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Accominotti, Olivier 
ORCID: 0009-0005-2682-5064, Albers, Thilo and Oosterlinck, Kim
(2024)
Selective default expectations.
Review of Financial Studies, 37 (6).
1979 – 2015.
ISSN 0893-9454
Accominotti, Olivier ORCID: 0009-0005-2682-5064 and Chambers, David
(2016)
If you’re so smart: John Maynard Keynes and currency speculation in the interwar years.
Journal of Economic History, 76 (2).
342 - 386.
ISSN 0022-0507
Agnello, Luca, Castro, Vítor and Sousa, Ricardo M. (2019) On the duration of sovereign ratings cycle phases. Journal of Economic Behavior & Organization. ISSN 0167-2681
Alòs, Elisa, Chen, Zhanyu and Rheinlander, Thorsten (2016) Valuation of barrier options via a general self-duality. Mathematical Finance, 26 (3). pp. 492-515. ISSN 0960-1627
Aretz, Kevin, Bartram, Söhnke M. and Pope, Peter (2010) Macroeconomic risks and characteristic-based factor models. Journal of Banking and Finance, 34 (6). pp. 1383-1399. ISSN 0378-4266
Aretz, Kevin and Pope, Peter (2013) Common factors in default risk across countries and industries. European Financial Management, 19 (1). pp. 108-152. ISSN 1354-7798
Bahaj, Saleem and Reis, Ricardo ORCID: 0000-0003-4844-9483
(2022)
Central bank swap lines: evidence on the effects of the lender of last resort.
Review of Economic Studies, 89 (4).
1654 – 1693.
ISSN 0034-6527
Bahaj, Saleem and Reis, Ricardo ORCID: 0000-0003-4844-9483
(2022)
The economics of liquidity lines between central banks.
Annual Review of Financial Economics, 14 (1).
57 - 74.
ISSN 1941-1367
Bahar, Dany, Molina, Carlos A. and Santos, Miguel Angel (2018) Fool's gold: the impact of Venezuelan currency devaluations on multinational stock prices. Economía, 19 (1). 93 - 128. ISSN 1529-7470
Barigozzi, Matteo, Hallin, Marc and Soccorsi, Stefano (2019) Identification of global and local shocks in international financial markets via general dynamic factor models. Journal of Financial Econometrics, 17 (3). 462–494. ISSN 1479-8409
Beaver, William H, Cascino, Stefano ORCID: 0000-0002-6703-741X, Correia, Maria ORCID: 0000-0002-1766-9427 and McNichols, Maureen F.
(2023)
Bankruptcy in groups.
Review of Accounting Studies.
ISSN 1380-6653
Beaver, William H, Cascino, Stefano ORCID: 0000-0002-6703-741X, Correia, Maria ORCID: 0000-0002-1766-9427 and McNichols, Maureen F.
(2019)
Group affiliation and default prediction.
Management Science, 65 (8).
pp. 3559-3584.
ISSN 0025-1909
Benbouzid, Nadia, Kumar, Abhishek, Mallick, Sushanta K., Sousa, Ricardo M. and Stojanovic, Aleksandar (2022) Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer. Journal of Financial Stability, 63. ISSN 1572-3089
Benjamin, Joanna (2008) Cukurova in the Court of Appeal. Insolvency Intelligence, 21 (7). pp. 105-106. ISSN 0950-2645
Benjamin, Joanna and Maher, Felicity (2008) Financial collateral arrangements: lessons from Cukurova. Insolvency Intelligence, 21 (5). pp. 65-72. ISSN 0950-2645
Benjamin, Joanna and Maher, Felicity (2008) Lessons from Cukurova. Capital Markets Law Journal, 3 (2). pp. 126-138. ISSN 1750-7219
Beunza, Daniel (2008) Re-imagining markets: a review essay of "Do Economists Make Markets". Journal of Cultural Economy, 1 (1). pp. 93-100. ISSN 1753-0350
Beuselinck, Christof, Cascino, Stefano ORCID: 0000-0002-6703-741X, Deloof, Marc and Vanstraelen, Ann
(2019)
Earnings management within multinational corporations.
Accounting Review, 94 (4).
pp. 45-76.
ISSN 0001-4826
Boyer, Brian H., Kumagai, Timoni and Yuan, Kathy ORCID: 0000-0001-9895-7545
(2006)
How do crises spread? Evidence from accessible and inaccessible stock indices.
Journal of Finance, 61 (2).
pp. 957-1003.
ISSN 0022-1082
Bremus, Franziska and Neugebauer, Katja (2018) Reduced cross-border lending and financing costs of SMEs. Journal of International Money and Finance, 80. pp. 35-58. ISSN 0261-5606
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
Bustillo, Inés, Perrotti, Daniel and Velloso, Helvia (2019) Sovereign credit ratings in Latin America and the Caribbean: history and impact on bond spreads. Economía, 20 (1). 155 - 196. ISSN 1529-7470
Cascino, Stefano ORCID: 0000-0002-6703-741X, Clatworthy, Mark A., Osma, Beatriz Garcia, Gassen, Joachim and Imam, Shahed
(2021)
The usefulness of financial accounting information: evidence from the field.
Accounting Review, 96 (6).
73 - 102.
ISSN 0001-4826
Cañon, Carlos, Gerba, Eddie, Pambira, Alberto and Stoja, Evarist (2024) An unconventional FX tail risk story. Journal of International Money and Finance, 148. ISSN 0261-5606
Chang, Jeffery (Jinfan), Du, Huancheng, Lou, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher ORCID: 0009-0008-0133-6709
(2022)
Ripples into waves: trade networks, economic activity, and asset prices.
Journal of Financial Economics, 145 (1).
217 - 238.
ISSN 0304-405X
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
De la Torre, Augusto and Ize, Alain (2010) Containing systemic risk: paradigm-based perspectives on regulatory reform. Economía, 11 (1). 25 - 52. ISSN 1529-7470
Edwards, Sebastian (2004) The economics of Latin American art: creativity patterns and rates of return. Economía, 4 (2). 1 - 36. ISSN 1529-7470
Farboodi, Maryam and Kondor, Peter ORCID: 0000-0001-9797-9291
(2022)
Heterogeneous global booms and busts.
American Economic Review, 112 (7).
2178 - 2212.
ISSN 0002-8282
Fernandes, Marcelo and Scherrer, Cristina M. ORCID: 0000-0002-7935-5378
(2018)
Price discovery in dual‐class shares across multiple markets.
Journal of Futures Markets, 38 (1).
129 - 155.
ISSN 0270-7314
Fernández-Arias, Eduardo (2006) Financial dollarization and dedollarization. Economía, 6 (2). 37 - 54. ISSN 1529-7470
Florou, Annita, Kosi, Urska and Pope, Peter F. (2017) Are international accounting standards more credit relevant than domestic standards? Accounting and Business Research, 47 (1). pp. 1-29. ISSN 0001-4788
Forbes, Kristin J. and Rigobon, Roberto (2001) Contagion in Latin America: definitions, measurement, and policy implications. Economía, 1 (2). 1 - 35. ISSN 1529-7470
Galiani, Sebastián, Heymann, Daniel and Tommasi, Mariano (2003) Great expectations and hard times: the Argentine convertibility plan. Economía, 3 (2). 109 - 147. ISSN 1529-7470
Goodhart, Charles, Peiris, M. U. and Tsomocos, Dimitrios P. (2018) Debt, recovery rates and the Greek dilemma. Journal of Financial Stability. ISSN 1572-3089
Goodhart, Charles, Peiris, M. U. and Tsomocos, Dimitrios P. (2013) Global imbalances and taxing capital flows. International Journal of Central Banking, 9 (2). pp. 13-44. ISSN 1815-4654
Gorman, Larry R. and Jorgensen, Bjorn N. (2002) Domestic versus international portfolio selection: a statistical examination of the home bias. Multinational Finance Journal, 6 (3-4). pp. 131-166. ISSN 1069-1879
Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914
(2010)
A model of financial market liquidity based on intermediary capital.
Journal of the European Economic Association, 8 (2-3).
pp. 456-466.
ISSN 1542-4774
Gupta, Nandini and Yuan, Kathy ORCID: 0000-0001-9895-7545
(2009)
On the growth effect of stock market liberalizations.
Review of Financial Studies, 22 (11).
pp. 4715-4752.
