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Content
2009
2008
- 2008--FE-31 Modelling and measuring volatility
by Neil Shephard & Ole E. Barndorff-Nielsen
- 2008fe28 Liquidity and Asset Prices
by Raphael A. Espinoza & Dimitrios P. Tsomocos
- 2008fe27 Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework
by Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos
- 2008fe26 The Optimal Monetary Instrument for Prudential Purposes
by C.A.E. Goodhard & P. Sunirand & D.P. Tsomocos
- 2008fe25 An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models
by Silja Kinnebrock & Mark Podolskij
- 2008fe22 Evaluating Volatility and Correlation Forecasts
by Kevin Sheppard & Andrew J. Patton
- 2008fe21 Copula-Based Models for Financial Time Series
by Andrew J. Patton
- 2008fe20 Leverage and Pricing in Buyouts: An Empirical Analysis
by Ulf Axelson & Tim Jenkinson & Per Stromberg
- 2008fe19 Public or private equity? How accelerated IPOs can increase competition in offerings
by Tim Jenkinson
- 2008fe18 Do Investors Value High Levels of Regulation?
by Tim Jenkinson & Tarun Ramadorai
- 2008fe17 The development and performance of European private equity
by Tim Jenkinson
- 2008fe16 Conformism, Public News and Market Efficiency
by Gabriel Desgranges & Celine Rochon
- 2008fe15 Board structures around the world: An experimental investigation
by Ann B. Gillette & Thomas H. Noe & Michael J. Rebello
- 2008fe14 Stock Market Liquidity and Firm Performance: Wall Street Rule or Wall Street Rules?
by Vivian W. Fang & Thomas H. Noe & Sheri Tice
- 2008fe13 Tunnel-proofing the executive suite: temptation, and the design of executive compensation
by Thomas H. Noe
- 2008fe12 Product market efficiency: The bright side of myopic, uninformed, and passive external finance
by Thomas H. Noe & Michael J. Rebello & Thomas A. Rietz
- 2008fe11 Buying up the block: An experimental investigation of capturing economic rents through sequential negotiations
by Gautam Goswami & Thomas H. Noe & Jun Wangor
- 2008fe10 Good IPOs draw in bad: Inelastic banking capacity and hot markets
by Naveen Khanna & Thomas H. Noe & Ramana Sonti
- 2008fe09 Activists, raiders, and directors: Opportunism and the balance of corporate power
by Thomas H. Noe & Michael J. Rebello & Ramana Sonti
- 2008fe08 Hype and Dump Manipulation
by Nevzat Eren & Han N. Ozsoylev
- 2008fe07 Returns to Shareholder Activism Evidence from a Clinical Study of the Hermes U.K. Focus Fund
by Colin Mayer & Marco Becht
- 2008fe06 How Do Firms Finance Large Cash Flow Requirements?
by Colin Mayer & CZhangkai Huang
- 2008fe05 Multinational Ownership and Subsidiary Investment
by Colin Mayer & Wendy Carlin
- 2008fe04 Where Do Firms Incorporate? Deregulation and the Cost of Entry
by Colin Mayer & Marco Becht
- 2008fe03 Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses
by Andrew Feltenstein & Celine Rochon
- 2008fe02 Natural rate of unemployment and efficiency: A dynamic analysis with flexible prices and increasing returns
by Gael Giraud & Celine Rochon
- 418 How Productive is Chinese Labour? The Contributions of Labour Market Reforms, Competition and Globalisation
by Linda Yueh
- 417 Is the WTO's Article XXIV Bad?
by David Vines & Monika Mrazova
- 416 Innovation and the Survival of New Firms Across British Regions
by Christian Helmers & Mark Rogers
- 415 Why has China Grown so Fast? The Role of Structural Change
by John Knight & Sai Ding
- 414 Why has China Grown So Fast? The Role of Physical and Human Capital Formation
by Sai Ding & John Knight
- 412 Evading the 'Taint of Usury' Complex Contracts and Segmented Capital Markets
by Mark Koyama
- 411 On the Sources and Value of Information: Public Announcements and Macroeconomic Performance
by David P. Myatt & Chris Wallace
- 410 When does third-degree price discrimination reduce social welfare, and when does it raise it?
