BIROn - Birkbeck Institutional Research Online
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    Jump to: A | B | C | D | G | H | J | L | M | P | S
    Number of items: 38.

    A

    Abakuks, Andris (2007) A modification of Honoré's triple-link model in the synoptic problem. Journal of the Royal Statistical Society, Series A 17 (3), pp. 841-850. ISSN 0964-1998.

    Aksoy, Yunus and Leon-Ledesma, M.A. (2007) Non-linearities and unit roots in G7 macroeconomic variables. Working Paper. Birkbeck, University of London, London, UK.

    Aksoy, Yunus and Lustig, H.N. (2007) Exchange rates, prices and international trade in a model of endogeneous market structure. The Manchester School 75 (2), pp. 160-192. ISSN 1463-6786.

    B

    Bates, C. and Bundy, D. and Hart, Sarah B. and Rowley, P.J. (2007) Commuting involution graphs for sporadic simple groups. Journal of Algebra 316 (2), 849 - 868. ISSN 0021-8693.

    Baxter, Brad and Graham, L. and Wright, Stephen (2007) The endogenous Kalman Filter. Working Paper. Birkbeck, University of London, London, UK.

    Beckert, Walter (2007) Specification and identification of stochastic demand models. Econometric Reviews 26 (6), pp. 669-683. ISSN 0747-4938.

    Benth, F.E. and Cartea, Andrea and Kiesel, Ruediger (2007) Pricing forward contracts in power markets by the Certainty Equivalence Principle: explaining the sign of the market risk premium. Working Paper. Birkbeck, University of London, London, UK.

    Boogert, Alexander and Dupont, D. (2007) When supply meets demand: the case of hourly spot electricity prices. Working Paper. Birkbeck, University of London, London, UK.

    Booth, A.L. and Zoega, Gylfi (2007) Worker heterogeneity, new monopsony, and training. Working Paper. University of Iceland, Reykjavík, Iceland.

    Borger, R.H. and Cartea, Alvaro and Schindlmayr, G. (2007) A multivariate commodity analysis and applications to risk management. Working Paper. Birkbeck, University of London, London, UK.

    Bose, S. and Daripa, Arup (2007) A dynamic mechanism and surplus extraction under ambiguity. Working Paper. Birkbeck, University of London, London, UK.

    C

    Cartea, Alvaro and Meyer-Brandis, T. (2007) How does duration between trades of underlying securities affect option prices? Working Paper. Birkbeck, University of London, London, UK.

    Cartea, Alvaro and Villaplana Conde, P. (2007) Spot Price Modeling and the valuation of Electricity Forward Contracts: the role of demand and capacity. Working Paper. Birkbeck, University of London, London, UK.

    Cartea, Alvaro and Williams, T. (2007) UK gas markets: the market price of risk and applications to multiple interruptible supply contracts. Working Paper. Birkbeck, University of London, London, UK.

    Cartea, Alvaro and del Castillo Negrete, D. (2007) Fractional diffusion models of option prices in markets with jumps. Physica A 374 (2), 749 - 763. ISSN 0378-4371.

    Cartea, Alvaro and del-Castillo-Negrete, D. (2007) On the fluid limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions. Working Paper. Birkbeck, University of London, London, UK.

    D

    Daripa, Arup (2007) Monitoring versus gatekeeping. Working Paper. Birkbeck, University of London, London, UK.

    Daripa, Arup (2007) Uninformative equilibrium in uniform price auctions. Working Paper. Birkbeck, University of London, London, UK.

    Driffill, John and Rotondi, Z. (2007) Inertia in Taylor Rules. Working Paper. Birkbeck, University of London, London, UK.

    Dueker, M.J. and Sola, Martin and Spagnolo, F. (2007) Contemporaneous threshold autoregressive models: Estimation, testing and forecasting. Journal of Econometrics 141 (2), 517 - 547. ISSN 0304-4076.

    G

    Garratt, Anthony and Koop, G. and Mise, E. and Vahey, S.P. (2007) Real-time prediction with UK monetary aggregates in the presence of model uncertainty. Working Paper. Birkbeck, University of London, London, UK.

    H

    Hart, Sarah B. and Rowley, P.J. (2007) Lengths of subsets in coxeter groups. Turkish Journal of Mathematics 31 , pp. 63-77. ISSN 1300-0098.

    Hart, Sarah B. and Rowley, P.J. and Bundy, D. and Bates, C. (2007) Primitive k-free permutation groups. Archiv der Mathematik 88 (3), pp. 193-198. ISSN 0003-889X.

    Hori, Kenjiro (2007) Directed-job match with hetereogeneity. Working Paper. Birkbeck, University of London, London, UK.

    Hori, Kenjiro (2007) Multiple applications matching function: an alternative. Working Paper. Birkbeck, University of London, London, UK.

    Hori, Kenjiro (2007) Wage-directed job match with multiple applications and multiple vacancies: the optimal job application strategy and wage dispersion. Working Paper. Birkbeck, University of London, London, UK.

    Hu, Y.-T. (2007) Extreme correlation of defaults and LGDs. Working Paper. Birkbeck, University of London, London, UK.

    J

    Jacquier, Antoine (2007) Asymptotic skew under stochastic volatility. Working Paper. Birkbeck, University of London, London, UK.

    Jacquier, Antoine and Slaoui, S. (2007) Variance dispersion and correlation swaps. Working Paper. Birkbeck, University of London, London, UK.

    L

    Lee, Jihong (2007) Unforeseen contingency and renegotiation with asymmetric information. Working Paper. Birkbeck, University of London, London, UK.

    Lee, Jihong and Sabourian, H. (2007) Coase theorem, complexity and transaction costs. Journal of Economic Theory 135 (1), 214 - 235. ISSN 0022-0531.

    M

    Merella, V. and Satchell, Stephen (2007) Animal spirits in consumption: does confidence influence asset pricing? Working Paper. Birkbeck, University of London, London, UK.

    Morone, P. and Petraglia, C. and Testa, Giuseppina (2007) Research, knowledge spillovers and innovation. Working Paper. Birkbeck, University of London, London, UK.

    P

    Paterson, Maura B. (2007) Sequential and dynamic frameproof codes. Designs, Codes and Cryptography 42 (3), pp. 317-326. ISSN 0925-1022.

    Paterson, Maura B. (2007) Sliding-window dynamic frameproof codes. Designs, Codes and Cryptography 42 (2), pp. 195-212. ISSN 0925-1022.

    Pesaran, M.H. and Smith, L.V. and Smith, Ron P. (2007) What if the UK or Sweden had joined the Euro in 1999? An empirical evaluation using a global VAR. International Journal of Finance and Economics 12 (1), pp. 55-87. ISSN 1076-9307.

    S

    Saint-Paul, Giles (2007) Welfare effects of intellectual property in a north-south model of endogenous growth with comparative advantage. Economics 1 , ISSN 1864-6042.

    Schröder, David (2007) The implied equity risk premium - an evaluation of empirical methods. Kredit und Kapital 40 (4), pp. 583-613. ISSN 0023-4591.

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