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Autoignition of a H2 jet in hot air flow
(2009-05-21)
The movie (taken with a conventional video camera at 30fps) shows the various operation modes of the Cambridge Autoignition experiment, described in: C.N. Markides, E. Mastorakos,
An experimental study of hydrogen ...
Regulating financial conglomerates
(CFAP, Cambridge Judge Business School, University of Cambridge, 2005)
We investigate the optimal regulation of financial conglomerates which combine a bank and a non-bank financial institution. The conglomerate’s risk-taking incentives depend upon the level of market discipline it faces, ...
Simple open economy macro with comprehensive accounting a radical alternative to the Mundell Fleming model
(CFAP, Cambridge Judge Business School, University of Cambridge, 2004-04)
This paper presents a stock flow model of two economies (together comprising the whole world) which trade goods and financial assets with one another. The accounting framework, though comprehensive in its own terms, is ...
International financial contagion: what do we know?
(CFAP, Cambridge Judge Business School, University of Cambridge, 2003-07)
This paper attempts a synthesis of theoretical and empirical work on international financial contagion. Although a professional consensus on the appropriate definitions of contagion has yet to emerge, we document substantial ...
Credit risk transfer and financial sector performance
(CFAP, Cambridge Judge Business School, University of Cambridge, 2004)
In this paper we study the impact of credit risk transfer (CRT) on the stability and the efficiency of a financial system in a model with endogenous intermediation and production. Our analysis suggests that with respect ...
Testing for changing persistence in US treasury on/off spreads under weighted-symmetric estimation
(CFAP, Cambridge Judge Business School, University of Cambridge, 2010)
We extend the recursive break test procedure of Leybourn et al. by using weighted-symmetric estimation to detect a single change in time series persistence. An application to U.S. Treasury bond on/off spreads finds a ...
Aggregate liquidity shortages, idiosyncracic liquidity smoothing and banking regulation
(CFAP, Cambridge Judge Business School, University of Cambridge, 2005)
This paper develops a model of banking fragility driven by aggregate liquidity shortages. Inefficiencies arise because liquidity smoothing across banks breaks down when there is such a shortage, causing unnecessary and ...
Two-country stock-flow-consistent macroeconomics using a closed model within a dollar exchange regime
(CFAP, Cambridge Judge Business School, University of Cambridge, 2003)
Features of a realistic banking system within a post-Keynesian stock-flow consistent model
(CFAP, Cambridge Judge Business School, University of Cambridge, 2004)
Finance and technical change: a neo-Schumpeterian perspective
(CFAP, Cambridge Judge Business School, University of Cambridge, 2004)