ISSN 0893-9454
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
Helleiner, Eric and Pagliari, Stefano (2011) The end of an era in international financial regulation?: a postcrisis research agenda. International Organization, 65 (01). pp. 169-200. ISSN 0020-8183
Henide, Karim (2022) Cross-currency credit spreads: harvesting the idiosyncratic basis as a source of ARP. Journal of Derivatives and Quantitative Studies, 30 (2). pp. 74-88. ISSN 1229-988X
Hilscher, Jens and Nosbusch, Yves (2010) Determinants of sovereign risk: macroeconomic fundamentals and the pricing of sovereign debt. Review of Finance, 14 (2). pp. 235-262. ISSN 1572-3097
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
Khanna, Tarun and Thomas, Catherine ORCID: 0000-0002-7783-9758
(2009)
Synchronicity and firm interlocks in an emerging market.
Journal of Financial Economics, 92 (2).
pp. 182-204.
ISSN 0304-405X
Kremens, Lukas and Martin, Ian ORCID: 0000-0001-8373-5317
(2019)
The quanto theory of exchange rates.
American Economic Review, 109 (3).
pp. 810-843.
ISSN 0002-8282
Lagazio, Monica, Sherif, Nazneen and Cushman, Mike (2014) A multi-level approach to understanding the impact of cyber crime on the financial sector. Computers and Security, 45. pp. 58-74. ISSN 0167-4048
MacKenzie, Donald and Pardo-Guerra, Juan Pablo (2014) Insurgent capitalism: Island, bricolage and the re-making of finance. Economy and Society, 43 (2). pp. 153-182. ISSN 0308-5147
Makarov, Igor ORCID: 0009-0006-7557-449X and Schoar, Antoinette
(2019)
Price discovery in cryptocurrency markets.
AEA Papers and Proceedings, 109.
pp. 97-99.
ISSN 2574-0768
Makarov, Igor ORCID: 0009-0006-7557-449X and Schoar, Antoinette
(2020)
Trading and arbitrage in cryptocurrency markets.
Journal of Financial Economics, 135 (2).
293 - 319.
ISSN 0304-405X
Moel, Alberto (2001) The role of American depositary receipts in the development of emerging markets. Economía, 2 (1). 209 - 257. ISSN 1529-7470
Moloney, Niamh ORCID: 0009-0000-6035-8053
(2010)
EU financial market regulation after the global financial crisis: "more Europe” or more risks?
Common Market Law Review, 47 (5).
pp. 1317-1383.
ISSN 0165-0750
Moloney, Niamh ORCID: 0009-0000-6035-8053
(2011)
The European Securities and Markets Authority and institutional design for the EU financial market – a tale of two competences: Part (2) rules in action.
European Business Organization Law Review, 12 (02).
pp. 177-225.
ISSN 1566-7529
Moloney, Niamh ORCID: 0009-0000-6035-8053
(2011)
Reform or revolution?: the financial crisis, EU financial markets law and the European Securities and Markets Authority.
International and Comparative Law Quarterly, 60 (02).
pp. 521-533.
ISSN 0020-5893
Moloney, Niamh ORCID: 0009-0000-6035-8053
(2010)
Regulating retail investment products: the financial crisis and the EU challenge.
Era - Forum, 11 (3).
pp. 329-349.
ISSN 1612-3093
Nieto-Parra, Sebastián (2009) Who saw sovereign debt crises coming? Economía, 10 (1). 125 - 164. ISSN 1529-7470
Ryan, John (2012) EU nust restructure debt to solve the eurozone crisis. World Politics Review.
Rönnbäck, Klas, Broberg, Oskar and Galli, Stefania ORCID: 0000-0002-5273-0617
(2022)
A colonial cash cow: the return on investments in British Malaya, 1889–1969.
Cliometrica, 16 (1).
149 - 173.
ISSN 1863-2505
Scherrer, Cristina Mabel ORCID: 0000-0002-7935-5378
(2021)
Information processing on equity prices and exchange rate for cross-listed stocks.
Journal of Financial Markets, 54.
ISSN 1386-4181
Scherrer, Cristina Mabel ORCID: 0000-0002-7935-5378 and Fernandes, Marcelo
(2021)
The effect of voting rights on firm value.
International Review of Finance, 21 (3).
1106 - 1111.
ISSN 1369-412X
Tian, Lihui and Estrin, Saul ORCID: 0000-0002-3447-8593
(2008)
Retained state shareholding in Chinese PLCs: does government ownership always reduce corporate value?
Journal of Comparative Economics, 36 (1).
pp. 74-89.
