Items where department is "Systemic Risk Centre"

University Structure (106206)

LSE (106206)

Research Centres (22374)

Financial Markets Group (1369)

Systemic Risk Centre (300) Year LSE creators Item Type File available

Article

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

Zaremba, Anna, Aste, Tomaso (2014). Measures of causality in complex datasets with application to financial data. Entropy, 16(4), 2309-2349. https://doi.org/10.3390/e16042309

Conference or Workshop Item

Danielsson, Jon (2014-02-27) Systemic risk and financial regulations: what is the link? [Other]. European Commission (Economic Analysis), Internal Market and Services DG Conference, Brussels, Belgium, BEL.

Report

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

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

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

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

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

Working paper

Anderson, Ronald W., Jõeveer, Karin (2014). The economics of collateral. (Financial Markets Group Discussion Papers 732). Financial Markets Group, The London School of Economics and Political Science.

Boucher, Christophe M., Danielsson, Jon, Kouontchou, Patrick S., Maillet, Bertrand B. (2014). Risk models–at–risk. (Systemic Risk Centre Discussion Papers 8). Systemic Risk Centre, The London School of Economics and Political Science.

Chwieroth, Jeffrey, Simpson, Cohen, Walter, Andrew (2014). Networked default: public debt, trade embeddedness, and partisan survival in democracies since 1870. (Systemic Risk Centre Discussion Papers 22). Systemic Risk Centre, The London School of Economics and Political Science.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2014). Model risk of risk models. (Systemic Risk Centre Discussion Papers 11). Systemic Risk Centre, The London School of Economics and Political Science.

Danilova, Albina, Julliard, Christian (2014). Information asymmetries, volatility, liquidity, and the Tobin Tax. (Systemic Risk Centre Discussion Papers 24). Systemic Risk Centre, The London School of Economics and Political Science.

Foldes, Lucien (2014). The optimal consumption function in a Brownian model of accumulation part B: existence of solutions of boundary value problems. (Systemic Risk Centre Discussion Papers 25). Systemic Risk Centre, The London School of Economics and Political Science.

Gale, Douglas, Gottardi, Piero (2014). Capital structure, investment, and fire sales. (Systemic Risk Centre Discussion Papers 23). Systemic Risk Centre, The London School of Economics and Political Science.

Ho Hwang, Jong (2014). A proposal for an open-source financial risk model. (Systemic Risk Centre Discussion Papers 9). Systemic Risk Centre, The London School of Economics and Political Science.

Huberman, Gur, Repullo, Rafael (2014). Moral hazard and debt maturity. (Systemic Risk Centre Discussion Papers 13). Systemic Risk Centre, The London School of Economics and Political Science.

Lleo, Sebastien, 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.

Lleo, Sebastien, 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.

MacLean, Leonard C., Zhao, Yonggan, Ziemba, William T. (2014). Optimal capital growth with convex shortfall penalties. (Systemic Risk Centre Discussion Papers 15). Systemic Risk Centre, The London School of Economics and Political Science.

Micheler, Eva (2014). Custody chains and remoteness: disconnecting investors from issuers. (Systemic Risk Centre Discussion Papers 14). Systemic Risk Centre, The London School of Economics and Political Science.

Moore, Kyle, Zhou, Chen (2014). The determinants of systemic importance. (Systemic Risk Centre Discussion Papers 19). Systemic Risk Centre, The London School of Economics and Political Science.

Mueller, Philippe, Stathopoulos, Andreas, Vedolin, Andrea (2014). International correlation risk. (Systemic Risk Centre Discussion Papers 26). Systemic Risk Centre, The London School of Economics and Political Science.

Plantin, Guillaume, Song Shin, Hyun (2014). Destabilizing carry trades. (Systemic Risk Centre Discussion Papers 17). Systemic Risk Centre, The London School of Economics and Political Science.

Shiryaev, Albert N., Zhitlukhin, Mikhail N., Ziemba, William T. (2014). Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013. (Systemic Risk Centre Discussion Papers 20). Systemic Risk Centre, The London School of Economics and Political Science.

Tasca, Paolo, Battiston, Stefano (2014). Diversification and financial stability. (Systemic Risk Centre Discussion Papers 10). Systemic Risk Centre, The London School of Economics and Political Science.

de Roure, Calebe, Tasca, Paolo (2014). Bitcoin and the PPP Puzzle. (Systemic Risk Centre Discussion Papers 16). Systemic Risk Centre, The London School of Economics and Political Science.