by Simon GB Cowan & Simon Cowan
- 409 The Long-Run Determinants of UK Wages, 1860-2004
by Jennifer Castle & David Hendry
- 408 Forecasting with Equilibrium-correction Models during Structural Breaks
by Jennifer Castle & David Hendry & Nicholas W.P. Fawcett
- 407 Model Selection when there are Multiple Breaks
by Jennifer Castle & David Hendry & Jurgen A. Doornik
- 406 New methods for forecasting inflation and its sub-components: application to the USA
by Janine Aron & John Muellbauer
- 405 Ergodic Equilibria in Stochastic Sequential Games
by Jeremy Large & Thomas Norman
- 404 Cost pass-through under delegation
by Robert A. Ritz
- 403 Fitting vast dimensional time-varying covariance models
by Neil Shephard & Kevin Sheppard & Robert F. Engle
- 402 Why Doesn't Labor Flow from Poor to Rich Countries? Micro Evidence from the European Integration Experience
by Catia Batista
- 401 Ordered Search and Equilibrium Obfuscation
by Chris M. Wilson
- 400 Risk, inequality and time in the welfare economics of climate change: is the workhorse model underspecified?
by Cameron Hepburn & Hakon Sælen & Giles Atkinson & Simon Dietz
- 399 The historical place of the 'Friedman-Phelps' expectations critique
by James Forder
- 398 Friedman's Nobel Lecture reconsidered
by James Forder
- 397 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
by Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen
- 396 Parameter estimation in nonlinear AR-GARCH models
by Mika Meitz & Pentti Saikkonen
- 395 Globalization, 1870-1914
by Matthias Morys & Guillaume Daudin & Kevin H. O'Rourke
- 394 Cooperation in Multiple Spheres of Interaction
by Heinrich Harald Nax
- 393 Intrahousehold Allocation of Education Expenditure and Returns to Education: The Case of Sri Lanka
by Rozana Himaz
- 392 Contractual Institutions, Financial Development and Vertical Integration: Theory and Evidence
by Rocco Macchiavello
- 391 Employment effects of welfare reforms - Evidence from a dynamic structural life-cycle model
by Victoria Prowse & Peter Haan & Arne Uhlendorff
- 390 Pandering Judges
by Margaret Stevens & Jordi Blanes i Vidal
- 389 Stochastic Volatility: Origins and Overview
by Neil Shephard & Torben G. Andersen
- 388 Bargaining Between Retailers and their Suppliers
by Howard Smith & John Thanassoulis
- 387 Implications of Endogenous Group Formation for Efficient Risk-Sharing
by Tessa Bold
- 386 What rules in the 'deep' determinants of comparative development?
by Alvar Kangur
- 385 Efficiency Gain from Ownership Deregulation: Estimates for the Radio Industry
by Howard Smith & Catherine O'Gorman
- 382 Measuring downside risk - realised semivariance
by Neil Shephard & Silja Kinnebrock & Ole E. Barndorff-Neilsen
- 381 Aspirations, Adaptation and Subjective Well-Being of Rural-Urban Migrants in China
by John Knight & Ramani Gunatilaka
- 380 Can the Augmented Solow Model Explain China's Economic Growth? A Cross-Country Panel Data Analysis
by John Knight & Sai Ding
- 379 Prominence and Consumer Search
by Mark Armstrong & John Vickers & Jidong Zhou
- 4 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
by Neil Shephard & Thomas Flury
2007
- 2007-FE-05 Generalised Business Mechanics
by Peter Johnson
- 2007-FE-04 Analysis of Financial Stability
by Dimitrios P Tsomocos & C.A.E. Goodhart
- 2007-FE-03 A Note on the Central Limit Theorem for Bipower Variation of General Functions
by Silja Kinnebrock & Mark Podolskij & Ruhr-Universitat Bochum
- 2007-FE-02 Feasible inference for realised variance in the presence of jumps
by Almut Elisabeth Dorothea Veraart
- 2007-FE-01 Endogenous State Prices, Liquidity, Default, and the Yield Curve
by Raphael A. Espinoza & Dimitrios P Tsomocos & A.E. Goodhart
- 377 Financial Dependence and Firm Survival in Interwar Britain
by David Chambers
- 376 Some Economics of Abuse of Dominance
by John Vickers
- 375 The Industrial Revolution in Miniature: The Spinning Jenny in Britain, France, and India
by Robert Allen & Robert C. Allen
- 374 A Note on Leisure Inequality in the US: 1965-2003
by Almudena Sevilla Sanz & Jose Ignacio GImenez Nadal
- 373 Vertical Integration, Missing Middle and Investor Protection in Developing Countries
by Rocco Macchiavello
- 372 A Swing-State Theory of Trade Protection in the Electoral College
by Dimitra Petropoulou & Mirabelle Muuls
- 371 Competing for Contacts: Network Competition, Trade Intermediation and Fragmented Duopoly
