Items where Author is "Yuan, Kathy"

Ozdenoren, Emre, Yuan, Kathy ORCID: 0000-0001-9895-7545 and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2023) Dynamic asset-backed security design. Review of Economic Studies, 90 (6). 3282 - 3314. ISSN 0034-6527

Julliard, Christian ORCID: 0000-0001-8177-7441, Shi, Ran and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2023) The spread of COVID-19 in London: network effects and optimal lockdowns. Journal of Econometrics, 235 (2). 2125 - 2154. ISSN 0304-4076

Chabakauri, Georgy ORCID: 0009-0002-7980-269X, Yuan, Kathy ORCID: 0000-0001-9895-7545 and Zachariadis, Konstantinos E. (2022) Multi-asset noisy rational expectations equilibrium with contingent claims. Review of Economic Studies, 89 (5). 2445 - 2490. ISSN 0034-6527

Ozdenoren, Emre, Yuan, Kathy ORCID: 0000-0001-9895-7545 and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2022) Dynamic asset-backed security design. Financial Markets Group Discussion Papers (856). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X, Yuan, Kathy ORCID: 0000-0001-9895-7545 and Zachariadis, Konstantinos (2021) Multi-asset noisy rational expectations equilibrium with contingent claims. Financial Markets Group Discussion Papers (745). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Denbee, Edward, Julliard, Christian ORCID: 0000-0001-8177-7441, Li, Ye and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2021) Network risk and key players: a structural analysis of interbank liquidity. Journal of Financial Economics, 141 (3). 831 - 859. ISSN 0304-405X

Julliard, Christian ORCID: 0000-0001-8177-7441, Shi, Ran and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2020) The spread of COVID-19 in London: network effects and optimal lockdowns. Systemic Risk Centre Discussion Papers (104). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Toffano, Priscilla and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2019) E-shekels across borders: a distributed ledger system to settle payments between Israel and the West Bank. LSE Middle East Centre paper series (28). LSE Middle East Centre, London, UK.

Cuñat, Vicente ORCID: 0000-0001-7504-2801, Cvijanovic, Dragana and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2018) Within-bank spillovers of real estate shocks. Review of Corporate Finance Studies, 7 (2). 157 - 193. ISSN 2046-9128

Ozdenoren, Emre and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2017) Contractual externalities and systemic risk. Review of Economic Studies, 84 (4). 1789 - 1817. ISSN 0034-6527

Ozdenoren, Emre and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2015) Endogenous contractual externalities. Financial Markets Group Discussion Papers (746). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Denbee, Edward, Julliard, Christian ORCID: 0000-0001-8177-7441, Yepremyan, Liana and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2014) Network risk and key players: a structural analysis of interbank liquidity. Financial Markets Group Discussion Papers (734). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X, Yuan, Kathy ORCID: 0000-0001-9895-7545 and Zachariadis, Konstantinos (2014) Multi-asset noisy rational expectations equilibrium with contingent claims. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Goldstein, Itay, Ozdenoren, Emre and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2013) Trading frenzies and their impact on real investment. Journal of Financial Economics, 109 (2). pp. 566-582. ISSN 0304-405X (Submitted)

Ozdenoren, Emre and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2012) Stock market tournaments. Financial Markets Group Discussion Papers (706). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goldstein, Itay, Ozdenoren, Emre and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2011) Trading frenzies and their impact on real investment. Financial Markets Group Discussion Papers (670). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Yuan, Kathy ORCID: 0000-0001-9895-7545 (2011) Learning and complementarities in speculative attacks. Review of Economic Studies, 78 (1). pp. 263-292. ISSN 0034-6527

Goldstein, Itay, Ozdenoren, Emre and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2010) Trading frenzies and their impact on real investment. CEPR Discussion Paper (DP7652). Centre for Economic Policy Research (Great Britain), London, UK.

Gupta, Nandini and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2009) On the growth effect of stock market liberalizations. Review of Financial Studies, 22 (11). pp. 4715-4752. ISSN 0893-9454

Ozdenoren, Emre and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2008) Feedback effects and asset prices. Journal of Finance, 63 (4). pp. 1939-1975. ISSN 0022-1082

Dittmar, Robert F. and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2008) Do sovereign bonds benefit corporate bonds in emerging markets? Review of Financial Studies, 21 (5). pp. 1983-2014. ISSN 0893-9454

Yuan, Kathy ORCID: 0000-0001-9895-7545, Zheng, Liu and Zhu, Qiaoqiao (2006) Are investors moonstruck?: lunar phases and stock returns. Journal of Empirical Finance, 13 (1). pp. 1-23. ISSN 0927-5398

Boyer, Brian H., Kumagai, Timoni and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2006) How do crises spread? Evidence from accessible and inaccessible stock indices. Journal of Finance, 61 (2). pp. 957-1003. ISSN 0022-1082

Yuan, Kathy ORCID: 0000-0001-9895-7545 (2005) The liquidity service of benchmark securities. Journal of the European Economic Association, 3 (5). pp. 1156-1180. ISSN 1542-4774

Yuan, Kathy ORCID: 0000-0001-9895-7545 (2005) Asymmetric price movements and borrowing constraints: a rational expectations equilibrium model of crises, contagion, and confusion. Journal of Finance, 60 (1). pp. 379-411. ISSN 0022-1082