Pensions green paper (proposals for pension reform in the UK) link
Pratt-Besley paper on pension fund governance (interesting but not really consistent with US institutions. also, the agency problem is not very plausible) link
Disney and Emmerson paper on ``Pension Choice and Job Mobility in the UK'' (looks at workers' current options) link
Cairns, Blake, and Dowd paper on asset allocation for DC Pensions (have not yet studied in detail) link
Blake and Burrows paper on survivor bonds (if issued by gov't, would help insurance companies to hedge aggregate mortality risk) link
One theme I heard is the use of ``global games'' to get a unique equilibrium in Diamond-Dybvig and similar models. global games were introduced by Carlsson and van Damme, 1993, Econometrica 61, 989-1018
Guillaume Plantin on self-fulfilling liquidity link
Amil Dasgupta on contagion within banking systems link
Amil Dasgupta on learning in coordination games link
Shin, various see link I kept hearing about link which uses global games to look at coordination failure in debt forclosure. not necessarily consistent with bankruptcy law, but interesting in the abstract and the starting point of several student papers
Jean-Charles Rochet and Xavier Vives, Coordination Failures link
Regis Breton, two papers on financial intermediation: first, a ``smokescreen'' theory that financial intermediaries use aggregation to minimize wasteful information gathering (intuitively, this seems like Fannie Mae not giving out demographic information about mortgage portfolios they sell): link second, endogenous emergence of financial intermediaries link
Anagnou, Bedendo, Hodges, and Thompkins, implied vs. realized probs link
Anderson, Ronald, and Kjell Nyborg, corporate model link
Anagnou, Iliana and Stewart Hodges, model misspecification (wrong vol) link
Basu, Devraj and Alexander Stremme, asset pricing tests link link
DeMiguel, Angel-Victor and Raman Uppal portfolio investment with taxes link
Hodges, Tompkins, and Ziemba, bias in futures option prices link
Haberman, Ballotta and Wang, valuing unit life insurance, or why all the insurance companies in the UK are insolvent. abstract only, hoping to get the full draft later link
Uppal, R. and T. Wang on model misspecification and under-diversification link