by Dimitra Petropoulou
- 370 Information Costs, Networks and Intermediation in International Trade
by Dimitra Petropoulou
- 369 Competition in Bureaucracy and Corruption
by Mikhail Drugov
- 368 Innovation in Business Groups
by Sharon Belenzon & Tomer Berkovitz
- 367 Information and Human Capital Management
by Ian Jewitt & Clare Leaver & Heski Bar-Isaac
- 366 Redistributive Taxation and Public Expenditures
by Sanghamitra Bandyopadhyay & Joan Esteban
- 365 Competition for Scarce Resources
by Volker Nocke & Peter Eso & Lucy White
- 364 The welfare effects of third-degree price discrimination with non-linear demand functions
by Simon Cowan
- 363 How Prosperous were the Romans? Evidence from Diocletian`s Price Edict (301 AD)
by Robert Allen & Robert C. Allen
- 362 Unemployment, Participation and Market Size
by Godfrey Keller & Kevin Roberts & Margaret Stevens
- 361 Family Networks and Orphan Caretaking in Tanzania
by Christopher Ksoll
- 359 Moving Down: Women`s Part-time Work and Occupational Change in Britain 1991-2001
by Mary Gregory & Sara Connolly
- 358 Part-time Employment Can Be a Life-time Setback for Earnings: A Study of British Women 1975-2001
by Mary Gregory & Sara Connolly
- 357 Heckscher-Ohlin Specialization and the Marginal Product of Capital, 1976-2000
by Catia Batista & Jacques Potin
- 356 Stages of diversification and specialization in an Heckscher-Ohlin world, 1976-2000
by Catia Batista & Jacques Potin
- 355 Output and Welfare Effects in the Classic Monopoly Price Discrimination Problem
by John Vickers & Simon Cowan
- 354 Behaviour in Networks of Collaborators: Theory and Evidence from the English Judiciary
by Clare Leaver & Jordi Blances i Vidal
- 353 Adjustment under the Classical Gold Standard (1870s-1914): How Costly did the External Constraint Come to the European periphery?
by Matthias Morys
- 352 Vertical Product Differentiation, Minimum Quality Standards and International Trade
by Dimitra Petropoulou
- 351 Migration, Remittances and Public Transfers: Evidence from South Africa
by Alex Sienaert
- 350 The evolution of markets in early modern Europe, 1350-1800: A study of grain prices
by Victoria N. Bateman
- 349 What`s the Matter with Tie-breaking? Improving Efficiency in School Choice
by Aytek Erdil & Haluk Ergin
- 348 A New Mixing Condition
by Brendan K. Beare
- 347 A Model of Delegated Project Choice With Application to Merger Policy
by John Vickers & Mark Armstrong
- 346 Multilateral Subsidy Games
by Peter Neary & Dermot Leahy
- 345 Exploiting Sequential Learning to Estimate Establishment-Level Productivity Dynamics and Decision Rules
by David Greenstreet
- 344 Bureaucratic Minimal Squawk Behavior: Theory and Evidence from Regulatory Agencies
by Clare Leaver
- 343 Brain Drain or Brain Gain?Micro Evidence from an African Success Story
by Catia Batista & Pedro C. Vicente & Aitor Lacuesta
- 342 Joining the EU: Capital Flows, Migration and Wages
by Catia Batista
- 341 Estimating Discount Functions with Consumption Choices over the Lifecycle
by Jeremy Tobacman & David Laibson & Andrea Repetto
- 340 Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment
by Jeremy Large
- 339 Substitute Valuations, Auctions, and Equilibrium with Discrete Goods
by Bruno Strulovici & Paul Milgrom
- 338 Market Integration in the Golden Periphery,The Lisbon/London Exchange, 1854-1891
by Rui Esteves & Jaime Reis & Fabiano Ferramosca
- 337 Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity
by Victoria Prowse
- 336 Delegation and Commitment in Durable Goods Monopolies
by Tarek Coury & Vladimir P. Petkov
- 335 The employment effects of mergers in a declining industry: the case of South African gold mining
by Alberto Behar & James Hodge
- 334 Subjective Well-being and its Determinants in Rural China
by John Knight & Lina Song & Ramani Gunatilaka
- 333 Household Division of Labor, Partnerships and Children: Evidence from Europe
by Almudena Sevilla-Sanz & Jose Ignacio Gimenez & Jose Alberto Molina
- 332 Public Sector Motivation and Development Failures
by Rocco Macchiavello
- 331 Does Housework Lower Wages and Why? Evidence for Britain
by Almudena Sevilla-Sanz & Mark L. Bryan
- 330 James Meade
by David Vines
- 329 Too Many Bargainers Spoil The Broth: The Impact of Bargaining on Markets with Price Takers
by David Gill & John Thanassoulis
- 328 Stability of nonlinear AR-GARCH models
by Mika Meitz & Pentti Saikkonen & University of Helsinki
