IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Publications

by members of

Finance Research Centre
Oxford University
Oxford, United Kingdom

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2008

  1. Clive G. Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," Economics Papers 2008-W05, Economics Group, Nuffield College, University of Oxford.
  2. Clive G. Bowsher & Roland Meeks, 2008. "Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves," Working Papers 0811, Federal Reserve Bank of Dallas.
  3. Jeremy Large & Thomas Norman, 2008. "Ergodic Equilibria in Stochastic Sequential Games," Economics Series Working Papers 405, University of Oxford, Department of Economics.

2007

  1. Jeremy Large, 2007. "Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment," Economics Series Working Papers 340, University of Oxford, Department of Economics.

2006

  1. Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Papers 2006-W12, Economics Group, Nuffield College, University of Oxford.
  2. Jeremy Large, 2006. "A Market-Clearing Role for Inefficiency on a Limit Order Book," Economics Papers 2006-W08, Economics Group, Nuffield College, University of Oxford.

2005

  1. Xavier Freixas & Gyöngyi Lóránth & Alan D. Morrison, 2005. "Regulating Financial Conglomerates," OFRC Working Papers Series 2005fe03, Oxford Financial Research Centre.
  2. Xavier Freixas & Sjaak Hurkens & Alan D. Morrison & Nir Vulkan, 2005. "Interbank Competition with Costly Screening," OFRC Working Papers Series 2005fe02, Oxford Financial Research Centre.
  3. Jeremy Large, 2005. "Estimating quadratic variation when quoted prices jump by a constant increment," Economics Papers 2005-W05, Economics Group, Nuffield College, University of Oxford.

2004

  1. Alan D. Morrison, 2004. "Life Insurance: Regulation as Contract Enforcement," OFRC Working Papers Series 2004fe09, Oxford Financial Research Centre.
  2. Alan D. Morrison & Lucy White, 2004. "Financial Liberalisation and Capital Regulation in Open Economies," OFRC Working Papers Series 2004fe10, Oxford Financial Research Centre.
  3. Alan D. Morrison & Lucy White, 2004. "Is Deposit Insurance a Good Thing, and If So, Who Should Pay for It?," OFRC Working Papers Series 2004fe08, Oxford Financial Research Centre.
  4. Alan D. Morrison & William J. Wilhelm, 2004. "The Demise of Investment-Banking Partnerships: Theory and Evidence," OFRC Working Papers Series 2004fe14, Oxford Financial Research Centre.
  5. Clive G. Bowsher, 2004. "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," Economics Papers 2004-W21, Economics Group, Nuffield College, University of Oxford.
  6. Jeremy Large, 2004. "Cancellation and Uncertainty Aversion on Limit Order Books," Economics Papers 2004-W05, Economics Group, Nuffield College, University of Oxford.

2003

  1. Alan Morrison & William J. Wilhelm, Jr., 2003. "Partnership Firms, Reputation and Human Capital," OFRC Working Papers Series 2003fe02, Oxford Financial Research Centre.
  2. William J. Wilhelm & Alan Morrison & Tim Jenkinson, 2003. "Why are European IPOs so rarely priced outside the indicative price range?," OFRC Working Papers Series 2003fe05, Oxford Financial Research Centre.
  3. Alan Morrison & Nir Vulkan, 2003. "Making Money out of Publicly Available Information," OFRC Working Papers Series 2003fe07, Oxford Financial Research Centre.
  4. Gyongyi Loranth & Alan Morrison, 2003. "Multinational Bank Capital Regulation with Deposit Insurance and Diversification Effects," OFRC Working Papers Series 2003fe11, Oxford Financial Research Centre.
  5. Lóránth, Gyöngyi & Morrison, Alan, 2003. "Multinational Bank Regulation with Deposit Insurance and Diversification Effects," CEPR Discussion Papers 4148, C.E.P.R. Discussion Papers.

2002

  1. Lucy White & Alan D. Morrison, 2002. "Crises and Capital Requirements in Banking," OFRC Working Papers Series 2002fe05, Oxford Financial Research Centre.
  2. Alan D. Morrison, 2002. "The Economics of Capital Regulation in Financial Conglomerates," OFRC Working Papers Series 2002fe08, Oxford Financial Research Centre.
  3. Clive Bowsher, 2002. "Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models," Economics Papers 2002-W22, Economics Group, Nuffield College, University of Oxford.

2001

  1. Lucy White & Alan Morrison, 2001. "The Role of Capital Adequacy Requirements in Sound Banking Systems," OFRC Working Papers Series 2001fe04, Oxford Financial Research Centre.
  2. Steve Bond & Clive Bowsher & Frank Windmeijer, 2001. "Criterion-based inference for GMM in autoregressive panel-data models," IFS Working Papers W01/02, Institute for Fiscal Studies.

2000

  1. Alan D. Morrison, 2000. "Regulator Reputation and Optimal Banking Competition Policy," OFRC Working Papers Series 2000fe07, Oxford Financial Research Centre.
  2. Alan D. Morrison, 2000. "Risk Averse Banks and Uncertain Correlation Values: A Theory of Rational Bank Panics," OFRC Working Papers Series 2000fe08, Oxford Financial Research Centre.
  3. Alan Morrison, 2000. "Credit Derivatives, Disintermediation and Investment Decisions," OFRC Working Papers Series 2001fe01, Oxford Financial Research Centre.

Journal articles

2011

  1. Large, Jeremy, 2011. "Estimating quadratic variation when quoted prices change by a constant increment," Journal of Econometrics, Elsevier, vol. 160(1), pages 2-11, January.

2009

  1. Large, Jeremy, 2009. "A market-clearing role for inefficiency on a limit order book," Journal of Financial Economics, Elsevier, vol. 91(1), pages 102-117, January.

2008

  1. Bowsher, Clive G. & Meeks, Roland, 2008. "The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1419-1437.
  2. Peter Hansen & Jeremy Large & Asger Lunde, 2008. "Moving Average-Based Estimators of Integrated Variance," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 79-111.

2007

  1. Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
  2. Large, Jeremy, 2007. "Measuring the resiliency of an electronic limit order book," Journal of Financial Markets, Elsevier, vol. 10(1), pages 1-25, February.

2004

  1. Alan D. Morrison, 2004. "Life Insurance: Regulation As Contract Enforcement," Economic Affairs, Wiley Blackwell, vol. 24(4), pages 47-52, December.
  2. Alan D. Morrison, 2004. "Banking Licences, Bailouts And Regulator Ability," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(4), pages 559-579, 09.

2003

  1. Alan D. Morrison, 2003. "The Economics of Capital Regulation in Financial Conglomerates," The Geneva Papers on Risk and Insurance, The International Association for the Study of Insurance Economics, vol. 28(3), pages 521-533, 07.

2002

  1. Bowsher, Clive G., 2002. "On testing overidentifying restrictions in dynamic panel data models," Economics Letters, Elsevier, vol. 77(2), pages 211-220, October.

2001

  1. Bond, Stephen & Bowsher, Clive & Windmeijer, Frank, 2001. "Criterion-based inference for GMM in autoregressive panel data models," Economics Letters, Elsevier, vol. 73(3), pages 379-388, December.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.