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Number of items at this level: 134.

A

Acharya, Viral and Plantin, Guillaume (2017) Monetary easing and financial instability. SRC Discussion Paper, No. 63. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Adrian, Tobias and Shin, Hyun Song (2013) Procyclical leverage and value-at-risk. SRC Discussion Paper, No 1. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Anderson, Ronald W. (2016) The Internationalization of the Renminbi. Special Paper Series, 11. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Anderson, Ronald W. (2016) Stress testing and macroprudential regulation: a transatlantic assessment. Centre for Economic Policy Research, London, UK. ISBN 9781907142987

Anderson, Ronald W. (2016) Stress testing and macroprudential regulation: a transatlantic assessment. Vox (09 May 2016) Opinion Piece.

Anderson, Ronald W. and Jõeveer, Karin (2014) The economics of collateral. SRC Discussion Paper, No 12. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ansell, Ben and Broz, Lawrence (2015) Global capital markets, housing prices, and partisan fiscal policies. SRC Discussion Paper, No 31. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne and Tan, Vincent W.C. (2015) Taming the Basel leverage cycle. SRC Discussion Paper, No 42. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne and Tan, Vincent W.C. (2016) Taming the Basel leverage cycle. Journal of Financial Stability, 27 . pp. 263-277. ISSN 1572-3089

B

Baker, Andrew (2015) The bankers’ paradox: the political economy of macroprudential regulation. SRC Discussion Paper, No 37. Systematic Risk Centre, The London School of Economics and Political Science, London, UK.

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 . ISSN 0219-5259

Bardoscia, Marco, Battiston, Stefano, Caccioli, Fabio and Caldarelli, Guido (2017) Pathways towards instability in financial networks. Nature Communications, 8 (14416). ISSN 0028-0836

Barfuss, Wolfram, Massara, Guido Previde, Di Matteo, T. and Aste, Tomaso (2016) Parsimonious modeling with information filtering networks. Physical Review E, 94 (6). ISSN 1539-3755

Beck, Thorsten, Degryse, Hans, De Haas, Ralph and van Horen, Neeltje (2015) When arm’s length is too far. Relationship banking over the credit cycle. SRC Discussion Paper, No 33. Systematic Risk Centre, The London School of Economics and Political Science, London, UK.

Beddington , John, Furse, Clara, Bond, Philip, Cliff, Dave, Goodhart, Charles, Houstoun, Kevin, Linton, Oliver and Zigrand, Jean-Pierre (2012) Foresight: the future of computer trading in financial markets: final project report. The London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Beunza, Daniel and Millo, Yuval (2015) Blended automation: integrating algorithms on the floor of the New York Stock Exchange. SRC Discussion Paper, No 38. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Blank, Sven, Buch, Claudia M. and Neugebauer, Katja (2009) Shocks at large banks and banking sector distress: the banking granular residual. Journal of Financial Stability, 5 (4). pp. 353-373. ISSN 1572-3089

Boucher, Christophe M., Danielsson, Jon, Kouontchou, Patrick S. and Maillet, Bertrand B. (2013) Risk models–at–risk. SRC Discussion Paper, No 8. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Bremus, Franziska and Neugebauer, Katja (2017) Don't stop me now: the impact of credit market fragmentation on firms' financing constraints. SRC Discussion Paper, No. 67. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Bretscher, Lorenzo, Julliard, Christian and Rosa, Carlo (2015) Human capital and international portfolio diversification: a reappraisal. SRC Discussion Paper, No 48. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Broz, Lawrence (2015) The Federal Reserve as global lender of last resort, 2007-2010. SRC Discussion Paper, No 30. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Buch, Claudia M., DeLong, Gayle and Neugebauer, Katja (2007) International banking and the allocation of risk. IAW-Diskussionspapiere, 32. InstItut für Angewandte WIrtschaftsforschung, Tübingen, Germany.

Buch, Claudia M. and Neugebauer, Katja (2011) Bank-specific shocks and the real economy. Journal of Banking and Finance, 35 (8). pp. 2179-2187. ISSN 0378-4266

Buch, Claudia M. and Neugebauer, Katja (2009) Diversification of banks' International portfolios: evidence and policy lessons. Zeitschrift Für Wirtschaftspolitik, 58 (3). pp. 355-370. ISSN 0721-3808

Buch, Claudia M., Neugebauer, Katja and Schröder, Christoph (2013) Changing forces of gravity: how the crisis affected international banking. Discussion Paper, 48/2013. Deutsche Bundesbank Research Centre, Deutsche Bundesbank, Frankfurt am Main, Germany. ISBN 97838655892

Burkart, Mike and Dasgupta, Amil (2015) Activist funds, leverage, and procyclicality. SRC Discussion Paper, No 40. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

C

Caccioli, Fabio, Kondor, Imre and Papp, Gábor (2015) Portfolio optimization under expected shortfall: contour maps of estimation error. SRC Discussion Paper, No 49. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Caravelli, Francesco, Bardoscia, Marco and Caccioli, Fabio (2016) Emergence of giant strongly connected components in continuum disk-spin percolation. Journal of Statistical Mechanics: Theory and Experiment, 2016 (May). ISSN 1742-5468

Chabakauri, Georgy (2015) Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. SRC Discussion Paper, No 35. Systematic Risk Centre, The London School of Economics and Political Science, London, UK.

Chang, Briana and Zhang, Shengxing (2015) Endogenous market making and network formation. SRC Discussion Paper, No 50. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chwieroth, Jeffrey and Danielsson, Jon (2015) Averting financial crisis. Britain in 2015 .

Chwieroth, Jeffrey and Danielsson, Jon (2013) Political challenges of the macroprudential agenda. VoxEU.org (06 Sep 2013) Opinion Piece.

Chwieroth, Jeffrey, Simpson, Cohen and Walter, Andrew (2014) Networked default: public debt, trade embeddedness, and partisan survival in democracies since 1870. SRC Discussion Paper, No 22. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chwieroth, Jeffrey and Walter, Andrew (2015) Great expectations, veto players, and the changing politics of banking crises. SRC Discussion Paper, No 28. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chwieroth, Jeffrey M., Simpson, Cohen R. and Walter, Andrew (2015) Default and political survival in networked democracies since 1870. VoxEU.org (01 Jun 2015) Opinion Piece.

Csullag, Balazs, Danielsson, Jon and Macrae, Robert (2016) Why it doesn't make sense to hold bonds. VoxEU.org (27 Jun 2016) Opinion Piece.

D

Danielsson, Jon (2013) Does risk forecasting help macroprudential policy makers? In: Marie Curie ITN Conference on Financial Risk Management & Risk Reporting, 12 April 2013, University of Konstanz, Konstanz, Baden-Württemberg, Germany.

Danielsson, Jon (2015) Iceland, Greece and political hectoring. VoxEU.org (13 Aug 2015) Opinion Piece.

Danielsson, Jon (2013) Iceland’s post-Crisis economy: A myth or a miracle? VoxEU.org (21 May 2013) Opinion Piece.

Danielsson, Jon (2013) Issues in empirically modelling systemic risk. In: 18th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents, 20 June 2013, Reykjavik University, Reykjavik, Iceland.

Danielsson, Jon (2015) Post-crisis banking regulation: evolution of economic thinking as it happened on Vox. VoxEU.org (02 Mar 2015) Opinion Piece.

Danielsson, Jon (2014) Systemic risk and financial regulations: what is the link? In: European Commission (Economic Analysis), Internal Market and Services DG Conference, 27 February 2014, European Commission, Brussels, Belgium.

Danielsson, Jon (2015) What the Swiss FX shock says about risk models. VoxEU.org (18 Jan 2015) Opinion Piece.

Danielsson, Jon (2013) The new market-risk regulations. VoxEU.org (28 Nov 2013) Opinion Piece.

Danielsson, Jon and Zhou, Chen (2015) Why risk is hard to measure. VoxEU.org (25 Apr 2015) Opinion Piece.

Danielsson, Jon, Bair, Sheila, Shin, Hyun Song, Borio, Claudio, Ratnovski, Lev, Boot, Arnoud, Goodhart, Charles, Zamil, Raihan, Hagendorff, Jens, Vallascas, Francesco, Gersbach, Hans, Calomiris, Charles W., Persaud, Avinash, Atkinson, Paul E., Blundell-Wignall, Adrian, Schmitz, Stefan W., Laeven, Luc, Levine, Ross, Hoshi, Takeo, Bremus, Franziska, Buch, Claudia M., Russ, Katheryn, Schnitzer, Monika, Cabellero, Ricardo, Claessens, Stijn, Pozsar, Zoltan, Singh, Manmohan, Čihák, Martin, Nier, Erlend W., Igan, Deniz, Mishra, Prachi, Tressel, Thierry, Perotti, Enrico and Spagnolo, Giancarlo (2015) Post-crisis banking regulation: evolution of economic thinking as it happened on Vox. VoxEU.org eBooks . The Centre for Economic Policy Research, London, UK. ISBN 9781907142833

Danielsson, Jon, Ergun, Lerby M., Haan, Laurens de and Vries, Casper G. de (2016) Tail index estimation: quantile driven threshold selection. Discussion Paper Series, 58. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Danielsson, Jon, Fouché, Morgane and Macrae, Robert (2016) Cyber risk as systemic risk. VoxEU.org (10 Jun 2016) Opinion Piece.

Danielsson, Jon, Fouché, Morgane and Macrae, Robert (2015) The macro-micro conflict. VoxEU.org (20 Oct 2015) Opinion Piece.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2016) Can we prove a bank guilty of creating systemic risk? A minority report. Journal of Money, Credit and Banking, 48 (4). pp. 795-812. ISSN 0022-2879

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2014) Model risk of risk models. SRC Discussion Paper, No 11. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2016) Model risk of risk models. Journal of Financial Stability, 23 . pp. 79-91. ISSN 1572-3089

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2014) Model risk and the implications for risk management, macroprudential policy, and financial regulations. VoxEU.org (08 Jun 2014) Opinion Piece.

Danielsson, Jon, James, Kevin R., Valenzuela , Marcela and Zer, Ilknur (2015) Can we prove a bank guilty of creating systemic risk?: a minority report. SRC Discussion Paper, No 47. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, Koijen, Ralph S.J. , Laeven, Roger and Perotti, Enrico (2013) Solvency II: three principles to respect. VoxEU.org (21 Oct 2013) Opinion Piece.

Danielsson, Jon and Kristjánsdóttir, Ásdís (2015) Why Iceland can now remove capital controls. VoxEU.org (11 Jun 2015) Opinion Piece.

Danielsson, Jon and Macrae, Robert (2016) The fatal flaw in macropru: it ignores political risk. VoxEU.org (08 Dec 2016) Opinion Piece.

Danielsson, Jon, Macrae, Robert, Tsomocos, Dimitrios P. and Zigrand, Jean-Pierre (2016) Why macropru can end up being procyclical. VoxEU.org (15 Dec 2016) Opinion Piece.

Danielsson, Jon, Macrae, Robert and Zigrand, Jean-Pierre (2016) On the financial market consequences of Brexit. VoxEU.org (24 Jun 2016) Opinion Piece.

Danielsson, Jon, Micheler, Eva, Neugebauer, Katja, Uthemann, Andreas and Zigrand, Jean-Pierre (2015) Europe’s proposed capital markets union: disruption will drive investment and innovation. VoxEU.org (23 Feb 2015) Opinion Piece.

