Items where Division is "Systemic Risk Centre" and Year is 2015

Article

Chwieroth, Jeffrey and Danielsson, Jon (2015) Averting financial crisis. Britain in 2015.

Chwieroth, Jeffrey, Simpson, Cohen R. and Walter, Andrew (2015) Default and political survival in networked democracies since 1870. VoxEU.

Danielsson, Jon (2015) Iceland, Greece and political hectoring. VoxEU.

Danielsson, Jon (2015) Post-crisis banking regulation: evolution of economic thinking as it happened on Vox. VoxEU.

Danielsson, Jon (2015) What the Swiss FX shock says about risk models. VoxEU.

Danielsson, Jon, Fouché, Morgane and Macrae, Robert (2015) The macro-micro conflict. VoxEU.

Danielsson, Jon and Kristjánsdóttir, Ásdís (2015) Why Iceland can now remove capital controls. VoxEU.

Danielsson, Jon, Micheler, Eva, Neugebauer, Katja, Uthemann, Andreas and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2015) Europe’s proposed capital markets union: disruption will drive investment and innovation. VoxEU.

Danielsson, Jon, Valenzuela, Marcela and Zer, Ilknur (2015) Volatility, financial crises and Minsky's hypothesis. VoxEU.

Danielsson, Jon and Zhou, Chen (2015) Why risk is hard to measure. VoxEU.

Danielsson, Jon and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2015) Are asset managers systemically important? VoxEU.

Danielsson, Jon and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2015) A proposed research and policy agenda for systemic risk. VoxEU.

Gerardo-Giorda, Luca, Germano, Guido and Scalas, Enrico (2015) Large scale simulation of synthetic markets. Communications in Applied and Industrial Mathematics, 6 (2). ISSN 2038-0909

Hatzopoulos, Vasilis, Iori, Giulia, Mantegna, Rosario N., Miccichè, Salvatore and Tumminello, Michele (2015) Quantifying preferential trading in the e-MID interbank market. Quantitative Finance, 15 (4). pp. 693-710. ISSN 1469-7688

Iori, Giulia, Politi, Mauro, Germano, Guido and Gabbi, Giampaolo (2015) Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market. Journal of Financial Management, Markets and Institutions, 2. pp. 179-202. ISSN 2282-717X

Scalas, Enrico, Gabriel, Adrian T., Martin, Edgar and Germano, Guido (2015) Velocity and energy distributions in microcanonical ensembles of hard spheres. Physical Review E, 92. ISSN 2470-0045

Monograph

Ansell, Ben and Broz, Lawrence (2015) Global capital markets, housing prices, and partisan fiscal policies. Systemic Risk Centre Discussion Papers (31). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Aymanns, Christoph, Caccioli, Fabio, Farmer, J. and Tan, Vincent (2015) Taming the Basel leverage cycle. Systemic Risk Centre Discussion Papers (42). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne and Tan, Vincent W.C. (2015) Taming the Basel leverage cycle. Systemic Risk Centre Discussion Papers (42). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Baker, Andrew (2015) The bankers’ paradox: the political economy of macroprudential regulation. Systemic Risk Centre Discussion Papers (37). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Beck, Thorsten, Degryse, Hans, Haas, Ralph and Horen, Neeltje (2015) When arm's length Is too far. Relationship banking over the credit cycle. Systemic Risk Centre Discussion Papers (33). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Bretscher, Lorenzo, Julliard, Christian and Rosa, Carlo (2015) Human capital and international portfolio diversification: a reappraisal. Systemic Risk Centre Discussion Papers (48). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Broz, Lawrence (2015) The Federal Reserve as global lender of last resort, 2007-2010. Systemic Risk Centre Discussion Papers (30). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Burkart, Mike ORCID: 0000-0002-0954-4499 and Dasgupta, Amil ORCID: 0000-0001-8474-9470 (2015) Activist funds, leverage, and procyclicality. Systemic Risk Centre Discussion Papers (40). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Caccioli, Fabio, Kondor, Imre and Papp, Gábor (2015) Portfolio optimization under expected shortfall: contour maps of estimation error. Systemic Risk Centre Discussion Papers (49). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy (2015) Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. Systemic Risk Centre Discussion Papers (35). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chang, Briana and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2015) Endogenous market making and network formation. Systemic Risk Centre Discussion Papers (50). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chwieroth, Jeffrey and Walter, Andrew (2015) Great expectations, veto players, and the changing politics of banking crises. Systemic Risk Centre Discussion Papers (28). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2015) Can we prove a bank guilty of creating systemic risk? A minority report. Systemic Risk Centre Discussion Papers (47). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2015) Can we prove a bank guilty of creating systemic risk? A minority report. Systemic Risk Centre Discussion Papers (47). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon and Zhou, Chen (2015) Why risk is so hard to measure. Systemic Risk Centre Discussion Papers (36). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Gong, Rui, Page, Frank and Wooders, Myrna (2015) Endogenous correlated network dynamics. Systemic Risk Centre Discussion Papers (39). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Goodhart, Lucy (2015) Brave new world? Macro prudential policy and the new political economy of The Federal Reserve. Systemic Risk Centre Discussion Papers (29). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Grinis, Inna (2015) Credit risk spillovers, systemic importance and vulnerability in financial networks. Systemic Risk Centre Discussion Papers (27). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2015) The dynamics of financially constrained arbitrage. Systemic Risk Centre Discussion Papers (32). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Hershcovis, M. Sandy, Reich, Tara C. and Niven, Karen (2015) Workplace bullying: causes, consequences, and intervention strategies. SIOP White Paper Series. Society for Industrial and Organizational Psychology, UK, London.

Knight, Malcolm D. (2015) Reforming the global architecture of financial regulation: the G20, the IMF and the FSB. Special Papers (No 6). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Knight, Malcolm D. and Ortiz, Guillermo (2015) Multilateral surveillance: ensuring a focus on key risks to global stability. Special Papers (No 7). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Lleo, Sebastien and Ziemba, Bill (2015) The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis. Special Papers (No 8). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Malkhozov, Aytek and Tamoni, Andrea (2015) News shocks and asset prices. Systemic Risk Centre Discussion Papers (34). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Matta, Rafael and Perotti, Enrico (2015) Insecure debt. Systemic Risk Centre Discussion Papers (41). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ozdenoren, Emre and Yuan, Kathy (2015) Endogenous contractual externalities. Financial Markets Group Discussion Papers (746). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Page, Frank (2015) Parameterized games, minimal Nash correspondences, and connectedness. Systemic Risk Centre Discussion Papers (45). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Page, Frank (2015) Stationary Markov equilibria for K-class discounted stochastic games. Systemic Risk Centre Discussion Papers (44). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Page, Frank (2015) A fixed point theorem for measurable-selection-valued correspondences arising in game theory. Systemic Risk Centre Discussion Papers (No 43). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Plantin, Guillaume and Tirole, Jean (2015) Marking to market versus taking to market. Systemic Risk Centre Discussion Papers (51). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Book

Danielsson, Jon, Bair, Sheila, Shin, Hyun Song, Borio, Claudio, Ratnovski, Lev, Boot, Arnoud, Goodhart, Charles, Zamil, Raihan, Hagendorff, Jens, Vallascas, Francesco, Gersbach, Hans, Calomiris, Charles W., Persaud, Avinash, Atkinson, Paul E., Blundell-Wignall, Adrian, Schmitz, Stefan W., Laeven, Luc, Levine, Ross, Hoshi, Takeo, Bremus, Franziska, Buch, Claudia M., Russ, Katheryn, Schnitzer, Monika, Cabellero, Ricardo, Claessens, Stijn, Pozsar, Zoltan, Singh, Manmohan, Čihák, Martin, Nier, Erlend W., Igan, Deniz, Mishra, Prachi, Tressel, Thierry, Perotti, Enrico and Spagnolo, Giancarlo (2015) Post-crisis banking regulation: evolution of economic thinking as it happened on Vox. VoxEU.org eBooks. Centre for Economic Policy Research (Great Britain), London, UK. ISBN 9781907142833