Instrument for Prudential Purposes
  by Charles Goodhart & Dimitrios Tsomocos & Pojanart Sunirand [Downloadable! (restricted)]
• dp616 Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia
  by Valentina Corradi & Antonio Mele & Walter Distaso [Downloadable! (restricted)]
• dp615 Some Determinants of the Price of Default Risk
  by Ron Anderson [Downloadable! (restricted)]
• dp614 Forecasting Bankruptcy and Physical Default Intensity
  by Ping Zhou [Downloadable! (restricted)]
• dp613 Do Reputational Concerns Lead to Reliable Ratings?
  by Beatriz Mariano [Downloadable! (restricted)]
• dp612 Interest Rate Forecasts: A Pathology
  by Wen Bin Lim & Charles Goodhart [Downloadable! (restricted)]
• dp610 Can Rare Events Explain the Equity Premium Puzzle?
  by Anisha Ghosh & Christian Julliard [Downloadable! (restricted)]
• dp609 Asset Pricing Tests with Long Run Risks in Consumption Growth
  by Anisha Ghosh & George Constantinides [Downloadable! (restricted)]
• dp608 From Fiction to Fact: The Impact of CEO Social Networks
  by Thomas Kirchmaier & Konstantinos Stathopoulos [Downloadable! (restricted)]
• dp607 Bond Supply and Excess Bond Returns
  by Dimitri Vayanos & Robin Greenwood [Downloadable! (restricted)]

• dp605 Consistent Estimation of the Risk-Return Tradeoff in the Presence of Measurement Error
  by Oliver Linton & Anisha Ghosh [Downloadable! (restricted)]
• dp604 Performance Measurement and Evaluation
  by Allan Timmermann & Bruce N. Lehmann [Downloadable! (restricted)]
• dp603 An Estimation of Economic Models with Recursive
  by Sydney C. Ludvigson & Xiaohong Chen & Jack Favilukis [Downloadable! (restricted)]
• dp602 Inequality, Stock Market Participation, and the Equity Premium
  by Jack Favilukis [Downloadable! (restricted)]
• dp601 Inflation Dynamics in the US -A Nonlinear Perspective
  by Bob Nobay & Ivan Paya & David A. Peel [Downloadable! (restricted)]
• dp600 Efficient Dynamic Coordination with Individual Learning
  by Amil Dasgupta & Jakub Steiner & Colin Stewart [Downloadable! (restricted)]
• dp599 Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns
  by Gregory Connor & Oliver Linton & Matthias Hagmann [Downloadable! (restricted)]
• dp598 Executive Compensation and Competition in the Banking and Financial Sectors
  by Vicente Cuñat & Maria Guadalupe [Downloadable! (restricted)]
• dp596 Value of Information in Competitive Economies with Incomplete Markets
  by Rohit Rahi & Piero Gottardi [Downloadable! (restricted)]
• dp595 Strategic Financial Innovation in Segmented Markets
  by Jean-Pierre Zigrand & Rohit Rahi [Downloadable! (restricted)]
• dp594 Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects
  by Vassilis Hajivassiliou & Frédérique Savignac [Downloadable! (restricted)]
• dp593 (UBS Paper 044) How Deep is the Annuity Market Participation Puzzle?
  by Alex Michaelides & Paula Lopes & Joachim Inkmann [Downloadable! (restricted)]
• dp592 Competition and Opportunistic Advice of Financial Analysts: Theory and Evidence
  by Enrico Sette [Downloadable! (restricted)]
• dp591 Evaluating hedge fund performance: a stochastic dominance approach
  by Sheng Li & Oliver Linton [Downloadable! (restricted)]
• dp590 (Corporate Governance Series 003) The Ownership of Ratings
  by Eloïc Peyrache & Lucia Quesada [Downloadable! (restricted)]
• dp589 Intergenerational Risksharing and Equilibrium Asset Prices
  by John Y. Campbell & Yves Nosbusch [Downloadable! (restricted)]
• dp588 Loan Maturity and renegotiation evidence from the lending practices of large and small banks
  by Ugo Albertazzi [Downloadable! (restricted)]
• dp587 Portfolio Choice Beyond the Traditional Approach
  by Francisco Penaranda [Downloadable! (restricted)]
• dp586 On the Impact of Fundamentals, Liquidity and Coordination on Market Stability
  by Francisco Penaranda & Jon Danielsson [Downloadable! (restricted)]
• dp583 Endogenous State Prices, Liquidity, Default, and the Yield Curve
  by Raphael Espinoza & Dimitrios Tsomocos & Charles Goodhart [Downloadable! (restricted)]
• dp580 Market Liquidity and Funding Liquidity
  by Lasse Heje Pederson & Markus K Brunnermeier [Downloadable! (restricted)]
• dp578 The Gambler's and Hot-Hand Fallacies:Theory and Applications
  by Matthew Rabin & Dimitri Vayanos [Downloadable! (restricted)]
• dp577 A Search-Based Theory of the On-the-Run Phenomenon
  by Pierre-Olivier Weill & Dimitri Vayanos [Downloadable! (restricted)]
• dp575 Security-Voting Structure and Bidder Screening
  by Samuel Lee & Christian At & Mike Burkart [Downloadable! (restricted)]

• dp585 Evolution of Decision and Control Rights in Venture Capital Contracts: An Empirical Analysis
  by Uwe Walz & Carsten Bienz [Downloadable! (restricted)]
• dp584 Regionality Revisited: An Examination of the Direction of Spread of Currency Crises
  by Anja Shortland & Roberto Leon-Gonzalez & Amil Dasgupta [Downloadable! (restricted)]
• dp582 (Corporate Governance Series No 002) The role of prestige and networks in outside director appointment
  by Thomas Kirchmaier [Downloadable! (restricted)]
• dp579 Money Illusion and Housing Frenzies
  by Markus K Brunnermeier & Christian Julliard [Downloadable! (restricted)]
• dp576 Financial structure, managerial compensation and monitoring
  by Sonja Daltung & Vittoria Cerasi [Downloadable! (restricted)]
• dp574 Corporate Governance and Regulation: Can There Be Too Much of a Good Thing?
  by Stijn Claessen & Valentina Bruno [Downloadable! (restricted)]
• dp573 Liquidity and Capital Structure
  by Andrew Carverhill & Ron Anderson [Downloadable! (restricted)]
• dp572 Recovery Rates, Default Probabilities and the Credit Cycle
  by Carlos González-Aguado & Max Bruche [Downloadable! (restricted)]
• dp571 Incentive Design under Loss Aversion
  by David De Meza & David C Webb [Downloadable! (restricted)]
• dp570 Speculative Attacks with Multiple Sources of Public Information
  by Frank Heinemann & Camille Cornand [Downloadable! (restricted)]
• dp569 Monetary Policy and its Informative Value
  by Camille Cornand & Romain Baeriswyl [Downloadable! (restricted)]
• dp568 Are there Monday effects in Stock Returns: A Stochastic Dominance Approach
  by Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton [Downloadable! (restricted)]
• dp567 (UBS Pensions Series 043) The Optimal Design of Funded Pensions
  by Luciano Greco [Downloadable! (restricted)]
• dp566 Choice of Corporate Risk Management Tools under Moral Hazard
  by Jan Bena [Downloadable! (restricted)]
• dp565 Consistent Measures of Risk
  by Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson [Downloadable! (restricted)]
• dp563 (UBS Pensions Series 041) The Economics of Pensions
  by Peter Diamond & Nicholas Barr [Downloadable! (restricted)]
• dp562 (UBS Pensions Series 040) Pensions: Overview of Issues
  by Nicholas Barr [Downloadable! (restricted)]
• dp561 Equilibrium Asset Pricing with Systemic Risk
  by Jean-Pierre Zigrand & Jon Danielsson [Downloadable! (restricted)]
• dp560 Hedge Funds and Financial Stability: Explaining the Debate at the Financial Stability Forum
  by Paola Robotti [Downloadable! (restricted)]
• dp559 The Dark Side of Good Corporate Governance:
  by Mariano Selvaggi & Thomas Kirchmaier [Downloadable! (restricted)]
• dp558 Conditional Probabilty of Default Methodolgy
  by Miguel Segoviano [Downloadable! (restricted)]
• dp557 Consistent Information Multivariate Density Optimizing Methodology
  by Miguel Segoviano [Downloadable! (restricted)]
• dp556 Rent Extraction by Large Shareholders: Evidence Using Dividend Policy in the Czech Republic
  by Jan Hanousek & Jan Bena [Downloadable! (restricted)]
• dp555 Imperfect Common Knowledge in First Generation Models of Currency Crises
  by Gara Minguez Afonso [Downloadable! (restricted)]
• dp554 Towards a Measure of Financial Fragility
  by Lea Zicchino & Dimitrios Tsomocos & Charles Goodhart & Oriol Aspachs Bracon [Downloadable! (restricted)]
• dp530 (UBS Pensions series 034) Long-Term Care Insurance, Annuities and Asymmetric Information: The Case for Bundling Contracts
  by David C Webb [Downloadable! (restricted)]

• dp581 (Corporate Governance Series No 001) Corporate Governance in the UK: is the Comply-or-Explain Approach Working?
  by Valentina Bruno & Sridhar Arcot [Downloadable! (restricted)]
• dp553 (UBS Pensions Series 039) Rare Events and Annuity Market Participation
  by Alex Michaelides & Paula Lopes [Downloadable! (restricted)]
• dp552 The Dynamics of Venture Capital Contracts
  by Julia Hirsch & Carsten Bienz [Downloadable! (restricted)]
• dp551 Comparing Downside Risk Measures for Heavy Tailed Distributions
  by Casper G. de Vries & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson [Downloadable! (restricted)]
• dp549 Subadditivity Re–Examined: the Case for Value-at-Risk
  by Casper G. de Vries & Gennady Samorodnitsky & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson [Downloadable! (restricted)]
• dp548 On Modelling Endogenous Default
  by Dimitrios Tsomocos & Lea Zicchino [Downloadable! (restricted)]
• dp547 The Interest Rate Conditioning Assumption
  by Charles Goodhart [Downloadable! (restricted)]
• dp546 An Essay on the Interactions between the Bank of England's Forecasts, The MPC's Policy Adjustments, and the Eventual Outcome
  by Charles Goodhart [Downloadable! (restricted)]
• dp545 ART versus reinsurance: the disciplining effect of information insensitivity
  by Silke Brandts [Downloadable! (restricted)]
• dp544 Minority Blocks And Takeover Premia
  by Fausto Panunzi & Denis Gromb & Mike Burkart [Downloadable! (restricted)]
• dp543 (UBS Pensions Series 038) Reforming Public Pensions in the US and the UK
  by Peter Diamond [Downloadable! (restricted)]
• dp538 (UBS Pensions Series 036) Dynamic portfolio and mortgage choice for homeowners
  by Otto van Hemert & Joost Driessen & Frank de Jong [Downloadable! (restricted)]
• dp537 (UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
  by Francisco Gomes & Alex Michaelides [Downloadable! (restricted)]
• dp536 Financial Tunnelling and the Revenge of the Insider System
  by Jeremy Grant & Thomas Kirchmaier [Downloadable! (restricted)]
• dp535 IMF concern for reputation and conditional lending failure: theory and empirics
  by Silvia Marchesi & Laura Sabani [Downloadable! (restricted)]
• dp533 Rational Trader Risk
  by Péter Kondor [Downloadable! (restricted)]
• dp532 The more we know, the less we agree: public announcements and higher-order expectations
  by Péter Kondor [Downloadable! (restricted)]
• dp531 Spot Market Power and Future Market Trading
  by Stephen Shore & Alexander Muermann [Downloadable! (restricted)]
• dp529 A Model of Corporate Liquidity
  by Andrew Carverhill & Ron Anderson [Downloadable! (restricted)]
• dp528 (UBS Pensions Series 033) Can the retirement-consumption puzzle be resolved? Evidence from the British Household Panel Survey
  by Sarah Smith [Downloadable! (restricted)]
• dp527 (UBS Pensions Series 032) Pension Plan Funding, Risk Sharing and Technology Choice
  by David C Webb [Downloadable! (restricted)]

• dp526 (UBS Pensions Series 031) Immigration or bust? Options for securing the future viability of the UK state pension system
  by Les Mayhew [Downloadable! (restricted)]
• dp525 (UBS Pensions Series 030) Credible Pensions
  by Andrea Prat [Downloadable! (restricted)]
• dp523 (UBS Pensions series 29) Barriers to pension scheme participation in small and medium sized enterprises
  by Debbie Harrison & Alistair Byrne [Downloadable! (restricted)]
• dp522 (IAM Series No 005) Are “Market Neutral” Hedge Funds Really Market Neutral?
