Items where Division is "Systemic Risk Centre" and Year is 2017

A

Acharya, Viral and Plantin, Guillaume (2017) Monetary easing and financial instability. Systemic Risk Centre Discussion Papers (63). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Aste, Tomaso and Di Matteo, T. (2017) Sparse causality network retrieval from short time series. Complexity, 2017 (4518429). ISSN 1076-2787

B

Banwo, Opeoluwa, Caccioli, Fabio, Harrald, Paul and Medda, Francesca (2017) The effect of heterogeneity on financial contagion due to overlapping portfolios. Advances in Complex Systems, 19 (8). ISSN 0219-5259

Bardoscia, Marco, Battiston, Stefano, Caccioli, Fabio and Caldarelli, Guido (2017) Pathways towards instability in financial networks. Nature Communications, 8 (14416). ISSN 2041-1723

Bremus, Franziska and Neugebauer, Katja (2017) Don't stop me now: the impact of credit market fragmentation on firms' financing constraints. Systemic Risk Centre Discussion Papers (67). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

C

Cui, Yiran, del Baño Rollin, Sebastian and Germano, Guido (2017) Full and fast calibration of the Heston stochastic volatility model. European Journal of Operational Research, 263 (2). pp. 625-638. ISSN 0377-2217

D

Danielsson, Jon ORCID: 0009-0006-9844-7960, Macrae, Robert and Micheler, Eva ORCID: 0000-0002-7922-2436 (2017) Brexit and systemic risk. VoxEU.

de Grauwe, Paul, Ji, Yuemei and Macchiarelli, Corrado (2017) Fundamentals versus market sentiments in the euro bond markets: implications for QE. SRC Special Paper Series (No 12). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

E

Eppinger, Peter S. and Neugebauer, Katja (2017) External financial dependence and firms' crisis performance across Europe. Systemic Risk Centre Discussion Papers (65). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Etesami, Jalal, Habibnia, Ali and Kiyavash, Negar (2017) Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. Systemic Risk Centre Discussion Papers (66). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

F

Foldes, Lucien (2017) Notes on revisiting Klappholz and Agassi’s “Methodological Prescriptions in Economics”. In: Bar-AM, Nimrod and Gattei, Stefano, (eds.) Encouraging Openness: Essays for Joseph Agassi on the Occasion of His 90th Birthday. Boston Studies in the Philosophy and History of Science. Springer Berlin / Heidelberg, Cham, CH, 455 - 466. ISBN 9783319576688

Foldes, Lucien (2017) The optimal consumption function in a Brownian model of accumulation. Part C: a dynamical system formulation. Systemic Risk Centre Discussion Papers (68). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

G

Grigat, Daniel and Caccioli, Fabio (2017) Reverse stress testing interbank networks. Scientific Reports, 7 (1). p. 15616. ISSN 2045-2322

Grinis, Inna (2017) The STEM requirements of "non-STEM" jobs: evidence from UK online vacancy postings and implications for skills & knowledge shortages. Systemic Risk Centre Discussion Papers (69). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Grinis, Inna (2017) Skills diversity in unity. Systemic Risk Centre Discussion Papers (70). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Grinis, Inna (2017) Trend growth durations & shifts. Systemic Risk Centre Discussion Papers (71). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

K

Konstantakis, Konstantinos N. and Michaelides, Panayotis G. (2017) Does technology cause business cycles in the USA? A Schumpeter-inspired approach. Structural Change and Economic Dynamics, 43. pp. 15-26. ISSN 0954-349X

Konstantakis, Konstantinos N., Milioti, Christina and Michaelides, Panayotis G. (2017) Modeling the dynamic response of automobile sales in troubled times: a real-time Vector Autoregressive analysis with causality testing for Greece. Transport Policy, 59. pp. 75-81. ISSN 0967-070X

Konstantakis, Konstantinos N., Papageorgiou, Theofanis, Christopoulos, Apostolos G., Dokas, Ioannis G. and Michaelides, Panayotis G. (2017) Business cycles in Greek maritime transport: an econometric exploration (1998–2015). Operational Research. ISSN 1109-2858

Konstantakis, Konstantinos N., Soklis, George and Michaelides, Panayotis G. (2017) Tourism expenditures and crisis transmission: a general equilibrium GVAR analysis with network theory. Annals of Tourism Research, 66. pp. 74-94. ISSN 0160-7383

L

Livan, Giacomo, Caccioli, Fabio and Aste, Tomaso (2017) Excess reciprocity distorts reputation in online social networks. Scientific Reports, 7 (1). ISSN 2045-2322

Lleo, Sebastien and Ziemba, William (2017) A tale of two indexes: predicting equity market downturns in China. Systemic Risk Centre Discussion Papers (72). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

M

Moffitt, Steven D. and Ziemba, William T. (2017) Does it pay to buy the pot in the Canadian 6/49 Lotto: implications for lottery design. Systemic Risk Centre Discussion Papers (64). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Musmeci, Nicoló, Nicosia, Vincenzo, Aste, Tomaso, Di Matteo, Tiziana and Latora, Vito (2017) The multiplex dependency structure of financial markets. Complexity, 2017. pp. 1-13. ISSN 1076-2787

S

Segoviano, Miguel and Espinoza, Raphael (2017) Consistent measures of systemic risk. Systemic Risk Centre Discussion Papers (74). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

T

Tsionas, Efthymios G., Tran, Kien C. and Michaelides, Panayotis G. (2017) Bayesian inference in threshold stochastic frontier models. Empirical Economics. ISSN 0377-7332

Tsionas, Mike G. and Michaelides, Panayotis G. (2017) Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system. Physica A: Statistical Mechanics and Its Applications, 482. pp. 95-107. ISSN 0378-4371

U

Uthemann, Andreas ORCID: 0000-0002-7942-8530 (2017) Competitive screening of customers with non-common priors. Systemic Risk Centre Discussion Papers (73). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.