Library Header Image
LSE Research Online LSE Library Services

Items where Division is "Systemic Risk Centre" and Year is 2018

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type | No Grouping
Jump to: A | B | M | N | P | T | Z
Number of items: 10.


Ames, Matthew, Bagnarosa, Guillaume, Peters, Gareth W. and Shevchenko, Pavel V. (2018) Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades. Journal of Forecasting, 37 (8). pp. 805-831. ISSN 0277-6693


Bremus, Franziska and Neugebauer, Katja (2018) Reduced cross-border lending and financing costs of SMEs. Journal of International Money and Finance, 80. pp. 35-58. ISSN 0261-5606


Michaelides, Panayotis G., Tsionas, Efthymios G. and Konstantakis, Konstantinos N. (2018) Debt dynamics in Europe: a network general equilibrium GVAR approach. Journal of Economic Dynamics and Control, 93. pp. 175-202. ISSN 0165-1889


Nava, Noemi, Di Matteo, T. and Aste, Tomaso (2018) Dynamic correlations at different time-scales with empirical mode decomposition. Physica A: Statistical Mechanics and Its Applications, 502. pp. 534-544. ISSN 0378-4371

Nava, Noemi, Di Matteo, Tiziana and Aste, Tomaso (2018) Financial time series forecasting using empirical mode decomposition and support vector regression. Risks, 6 (1). ISSN 2227-9091


Phelan, Carolyn E., Marazzina, Daniele, Fusai, Gianluca and Germano, Guido (2018) Fluctuation identities with continuous monitoring and their application to price barrier options. European Journal of Operational Research, 271 (1). pp. 210-223. ISSN 0377-2217

Phelan, Carolyn E., Marazzina, Daniele, Fusai, Gianluca and Germano, Guido (2018) Hilbert transform, spectral filters and option pricing. Annals of Operations Research. pp. 1-26. ISSN 0254-5330


Toczydlowska, Dorota and Peters, Gareth W. (2018) Financial big data solutions for state space panel regression in interest rate dynamics. Econometrics, 6 (3).

Tungsong, S., Caccioli, F. and Aste, T. (2018) Relation between regional uncertainty spillovers in the global banking system. Journal of Network Theory in Finance, 4 (2). pp. 1-23. ISSN 2055-7795


Zloteanu, Mircea, Harvey, Nigel, Tuckett, David and Livan, Giacomo (2018) Digital identity: the effect of trust and reputation information on user judgement in the sharing economy. PLOS ONE, 13 (12). ISSN 1932-6203

This list was generated on Sat Dec 3 13:57:23 2022 GMT.