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| 2001 | Ownership and Control of German Corporations
RePEc:sbs:wpsefe:2001fe11 [Citation Analysis] | 41 |
| 2004 | A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
RePEc:sbs:wpsefe:2004fe21 [Citation Analysis] | 32 |
| 2000 | Credit Derivatives, Disintermediation and Investment Decisions
RePEc:sbs:wpsefe:2001fe01 [Citation Analysis] | 25 |
| 2004 | A Model to Analyse Financial Fragility: Applications
RePEc:sbs:wpsefe:2004fe05 [Citation Analysis] | 24 |
| 2003 | Equilibrium Analysis, Banking and Financial Instability
RePEc:sbs:wpsefe:2003fe08 [Citation Analysis] | 24 |
| 2003 | A Model to Analyse Financial Fragility
RePEc:sbs:wpsefe:2003fe13 [Citation Analysis] | 18 |
| 1999 | How Do Financial Systems Affect Economic Performance?
RePEc:sbs:wpsefe:1999fe08 [Citation Analysis] | 16 |
| 1999 | Finance, Investment and Growth
RePEc:sbs:wpsefe:1999fe09 [Citation Analysis] | 15 |
| 2001 | A Theory of the Syndicate: Form Follows Function
RePEc:sbs:wpsefe:2001fe05 [Citation Analysis] | 14 |
| 2008 | Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
RePEc:sbs:wpsefe:2008fe29 [Citation Analysis] | 13 |
| 2004 | Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise
RePEc:sbs:wpsefe:2004fe20 [Citation Analysis] | 13 |
| 2004 | Likelihood-based estimation of latent generalised ARCH structures
RePEc:sbs:wpsefe:2004fe02 [Citation Analysis] | 13 |
| 2008 | Copula-Based Models for Financial Time Series
RePEc:sbs:wpsefe:2008fe21 [Citation Analysis] | 13 |
| 2003 | Ownership: Evolution and Regulation
RePEc:sbs:wpsefe:2003fe14 [Citation Analysis] | 12 |
| 2008 | Evaluating Volatility and Correlation Forecasts
RePEc:sbs:wpsefe:2008fe22 [Citation Analysis] | 12 |
| 2006 | Evaluation of macroeconomic models for financial stability analysis
RePEc:sbs:wpsefe:2006fe01 [Citation Analysis] | 11 |
| 2007 | A Note on the Central Limit Theorem for Bipower Variation of General Functions
RePEc:sbs:wpsefe:2007fe03 [Citation Analysis] | 11 |
| 2005 | Estimating quadratic variation when quoted prices jump by a constant increment
RePEc:sbs:wpsefe:2005fe05 [Citation Analysis] | 10 |
| 2006 | Designing realised kernels to measure the ex-post variation of equity prices
in the presence of noise
RePEc:sbs:wpsefe:2006fe05 [Citation Analysis] | 9 |
| 2008 | Returns to Shareholder Activism
RePEc:sbs:wpsefe:2008fe07 [Citation Analysis] | 9 |
| 2003 | Why are European IPOs so rarely priced outside the indicative price range?
RePEc:sbs:wpsefe:2003fe05 [Citation Analysis] | 8 |
| 2003 | Equilibrium Analysis, Banking, Contagion and Financial Fragility
RePEc:sbs:wpsefe:2003fe03 [Citation Analysis] | 8 |
| 2002 | IPO Pricing in the Dot-com Bubble
RePEc:sbs:wpsefe:2002fe07 [Citation Analysis] | 8 |
| 2006 | Searching for a Metric for Financial Stability
RePEc:sbs:wpsefe:2006fe09 [Citation Analysis] | 8 |
| 2006 | Subsampling realised kernels
RePEc:sbs:wpsefe:2006fe06 [Citation Analysis] | 8 |
| 2004 | A Time Series Analysis of Financial Fragility in the UK Banking System
RePEc:sbs:wpsefe:2004fe18 [Citation Analysis] | 7 |
| 2004 | A Risk Assessment Model for Banks
RePEc:sbs:wpsefe:2004fe11 [Citation Analysis] | 7 |
| 2008 | Leverage and Pricing in Buyouts: An Empirical Analysis
RePEc:sbs:wpsefe:2008fe20 [Citation Analysis] | 6 |
| 2005 | Why are Securitization Issues Tranched?
RePEc:sbs:wpsefe:2005fe04 [Citation Analysis] | 6 |
| 2004 | Financial Liberalisation and Capital Regulation in Open Economies
RePEc:sbs:wpsefe:2004fe10 [Citation Analysis] | 6 |
| 2004 | The Demise of Investment-Banking Partnerships: Theory and Evidence.
RePEc:sbs:wpsefe:2004fe14 [Citation Analysis] | 5 |
| 2008 | The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
RePEc:sbs:wpsefe:2008fe24 [Citation Analysis] | 5 |
| 2003 | Multinational Bank Capital Regulation with Deposit Insurance and Diversification Effects
RePEc:sbs:wpsefe:2003fe11 [Citation Analysis] | 5 |
| 2008 | Board structures around the world: An experimental investigation
RePEc:sbs:wpsefe:2008fe15 [Citation Analysis] | 5 |
| 2001 | Business Groups and Risk Sharing around the World
RePEc:sbs:wpsefe:2001fe02 [Citation Analysis] | 5 |
| 2002 | Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models
RePEc:sbs:wpsefe:2002mf05 [Citation Analysis] | 5 |
| 2003 | Spending Less Time with the Family: The Decline of Family Ownership in the UK
RePEc:sbs:wpsefe:2003fe15 [Citation Analysis] | 5 |
| 2008 | Fitting vast dimensional time-varying covariance models
RePEc:sbs:wpsefe:2008fe30 [Citation Analysis] | 5 |
| 2004 | A feasible central limit theory for realised volatility under leverage
RePEc:sbs:wpsefe:2004fe03 [Citation Analysis] | 4 |
| 2005 | Commitment to Overinvest and Price Informativeness
RePEc:sbs:wpsefe:2005fe18 [Citation Analysis] | 4 |
| 2003 | Partnership Firms, Reputation and Human Capital
RePEc:sbs:wpsefe:2003fe02 [Citation Analysis] | 4 |
| 2006 | Devaluation without common knowledge
RePEc:sbs:wpsefe:2006fe03 [Citation Analysis] | 4 |
| 2002 | Evidence of Information Spillovers in the Production of Investment Banking Services
RePEc:sbs:wpsefe:2002fe06 [Citation Analysis] | 4 |
| 2003 | Procyclicality and the new Basel Accord - Banks choice of loan rating system
RePEc:sbs:wpsefe:2003fe06 [Citation Analysis] | 4 |
| 2002 | Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing
RePEc:sbs:wpsefe:2002mf04 [Citation Analysis] | 4 |
| 2008 | An Econometric Analysis of Modulated Realised Covariance,
Regression and Correlation in Noisy Diffusion Models
RePEc:sbs:wpsefe:2008fe25 [Citation Analysis] | 4 |
| 1999 | Who Disciplines Management in Poorly Performing Companies?
RePEc:sbs:wpsefe:1999fe01 [Citation Analysis] | 3 |
| 2000 | Non-Gaussian OU based models and some of their uses in financial economics
RePEc:sbs:wpsefe:2000mf01 [Citation Analysis] | 3 |
| 2005 | Matched asymptotic expansions in financial engineering
RePEc:sbs:wpsefe:2005mf01 [Citation Analysis] | 3 |
| 2008 | Where do firms incorporate? Deregulation and the cost of entry
RePEc:sbs:wpsefe:2008fe04 [Citation Analysis] | 3 |
