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: 32.
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  • Anderson, Ronald W. (2016). Stress testing and macroprudential regulation: a transatlantic assessment. VoxEU,
  • Anderson, Ronald W. (2016). Stress testing and macroprudential regulation: a transatlantic assessment. Centre for Economic Policy Research (Great Britain).
  • Csullag, Balazs, Danielsson, Jon, Macrae, Robert (2016). Why it doesn't make sense to hold bonds. VoxEU,
  • Danielsson, Jon, Fouché, Morgane, Macrae, Robert (2016). Cyber risk as systemic risk. VoxEU,
  • Danielsson, Jon, Macrae, Robert, Zigrand, Jean-Pierre (2016). On the financial market consequences of Brexit. VoxEU,
  • Danielsson, Jon, Tsanakas, Andreas (2016). Everybody right, everybody wrong: plural rationalities in macroprudential regulation. VoxEU,
  • Thimann, Christian (2016). Insurance and systemic risk: no easy conclusions. VoxEU,
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  • Anderson, Ronald W. (2016). The Internationalization of the Renminbi. (Special Paper Series 11). Systemic Risk Centre, The London School of Economics and Political Science.
  • Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne, Tan, Vincent W.C. (2016). Taming the Basel leverage cycle. Journal of Financial Stability, 27, 263-277. https://doi.org/10.1016/j.jfs.2016.02.004
  • Barfuss, Wolfram, Massara, Guido Previde, Di Matteo, T., Aste, Tomaso (2016). Parsimonious modeling with information filtering networks. Physical Review E, 94(6). https://doi.org/10.1103/PhysRevE.94.062306
  • Caravelli, Francesco, Bardoscia, Marco, Caccioli, Fabio (2016). Emergence of giant strongly connected components in continuum disk-spin percolation. Journal of Statistical Mechanics: Theory and Experiment, 2016(May). https://doi.org/10.1088/1742-5468/2016/05/053211
  • Danielsson, Jon, Ergun, Lerby M., Haan, Laurens de, Vries, Casper G. de (2016). Tail index estimation: quantile driven threshold selection. (Systemic Risk Centre Discussion Papers 58). Systemic Risk Centre, The London School of Economics and Political Science.
  • Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2016). Learning from history: volatility and financial crises. (Systemic Risk Centre Discussion Papers 57). Systemic Risk Centre, The London School of Economics and Political Science.
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2016). Can we prove a bank guilty of creating systemic risk? A minority report. Journal of Money, Credit and Banking, 48(4), 795 - 812. https://doi.org/10.1111/jmcb.12318
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2016). Model risk of risk models. Journal of Financial Stability, 23, 79-91. https://doi.org/10.1016/j.jfs.2016.02.002
  • Danielsson, Jon, Macrae, Robert (2016). The fatal flaw in macropru: it ignores political risk. VoxEU,
  • Danielsson, Jon, Macrae, Robert, Tsomocos, Dimitrios P., Zigrand, Jean-Pierre (2016). Why macropru can end up being procyclical. VoxEU,
  • Donaldson, Jason, Micheler, Eva (2016). Resaleable debt and systemic risk. (Systemic Risk Centre Discussion Papers 53). Systemic Risk Centre, The London School of Economics and Political Science.
  • Ergun, Lerby M. (2016). Disaster and fortune risk in asset returns. (Systemic Risk Centre Discussion Papers 59). Systemic Risk Centre, The London School of Economics and Political Science.
  • Fusai, Gianluca, Germano, Guido, Marazzina, Daniele (2016). Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options. European Journal of Operational Research, 251(1), 124-134. https://doi.org/10.1016/j.ejor.2015.11.027
  • Gerba, Eddie, Macchiarelli, Corrado (2016). Interaction between monetary policy and bank regulation: theory and European practice. (Special Paper Series 10). Systemic Risk Centre, The London School of Economics and Political Science.
  • Gong, Rui, He, Jieshuang, Page, Frank (2016). Incentive compatible networks and the delegated networking principle. (Systemic Risk Centre Discussion Papers 56). Systemic Risk Centre, The London School of Economics and Political Science.
  • Gong, Rui, 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. picture_as_pdf
  • Gong, Rui, Page, Frank (2016). Systemic risk and the dynamics of temporary financial networks. (Systemic Risk Centre Discussion Papers 62). Systemic Risk Centre, The London School of Economics and Political Science.
  • MacLean, Leonard C., Zhao, Yonggan, Ziemba, William T. (2016). Optimal capital growth with convex shortfall penalties. Quantitative Finance, 16(1), 101-117. https://doi.org/10.1080/14697688.2015.1059469
  • Mueller, Philippe, Tahbaz-Salehi, Alireza, Vedolin, Andrea (2016). Exchange rates and monetary policy uncertainty. (Systemic Risk Centre Discussion Papers 54). Systemic Risk Centre, The London School of Economics and Political Science.
  • Nava, Noemi, Di Matteo, Tiziana, Aste, Tomaso (2016). Time-dependent scaling patterns in high frequency financial data. European Physical Journal Special Topics, 225(10), 1997-2016. https://doi.org/10.1140/epjst/e2015-50328-y
  • Page, Frank (2016). On K-Class discounted stochastic games. (Systemic Risk Centre Discussion Papers 61). Systemic Risk Centre, The London School of Economics and Political Science.
  • Page, Frank (2016). Stationary Markov equilibria for approximable discounted stochastic games. (Systemic Risk Centre Discussion Papers 60). Systemic Risk Centre, The London School of Economics and Political Science.
  • Preis, Tobias, Bardoscia, Marco, Caccioli, Fabio, Perotti, Juan Ignacio, Vivaldo, Gianna, Caldarelli, Guido (2016). Distress propagation in complex networks: the case of non-linear DebtRank. PLOS ONE, 11(10), e0163825. https://doi.org/10.1371/journal.pone.0163825
  • Varga-Haszonits, Istvan, Caccioli, Fabio, Kondor, Imre (2016). Replica approach to mean-variance portfolio optimization. Journal of Statistical Mechanics: Theory and Experiment, 2016(Dec.). https://doi.org/10.1088/1742-5468/aa4f9c
  • Ziemba, William (2016). A response to Professor Paul A. Samuelson's objections to Kelly capital growth investing. (Systemic Risk Centre Discussion Papers 52). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf