Items where department is "Systemic Risk Centre"

University Structure (106206) LSE (106206) Research Centres (22374) Financial Markets Group (1369) Systemic Risk Centre (300)
Number of items: 47.
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  • Ansell, Ben, Broz, Lawrence (2015). Global capital markets, housing prices, and partisan fiscal policies. (Systemic Risk Centre Discussion Papers 31). Systemic Risk Centre, The London School of Economics and Political Science.
  • Aymanns, Christoph, Caccioli, Fabio, Farmer, J., Tan, Vincent (2015). Taming the Basel leverage cycle. (Systemic Risk Centre Discussion Papers 42). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne, Tan, Vincent W.C. (2015). Taming the Basel leverage cycle. (Systemic Risk Centre Discussion Papers 42). Systemic Risk Centre, The London School of Economics and Political Science.
  • Danielsson, Jon, Bair, Sheila, Shin, Hyun Song, Borio, Claudio, Ratnovski, Lev, Boot, Arnoud, Goodhart, Charles, Zamil, Raihan, Hagendorff, Jens & Vallascas, Francesco et al (2015). Post-crisis banking regulation: evolution of economic thinking as it happened on Vox. Centre for Economic Policy Research (Great Britain).
    • B
  • Baker, Andrew (2015). The bankers’ paradox: the political economy of macroprudential regulation. (Systemic Risk Centre Discussion Papers 37). Systemic Risk Centre, The London School of Economics and Political Science.
  • Beck, Thorsten, Degryse, Hans, Haas, Ralph, Horen, Neeltje (2015). When arm's length Is too far. Relationship banking over the credit cycle. (Systemic Risk Centre Discussion Papers 33). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Bretscher, Lorenzo, Julliard, Christian, Rosa, Carlo (2015). Human capital and international portfolio diversification: a reappraisal. (Systemic Risk Centre Discussion Papers 48). Systemic Risk Centre, The London School of Economics and Political Science.
  • Broz, Lawrence (2015). The Federal Reserve as global lender of last resort, 2007-2010. (Systemic Risk Centre Discussion Papers 30). Systemic Risk Centre, The London School of Economics and Political Science.
  • Burkart, Mike, Dasgupta, Amil (2015). Activist funds, leverage, and procyclicality. (Systemic Risk Centre Discussion Papers 40). Systemic Risk Centre, The London School of Economics and Political Science.
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  • Caccioli, Fabio, Kondor, Imre, Papp, Gábor (2015). Portfolio optimization under expected shortfall: contour maps of estimation error. (Systemic Risk Centre Discussion Papers 49). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy (2015). Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. (Systemic Risk Centre Discussion Papers 35). Systemic Risk Centre, The London School of Economics and Political Science.
  • Chang, Briana, Zhang, Shengxing (2015). Endogenous market making and network formation. (Systemic Risk Centre Discussion Papers 50). Systemic Risk Centre, The London School of Economics and Political Science.
  • Chwieroth, Jeffrey, Danielsson, Jon (2015). Averting financial crisis. Britain in 2015,
  • Chwieroth, Jeffrey, Simpson, Cohen R., Walter, Andrew (2015). Default and political survival in networked democracies since 1870. VoxEU,
  • Chwieroth, Jeffrey, Walter, Andrew (2015). Great expectations, veto players, and the changing politics of banking crises. (Systemic Risk Centre Discussion Papers 28). Systemic Risk Centre, The London School of Economics and Political Science.
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  • Danielsson, Jon (2015). Iceland, Greece and political hectoring. VoxEU,
  • Danielsson, Jon (2015). Post-crisis banking regulation: evolution of economic thinking as it happened on Vox. VoxEU,
  • Danielsson, Jon (2015). What the Swiss FX shock says about risk models. VoxEU,
  • Danielsson, Jon, Fouché, Morgane, Macrae, Robert (2015). The macro-micro conflict. VoxEU,
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2015). Can we prove a bank guilty of creating systemic risk? A minority report. (Systemic Risk Centre Discussion Papers 47). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2015). Can we prove a bank guilty of creating systemic risk? A minority report. (Systemic Risk Centre Discussion Papers 47). Systemic Risk Centre, The London School of Economics and Political Science.
