Browse by JEL codes

A

Accominotti, Olivier, Lucena-Piquero, Delio and Ugolini, Stefano (2023) Intermediaries’ substitutability and financial network resilience: a hyperstructure approach. Journal of Economic Dynamics and Control, 153. ISSN 0165-1889

Ahmad, Wasim, Chahal, Rishman Jot Kaur and Rais, Shirin (2022) Understanding the impact of the coronavirus outbreak on the economic integration of ASEAN countries. Asia and the Global Economy, 2 (2). ISSN 2667-1115

Antoci, Angelo, Delfino, Alexia, Paglieri, Fabio, Panebianco, Fabrizio and Sabatini, Fabio (2016) Civility vs. incivility in online social interactions: an evolutionary approach. PLOS ONE, 11 (11). e0164286. ISSN 1932-6203

B

Babus, Ana and Kondor, Peter (2018) Trading and information diffusion in OTC markets. Econometrica, 86 (5). pp. 1727-1769. ISSN 0012-9682

Babus, Ana and Kondor, Peter (2018) Trading and information diffusion in over-the-counter markets. Financial Markets Group Discussion Papers (777). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bernard, Andrew B., Moxnes, Andreas and Saito, Yukiko U. (2016) Production networks, geography and firm performance. CEP Discussion Paper (1435). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

D

Denbee, Edward, Julliard, Christian, Li, Ye and Yuan, Kathy (2021) Network risk and key players: a structural analysis of interbank liquidity. Journal of Financial Economics, 141 (3). 831 - 859. ISSN 0304-405X

E

Elliott, Matthew, Georg, Co-Pierre and Hazell, Jonathon (2021) Systemic risk shifting in financial networks. Journal of Economic Theory, 191. p. 105157. ISSN 0022-0531

Etesami, Jalal, Habibnia, Ali and Kiyavash, Negar (2017) Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. Systemic Risk Centre Discussion Papers (66). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

G

Gandy, Axel and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2021) Compound poisson models for weighted networks with applications in finance. Mathematics and Financial Economics, 15 (1). 131 - 153. ISSN 1862-9679

Glasserman, Paul and Young, H. Peyton (2016) Contagion in financial networks. Journal of Economic Literature, 54 (3). pp. 779-831. ISSN 0022-0515

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

J

Julliard, Christian, Shi, Ran and Yuan, Kathy (2023) The spread of COVID-19 in London: network effects and optimal lockdowns. Journal of Econometrics, 235 (2). 2125 - 2154. ISSN 0304-4076

Julliard, Christian, Shi, Ran and Yuan, Kathy (2020) The spread of COVID-19 in London: network effects and optimal lockdowns. Systemic Risk Centre Discussion Papers (104). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

K

Kabir, Selima Sara, Chowdhury, Amal, Smith, Julia, Morgan, Rosemary, Wenham, Clare ORCID: 0000-0001-5378-3203 and Rashid, Sabina Faiz (2023) A social cure for COVID-19: importance of networks in combatting socio-economic and emotional health challenges in informal settlements in Dhaka, Bangladesh. Social Sciences, 12 (3). ISSN 2076-0760

N

Nava, Francesco (2015) Efficiency in decentralized oligopolistic markets. Journal of Economic Theory, 157. pp. 315-348. ISSN 0022-0531

Nava, Francesco and Piccione, Michele (2014) Efficiency in repeated games with local interaction and uncertain local monitoring. Theoretical Economics, 9 (1). pp. 279-312. ISSN 1933-6837

P

Paddrick, Mark and Young, H. Peyton (2021) How safe are central counterparties in credit default swap markets? Mathematics and Financial Economics, 15 (1). 41 - 57. ISSN 1862-9679

Poledna, Sebastian, Martínez-Jaramillo, Serafín, Caccioli, Fabio and Thurner, Stefan (2021) Quantification of systemic risk from overlapping portfolios in the financial system. Journal of Financial Stability, 52. ISSN 1572-3089

V

Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2020) Distress and default contagion in financial networks. Mathematical Finance, 30 (3). 705 - 737. ISSN 0960-1627

Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2022) When does portfolio compression reduce systemic risk? Mathematical Finance, 32 (3). 727 - 778. ISSN 0960-1627