Danielsson, Jon, Shin, Hyun Song and Zigrand, Jean-Pierre (2004) The impact of risk regulation on price dynamics. Journal of Banking and Finance, 28 (5). pp. 1069-1087. ISSN 0378-4266

Danielsson, Jon and Tsanakas, Andreas (2016) Everybody right, everybody wrong: plural rationalities in macroprudential regulation. VoxEU.org (18 Mar 2016) Opinion Piece.

Danielsson, Jon, Valenzuela, Marcela and Zer, Ilknur (2016) Learning from history: volatility and financial crises. Discussion Paper Series, 57. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Danielsson, Jon, Valenzuela, Marcela and Zer, Ilknur (2015) Volatility, financial crises and Minsky's hypothesis. VoxEU.org (02 Oct 2015) Opinion Piece.

Danielsson, Jon and Zhou, Chen (2015) Why risk is so hard to measure. SRC Discussion Paper, No 36. Systematic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon and Zigrand, Jean-Pierre (2015) Are asset managers systemically important? VoxEU.org (05 Aug 2015) Opinion Piece.

Danielsson, Jon and Zigrand, Jean-Pierre (2015) A proposed research and policy agenda for systemic risk. VoxEU.org (07 Aug 2015) Opinion Piece.

Danilova, Albina and Julliard, Christian (2014) Information asymmetries, volatility, liquidity, and the Tobin Tax. SRC Discussion Paper, No 24. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Donaldson, Jason and Micheler, Eva (2016) Resaleable debt and systemic risk. Discussion Paper Series, 53. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

de Roure, Calebe and Tasca, Paolo (2014) Bitcoin and the PPP Puzzle. SRC Discussion Paper, No 16. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

E

Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian T. and Wang, Yihui (2013) Mark-to-market accounting and systemic risk: evidence from the insurance industry. SRC Discussion Paper, No 4. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Eppinger, Peter S. and Neugebauer, Katja (2017) External financial dependence and firms' crisis performance across Europe. SRC Discussion Paper, No. 65. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ergun, Lerby M. (2016) Disaster and fortune risk in asset returns. Discussion Paper Series, 59. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Etesami, Jalal, Habibnia, Ali and Kiyavash, Negar (2017) Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. SRC Discussion Paper, No. 66. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

F

Foldes, Lucien (2014) The optimal consumption function in a Brownian model of accumulation part b: existence of solutions of boundary value problems. SRC Discussion Paper, No 25. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Fusai, Gianluca, Germano, Guido and Marazzina, Daniele (2016) Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options. European Journal of Operational Research, 251 (1). pp. 124-134. ISSN 03772217

G

Gale, Douglas and Gottardi, Piero (2013) Capital structure and investment dynamics with fire sales. SRC Discussion Paper, No 7. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Gale, Douglas and Gottardi, Piero (2014) Capital structure, investment, and fire sales. SRC Discussion Paper, No 23. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Gerardo-Giorda, Luca, Germano, Guido and Scalas, Enrico (2015) Large scale simulation of synthetic markets. Communications in Applied and Industrial Mathematics, 6 (2). ISSN 2038-0909

Gerba, Eddie and Macchiarelli, Corrado (2016) Interaction between monetary policy and bank regulation: theory and European practice. Special Paper Series, 10. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Gong, Rui and Page, Frank (2016) Systemic risk and the dynamics of temporary financial networks. SRC Discussion Paper, No 62. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Gong , Rui, He, Jieshuang and Page , Frank (2016) Incentive compatible networks and the delegated networking principle. Discussion Paper Series, 56. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Gong , Rui and Page , Frank (2016) Shadow banks and systemic risks. Discussion Paper Series, 55. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

Gong , Rui, Page , Frank and Wooders , Myrna (2015) Endogenous correlated network dynamics. SRC Discussion Paper , No 39. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Goodhart, Lucy (2015) Brave new world? Macro prudential policy and the new political economy of The Federal Reserve. SRC Discussion Paper, No 29. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Grinis, Inna (2015) Credit risk spillovers, systemic importance and vulnerability in financial networks. SRC Discussion Paper, No 27. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Gromb, Denis and Vayanos, Dimitri (2015) The dynamics of financially constrained arbitrage. SRC Discussion Paper, No 32. Systematic Risk Centre, The London School of Economics and Political Science, London, UK.