  • Danielsson, Jon, Kristjánsdóttir, Ásdís (2015). Why Iceland can now remove capital controls. VoxEU,
  • Danielsson, Jon, Micheler, Eva, Neugebauer, Katja, Uthemann, Andreas, Zigrand, Jean-Pierre (2015). Europe’s proposed capital markets union: disruption will drive investment and innovation. VoxEU,
  • Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2015). Volatility, financial crises and Minsky's hypothesis. VoxEU,
  • Danielsson, Jon, Zhou, Chen (2015). Why risk is hard to measure. VoxEU,
  • Danielsson, Jon, Zhou, Chen (2015). Why risk is so hard to measure. (Systemic Risk Centre Discussion Papers 36). Systemic Risk Centre, The London School of Economics and Political Science.
  • Danielsson, Jon, Zigrand, Jean-Pierre (2015). Are asset managers systemically important? VoxEU,
  • Danielsson, Jon, Zigrand, Jean-Pierre (2015). A proposed research and policy agenda for systemic risk. VoxEU,
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  • Gerardo-Giorda, Luca, Germano, Guido, Scalas, Enrico (2015). Large scale simulation of synthetic markets. Communications in Applied and Industrial Mathematics, 6(2). https://doi.org/10.1685/journal.caim.535
  • Gong, Rui, Page, Frank, Wooders, Myrna (2015). Endogenous correlated network dynamics. (Systemic Risk Centre Discussion Papers 39). Systemic Risk Centre, The London School of Economics and Political Science.
  • Goodhart, Lucy (2015). Brave new world? Macro prudential policy and the new political economy of The Federal Reserve. (Systemic Risk Centre Discussion Papers 29). Systemic Risk Centre, The London School of Economics and Political Science.
  • 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.
  • Gromb, Denis, Vayanos, Dimitri (2015). The dynamics of financially constrained arbitrage. (Systemic Risk Centre Discussion Papers 32). Systemic Risk Centre, The London School of Economics and Political Science.
  • Iori, Giulia, Politi, Mauro, Germano, Guido, 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, 179-202. https://doi.org/10.12831/82212
  • Scalas, Enrico, Gabriel, Adrian T., Martin, Edgar, Germano, Guido (2015). Velocity and energy distributions in microcanonical ensembles of hard spheres. Physical Review E, 92, https://doi.org/10.1103/PhysRevE.92.022140
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  • Hatzopoulos, Vasilis, Iori, Giulia, Mantegna, Rosario N., Miccichè, Salvatore, Tumminello, Michele (2015). Quantifying preferential trading in the e-MID interbank market. Quantitative Finance, 15(4), 693-710. https://doi.org/10.1080/14697688.2014.969889
  • Hershcovis, M. Sandy, Reich, Tara C., Niven, Karen (2015). Workplace bullying: causes, consequences, and intervention strategies. (SIOP White Paper Series). Society for Industrial and Organizational Psychology.
    • K
  • 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, The London School of Economics and Political Science.
  • Knight, Malcolm D., Ortiz, Guillermo (2015). Multilateral surveillance: ensuring a focus on key risks to global stability. (Special Papers No 7). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
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  • Lleo, Sebastien, Ziemba, Bill (2015). The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis. (Special Papers No 8). Systemic Risk Centre, The London School of Economics and Political Science.
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  • Malkhozov, Aytek, Tamoni, Andrea (2015). News shocks and asset prices. (Systemic Risk Centre Discussion Papers 34). Systemic Risk Centre, The London School of Economics and Political Science.
  • Matta, Rafael, Perotti, Enrico (2015). Insecure debt. (Systemic Risk Centre Discussion Papers 41). Systemic Risk Centre, The London School of Economics and Political Science.
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  • Ozdenoren, Emre, Yuan, Kathy (2015). Endogenous contractual externalities. (Financial Markets Group Discussion Papers 746). Financial Markets Group, The London School of Economics and Political Science.
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  • Page, Frank (2015). Parameterized games, minimal Nash correspondences, and connectedness. (Systemic Risk Centre Discussion Papers 45). Systemic Risk Centre, The London School of Economics and Political Science.
  • Page, Frank (2015). Stationary Markov equilibria for K-class discounted stochastic games. (Systemic Risk Centre Discussion Papers 44). Systemic Risk Centre, The London School of Economics and Political Science.
  • Page, Frank (2015). A fixed point theorem for measurable-selection-valued correspondences arising in game theory. (Systemic Risk Centre Discussion Papers No 43). Systemic Risk Centre, The London School of Economics and Political Science.
  • Plantin, Guillaume, Tirole, Jean (2015). Marking to market versus taking to market. (Systemic Risk Centre Discussion Papers 51). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf