BIROn - Birkbeck Institutional Research Online
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    Jump to: A | B | C | D | G | H | K | L | P | R | S | V | W | Z
    Number of items: 51.

    A

    Aksoy, Yunus and Piskorski, T. (2005) U.S. domestic money, inflation and output. Working Paper. Birkbeck, University of London, London, UK.

    Aksoy, Yunus and Piskorski, T. (2005) US domestic currency in forecast error variance decompositions of inflation and output. Economics Letters 86 (2), pp. 265-271. ISSN 0165-1765.

    Atkins, Fiona (2005) Financial crises and money demand in Jamaica. Working Paper. Birkbeck, University of London, London, UK.

    B

    Bates, C. and Bundy, D. and Perkins, Sarah and Rowley, P. and Hart, Sarah (2005) Root differences for A n. Archiv der Mathematik 85 (4), pp. 313-317. ISSN 0003-889X.

    Beckert, Walter (2005) Dynamic monopolies with stochastic demand. Working Paper. Birkbeck, University of London, London, UK.

    Beckert, Walter (2005) Estimation of heterogeneous preferences, with an application to demand for internet services. Review of Economics and Statistics 87 (3), pp. 495-502. ISSN 0034-6535.

    Boyd, B. and Smith, Ron (2005) The Marshall-Lerner condition and the J-Curve Effect: balance of payments adjustment in the Caribbean. Caribbean Dialogue 10 (2), pp. 31-46.

    Breccia, Adriana and Salgado-Banda, H. (2005) Competing or colluding in a stochastic environment. Working Paper. Birkbeck, University of London, London, UK.

    Brooms, Anthony C. (2005) On the Nash equilibria for the FCFS queueing system with load-increasing service rate. Advances in Applied Probability 37 (2), pp. 279-570. ISSN 0001-8678.

    C

    Cartea, Alvaro (2005) Dynamic hedging of financial instruments when the underlying follows a Non-Gaussian Process. Working Paper. Birkbeck, University of London, London, UK.

    Cartea, Alvaro and Figueroa, M.G. (2005) Pricing in electricity markets: a mean reverting jump diffusion model with seasonality. Working Paper. Birkbeck, University of London, London, UK.

    Collins, E.J. and Brooms, Anthony C. (2005) The Bernoulli Feedback Queue with Balking: stochastic order results and equilibrium joining rules. Working Paper. Birkbeck, University of London, London, UK.

    Cowie, C. and Kapur, Sandeep (2005) The management of digital rights in Pay TV. Working Paper. Birkbeck, University of London, London, UK.

    D

    Daripa, Arup (2005) How (not) to sell money. Working Paper. Birkbeck, University of London, London, UK.

    Daripa, Arup (2005) Informational free riding in uniform price auctions: exception or norm? Working Paper. Birkbeck, University of London, London, UK.

    Daripa, Arup (2005) Optimal collective contract without peer monitoring. Working Paper. Birkbeck, University of London, London, UK.

    Daripa, Arup and Nilsen, J. (2005) Subsidizing inventory: a theory of trade credit and prepayment. Working Paper. Birkbeck, University of London, London, UK.

    Daripa, Arup and Varotto, S. (2005) Ex ante versus ex post regulation of bank capital. Working Paper. Birkbeck, University of London, London, UK.

    Dunne, J.P. and Nikolaidou, E. and Smith, Ron (2005) Is there an arms race between Greece and Turkey? Peace Economics, Peace Science, and Public Policy 11 (2), pp. 1-37. ISSN 1554-8597.

    Dunne, P. and Smith, Ron and Willenbockel, D. (2005) Models of military expenditure and growth: a critical review. Defence and Peace Economics 16 (6), pp. 449-462. ISSN 1024-2694.

    Dunne, P. and del Carmen Garcia-Alonso, M. and Levine, P. and Smith, Ron (2005) Military procurement, industry structure and regional conflict. Working Paper. School of Economics, University of Kent.

    G

    Garratt, Anthony and Lee, K. and Mise, E. and Shields, K. (2005) Real time representations of the output gap. Working Paper. Birkbeck, University of London, London, UK.

    Geman, Helyette (2005) Energy commodity prices: is mean-reversion dead? Journal of Alternative Investments 8 (2), pp. 31-45. ISSN 1520-3255.

    Geman, Helyette (2005) From measure changes to time changes in asset pricing. Journal of Banking & Finance 29 (11), pp. 2701-2722. ISSN 0378-4266.

    Geman, Helyette (2005) Pricing options on realized variance. Finance and Stochastics 9 , pp. 453-475. ISSN 0949-2984.

    Geman, Helyette and Leonardi, M.‐P. (2005) Alternative approaches to weather derivative valuation. Managerial Finance 31 (6), pp. 46-72. ISSN 0307-4358.

    Geman, Helyette and Nguyen, Vu-Nhat (2005) Soybean inventory and forward curves dynamics. Management Science 51 (7), pp. 1076-1091. ISSN 0025-1909.

    Geman, Hélyette (2005) Commodities and commodity derivatives: modeling and pricing for agriculturals, metals and energy. New York, U.S.: Wiley. ISBN 9780470012185.

    Geman, Hélyette and Ohana, Steve (2005) Time-consistency in managing a commodity portfolio: a dynamic risk. Working Paper. Birkbeck, University of London, London, UK.

    H

    Hori, Kenjiro (2005) Profit-sharing as the optimal wage contract. Working Paper. Birkbeck, University of London, London, UK.

    K

    Kapur, Sandeep (2005) Foreign direct investment in India: recent trends and prospects. Other. Birkbeck, University of London.

    Kapur, Sandeep and Timmermann, A. (2005) Relative performance evaluation contracts and asset market equilibrium. The Economic Journal 115 (506), pp. 1077-1102. ISSN 0013-0133.

    Kapur, Sandeep and Timmermann, A. (2005) Relative performance evaluation contracts and asset market equilibrium. Working Paper. Birkbeck, University of London, London, UK.

    Knight, John and Satchell, Stephen (2005) Exact properties of measures of optimal investment for institutional investors. Working Paper. Birkbeck, University of London, London, UK.

    L

    Lee, J. and Sabourian, Hamid (2005) Efficiency in negotiation: complexity and costly bargaining. Working Paper. Birkbeck, University of London, London, UK.

    P

    Pesaran, M.H. and Smith, L.V. and Smith, Ron (2005) What if the UK has joined the Euro in 1999? an empirical evaluation using a global VAR. Working Paper. Cambridge University, Cambridge, UK.

    Pesaran, M.H. and Smith, V. and Smith, Ron (2005) What if the UK had joined the Euro in 1999? an empirical evaluation using a global VAR. Working Paper. CESifo.

    R

    Ravn, M.O. and Sola, M. and Psaradakis, Zacharias (2005) Markov switching causality and the money-output relationship. Journal of Applied Econometrics 20 (5), pp. 665-683. ISSN 0883-7252.

    S

    Salsano, F. (2005) Monetary policy in the presence of imperfect observability of the objectives of Central Bankers. Working Paper. Birkbeck, University of London, London, UK.

    Satchell, Stephen and Xia, W. (2005) Estimation of the risk attitude of the representative UK pension fund investor. Working Paper. Birkbeck, University of London, London, UK.

    Sciubba, Emanuela (2005) Asymmetric information and survival in financial markets. Economic Theory 25 (2), pp. 353-379. ISSN 0938-2259.

    Sibert, Anne (2005) The conduct of monetary policy in the main areas. Other. Committee on Economic and Monetary Affairs (ECON) of the European Parliament.

    Sibert, Anne (2005) The price of oil and monetary policy in the Eurozone. Other. Committee on Economic and Monetary Affairs (ECON) of the European Parliament.

    Smith, Ron P. and Zoega, Gylfi (2005) Unemployment, investment and global expected returns: a panel FAVAR approach. Working Paper. Birkbeck, University of London, London, UK.

    Smith, Ron and Anand, P. and Hunter, G. (2005) Capabilities and well-being: evidence based on the Sen–Nussbaum approach to welfare. Social Indicators Research 74 (1), pp. 9-55. ISSN 0303-8300.

    Spagnolo, F. and Psaradakis, Zacharias (2005) Forecast performance of nonlinear error-correction models with multiple regimes. Journal of Forecasting 24 (2), pp. 119-138. ISSN 0277-6693.

    Spagnolo, F. and Psaradakis, Zacharias and Sola, M. (2005) Testing the unbiased forward exchange rate hypothesis using a Markov-switching model and instrumental variables. Journal of Applied Econometrics 20 (3), pp. 423-437. ISSN 0883-7252.

    V

    Vaona, A. (2005) Multiplicatively separable preferences and output persistence. Working Paper. Birkbeck, University of London, London, UK.

    W

    Wright, Stephen and Robertson, D. (2005) Tobin's Q, asymmetric Information and aggregate stock market valuations. Working Paper. Birkbeck, University of London, London, UK.

    Z

    Zoega, Gylfi and Booth, A.L. (2005) Worker heterogeneity, intra-firm externalalities and wage compression. Working Paper. Birkbeck, University of London, London, UK.

    Zoega, Gylfi and Karlsson, T. (2005) Does wage compression explain rigid money wages? Working Paper. Birkbeck, University of London, London, UK.

    This list was generated on Sun Jan 17 01:54:35 2021 GMT.