  by Andrew Patton [Downloadable! (restricted)]
• dp521 Conglomerate Entrenchment under Optimal Financial Contracting
  by Roman Inderst [Downloadable! (restricted)]
• dp520 Strategic Financial Innovation in Segmented Markets
  by Jean-Pierre Zigrand & Rohit Rahi [Downloadable! (restricted)]
• dp519 (UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts
  by Francisco Gomes & Alex Michaelides & Valery Polkovnichenko [Downloadable! (restricted)]
• dp518 (IAM Series No 004) Highwaymen or Heroes: Should Hedge Funds be Regulated?
  by Jean-Pierre Zigrand & Ashley Taylor & Jon Danielsson [Downloadable! (restricted)]
• dp516 A GARCH Model of the Implied Volatility of the Swiss Market Index from Options Prices
  by Michael Sabbatini & Oliver Linton [Downloadable! (restricted)]
• dp515 Yield Curve Estimation by Kernel Smoothing
  by C Taanggard & J Nielsen & Enno Mammen & Oliver Linton [Downloadable! (restricted)]
• dp514 The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model
  by Benoit Perron & Oliver Linton [Downloadable! (restricted)]
• dp513 Flexible Term Structure Estimation: Which Method is Preferable?
  by Thong Nguyen & Andrew Jeffrey & Oliver Linton [Downloadable! (restricted)]
• dp512 Estimation of Linear Regression Models by a Spread-Tolerant Estimator
  by Oliver Linton [Downloadable! (restricted)]
• dp511 Estimating Semiparametric ARCH Models by Kernel Smoothing Methods
  by Enno Mammen & Oliver Linton [Downloadable! (restricted)]
• dp509 A Local Instrumental Variable Estimation Method For Generalized Additive Volatility Models
  by Woocheol Kim & Oliver Linton [Downloadable! (restricted)]
• dp508 Consistent Testing for Stochastic Dominance: A Subsampling Approach
  by Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton [Downloadable! (restricted)]
• dp506 Opening and Closing the Market: Evidence from the London Stock Exchange
  by Hyun Song Shin & Ian Tonks & Andrew Ellul [Downloadable! (restricted)]
• dp505 (UBS Pensions series 26) Defined Benefit or Defined Contribution? An Empirical Study of Pension Choices
  by Joao F. Cocco & Paula Lopes [Downloadable! (restricted)]
• dp503 Eurobond Underwriter Spreads
  by Neil Esho & Ian Sharpe [Downloadable! (restricted)]
• dp502 Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations
  by Enrique Sentana [Downloadable! (restricted)]
• dp501 A Semiparametric Single-Factor Model of the Term Structure
  by Dennis Kristensen [Downloadable! (restricted)]
• dp500 Estimation in Two Classes of Semiparametric Diffusion Models
  by Dennis Kristensen [Downloadable! (restricted)]
• dp498 (UBS Pensions series 25) The Wrong Kind of Transparency
  by Andrea Prat [Downloadable! (restricted)]
• dp497 Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach
  by Enrique Sentana & Francisco Penaranda [Downloadable! (restricted)]
• dp494 Career Concerns in Financial Markets
  by Andrea Prat & Amil Dasgupta [Downloadable! (restricted)]
• dp493 Real Effects of Regional House Prices: Dynamic Panel Estimation with Heterogeneity
  by Sonia Munoz [Downloadable! (restricted)]
• dp491 (UBS Pensions series 24) A Human Capital Explanation for an Asset Allocation Puzzle
  by Alex Michaelides & Francisco Gomes [Downloadable! (restricted)]
• dp490 Multiple-bank lending: diversification and free-riding in monitoring
  by Sonja Daltung & Vittoria Cerasi & Elena Carletti [Downloadable! (restricted)]
• dp489 General Properties of Rational Stock-Market Fluctuations
  by Antonio Mele [Downloadable! (restricted)]
• dp488 A Theory of Sovereign Debt Roll-over Crisis
  by Masazumi Hattori [Downloadable! (restricted)]
• dp487 (UBS Pensions series 23) Sponsoring Company Finance and Investment and Defined Benefit Pension Scheme Deficits
  by David C Webb [Downloadable! (restricted)]
• dp486 (UBS Pensions series 22) Performance of Personal Pension Schemes in the UK
  by Alan Gregory & Ian Tonks [Downloadable! (restricted)]
• dp485 (UBS Pensions series 21) Stopping short? Evidence on contributions to long-term savings from aggregate and micro data
  by Sarah Smith [Downloadable! (restricted)]
• dp483 (IAM Series No 003) Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates
  by Yanqin Fan & Xiaohong Chen & Andrew Patton [Downloadable! (restricted)]
• dp481 IPO Underpricing During the Boom: A Block-Booking Explanation
  by Kevin James [Downloadable! (restricted)]
• dp480 Block-Booking and IPO Share Allocation: The Importance of Being Ignorant
  by Céline Gondat-Larralde & Kevin James [Downloadable! (restricted)]
• dp479 Continous Time Optimal Stochastic Growth: Local martingales, Transversality and Existence
  by Lucien Foldes [Downloadable! (restricted)]
• dp478 Principal Agent Problems Under Loss Aversion: An Application to Executive Stock Options
  by David De Meza & David C Webb [Downloadable! (restricted)]
• dp477 (IAM Series No 002) An Intro to Hedge Funds
  by Mason Woo & Gregory Connor [Downloadable! (restricted)]
• dp476 Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns
  by Antonio Mele & Filippo Altissimo [Downloadable! (restricted)]

• dp475 Macroeconomic news, order flows and exchange rates
  by Richard Payne [Downloadable! (restricted)]
• dp474 (UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
  by Francisco Gomes & Alex Michaelides [Downloadable! (restricted)]
• dp473 (UBS Pensions series 19) Are Annuities Value for Money? Who Can Afford Them?
