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

Article

Danielsson, Jon ORCID: 0009-0006-9844-7960, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2014) Model risk and the implications for risk management, macroprudential policy, and financial regulations. VoxEU.

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

Monograph

Anderson, Ronald W. and Jõeveer, Karin (2014) The economics of collateral. Financial Markets Group Discussion Papers (732). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Boucher, Christophe M., Danielsson, Jon ORCID: 0009-0006-9844-7960, Kouontchou, Patrick S. and Maillet, Bertrand B. (2014) Risk models–at–risk. Systemic Risk Centre Discussion Papers (8). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chwieroth, Jeffrey ORCID: 0000-0001-8965-0621, Simpson, Cohen ORCID: 0000-0002-6840-0882 and Walter, Andrew (2014) Networked default: public debt, trade embeddedness, and partisan survival in democracies since 1870. Systemic Risk Centre Discussion Papers (22). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2014) Model risk of risk models. Systemic Risk Centre Discussion Papers (11). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danilova, Albina ORCID: 0009-0001-4264-3798 and Julliard, Christian ORCID: 0000-0001-8177-7441 (2014) Information asymmetries, volatility, liquidity, and the Tobin Tax. Systemic Risk Centre Discussion Papers (24). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Foldes, Lucien (2014) The optimal consumption function in a Brownian model of accumulation part B: existence of solutions of boundary value problems. Systemic Risk Centre Discussion Papers (25). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Gale, Douglas and Gottardi, Piero (2014) Capital structure, investment, and fire sales. Systemic Risk Centre Discussion Papers (23). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ho Hwang, Jong (2014) A proposal for an open-source financial risk model. Systemic Risk Centre Discussion Papers (9). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Huberman, Gur and Repullo, Rafael (2014) Moral hazard and debt maturity. Systemic Risk Centre Discussion Papers (13). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Lleo, Sebastien and Ziemba, Bill (2014) Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world. Systemic Risk Centre Discussion Papers (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? Systemic Risk Centre Discussion Papers (18). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

MacLean, Leonard C., Zhao, Yonggan and Ziemba, William T. (2014) Optimal capital growth with convex shortfall penalties. Systemic Risk Centre Discussion Papers (15). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Micheler, Eva ORCID: 0000-0002-7922-2436 (2014) Custody chains and remoteness: disconnecting investors from issuers. Systemic Risk Centre Discussion Papers (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. Systemic Risk Centre Discussion Papers (19). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2014) International correlation risk. Systemic Risk Centre Discussion Papers (26). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Plantin, Guillaume and Song Shin, Hyun (2014) Destabilizing carry trades. Systemic Risk Centre Discussion Papers (17). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

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

Shiryaev, Albert N., Zhitlukhin, Mikhail N. and Ziemba, William T. (2014) Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013. Systemic Risk Centre Discussion Papers (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, The London School of Economics and Political Science, London, UK.

Tasca, Paolo ORCID: 0000-0002-5460-5940 and Battiston, Stefano (2014) Diversification and financial stability. Systemic Risk Centre Discussion Papers (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, The London School of Economics and Political Science, London, UK.

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, The London School of Economics and Political Science, London, UK.

Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2014) Systems and systemic risk in finance and economics. Special Papers (No 1). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

de Roure, Calebe and Tasca, Paolo ORCID: 0000-0002-5460-5940 (2014) Bitcoin and the PPP Puzzle. Systemic Risk Centre Discussion Papers (16). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Conference or Workshop Item

Danielsson, Jon ORCID: 0009-0006-9844-7960 (2014) Systemic risk and financial regulations: what is the link? In: European Commission (Economic Analysis), Internal Market and Services DG Conference, 2014-02-27, Brussels, Belgium, BEL.