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Items where Division is "Systemic Risk Centre" and Year is 2014

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Number of items: 25.

A

Anderson, Ronald W. and Jõeveer, Karin (2014) The economics of collateral. SRC Discussion Paper, No 12. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

C

Chwieroth, Jeffrey and Simpson, Cohen and Walter, Andrew (2014) Networked default: public debt, trade embeddedness, and partisan survival in democracies since 1870. SRC Discussion Paper, No 22. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

D

Danielsson, Jon (2014) Systemic risk and financial regulations: what is the link? In: European Commission (Economic Analysis), Internal Market and Services DG Conference, 27 February 2014, Brussels, Belgium.

Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur (2014) Model risk and the implications for risk management, macroprudential policy, and financial regulations. VoxEU.org (08 Jun 2014). Opinion Piece.

Danielsson, Jon and James, Kevin R. and 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.

Danilova, Albina and Julliard, Christian (2014) Information asymmetries, volatility, liquidity, and the Tobin Tax. SRC Discussion Paper, No 24. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

de Roure, Calebe and Tasca, Paolo (2014) Bitcoin and the PPP Puzzle. SRC Discussion Paper, No 16. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

F

Foldes, Lucien (2014) The optimal consumption function in a Brownian model of accumulation part b: existence of solutions of boundary value problems. SRC Discussion Paper, No 25. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

G

Gale, Douglas and Gottardi, Piero (2014) Capital structure, investment, and fire sales. SRC Discussion Paper, No 23. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

H

Huberman, Gur and Repullo, Rafael (2014) Moral hazard and debt maturity. SRC Discussion Paper, No 13. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

L

Lleo, Sebastien and Ziemba, Bill (2014) Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world. SRC Discussion Paper, No 21. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Lleo, Sebastien and Ziemba, William T. (2014) Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models? SRC Discussion Paper, No 18. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

M

MacLean, Leonard C. and Zhao, Yonggan and Ziemba, William T. (2014) Optimal capital growth with convex shortfall penalties. SRC Discussion Paper, No 15. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Micheler, Eva (2014) Custody chains and remoteness: disconnecting investors from issuers. SRC Discussion Paper, No 14. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Moore, Kyle and Zhou, Chen (2014) The determinants of systemic importance. SRC Discussion Paper, No 19. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Mueller, Philippe and Stathopoulos, Andreas and Vedolin, Andrea (2014) International correlation risk. SRC Discussion Paper, No 26. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

P

Plantin, Guillaume and Song Shin, Hyun and plantin, (2014) Destabilizing carry trades. SRC Discussion Paper, No 17. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

S

Sarlin, Peter (2014) Macroprudential oversight, risk communication and visualization. Special Papers, No 4. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

Shiryaev, Albert N. and Zhitlukhin, Mikhail N. and Ziemba, Bill and Ziemba, William T. (2014) Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013. SRC Discussion Paper, No 20. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Smaga, Pawel (2014) The concept of systemic risk. Special Papers, No 5. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

T

Tasca, Paolo and Battiston, Stefano (2014) Diversification and financial stability. SRC Discussion Paper, No 10. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Thimann, Christian (2014) How insurers differ from banks: a primer on systemic regulation. Special Papers, No 3. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

Z

Zaremba, Anna and Aste, Tomaso (2014) Measures of causality in complex datasets with application to financial data. Entropy, 16 (4). pp. 2309-2349. ISSN 1099-4300

Ziemba, Bill and Lleo, Sebastien (2014) How to lose money in derivatives: examples from hedge funds and bank trading departments. Special Papers, No 2. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

Zigrand, Jean-Pierre (2014) Systems and systemic risk in finance and economics. Special Papers, No 1. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

This list was generated on Wed Dec 12 22:56:20 2018 GMT.