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Items where Author is "Valenzuela, Marcela"

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Number of items: 13.

Article

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

Danielsson, Jon, 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). pp. 795-812. ISSN 0022-2879

Danielsson, Jon, 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, Valenzuela, Marcela and Zer, Ilknur (2015) Volatility, financial crises and Minsky's hypothesis. VoxEU.org.

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

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2014) Model risk and the implications for risk management, macroprudential policy, and financial regulations. VoxEU.org.

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

Danielsson, Jon, Valenzuela, Marcela and Zer, Ilknur (2016) Learning from history: volatility and financial crises. Discussion Paper Series (57). London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2015) Can we prove a bank guilty of creating systemic risk?: a minority report. SRC Discussion Paper (No 47). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2014) Model risk of risk models. SRC Discussion Paper (No 11). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, 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, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2011) Model risk of systemic risk models. . Jon Danielsson.

Online resource

Danielsson, Jon, Valenzuela, Marcela and Zer, Ilknur (2016) Low volatility makes a financial crisis more likely. LSE Business Review (22 Aug 2016). Website.

This list was generated on Tue Nov 19 18:11:24 2019 GMT.