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: 15.
A
  • Ahnert, Toni, Anand, Kartik, Gai, Prasanna, Chapman, James (2018). Asset encumbrance, bank funding and fragility. (Systemic Risk Centre Discussion Papers 83). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Alla, Zineddine, Espinoza, Raphael, Li, Helen, Segoviano, Miguel (2018). Macroprudential stress tests: a reduced-form approach to quantifying systemic risk losses. (Systemic Risk Centre Discussion Papers 79). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Ames, Matthew, Bagnarosa, Guillaume, Peters, Gareth W., Shevchenko, Pavel V. (2018). Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades. Journal of Forecasting, 37(8), 805-831. https://doi.org/10.1002/for.2505
  • Nava, Noemi, Di Matteo, T., Aste, Tomaso (2018). Dynamic correlations at different time-scales with empirical mode decomposition. Physica A: Statistical Mechanics and Its Applications, 502, 534-544. https://doi.org/10.1016/j.physa.2018.02.108
  • Nava, Noemi, Di Matteo, Tiziana, Aste, Tomaso (2018). Financial time series forecasting using empirical mode decomposition and support vector regression. Risks, 6(1). https://doi.org/10.3390/risks6010007 picture_as_pdf
  • Tungsong, S., Caccioli, F., Aste, T. (2018). Relation between regional uncertainty spillovers in the global banking system. Journal of Network Theory in Finance, 4(2), 1-23. https://doi.org/10.21314/JNTF.2018.040
    • B
  • Bremus, Franziska, Neugebauer, Katja (2018). Reduced cross-border lending and financing costs of SMEs. Journal of International Money and Finance, 80, 35-58. https://doi.org/10.1016/j.jimonfin.2017.09.006
    • C
  • Cortes, Fabio, Lindner, Peter, Malik, Sheheryar, Segoviano, Miguel (2018). A comprehensive multi-sector tool for analysis of Systemic Risk and Interconnectedness (SyRIN). (Systemic Risk Centre Discussion Papers 80). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
    • D
  • Danielsson, Jon, Panayi, Efstathios, Peters, Gareth, Zigrand, Jean-Pierre (2018). Market resilience. (Systemic Risk Centre Discussion Papers 78). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
    • F
  • Phelan, Carolyn E., Marazzina, Daniele, Fusai, Gianluca, Germano, Guido (2018). Hilbert transform, spectral filters and option pricing. Annals of Operations Research, 1-26. https://doi.org/10.1007/s10479-018-2881-4
  • Phelan, Carolyn E., Marazzina, Daniele, Fusai, Gianluca, Germano, Guido (2018). Fluctuation identities with continuous monitoring and their application to price barrier options. European Journal of Operational Research, 271(1), 210-223. https://doi.org/10.1016/j.ejor.2018.04.016
    • H
  • Zloteanu, Mircea, Harvey, Nigel, Tuckett, David, Livan, Giacomo (2018). Digital identity: the effect of trust and reputation information on user judgement in the sharing economy. PLOS ONE, 13(12). https://doi.org/10.1371/journal.pone.0209071 picture_as_pdf
    • K
  • Michaelides, Panayotis G., Tsionas, Efthymios G., Konstantakis, Konstantinos N. (2018). Debt dynamics in Europe: a network general equilibrium GVAR approach. Journal of Economic Dynamics and Control, 93, 175-202. https://doi.org/10.1016/j.jedc.2018.01.047
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  • Lleo, Sebastien, 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. picture_as_pdf
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  • Toczydlowska, Dorota, Peters, Gareth W. (2018). Financial big data solutions for state space panel regression in interest rate dynamics. Econometrics, 6(3). https://doi.org/10.3390/econometrics6030034