ISSN 0147-5967
Ulrich, Steffen and Hoback, Brock (2014) Taking stock of the Nigerian microfinance banking sector: lessons from an assessment of 25 MFBs in five states. Enterprise Development and Microfinance, 25 (2). pp. 116-134. ISSN 1755-1978
Valenzuela, Marcela and Zer, Ilknur (2013) Competition, signaling and non-walking through the book: effects on order choice. Journal of Banking and Finance, 37 (12). pp. 5421-5435. ISSN 0378-4266
Volckart, Oliver ORCID: 0000-0001-7330-111X
(2009)
Regeln, Willkür und der gute Ruf: Geldpolitik und Finanzmarkteffizienz in Deutschland, 14. bis 16. Jahrhundert.
Jahrbuch fur Wirtschaftsgeschichte, 2009 (2).
pp. 101-130.
ISSN 0075-2800
Wade, Robert Hunter ORCID: 0009-0005-8584-8258
(2009)
From global imbalances to global reorganisations.
Cambridge Journal of Economics, 33 (4).
pp. 539-562.
ISSN 0309-166X
Webb, David C. ORCID: 0009-0005-5611-7253
(2011)
Book review: balancing the banks: global lessons from the financial crisis. Review 2.
The Economic Journal, 121 (550).
F111-F118.
ISSN 0013-0133
Yeyati, Eduardo Levy and Williams, Tomas (2014) Financial globalization in emerging economies: much ado about nothing? Economía, 14 (2). 91 - 131. ISSN 1529-7470
Çetin, Umut ORCID: 0000-0001-8905-853X and Waelbroeck, Henri
(2023)
Power laws in market microstructure.
Frontiers of Mathematical Finance, 2 (1).
56 - 98.
ISSN 2769-6715
Airoldi, Mara and Morton, Alec (2011) Portfolio decision analysis for population health. In: Salo, Ahti, Morton, Alec and Keisler, Jeffrey, (eds.) Portfolio Decision Analysis: Improved Methods for Resource Allocation. International series in operations research & management science. Springer Berlin / Heidelberg, New York, USA, pp. 149-168. ISBN 9781441999429
Argyris, Nikolaos, Figueira, José Rui and Morton, Alec (2011) Interactive multicriteria methods in portfolio decision analysis. In: Salo, Ahti, Keisler, Jeffrey and Morton, Alec, (eds.) Portfolio Decision Analysis: Improved Methods for Resource Allocation. International series in operations research & management science. Springer Berlin / Heidelberg, New York, USA, pp. 107-130. ISBN 9781441999429
Fasolo, Barbara ORCID: 0000-0002-4643-5689, von Winterfeldt, Detlof and Morton, Alec
(2011)
Behavioural issues in portfolio decision analysis.
In: Salo, Ahti, Morton, Alec and Keisler, Jeffrey, (eds.)
Portfolio Decision Analysis: Improved Methods for Resource Allocation.
International series in operations research & management science.
Springer Berlin / Heidelberg, New York, USA, pp. 149-168.
ISBN 9781441999429
Ferrarini, Guido and Saguato, Paolo (2015) Regulating financial market infrastructures. In: Ferran, Eilís, Moloney, Niamh and Payne, Jennifer, (eds.) The Oxford Handbook on Financial Regulation. Oxford University Press, Oxford, UK.
Salo, Ahti, Keisler, Jeffrey and Morton, Alec (2011) An invitation to portfolio decision analysis. In: Salo, Ahti, Keisler, Jeffrey and Morton, Alec, (eds.) Portfolio Decision Analysis: Improved Methods for Resource Allocation. International series in operations research & management science. Springer Berlin / Heidelberg, New York, USA, pp. 3-28. ISBN 9781441999429
Schelkle, Waltraud ORCID: 0000-0003-4127-107X
(2012)
Policymaking in hard times: French and German responses to economic crisis in the Euro area.
In: Pontusson, Jonas and Bermeo, Nancy, (eds.)
Coping With Crisis: Government Reactions to the Great Recession.
Russell Sage Foundation, New York, USA, pp. 130-162.
ISBN 9780871540768
Alfaro, Laura and Charlton, Andrew (2006) International financial integration and entrepreneurship. CEPDP (755). London School of Economics and Political Science. Centre for Economic Performance, London, UK. ISBN 0753020610
Bahaj, Saleem and Reis, Ricardo ORCID: 0000-0003-4844-9483
(2018)
Central bank swap lines.
CFM Discussion Paper Series (CFM-DP2018-16).
Centre For Macroeconomics, London School of Economics and Political Science, London, UK.
Bahaj, Saleem and Reis, Ricardo ORCID: 0000-0003-4844-9483
(2020)
Jumpstarting an international currency.
CEPR Press Discussion Paper (14793).
Centre for Economic Policy Research (Great Britain), London, UK.
Bahaj, Saleem and Reis, Ricardo ORCID: 0000-0003-4844-9483
(2022)
The economics of liquidity lines between central banks.
CEPR discussion paper series (17122).
Centre for Economic Policy Research (Great Britain), London, UK.
Bahaj, Saleem and Reis, Ricardo ORCID: 0000-0003-4844-9483
(2022)
The workings of liquidity lines between central banks.
CEPR discussion paper series (17096).
Centre for Economic Policy Research (Great Britain), London, UK.
Beaver, William, Cascino, Stefano ORCID: 0000-0002-6703-741X, Correia, Maria ORCID: 0000-0002-1766-9427 and McNichols, Maureen
(2018)
Bankruptcy in groups.
Systemic Risk Centre Discussion Papers (81).
Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Bena, Jan (2009) The effect of credit rationing on the shape of the competition-innovation relationship. Financial Markets Group Discussion Papers (629). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Biermann, Marcus and Leromain, Elsa (2023) The indirect effect of the Russian-Ukrainian war through international linkages: early evidence from the stock market. CEP Discussion Papers (CEPDP1899). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Bremus, Franziska and Neugebauer, Katja (2017) Don't stop me now: the impact of credit market fragmentation on firms' financing constraints. Systemic Risk Centre Discussion Papers (67). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Brinkman, Marcel, Fankhauser, Samuel ORCID: 0000-0003-2100-7888, Irons, Ben and Weyers, Stephan
(2009)
The carbon market in 2020: volumes, prices and gains from trade.
Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment (11).
Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.
Cañon, Carlos, Gerba, Eddie, Pambira, Alberto and Stoja, Evarist (2023) An unconventional FX tail risk story. .
Cenedese, Gino and Mallucci, Enrico (2015) What moves international stock and bond markets? CFM discussion paper series (CFM-DP2015-14). Centre For Macroeconomics, London, UK.
Christodoulaki, Olga, Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X
(2011)
A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929.
GreeSE (50).
Hellenic Observatory, London School of Economics and Political Science, London, UK.
Danielsson, Jon ORCID: 0009-0006-9844-7960, Valenzuela, Marcela and Zer, Ilknur
(2020)
Financial volatility and economic growth, 1870-2016.
Systemic Risk Centre Discussion Papers (100).
Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
De Paoli, Bianca (2009) Monetary policy under alterative asset market structures: the case of a small open economy. CEP Discussion Papers (CEPDP0923). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
De Paoli, Bianca (2009) Monetary policy under alternative asset market structures: the case of a small open economy. CEP Discussion Paper (923). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Eijffinger, Sylvester, Huizinga, Harry and Lemmen, Jan (1997) Short-term and long-term government debt and non-resident interest withholding taxes. Financial Markets Group Discussion Papers (275). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Esho, Neil, Kollo, Michael G. and Sharpe, Ian G. (2004) Eurobond underwriter spreads. Financial Markets Group Discussion Papers (503). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Farboodi, Maryam and Kondor, Peter ORCID: 0000-0001-9797-9291
(2018)
Heterogeneous global cycles.
Financial Markets Group Discussion Papers (781).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Ferrarini, Guido and Saguato, Paolo (2014) Regulating financial market infrastructures. ECGI Working Paper Series in Law (259/2014). European Corporate Governance Institute (ECGI), Brussels, Belgium.
Foley-Fisher, Nathan and Guimaraes, Bernardo (2009) US real interest rates and default risk in emerging economies. CEP Discussion Paper (952). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Grinis, Inna (2015) Credit risk spillovers, systemic importance and vulnerability in financial networks. Systemic Risk Centre Discussion Papers (27). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Hartmann, Philipp (1997) Do Reuters spreads reflect currencies' differences in global trading activity? Financial Markets Group Discussion Papers (265). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Hartmann, Philipp (1996) Trading volumes and transaction costs in the foreign market - evidence from daily dollar-yen spot data. Financial Markets Group Discussion Papers (232). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Heath Milsom, Luke, Pažitka, Vladimír, Roland, Isabelle and Wójcik, Dariusz (2020) Gravity in international finance: evidence from fees on equity transactions. CEP Discussion Papers (1703). Centre for Economic Performance, LSE, London, UK.
Huddart, Steven, Hughes, John and Brunnermeier, Markus (1998) Disclosure requirements and stock exchange listing choice in an international context. Financial Markets Group Discussion Papers (282). Financial Markets Group, 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.
Julliard, Christian ORCID: 0000-0001-8177-7441
(2004)
Human capital and international portfolio choice.
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Christian Julliard, London, UK.
Kehoe, Patrick J. (2017) Fiscal unions redux. CFM discussion paper series (CFM-DP2017-12). Centre For Macroeconomics, London, UK.
Kremens, Lukas and Martin, Ian ORCID: 0000-0001-8373-5317
(2017)
The quanto theory of exchange rates.
Systemic Risk Centre Discussion Papers (75).
Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Kremens, Lukas and Martin, Ian ORCID: 0000-0001-8373-5317
(2017)
The quanto theory of exchange rates.
Financial Markets Group Discussion Papers (769).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Lleo, Sebastien, Zhitlukhin, Mikhail and Ziemba, William (2021) Using a mean changing stochastic processes exit-entry model for stock market long-short prediction. Systemic Risk Centre Discussion Papers (109). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Lleo, Sebastien and Ziemba, Bill (2014) Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world. Systemic Risk Centre Discussion Papers (21). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Lleo, Sebastien and Ziemba, William (2017) A tale of two indexes: predicting equity market downturns in China. Systemic Risk Centre Discussion Papers (72). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Lleo, Sebastien and Ziemba, William (2018) A tale of two indexes: predicting equity market downturns in China. Systemic Risk Centre Discussion Papers (82). Systemic Risk Centre, The 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? Systemic Risk Centre Discussion Papers (18). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Makarov, Igor ORCID: 0009-0006-7557-449X and Schoar, Antoinette
(2021)
Blockchain analysis of the Bitcoin market.
Financial Markets Group Discussion Papers (844).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Mann, Catherine L. and Meade, Ellen E. (2002) Home bias, transactions costs, and prospects for the Euro: a more detailed analysis. CEPDP (537). London School of Economics and Political Science. Centre for Economic Performance, London, UK. ISBN 0753015552
Monastiriotis, Vassilis ORCID: 0000-0003-3709-3119 and Psycharis, Yiannis
(2011)
Without purpose and strategy?: a spatio-functional analysis of the regional allocation of public investment in Greece.
GreeSE (49).
Hellenic Observatory, London School of Economics and Political Science, London, UK.
Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2013) International correlation risk. Financial Markets Group Discussion Papers (716). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2014) International correlation risk. Systemic Risk Centre Discussion Papers (26). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Neugebauer, Katja (2011) Banks in space: does distance really affect cross-border banking. IAW-Diskussionspapiere (70). IAW, Tübingen, Germany.
Paravisini, Daniel ORCID: 0009-0006-8803-8442, Rappoport, Veronica ORCID: 0009-0007-3665-4304, Schnabl, Philipp and Wolfenzon, Daniel
(2011)
Dissecting the effect of credit supply on trade: evidence from matched credit-export data.
NBER working paper (16975).
National Bureau of Economic Research, Massachusetts, USA.
Payne, Richard (1996) Announcement effects and seasonality in the intra-day foreign exchange market. Financial Markets Group Discussion Papers (238). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Peñaranda, Francisco and Micola, Augusto (2011) On the drivers of commodity co-movement: evidence from biofuels. Financial Markets Group Discussion Papers (695). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Saguato, Paolo (2015) The liquidity dilemma and the repo market: a two-step policy option to address the regulatory void. LSE Law, Society and Economy Working Papers. London School of Economics and Political Science, London, UK.
Snell, Andy and Tonks, Ian (2000) The profitability of block trades in auction and dealer markets. Financial Markets Group Discussion Papers (340). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Vitale, Paolo (2001) Foreign exchange intervention and macroeconomic stability. Financial Markets Group Discussion Papers (317). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Salo, Ahti, Keisler, Jeffrey and Morton, Alec, eds. (2011) Portfolio decision analysis: improved methods for resource allocation. International series in operations research & management science. , 162 Springer Berlin / Heidelberg, New York, USA. ISBN 9781441999429
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