Items where Author is "Valenzuela, Marcela"

Article

Bernales, Alejandro, Garrido-Sureda, Nicolas, Sagade, Satchit, Valenzuela, Marcela and Westheide, Christian (2023) Trader competition in fragmented markets: liquidity supply versus picking-off risk. Journal of Financial and Quantitative Analysis, 59 (1). 221 - 248. ISSN 0022-1090

Danielsson, Jon ORCID: 0009-0006-9844-7960, Valenzuela, Marcela and Zer, Ilknur (2022) The impact of risk cycles on business cycles: a historical view. Review of Financial Studies, 36 (7). 2922 - 2961. ISSN 0893-9454

James, Kevin R. and Valenzuela, Marcela (2020) The efficient IPO market hypothesis: theory and evidence. Journal of Financial and Quantitative Analysis, 55 (7). 2304 - 2333. ISSN 0022-1090

Danielsson, Jon ORCID: 0009-0006-9844-7960, Valenzuela, Marcela and Zer, Ilknur (2018) Learning from history: volatility and financial crises. Review of Financial Studies, 31 (7). 2774 - 2805. ISSN 0893-9454

Danielsson, Jon ORCID: 0009-0006-9844-7960, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2016) Can we prove a bank guilty of creating systemic risk? A minority report. Journal of Money, Credit and Banking, 48 (4). 795 - 812. ISSN 0022-2879

Danielsson, Jon ORCID: 0009-0006-9844-7960, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2016) Model risk of risk models. Journal of Financial Stability, 23. pp. 79-91. ISSN 1572-3089

Danielsson, Jon ORCID: 0009-0006-9844-7960, Valenzuela, Marcela and Zer, Ilknur (2015) Volatility, financial crises and Minsky's hypothesis. VoxEU.

Valenzuela, Marcela, Zer, Ilknur, Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and Rheinlander, Thorsten (2015) Relative liquidity and future volatility. Journal of Financial Markets, 24. pp. 25-48. ISSN 1386-4181

Danielsson, Jon ORCID: 0009-0006-9844-7960, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2014) Model risk and the implications for risk management, macroprudential policy, and financial regulations. VoxEU.

Valenzuela, Marcela and Zer, Ilknur (2013) Competition, signaling and non-walking through the book: effects on order choice. Journal of Banking and Finance, 37 (12). pp. 5421-5435. ISSN 0378-4266

Monograph

Bernales, Alejandro, Ladley, Daniel, Litos, Evangelos and Valenzuela, Marcela (2021) Dark trading and alternative execution priority rules. Systemic Risk Centre Discussion Papers (111). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960, Valenzuela, Marcela and Zer, Ilknur (2020) Financial volatility and economic growth, 1870-2016. Systemic Risk Centre Discussion Papers (100). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

James, Kevin R. and Valenzuela, Marcela (2019) The efficient IPO market hypothesis: theory and evidence. Systemic Risk Centre Discussion Papers (87). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960, Valenzuela, Marcela and Zer, Ilknur (2018) Learning from history: volatility and financial crises. Systemic Risk Centre Discussion Papers (57). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960, Valenzuela, Marcela and Zer, Ilknur (2016) Learning from history: volatility and financial crises. Systemic Risk Centre Discussion Papers (57). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2015) Can we prove a bank guilty of creating systemic risk? A minority report. Systemic Risk Centre Discussion Papers (47). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2015) Can we prove a bank guilty of creating systemic risk? A minority report. Systemic Risk Centre Discussion Papers (47). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2014) Model risk of risk models. Systemic Risk Centre Discussion Papers (11). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2012) Dealing with systematic risk when we measure it badly. . European Center for Advanced Research in Economics and Statistics.

Danielsson, Jon ORCID: 0009-0006-9844-7960, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2011) Model risk of systemic risk models. . Jon Danielsson.

Online resource

Danielsson, Jon ORCID: 0009-0006-9844-7960, Valenzuela, Marcela and Zer, Ilknur (2016) Low volatility makes a financial crisis more likely. LSE Business Review (22 Aug 2016). Website.