  by Paula Lopes [Downloadable! (restricted)]
• dp472 Credibility and Cheap Talk of Securities Analysts:Theory and Evidence
  by Jordi Blanes [Downloadable! (restricted)]
• dp471 A Comprehensive Test of Order Choice Theory:Recent Evidence from the NYSE
  by Andrew Ellul [Downloadable! (restricted)]
• dp470 Credit Card Debt and Default over the Life-Cycle
  by Paula Lopes [Downloadable! (restricted)]
• dp469 (UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems
  by Alex Michaelides & Francisco Gomes [Downloadable! (restricted)]
• dp468 (UBS Pensions series 17) Long-Term Value at Risk
  by Andrew Cairns & Kevin Dowd [Downloadable! (restricted)]
• dp464 Procyclicality and the new Basel Accord–banks’ choice of loan rating system
  by Dimitrios Tsomocos & Eva Catarineu-Rabell & Patricia Jackson [Downloadable! (restricted)]
• dp462 Management Behaviour and Market Response
  by Josef Schuster & Jinhui Luo [Downloadable! (restricted)]
• dp460 The Cross-Section of European IPO Returns
  by Josef Schuster [Downloadable! (restricted)]
• dp459 The Near Impossibility of Credit Rationing
  by David De Meza & David C Webb [Downloadable! (restricted)]
• dp458 Evaluation of Joint Density Forecasts of Stock and Bond Returns: Predictability and Parameter Uncertainty
  by Francisco Penaranda [Downloadable! (restricted)]
• dp456 Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis
  by Burak Saltoglu & Jon Danielsson [Downloadable! (restricted)]
• dp455 Common factors in conditional distributions for Bivariate time series
  by Timo Terasvirta & Clive W.J Granger & Andrew Patton [Downloadable! (restricted)]
• dp454 (UBS Pensions series 12) Pension Fund Governance and the Choice Between Defined Benefit and Defined Contribution Plans
  by Andrea Prat [Downloadable! (restricted)]
• dp453 Likelihood-based estimation of latent generalised ARCH structures
  by Neil Shephard & Gabriele Fiorentini & Enrique Sentana [Downloadable! (restricted)]
• dp451 The Role of Money in The Transmission Mechanism of Monetary Policy: Evidence from Thailand
  by Pojanart Sunirand [Downloadable! (restricted)]
• dp450 Equilibrium analysis, banking, contagion and financial fragility
  by Dimitrios Tsomocos [Downloadable! (restricted)]
• dp449 Tranching
  by Guillaume Plantin [Downloadable! (restricted)]
• dp448 Self-Fulfilling Liquidity
  by Guillaume Plantin [Downloadable! (restricted)]
• dp447 Does Reinsurance Need Reinsurers?
  by Guillaume Plantin [Downloadable! (restricted)]
• dp444 (UBS Pensions series 8) UK Annuity Rates and Pension Replacement Ratios 1957 - 2002
  by Ian Tonks [Downloadable! (restricted)]
• dp441 Predatory Trading
  by Markus K Brunnermeier & Lasse Heje Pederson [Downloadable! (restricted)]
• dp440 Financing Constraints, Irreversibility, and Investment Dynamics
  by Andrea Caggese [Downloadable! (restricted)]
• dp439 On time-scaling of risk and the square–root–of–time rule
  by Jean-Pierre Zigrand & Jon Danielsson [Downloadable! (restricted)]
• dp437 Basel II and Developing Countries: Diversification and Portfolio Effects
  by Stephany Griffith-Jones & Stephen Spratt [Downloadable! (restricted)]

• dp467 Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets
  by Richard Payne & Charles Goodhart & Dagfinn Rime [Downloadable! (restricted)]
• dp436 Financial Contagion through Capital Connections: A Model of the Origin and Spread of Bank Panics
  by Amil Dasgupta [Downloadable! (restricted)]
• dp435 Coordination, Learning, and Delay
  by Amil Dasgupta [Downloadable! (restricted)]
• dp434 Optimal Expectations
  by Jonathan Parker & Markus K Brunnermeier [Downloadable! (restricted)]
• dp433 The Role of Bank Capital and The Transmission Mechanism of Monetary Policy
  by Pojanart Sunirand [Downloadable! (restricted)]
• dp432 Homeownership: Low household mobility, volatile housing prices, high income dispersion
  by Sven Rady [Downloadable! (restricted)]
• dp431 (IAM Series No 001) On the Out-Of-Sample Importance of Skewness and Asymetric Dependence for Asset Allocation