H

Hatzopoulos, Vasilis, Iori, Giulia, Mantegna, Rosario N., Miccichè, Salvatore and Tumminello, Michele (2015) Quantifying preferential trading in the e-MID interbank market. Quantitative Finance, 15 (4). pp. 693-710. ISSN 1469-7688

Hershcovis, M. Sandy, Reich, Tara C. and Niven, Karen (2015) Workplace bullying: causes, consequences, and intervention strategies. SIOP White Paper Series, Society for Industrial and Organizational Psychology, UK, London.

Ho Hwang, Jong (2013) A proposal for an open-source financial risk model. SRC Discussion Paper, No 9. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Huberman, Gur and Repullo, Rafael (2014) Moral hazard and debt maturity. SRC Discussion Paper, No 13. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

I

Iori, Giulia, Politi, Mauro, Germano, Guido and Gabbi, Giampaolo (2015) Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market. Journal of Financial Management, Markets and Institutions, 2 . pp. 179-202. ISSN 2282-717X

K

Kleinert, Jörn and Neugebauer, Katja (2012) All you need is trade: on the in(ter)dependence of trade and asset holdings in gravity equations. IAW-Diskussionspapiere, 80. IAW , Tübingen Germany.

Knight, Malcolm D. (2015) Reforming the global architecture of financial regulation: the G20, the IMF and the FSB. Special Papers, No 6. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

Knight, Malcolm D. and Ortiz, Guillermo (2015) Multilateral surveillance: ensuring a focus on key risks to global stability. Special Papers, No 7. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

L

Lleo, Sebastien and Ziemba, Bill (2014) Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world. SRC Discussion Paper, No 21. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Lleo, Sebastien and Ziemba, Bill (2015) The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis. Special Papers, No 8. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

Lleo, Sebastien and Ziemba, William T. (2014) Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models? SRC Discussion Paper, No 18. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

M

MacLean, Leonard C., Zhao, Yonggan and Ziemba, William T. (2014) Optimal capital growth with convex shortfall penalties. SRC Discussion Paper, No 15. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

MacLean, Leonard C., Zhao, Yonggan and Ziemba, William T. (2016) Optimal capital growth with convex shortfall penalties. Quantitative Finance, 16 (1). pp. 101-117. ISSN 1469-7688

Malkhozov, Aytek and Tamoni, Andrea (2015) News shocks and asset prices. SRC Discussion Paper, No 34. Systematic Risk Centre, The London School of Economics and Political Science, London, UK.

Matta, Rafael and Perotti, Enrico (2015) Insecure debt. SRC Discussion Paper, No 41. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Micheler, Eva (2014) Custody chains and remoteness: disconnecting investors from issuers. SRC Discussion Paper, No 14. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

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. SRC Discussion Paper, No. 64. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Moore, Kyle and Zhou, Chen (2014) The determinants of systemic importance. SRC Discussion Paper, No 19. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2014) International correlation risk. SRC Discussion Paper, No 26. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Mueller, Philippe, Tahbaz-Salehi, Alireza and Vedolin, Andrea (2016) Exchange rates and monetary policy uncertainty. Discussion Paper Series, 54. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

N

Nava, Noemi, Di Matteo, Tiziana and Aste, Tomaso (2016) Time-dependent scaling patterns in high frequency financial data. The European Physical Journal Special Topics, 225 (10). pp. 1997-2016. ISSN 1951-6355

Neugebauer, Katja (2011) Banks in space: does distance really affect cross-border banking. IAW-Diskussionspapiere , 70. IAW, Tübingen, Germany.

