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: 28.
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  • Acharya, Viral, Plantin, Guillaume (2017). Monetary easing and financial instability. (Systemic Risk Centre Discussion Papers 63). Systemic Risk Centre, The London School of Economics and Political Science.
  • Aste, Tomaso, Di Matteo, T. (2017). Sparse causality network retrieval from short time series. Complexity, 2017(4518429). https://doi.org/10.1155/2017/4518429
  • Banwo, Opeoluwa, Caccioli, Fabio, Harrald, Paul, Medda, Francesca (2017). The effect of heterogeneity on financial contagion due to overlapping portfolios. Advances in Complex Systems, 19(8). https://doi.org/10.1142/S0219525916500168
  • Bardoscia, Marco, Battiston, Stefano, Caccioli, Fabio, Caldarelli, Guido (2017). Pathways towards instability in financial networks. Nature Communications, 8(14416). https://doi.org/10.1038/ncomms14416
  • Bremus, Franziska, 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.
  • Cui, Yiran, del Baño Rollin, Sebastian, Germano, Guido (2017). Full and fast calibration of the Heston stochastic volatility model. European Journal of Operational Research, 263(2), 625-638. https://doi.org/10.1016/j.ejor.2017.05.018
  • Danielsson, Jon, Macrae, Robert, Micheler, Eva (2017). Brexit and systemic risk. VoxEU,
  • Eppinger, Peter S., Neugebauer, Katja (2017). External financial dependence and firms' crisis performance across Europe. (Systemic Risk Centre Discussion Papers 65). Systemic Risk Centre, The London School of Economics and Political Science.
  • Etesami, Jalal, Habibnia, Ali, 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.
  • Foldes, Lucien (2017). The optimal consumption function in a Brownian model of accumulation. Part C: a dynamical system formulation. (Systemic Risk Centre Discussion Papers 68). Systemic Risk Centre, The London School of Economics and Political Science.
  • Foldes, Lucien (2017). Notes on revisiting Klappholz and Agassi’s “Methodological Prescriptions in Economics”. In Bar-AM, Nimrod, Gattei, Stefano (Eds.), Encouraging Openness: Essays for Joseph Agassi on the Occasion of His 90th Birthday (pp. 455 - 466). Springer Berlin / Heidelberg. https://doi.org/10.1007/978-3-319-57669-5_36 picture_as_pdf
  • Grigat, Daniel, Caccioli, Fabio (2017). Reverse stress testing interbank networks. Scientific Reports, 7(1), p. 15616. https://doi.org/10.1038/s41598-017-14470-1
  • Grinis, Inna (2017). The STEM requirements of "non-STEM" jobs: evidence from UK online vacancy postings and implications for skills & knowledge shortages. (Systemic Risk Centre Discussion Papers 69). Systemic Risk Centre, The London School of Economics and Political Science.
  • Grinis, Inna (2017). Skills diversity in unity. (Systemic Risk Centre Discussion Papers 70). Systemic Risk Centre, The London School of Economics and Political Science.
  • Grinis, Inna (2017). Trend growth durations & shifts. (Systemic Risk Centre Discussion Papers 71). Systemic Risk Centre, The London School of Economics and Political Science.
  • Konstantakis, Konstantinos N., Michaelides, Panayotis G. (2017). Does technology cause business cycles in the USA? A Schumpeter-inspired approach. Structural Change and Economic Dynamics, 43, 15-26. https://doi.org/10.1016/j.strueco.2017.05.005
  • Konstantakis, Konstantinos N., Milioti, Christina, Michaelides, Panayotis G. (2017). Modeling the dynamic response of automobile sales in troubled times: a real-time Vector Autoregressive analysis with causality testing for Greece. Transport Policy, 59, 75-81. https://doi.org/10.1016/j.tranpol.2017.07.006
  • Konstantakis, Konstantinos N., Papageorgiou, Theofanis, Christopoulos, Apostolos G., Dokas, Ioannis G., Michaelides, Panayotis G. (2017). Business cycles in Greek maritime transport: an econometric exploration (1998–2015). Operational Research, https://doi.org/10.1007/s12351-017-0331-8
  • Konstantakis, Konstantinos N., Soklis, George, Michaelides, Panayotis G. (2017). Tourism expenditures and crisis transmission: a general equilibrium GVAR analysis with network theory. Annals of Tourism Research, 66, 74-94. https://doi.org/10.1016/j.annals.2017.06.006
  • Livan, Giacomo, Caccioli, Fabio, Aste, Tomaso (2017). Excess reciprocity distorts reputation in online social networks. Scientific Reports, 7(1). https://doi.org/10.1038/s41598-017-03481-7
  • Lleo, Sebastien, 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. picture_as_pdf
  • Moffitt, Steven D., Ziemba, William T. (2017). Does it pay to buy the pot in the Canadian 6/49 Lotto: implications for lottery design. (Systemic Risk Centre Discussion Papers 64). Systemic Risk Centre, The London School of Economics and Political Science.
  • Musmeci, Nicoló, Nicosia, Vincenzo, Aste, Tomaso, Di Matteo, Tiziana, Latora, Vito (2017). The multiplex dependency structure of financial markets. Complexity, 2017, 1-13. https://doi.org/10.1155/2017/9586064
  • Segoviano, Miguel, Espinoza, Raphael (2017). Consistent measures of systemic risk. (Systemic Risk Centre Discussion Papers 74). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Tsionas, Efthymios G., Tran, Kien C., Michaelides, Panayotis G. (2017). Bayesian inference in threshold stochastic frontier models. Empirical Economics, https://doi.org/10.1007/s00181-017-1364-9
  • Tsionas, Mike G., Michaelides, Panayotis G. (2017). Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system. Physica A: Statistical Mechanics and Its Applications, 482, 95-107. https://doi.org/10.1016/j.physa.2017.04.060
  • Uthemann, Andreas (2017). Competitive screening of customers with non-common priors. (Systemic Risk Centre Discussion Papers 73). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • de Grauwe, Paul, Ji, Yuemei, Macchiarelli, Corrado (2017). Fundamentals versus market sentiments in the euro bond markets: implications for QE. (SRC Special Paper Series No 12). Systemic Risk Centre, The London School of Economics and Political Science.