Items where Division is "Systemic Risk Centre" and Year is 2020

Article

Bartolucci, Silvia, Caccioli, Fabio and Vivo, Pierpaolo (2020) A percolation model for the emergence of the Bitcoin Lightning Network. Scientific Reports, 10 (1). ISSN 2045-2322

Berger, Michael, Sommersguter-Reichmann, Margit and Czypionka, Thomas (2020) Determinants of soft budget constraints: how public debt affects hospital performance in Austria. Social Science and Medicine, 249. ISSN 0277-9536

Fricke, Daniel and Roukny, Tarik (2020) Generalists and specialists in the credit market. Journal of Banking and Finance, 112. ISSN 0378-4266

Gozman, Daniel, Liebenau, Jonathan ORCID: 0000-0001-6536-6319 and Aste, Tomaso (2020) A case study of using blockchain technology in regulatory technology. MIS Quarterly Executive, 19 (1). 19 - 37. ISSN 1540-1960

Ibikunle, Gbenga, McGroarty, Frank and Rzayev, Khaladdin (2020) More heat than light: Investor attention and bitcoin price discovery. International Review of Financial Analysis, 69. ISSN 1057-5219

James, Kevin R. and Valenzuela, Marcela (2020) The efficient IPO market hypothesis: theory and evidence. Journal of Financial and Quantitative Analysis, 55 (7). 2304 - 2333. ISSN 0022-1090

Kapar, Burcu, Iori, Giulia, Gabbi, Giampaolo and Germano, Guido (2020) Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis. Journal of Economic Interaction and Coordination, 15 (1). 283 - 331. ISSN 1860-711X

Marcaccioli, Riccardo and Livan, Giacomo (2020) Maximum entropy approach to multivariate time series randomization. Scientific Reports, 10 (1). ISSN 2045-2322

Nicola, Giancarlo, Cerchiello, Paola and Aste, Tomaso (2020) Information network modeling for U.S. banking systemic risk. Entropy, 22 (11). ISSN 1099-4300

Phelan, C. E., Marazzina, D. and Germano, G. (2020) Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities. Quantitative Finance, 20 (6). 899 - 918. ISSN 1469-7688

Sariev, Eduard and Germano, Guido (2020) Bayesian regularized artificial neural networks for the estimation of the probability of default. Quantitative Finance, 20 (2). pp. 311-328. ISSN 1469-7688

Sikder, Orowa, Smith, Robert E., Vivo, Pierpaolo and Livan, Giacomo (2020) A minimalistic model of bias, polarization and misinformation in social networks. Scientific Reports, 10 (1). ISSN 2045-2322

Stern, Samuel, Livan, Giacomo and Smith, Robert E. (2020) A network perspective on intermedia agenda-setting. Applied Network Science, 5 (1). ISSN 2364-8228

Todorov, Karamfil (2020) Quantify the quantitative easing: impact on bonds and corporate debt issuance. Journal of Financial Economics, 135 (2). 340 - 358. ISSN 0304-405X

Turiel, J. D. and Aste, T. (2020) Peer-to-peer loan acceptance and default prediction with artificial intelligence: P2P Default Prediction with AI. Royal Society Open Science, 7 (6). ISSN 2054-5703

Monograph

Ahnert, Toni and Kuncl, Martin (2020) Loan insurance, market liquidity, and lending standards. Systemic Risk Centre Discussion Papers (94). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Anderson, Ronald W. (2020) Who bears risk in China's non-financial enterprise debt? Systemic Risk Centre Discussion Papers (101). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Bevilacqua, Mattia, Tunaru, Radu and Vioto, Davide (2020) Options-based systemic risk, financial distress, and macroeconomic downturns. Systemic Risk Centre Discussion Papers (107). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ergun, Lerby and Uthemann, Andreas ORCID: 0000-0002-7942-8530 (2020) Higher-order uncertainty in financial markets: evidence from a consensus pricing service. Systemic Risk Centre Discussion Papers (98). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ibikunle, Gbenga and Rzayev, Khaladdin (2020) Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility. Systemic Risk Centre Discussion Papers (95). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Turiel, Jeremy, Fernandez-Reyes, Delmiro and Aste, Tomaso (2020) Wisdom of crowds detects COVID-19 severity ahead of officially available data. Financial Markets Group Discussion Papers (808). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ziemba, William (2020) Parimutuel betting markets: racetracks and lotteries revisited. Systemic Risk Centre Discussion Papers (103). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Online resource

Aksoy, Cevat, Eichengreen, Barry and Saka, Orkun (2020) What past epidemics tell us about public trust in science — and scientists. LSE Business Review (01 Jun 2020). Blog Entry.

James, Kevin R. (2020) How to address sustainability risk in a dangerous universe. LSE Business Review (15 Jul 2020). Blog Entry.

James, Kevin R. (2020) How to address sustainability risk in a dangerous universe. USApp – American Politics and Policy Blog (18 Jul 2020). Blog Entry.

Saka, Orkun (2020) There is a 'good' reason for EU banks to hold their own country's sovereign debt. LSE Business Review (10 Jan 2020), pp. 1-5. Blog Entry.

Saka, Orkun, Ji, Yuemei and De Grauwe, Paul ORCID: 0000-0001-5225-1301 (2020) What drives regulation in the aftermath of financial crises? LSE Business Review (04 Nov 2020). Blog Entry.