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Items where Division is "Systemic Risk Centre" and Year is 2022

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Number of items: 17.

A

Aste, Tomaso (2022) Topological regularization with information filtering networks. Information Sciences, 608. 655 - 669. ISSN 0020-0255

B

Baruník, Jozef, Bevilacqua, Mattia and Tunaru, Radu (2022) Asymmetric network connectedness of fears. Review of Economics and Statistics, 104 (6). 1304 - 1316. ISSN 0034-6535

Briola, Antonio and Aste, Tomaso (2022) Dependency structures in cryptocurrency market from high to low frequency. Entropy, 24 (11). ISSN 1099-4300

Briola, Antonio, Vidal-Tomás, David, Wang, Yuanrong and Aste, Tomaso (2022) Anatomy of a stablecoin's failure: the Terra-Luna case. Finance Research Letters. ISSN 1544-6123

C

Cipriani, Marco, Guarino, Antonio and Uthemann, Andreas (2022) Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. Journal of Financial Economics, 146 (3). 1044 - 1072. ISSN 0304-405X

D

Danielsson, Jon, Macrae, Robert and Uthemann, Andreas (2022) Artificial intelligence and systemic risk. Journal of Banking and Finance, 140. ISSN 0378-4266

F

Fu, Jing, Page, Frank and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2022) Layered networks, equilibrium dynamics, and stable coalitions. Dynamic Games and Applications. ISSN 2153-0785

J

James, Kevin R. (2022) Liz Truss has an opportunity to fix a critical financial regulation flaw. LSE Business Review (07 Sep 2022). Blog Entry.

James, Kevin R., Kotak, Akshay and Tsomocos, Dimitrios P. (2022) Ideas, idea processing, and TFP growth in the US: 1899 to 2019. Systemic Risk Centre Discussion Papers (121). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

James, Kevin R., Kotak, Akshay and Tsomocos, Dimitrios P. (2022) Total factor productivity growth: we need a new drug. LSE Business Review (09 Aug 2022). Blog Entry.

James, Kevin R., Kotak, Akshay and Tsomokos, Dimitri (2022) Total factor productivity growth: we need a new drug. USApp – American Politics and Policy Blog (13 Aug 2022). Blog Entry.

L

Livan, Giacomo, Pappalardo, Giuseppe and Mantegna, Rosario N. (2022) Quantifying the relationship between specialisation and reputation in an online platform. Scientific Reports, 12 (1). p. 16699. ISSN 2045-2322

P

Procacci, Pier Francesco and Aste, Tomaso (2022) Portfolio optimization with sparse multivariate modeling. Journal of Asset Management, 23 (6). 445 - 465. ISSN 1470-8272

S

Seabrook, Isobel, Barucca, Paolo and Caccioli, Fabio (2022) Structural importance and evolution: an application to financial transaction networks. Physica A: Statistical Mechanics and its Applications, 607. ISSN 0378-4371

Seabrook, Isobel, Caccioli, Fabio and Aste, Tomaso (2022) Quantifying impact and response in markets using information filtering networks. Journal of Physics: Complexity, 3 (2). ISSN 2632-072X

T

Turiel, Jeremy D. and Aste, Tomaso (2022) Heterogeneous criticality in high frequency finance: a phase transition in flash crashes. Entropy, 24 (2). ISSN 1099-4300

V

Volta, Vittoria and Aste, Tomaso (2022) Causal coupling between European and UK markets triggered by announcements of monetary policy decisions. Royal Society Open Science, 9 (3). ISSN 2054-5703

This list was generated on Sat Dec 3 06:32:10 2022 GMT.