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    Number of items: 67.

    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.

    Anand, P. and Santos Pereira, Cristina and Smith, Ron (2007) The measurement of capabilities. Discussion Paper. The Open University, Milton Keynes, UK.

    B

    Bates, C. and Bundy, D. and Hart, Sarah 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.

    Boyd, Derick and Smith, Ron (2007) Institutions and inflation persistence in the Caribbean. Applied Economics Letters 14 (4), pp. 283-286. ISSN 1350-4851.

    Buiter, W. and Sibert, Anne (2007) Central banks in a time of crisis: a preliminary scorecard. Financial Times , ISSN 0307-1766.

    Buiter, W. and Sibert, Anne (2007) Is the credit crunch a lemons problem. Financial Times , ISSN 0307-1766.

    Buiter, W. and Sibert, Anne (2007) Murder in the financial markets? whodunnit? Financial Times , ISSN 0307-1766.

    Buiter, W. and Sibert, Anne (2007) Put the NHS out of its misery and allow competition. Daily Telegraph , ISSN 0307-1235.

    Buiter, W. and Sibert, Anne (2007) Walking the line, not chalking it. Financial Times , ISSN 0307-1766.

    C

    Carr, P. and Geman, Helyette and Madan, D.B. and Yor, M. (2007) Self-decomposition and option pricing. Mathematical Finance 17 (1), pp. 31-57. ISSN 0960-1627.

    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.

    Catão, L. and Fostel, A. and Kapur, Sandeep (2007) Persistent gaps, volatility types and default traps. Working Paper. International Monetary Fund.

    Cowie, C. and Daripa, Arup and Kapur, Sandeep (2007) Why packaging matters: the role of unit design in auctions. Working Paper. Birkbeck, University of London.

    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.

    Dunne, J.P. and Garcia-Alonso, M. and Levine, P. and Smith, Ron (2007) The evolution of the international arms industries. In: Elsner, W. (ed.) Arms, War, and Terrorism in the Global Economy Today: Economic Analyses and Civilian Alternatives. Bremer Schriften zur Konversion 13. LIT Verlag, pp. 97-120. ISBN 9783825800451.

    Dunne, J.P. and Smith, Ron (2007) The econometrics of military arms races. In: Sandler, T. and Hartley, K. (eds.) Handbook of Defense Economics: Defense in a Globalized World. Elsevier, pp. 913-940. ISBN 9780444519108.

    Dunne, P. and del Carmen García‐Alonso, M. and Levine, P. and Smith, Ron (2007) Determining the defence industrial base. Defence and Peace Economics 18 (3), pp. 199-221. ISSN 1024-2694.

    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.

    Geman, Helyette (2007) Mean reversion versus random walk in oil and natural gas prices. In: UNSPECIFIED (ed.) Advances in Mathematical Finance. Applied and Numerical Harmonic Analysis. Birkhäuser Basel: Springer, pp. 219-228. ISBN 9780817645441.

    Geman, Helyette and Kanyinda, A. (2007) Water as the next commodity. Journal of Alternative Investments 10 (2), pp. 23-30. ISSN 1520-3255.

    H

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

    Hart, Sarah 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, Ken (2007) Directed-job match with heterogeneity. Working Paper. Birkbeck, University of London, London, UK.

    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.

    N

    Noble, Steven (2007) Complexity of graph polynomials. In: McDiarmid, C.J.H. and Grimmett, G.R. (eds.) Combinatorics, Complexity and Chance: A Tribute to Dominic Welsh. Oxford, UK: Oxford University Press. ISBN 9780198571278.

    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.

    Sibert, Anne (2007) Criteria for monetary union accession. Other. Committee on Economic and Monetary Affairs (ECON) of the European Parliament.

    Sibert, Anne (2007) Globalisation and inflation. Other. Committee on Economic and Monetary Affairs (ECON) of the European Parliament.

    Sibert, Anne (2007) Wage setting and price stability. Other. Committee on Economic and Monetary Affairs (ECON) of the European Parliament.

    Sibert, Anne (2007) The exchange rate policy of the ECB. Other. Committee on Economic and Monetary Affairs (ECON) of the European Parliament.

    Sibert, Anne and Buiter, W. (2007) Bail out that will damage the bank's credibility. Financial Times , ISSN 0307-1766.

    Sibert, Anne and Buiter, W. (2007) Three steps to calm the storm. Financial Times , ISSN 0307-1766.

    Sibert, Anne and Buiter, W.H. (2007) Deflationary bubbles. Macroeconomic Dynamics 11 (4), pp. 434-454. ISSN 1365-1005.

    Smith, Ron (2007) Valuing defense. Public Finance and Management 7 (3), p. 242.

    Smith, Ron and Pesaran, M.H. (2007) Monetary policy transmission and the Phillips Curve in a global context. Working Paper. Kiel Institute for the World Economy.

    Smith, Ron and Zoega, Gylfi (2007) Global factors, unemployment adjustment and the natural rate. Working Paper. Kiel Institute for the World Economy.

    Smith, Ron and Zoega, Gylfi (2007) Global unemployment shocks. Economics Letters 94 (3), pp. 433-438. ISSN 0165-1765.

    W

    Wright, Stephen and Graham, L. (2007) Nominal debt dynamics, credit constraints and monetary policy. The B.E. Journal of Macroeconomics 7 (1), ISSN 1935-1690.

    This list was generated on Sun Jan 17 01:54:38 2021 GMT.