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Items where Author is "Lleo, Sebastien"

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Monograph

Lleo, Sebastien and Ziemba, William T. (2017) A tale of two indexes: predicting equity market downturns in China. SRC Discussion Paper (No 72). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Lleo, Sebastien and Ziemba, Bill (2015) The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis. Special Papers (No 8). Systemic Risk Centre, London School of Economics and Political Science, London, UK.

Lleo, Sebastien and Ziemba, Bill (2014) Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world. SRC Discussion Paper (No 21). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ziemba, Bill and Lleo, Sebastien (2014) How to lose money in derivatives: examples from hedge funds and bank trading departments. Special Papers (No 2). Systemic Risk Centre, London School of Economics and Political Science, London, UK.

Lleo, Sebastien and Ziemba, William T. (2014) Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models? SRC Discussion Paper (No 18). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

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