Working Papers
2012 | 2011 | 2010 | 2009 | 2008 | 2006 | 2005 | 2004 | 2003 | 2002
2012
| No. | Title and Author(s) |
|---|---|
| 41 | Can external shocks explain the Asian side of global imbalances? Lessons from a structural VAR model with block exogeneity (pdf, 213KB) Jean-Baptiste Gossé and Cyriac Guillaumin |
2011
| No. | Title and Author(s) |
|---|---|
| 40 | Do sovereign wealth funds herd in equity markets? (pdf, 213KB) Valeria Miceli |
| 39 | Cojumping: evidence from the US treasury bond and futures markets (pdf, 332KB) Mardi Dungry and Lyudmyla Hvozdyk |
2010
| No. | Title and Author(s) |
|---|---|
| 38 | The term premium and the UK economy 1980-2007 (pdf, 929KB) Mardi Dungey and M. Tugrul Vehbi |
| 37 | An empirical analysis of subprime consumer credit demand (pdf, 401KB) Sule Alan and Gyongyi Loranth |
| 36 | From trade-to-trade in US treasuries (pdf, 562KB) Mardi Dungey, Olan Henry and Michael McKenzie |
| 35 | Detecting contagion with correlation: volatility and timing matter (pdf, 232KB) Mardi Dungey and Abdullah Yalama |
| 34 | Do disaster expectations explain household portfolios? (pdf, 386KB) Sule Alan |
2009
| No. | Title and Author(s) |
|---|---|
| 33 | New evidence on taxes and portfolio choices (pdf, 312KB) Sule Alan, Kadir Atalay, Thomas F. Crossley and Sung-Hee Jeon |
| 31 | Technological roots and structural implications of the double bubble at the turn of the century (pdf, 358KB) Carlota Perez |
2008
| No. | Title and Author(s) |
|---|---|
| 32 | Estimating intertemporal allocation parameters using synthetic residual estimation (pdf, 421KB) Sule Alan and Martin Browning |
| 30 | Venture capital fund performance and the IPO market (pdf, 381KB) Michael D. McKenzie and William H. Janeway |
2006
| No. | Title and Author(s) |
|---|---|
| 29 | Lawless privatization? (pdf, 327KB) Elena Medova and Larissa Tischenko |
| 28 | Global rebalancing: US protection versus Europe-led reflation (pdf, 292KB) Alex Izurieta with George Irvin |
| 27 | Endogenous market turbulence (pdf, 447KB) Demosthenes N. Tambakis |
| 26 | Can feedback traders rock the markets? A logistic tale of persistence and chaos (pdf, 290KB) Demosthenes N. Tambakis |
| 25 | Endogenous contagion - a panel data analysis (pdf, 421KB) Dirk Baur and Renée Fry |
2005
| No. | Title and Author(s) |
|---|---|
| 24 | The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high frequency data (pdf, 352KB) Mardi Dungey, Charles Goodhart and Demosthenes Tambakis |
| 23 | Credit derivatives and sovereign debt crises (pdf, 261KB) Benedikt Goderis and Wolf Wagner |
| 22 | Synchronisation of financial crises (pdf, 310KB) Mardi Dungey, J.P.A.M. Jacobs and Lestano |
| 21 | Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation (pdf, 252KB) Wolf Wagner |
| 20 | Simple open economy macro with comprehensive accounting - a two country model (pdf, 259KB) Wynne Godley and Marc Lavoie |
| 19 | Regulating financial conglomerates (pdf, 315KB) Xavier Freixas, Gyöngyi Lóránth and Alan D. Morrison |
| 18 | Credit derivatives, the liquidity of bank assets and banking stability (pdf, 332KB) Wolf Wagner |
2004
| No. | Title and Author(s) |
|---|---|
| 17 | Corporate governance and bank regulation (pdf, 366KB) Kern Alexander |
| 16 | Towards a reconstruction of macroeconomics using a stock flow consistent (SFC) model (pdf, 903KB) Wynne Godley |
| 15 | Simple open economy macro with comprehensive accounting - a radical alternative to the Mundell Fleming model (pdf, 492KB) Wynne Godley and Marc Lavoie (2004) |
| 14 | Finance and technical change: a neo-Schumpeterian perspective (pdf, 129KB) Carlota Perez |
| 13 | Credit risk transfer and financial sector performance (pdf, 225KB) Wolf Wagner and Ian Marsh |
| 12 | Features of a realistic banking system within a post-Keynesian stock-flow consistent model (pdf, 99KB) Wynne Godley and Marc Lavoie |
2003
2002
| No. | Title and Author(s) |
|---|---|
| 4 | The new Basel accord and developing countries: problems and alternatives (pdf, 514KB) Jonathan Ward |
| 3 | Depreciation bias, financial-sector fragility and currency risk (pdf, 234KB) Demosthenes N. Tambakis |
| 2 | The supervisory approach: a critique (pdf, 301KB) Jonathan Ward |
| 1 | On strategic default and liquidity risk (pdf, 329KB) Demosthenes N. Tambakis |