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Items where Division is "Systemic Risk Centre" and Year is 2016

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Number of items: 31.

A

Anderson, Ronald W. (2016) The Internationalization of the Renminbi. Special Paper Series, 11. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Anderson, Ronald W. (2016) Stress testing and macroprudential regulation: a transatlantic assessment. Centre for Economic Policy Research, London, UK. ISBN 9781907142987

Anderson, Ronald W. (2016) Stress testing and macroprudential regulation: a transatlantic assessment. Vox (09 May 2016). Opinion Piece.

Aymanns, Christoph and Caccioli, Fabio and Farmer, J. Doyne and Tan, Vincent W.C. (2016) Taming the Basel leverage cycle. Journal of Financial Stability, 27. pp. 263-277. ISSN 1572-3089

B

Barfuss, Wolfram and Massara, Guido Previde and Di Matteo, T. and Aste, Tomaso (2016) Parsimonious modeling with information filtering networks. Physical Review E, 94 (6). ISSN 2470-0045

C

Caravelli, Francesco and Bardoscia, Marco and Caccioli, Fabio (2016) Emergence of giant strongly connected components in continuum disk-spin percolation. Journal of Statistical Mechanics: Theory and Experiment, 2016 (May). ISSN 1742-5468

Csullag, Balazs and Danielsson, Jon and Macrae, Robert (2016) Why it doesn't make sense to hold bonds. VoxEU.org (27 Jun 2016). Opinion Piece.

D

Danielsson, Jon and Ergun, Lerby M. and Haan, Laurens de and Vries, Casper G. de (2016) Tail index estimation: quantile driven threshold selection. Discussion Paper Series, 58. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Danielsson, Jon and Fouché, Morgane and Macrae, Robert (2016) Cyber risk as systemic risk. VoxEU.org (10 Jun 2016). Opinion Piece.

Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur (2016) Can we prove a bank guilty of creating systemic risk? A minority report. Journal of Money, Credit and Banking, 48 (4). pp. 795-812. ISSN 0022-2879

Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur (2016) Model risk of risk models. Journal of Financial Stability, 23. pp. 79-91. ISSN 1572-3089

Danielsson, Jon and Macrae, Robert (2016) The fatal flaw in macropru: it ignores political risk. VoxEU.org (08 Dec 2016). Opinion Piece.

Danielsson, Jon and Macrae, Robert and Tsomocos, Dimitrios P. and Zigrand, Jean-Pierre (2016) Why macropru can end up being procyclical. VoxEU.org (15 Dec 2016). Opinion Piece.

Danielsson, Jon and Macrae, Robert and Zigrand, Jean-Pierre (2016) On the financial market consequences of Brexit. VoxEU.org (24 Jun 2016). Opinion Piece.

Danielsson, Jon and Tsanakas, Andreas (2016) Everybody right, everybody wrong: plural rationalities in macroprudential regulation. VoxEU.org (18 Mar 2016). Opinion Piece.

Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur (2016) Learning from history: volatility and financial crises. Discussion Paper Series, 57. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Donaldson, Jason and Micheler, Eva (2016) Resaleable debt and systemic risk. Discussion Paper Series, 53. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

E

Ergun, Lerby M. (2016) Disaster and fortune risk in asset returns. Discussion Paper Series, 59. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

F

Fusai, Gianluca and Germano, Guido and Marazzina, Daniele (2016) Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options. European Journal of Operational Research, 251 (1). pp. 124-134. ISSN 0377-2217

G

Gerba, Eddie and Macchiarelli, Corrado (2016) Interaction between monetary policy and bank regulation: theory and European practice. Special Paper Series, 10. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Gong, Rui and He, Jieshuang and Page, Frank (2016) Incentive compatible networks and the delegated networking principle. Discussion Paper Series, 56. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Gong, Rui and Page, Frank (2016) Shadow banks and systemic risks. Discussion Paper Series, 55. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Gong, Rui and Page, Frank (2016) Systemic risk and the dynamics of temporary financial networks. SRC Discussion Paper, No 62. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

M

MacLean, Leonard C. and Zhao, Yonggan and Ziemba, William T. (2016) Optimal capital growth with convex shortfall penalties. Quantitative Finance, 16 (1). pp. 101-117. ISSN 1469-7688

Mueller, Philippe and Tahbaz-Salehi, Alireza and Vedolin, Andrea (2016) Exchange rates and monetary policy uncertainty. Discussion Paper Series, 54. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

N

Nava, Noemi and Di Matteo, Tiziana and Aste, Tomaso (2016) Time-dependent scaling patterns in high frequency financial data. European Physical Journal Special Topics, 225 (10). pp. 1997-2016. ISSN 1951-6355

P

Page, Frank (2016) On K-Class discounted stochastic games. SRC Discussion Paper, No 61. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Page, Frank (2016) Stationary Markov equilibria for approximable discounted stochastic games. SRC Discussion Paper, No 60. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Preis, Tobias and Bardoscia, Marco and Caccioli, Fabio and Perotti, Juan Ignacio and Vivaldo, Gianna and Caldarelli, Guido (2016) Distress propagation in complex networks: the case of non-linear DebtRank. PLOS ONE, 11 (10). e0163825. ISSN 1932-6203

T

Thimann, Christian (2016) Insurance and systemic risk: no easy conclusions. VoxEU.org (31 May 2016). Opinion Piece.

V

Varga-Haszonits, Istvan and Caccioli, Fabio and Kondor, Imre (2016) Replica approach to mean-variance portfolio optimization. Journal of Statistical Mechanics: Theory and Experiment, 2016 (Dec.). ISSN 1742-5468

This list was generated on Sun Oct 21 22:05:35 2018 BST.