- 327 Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
by Mika Meitz & Pentti Saikkonen & University of Helsinki
- 326 A Low-Dimension Collinearity-Robust Test for Non-linearity
by Jennifer L. Castle & David F. Hendry
- 325 Division of Household Labor and Cross-Country Differences in Household Formation Rates
by Almudena Sevilla-Sanz
- 324 China`s Entrepreneurs
by Linda Yueh
- 323 Quis custodiet quem? Sovereign Debt and Bondholders` Protection Before 1914
by Rui Pedro Esteves
- 322 Great Expectations? The Subjective Well-Being of Rural-Urban Migrants in China
by John Knight & Ramani Gunatilaka
- 321 Inefficiencies on Linking Decisions
by Rafael Hortala-Vallve
- 320 Qualitative Voting
by Rafael Hortala-Vallve
- 319 The Value of Intellectual Property Rights to Firms
by Christine Greenhalgh & Mark Rogers
- 318 Is Vote Buying Effective? Evidence from a Randomized Experiment in West Africa
by Pedro C. Vicente
- 317 Does Oil Corrupt? Evidence from a Natural Experiment in West Africa
by Pedro C. Vicente
- 316 Wages, Prices, and Living Standards in China, Japan, and Europe, 1738-1925
by Robert Allen & Robert C. Allen
- 315 Engel`s Pause: A Pessimist`s Guide to the British Industrial Revolution
by Robert Allen & Robert C. Allen
- 314 Pessimism Preserved: Real Wages in the British Industrial Revolution
by Robert Allen & Robert C. Allen
- 313 Modelling Vulnerability in the UK
by Sanghamitra Bandyopadhyay & Frank Cowell
- 312 Structural Change under New Labour
by Andrew Glyn & Ken Coutts & Bob Rowthorn
- 311 The Qualities of Leadership: Direction, Communication, and Obfuscation
by David P. Myatt & Torun Dewan
- 310 Fiscal Sustainability in a New Keynesian Model
by Simon Wren-Lewis & Campbell Leith
- 309 Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
by Jennifer Castle & David Hendry
- 308 Working Women, Men`s Home Time and Lowest Low Fertility
by Almudena Sevilla-Sanz & Joost de Laat
- 307 Social Norms
by H. Peyton Young
- 306 Optimal Fiscal Feedback on Debt in an Economy with Nominal Rigidities
by Simon Wren-Lewis & Tatiana Kirsanova
- 305 The Optimal Monetary Policy Response to Exchange Rate Misalignments
by Simon Wren-Lewis & Campbell Leith
- 304 The Possible and the Impossible in Multi-Agent Learning
by H. Peyton Young
- 301 Dual Tracks: Part-time Work in Life-Cycle Employment for British Women
by Mary Gregory & Sara Connolly
- 300 Trade Marks and Performance in UK Firms: Evidence of Schumpeterian Competition through Innovation
by Christine Greenhalgh & Mark Rogers
- 299 Rapid Evolution under Inertia
by Thomas Norman
- 253 Gentlemanly Capitalism Revisited: A Case Study of the Underpricing of Initial Public Offerings on the London Stock Exchange 1946-86
by David Chambers
- 200 To each according to her luck and power: Optimal corporate governance and compensation policy in a dynamic world
by Thomas H. Noe & Michael J. Rebello
- GPRG-WPS-081 Adaptation, Poverty and Well-Being: Some Issues and Observations with Special Reference to the Capability Approach and Development Studies
by David A. Clark
- GPRG-WPS-080 Structure, Agency, and Strategy Among Tenants in India
by Wendy Olsen
- GPRG-WPS-079 Informal Agricultural Work, Habitus and Practices in an Indian Context
by Wendy Olsen & Daniel F. Neff
- GPRG-WPS-078 A Gendered Analysis of `Time Poverty` - The Importance of Infrastructure
by David Lawson
- GPRG-WPS-077 Methodological Issues Associated with Combining Quantitative and Qualitative Approaches to Understanding Poverty Dynamics: Evidence from Uganda
by David Lawson & David Hulme & James Muwonge
- GPRG-WPS-076 Collective action and vulnerability: Burial societies in rural Ethiopia
by Stefan Dercon & John Hoddinott & Pramila Krishnan & Tassew Woldehanna
- GPRG-WPS-074 Fate and Fear: Risk and its Consequences in Africa
by Stefan Dercon
- GPRG-WPS-073 Insurance for the Poor?
by Stefan Dercon & Tessa Bold & Cesar Calvoor
- GPRG-WPS-072 Rural Poverty: Old Challenges in New Contexts
by Stefan Dercon
- GPRG-WPS-071 The progress of school education in India
by Geeta Gandhi Kingdon
- GPRG-WPS-069 Human Capital, Exports, and Wages
by Marcel Fafchamps
- GPRG-WPS-068 Agricultural Markets in Benin and Malawi
by Marcel Fafchamps & Eleni Gabre-Madhin & IFPRI
- GPRG-WPS-067 Risk Sharing and Network Formation
by Marcel Fafchamps & Flore Gubert & DIAL
2006
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