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

Article

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

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

Cipriani, Marco, Guarino, Antonio and Uthemann, Andreas ORCID: 0000-0002-7942-8530 (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

Danielsson, Jon ORCID: 0009-0006-9844-7960, Macrae, Robert and Uthemann, Andreas ORCID: 0000-0002-7942-8530 (2022) Artificial intelligence and systemic risk. Journal of Banking and Finance, 140. ISSN 0378-4266

Danielsson, Jon ORCID: 0009-0006-9844-7960, Valenzuela, Marcela and Zer, Ilknur (2022) The impact of risk cycles on business cycles: a historical view. Review of Financial Studies, 36 (7). 2922 - 2961. ISSN 0893-9454

Eppinger, Peter S. and Neugebauer, Katja (2022) External financial dependence and firms' crisis performance across Europe. Empirical Economics, 62 (2). 887 - 904. ISSN 0377-7332

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

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

Seabrook, Isobel, Barucca, Paolo and Caccioli, Fabio (2022) Structural importance and evolution: an application to financial transaction networks. Physica A, 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

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

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

Monograph

Aliyev, Nihad, Huseynov, Fariz and Rzayev, Khaladdin (2022) Algorithmic trading and investment-to-price sensitivity. Systemic Risk Centre Discussion Papers (122). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Anderson, Ronald W. and Jõeveer, Karin (2022) Bankers' pay and the evolving structure of US banking. Systemic Risk Centre Discussion Papers (120). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Fu, Jing and Page, Frank (2022) Discounted stochastic games, the 3M property and stationary Markov perfect equilibria. Systemic Risk Centre Discussion Papers (119). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Fu, Jing and Page, Frank (2022) Parameterized state-contingent games, 3M minimal Nash correspondences, and connectedness. Systemic Risk Centre Discussion Papers (116). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Fu, Jing and Page, Frank (2022) A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences. Systemic Risk Centre Discussion Papers (115). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

James, Kevin R., Kotak, Akshay and Tsomocos, Dimitri (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.

Nimalendran, Mahendrarajah, Rzayev, Khaladdin and Sagade, Satchit (2022) High-frequency trading in the stock market and the costs of option market making. Systemic Risk Centre Discussion Papers (113). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Online resource

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) Total factor productivity growth: we need a new drug. LSE Business Review (09 Aug 2022). Blog Entry.