Neugebauer, Katja and Spies, Julia (2012) Borrowing locally, operating globally? financing and trading patterns of firms during the economic crisis. EFIGE working paper, 55. European Firms in a Global Economy, Brussels, Belgium.

O

Ozdenoren, Emre and Yuan, Kathy (2015) Endogenous contractual externalities. SRC Discussion Paper, No 46 . Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

P

Page, Frank (2016) On K-Class discounted stochastic games. SRC Discussion Paper, No 61. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Page, Frank (2016) Stationary Markov equilibria for approximable discounted stochastic games. SRC Discussion Paper, No 60. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Page , Frank (2015) Parameterized games, minimal Nash correspondences, and connectedness. SRC Discussion Paper, No 45. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Page , Frank (2015) Stationary Markov equilibria for K-class discounted stochastic games. SRC Discussion Paper, No 44. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Page , Frank (2015) A fixed point theorem for measurable-selection-valued correspondences arising in game theory. SRC Discussion Paper, No 43. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Plantin, Guillaume and Song Shin, Hyun (2014) Destabilizing carry trades. SRC Discussion Paper, No 17. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Plantin, Guillaume and Tirole, Jean (2015) Marking to market versus taking to market. SRC Discussion Paper, No 51. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Preis, Tobias, Bardoscia, Marco, Caccioli, Fabio, Perotti, Juan Ignacio, Vivaldo, Gianna and Caldarelli, Guido (2016) Distress propagation in complex networks: the case of non-linear DebtRank. PLOS ONE, 11 (10). e0163825. ISSN 1932-6203

R

Rahi, Rohit and Zigrand, Jean-Pierre (2013) Market quality and contagion in fragmented markets. SRC Discussion Paper, No 2. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2013) Walrasian foundations for equilibria in segmented markets. SRC Discussion Paper, No 6. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Repullo, Rafael (2013) Cyclical adjustment of capital requirements: a simple framework. SRC Discussion Paper, No 3. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

S

Sarlin, Peter (2014) Macroprudential oversight, risk communication and visualization. Special Papers, No 4. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

Scalas, Enrico, Gabriel, Adrian T., Martin, Edgar and Germano, Guido (2015) Velocity and energy distributions in microcanonical ensembles of hard spheres. Physical Review E, 92 . ISSN 1539-3755

Shiryaev, Albert N., Zhitlukhin, M. V. and Ziemba, William T. (2013) When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model. SRC Discussion Paper, No 5. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Shiryaev, Albert N., Zhitlukhin, Mikhail N., Ziemba, Bill and Ziemba, William T. (2014) Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013. SRC Discussion Paper, No 20. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Smaga, Pawel (2014) The concept of systemic risk. Special Papers, No 5. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

T

Tasca, Paolo and Battiston, Stefano (2014) Diversification and financial stability. SRC Discussion Paper, No 10. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Thimann, Christian (2014) How insurers differ from banks: a primer on systemic regulation. Special Papers, No 3. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

Thimann, Christian (2016) Insurance and systemic risk: no easy conclusions. VoxEU.org (31 May 2016) Opinion Piece.

V

Varga-Haszonits, Istvan, Caccioli, Fabio and Kondor, Imre (2016) Replica approach to mean-variance portfolio optimization. Journal of Statistical Mechanics: Theory and Experiment, 2016 (Dec.). ISSN 1742-5468

Z

Zaremba, Anna and Aste, Tomaso (2014) Measures of causality in complex datasets with application to financial data. Entropy, 16 (4). pp. 2309-2349. ISSN 1099-4300

Ziemba, Bill and Lleo, Sebastien (2014) How to lose money in derivatives: examples from hedge funds and bank trading departments. Special Papers, No 2. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

Zigrand, Jean-Pierre (2014) Systems and systemic risk in finance and economics. Special Papers, No 1. Systemic Risk Centre, London School of Economics and Political Science, London, UK.

This list was generated on Wed Apr 26 16:52:27 2017 BST.