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Items where Division is "Systemic Risk Centre" and Year is 2013

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Number of items: 16.

Adrian, Tobias and Shin, Hyun Song (2013) Procyclical leverage and value-at-risk. SRC Discussion Paper (No 1). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Boucher, Christophe M., Danielsson, Jon, Kouontchou, Patrick S. and Maillet, Bertrand B. (2013) Risk models–at–risk. SRC Discussion Paper (No 8). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Buch, Claudia M., Neugebauer, Katja and Schröder, Christoph (2013) Changing forces of gravity: how the crisis affected international banking. Discussion Paper (48/2013). Deutsche Bundesbank Research Centre, Deutsche Bundesbank, Frankfurt am Main, Germany. ISBN 97838655892

Chwieroth, Jeffrey and Danielsson, Jon (2013) Political challenges of the macroprudential agenda. VoxEU.org.

Danielsson, Jon (2013) Does risk forecasting help macroprudential policy makers? In: Marie Curie ITN Conference on Financial Risk Management & Risk Reporting, 2013-04-12.

Danielsson, Jon (2013) Iceland’s post-Crisis economy: A myth or a miracle? VoxEU.org.

Danielsson, Jon (2013) Issues in empirically modelling systemic risk. In: 18th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents, 2013-06-20.

Danielsson, Jon (2013) The new market-risk regulations. VoxEU.org.

Danielsson, Jon, Koijen, Ralph S.J., Laeven, Roger and Perotti, Enrico (2013) Solvency II: three principles to respect. VoxEU.org.

Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian T. and Wang, Yihui (2013) Mark-to-market accounting and systemic risk: evidence from the insurance industry. SRC Discussion Paper (No 4). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Gale, Douglas and Gottardi, Piero (2013) Capital structure and investment dynamics with fire sales. SRC Discussion Paper (No 7). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ho Hwang, Jong (2013) A proposal for an open-source financial risk model. SRC Discussion Paper (No 9). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2013) Market quality and contagion in fragmented markets. SRC Discussion Paper (No 2). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2013) Walrasian foundations for equilibria in segmented markets. SRC Discussion Paper (No 6). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Repullo, Rafael (2013) Cyclical adjustment of capital requirements: a simple framework. SRC Discussion Paper (No 3). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Shiryaev, Albert N., Zhitlukhin, M. V. and Ziemba, William T. (2013) When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model. SRC Discussion Paper (No 5). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

This list was generated on Sat Mar 23 08:47:44 2019 GMT.