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Modelling the probability of UK housing market events (crashes) using extreme value theory

Salmon, Mark H. - 2004

Persistent link: https://www.econbiz.de/10008826669

Evidence to the stern review onthe economics of climate change

Salmon, Mark H.; Weston, Stephen - 2004

Persistent link: https://www.econbiz.de/10008856848

On uncertainty, market timing and the predictability of tick by tick exchange rates

Kozhan, Roman; Salmon, Mark H. - 2008

Persistent link: https://www.econbiz.de/10008856292

Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation

Kozhan, Roman; Salmon, Mark H. - 2008

Persistent link: https://www.econbiz.de/10008856293

Robust decision theory and the Lucas critique

Marcellino, Massimiliano; Salmon, Mark H. - 2001

In this paper we re-consider the theoretical basis for the Lucas Critique from the point of view of Robust Decision Theory. We first emphasise that the Lucas Critique rests on a weak theoretical paradigm in that it fails to consider the motivation for the policy change by the government and...

Persistent link: https://www.econbiz.de/10009485290