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

A

Adrian, Tobias and Shin, Hyun Song (2013) Procyclical leverage and value-at-risk. Systemic Risk Centre Discussion Papers (1). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

B

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

C

Chen, Huaizhi, Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2013) Industry window dressing. Financial Markets Group Discussion Papers (719). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chwieroth, Jeffrey ORCID: 0000-0001-8965-0621 and Danielsson, Jon ORCID: 0009-0006-9844-7960 (2013) Political challenges of the macroprudential agenda. VoxEU.

D

Danielsson, Jon ORCID: 0009-0006-9844-7960 (2013) Does risk forecasting help macroprudential policy makers? In: Marie Curie ITN Conference on Financial Risk Management & Risk Reporting, 2013-04-12, Baden-Württemberg, Germany, DEU.

Danielsson, Jon ORCID: 0009-0006-9844-7960 (2013) Iceland’s post-Crisis economy: A myth or a miracle? VoxEU.

Danielsson, Jon ORCID: 0009-0006-9844-7960 (2013) Issues in empirically modelling systemic risk. In: 18th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents, 2013-06-20, Reykjavik, Iceland, ISL.

Danielsson, Jon ORCID: 0009-0006-9844-7960 (2013) The new market-risk regulations. VoxEU.

Danielsson, Jon ORCID: 0009-0006-9844-7960, Koijen, Ralph S.J., Laeven, Roger and Perotti, Enrico (2013) Solvency II: three principles to respect. VoxEU.

E

Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian T. and Wang, Yihui (2013) Mark-to-market accounting and systemic risk: evidence from the insurance industry. Systemic Risk Centre Discussion Papers (4). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

G

Gale, Douglas and Gottardi, Piero (2013) Capital structure and investment dynamics with fire sales. Systemic Risk Centre Discussion Papers (7). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

R

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2013) Market quality and contagion in fragmented markets. Systemic Risk Centre Discussion Papers (2). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2013) Walrasian foundations for equilibria in segmented markets. Systemic Risk Centre Discussion Papers (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. Systemic Risk Centre Discussion Papers (3). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

S

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. Systemic Risk Centre Discussion Papers (5). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.