  by Andrew Patton [Downloadable! (restricted)]
• dp430 Revisited Multi-moment Approximate Option
  by Bogdan Negrea & Bertrand Maillet & Emmanuel Jurczenko [Downloadable! (restricted)]
• dp428 Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy
  by Philip Lowe [Downloadable! (restricted)]
• dp427 Dealer liquidity in an auction market: evidence fom the London Stock Exchange
  by Richard Payne & Sylvain Friederich [Downloadable! (restricted)]
• dp426 (UBS Pensions Series 4) Returns from Active Management in International Equity Markets; Evidence from a Panel of UK Pension Funds
  by Allan Timmermann [Downloadable! (restricted)]
• dp425 (UBS Pensions Series 3) Performance Clustering and Incentives in the UK Pension Fund Industry
  by Bruce N. Lehmann & Allan Timmermann [Downloadable! (restricted)]
• dp424 (UBS Pensions Series 2) International Asset Allocation with Time-Varying Investment Opportunities
  by Allan Timmermann [Downloadable! (restricted)]
• dp423 (UBS Pensions Series 1) Performance Persistence of Pension Fund Managers
  by Ian Tonks [Downloadable! (restricted)]
• dp422 Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation
  by Andreas Jobst [Downloadable! (restricted)]
• dp421 In-Kind Finance
  by Tore Ellingsen & Mike Burkart [Downloadable! (restricted)]
• dp419 Skewness and Kurtosis Implied by Option Prices: A Second Comment
  by Bogdan Negrea & Bertrand Maillet & Emmanuel Jurczenko [Downloadable! (restricted)]
• dp418 You Might as Well be Hung for a Sheep as a Lamb: The Loss Function of an Agent
  by Charles Goodhart & Margaret Bray [Downloadable! (restricted)]
• dp417 How Deep was the September 2001 Stock Market Crisis? Putting Recent Events on the American and French Markets into Perspective with an Index of Market Shocks
  by Thierry Michel & Bertrand Maillet [Downloadable! (restricted)]
• dp416 Speculative Attacks and Financial Architecture: Experimental Analysis of Coordination Games with Public and Private Information
  by Peter Ockenfels & Rosemarie Nagel & Frank Heinemann [Downloadable! (restricted)]
• dp415 Hedging Housing Risk in London
  by Matteo Iacoviello [Downloadable! (restricted)]
• dp414 Rational Asset Pricing Implications from Realistic Trading Frictions
  by Jean-Pierre Zigrand [Downloadable! (restricted)]
• dp413 Divdends and Equity Prices: The Variance Trade Off
  by Margaret Bray & Giovanni Marseguerra [Downloadable! (restricted)]
• dp412 Market Timing and Return Prediction under Model Instability
  by Allan Timmermann & M. Hashem Pesaran [Downloadable! (restricted)]
• dp411 Venture Capital Contracts and Market Structure
  by Holger M Muller & Roman Inderst [Downloadable! (restricted)]
• dp409 Platform Competition in Two Sided Markets
  by Jean-Charles Rochet & Jean Triole [Downloadable! (restricted)]
• dp408 Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?
  by Jean-Charles Rochet & Xavier Vives [Downloadable! (restricted)]
• dp407 Consistent Testing for Stochastic Dominance: A Subsampling Approach
  by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang [Downloadable! (restricted)]
• dp406 Family Firms
  by Andrei Shleifer & Fausto Panunzi & Mike Burkart [Downloadable! (restricted)]
• dp405 Mommentum in the UK Stock Market
  by Ian Tonks & Mark T Hon [Downloadable! (restricted)]
• dp404 Daily Closing Inside Spreads and Trading Volumes around Earnings Announcements
  by Ian Tonks & Daniella Acker & Matthew Stalker [Downloadable! (restricted)]
• dp403 Diversification and Delegation in Firms
  by Sonja Daltung & Vittoria Cerasi [Downloadable! (restricted)]
• dp402 Asymmetric Information, Heterogeneity in Risk Perceptions and Insurance: An Explanation to a Puzzle
  by Kostas Koufopoulos [Downloadable! (restricted)]
• dp401 Bubbles and Crashes
  by Markus K Brunnermeier [Downloadable! (restricted)]
• dp400 Pricing Catastrophe Insurance Derivatives
  by Alexander Muermann [Downloadable! (restricted)]

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This page was last updated on 2009-11-16.