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.
Article
  • Bartolucci, Silvia, Caccioli, Fabio, Vivo, Pierpaolo (2020). A percolation model for the emergence of the Bitcoin Lightning Network. Scientific Reports, 10(1). https://doi.org/10.1038/s41598-020-61137-5 picture_as_pdf
  • Berger, Michael, Sommersguter-Reichmann, Margit, Czypionka, Thomas (2020). Determinants of soft budget constraints: how public debt affects hospital performance in Austria. Social Science and Medicine, 249, https://doi.org/10.1016/j.socscimed.2020.112855 picture_as_pdf
  • Fricke, Daniel, Roukny, Tarik (2020). Generalists and specialists in the credit market. Journal of Banking and Finance, 112, https://doi.org/10.1016/j.jbankfin.2018.04.014
  • Gozman, Daniel, Liebenau, Jonathan, Aste, Tomaso (2020). A case study of using blockchain technology in regulatory technology. MIS Quarterly Executive, 19(1), 19 - 37. https://doi.org/10.17705/2msqe.00023 picture_as_pdf
  • Ibikunle, Gbenga, McGroarty, Frank, Rzayev, Khaladdin (2020). More heat than light: Investor attention and bitcoin price discovery. International Review of Financial Analysis, 69, https://doi.org/10.1016/j.irfa.2020.101459
  • James, Kevin R., Valenzuela, Marcela (2020). The efficient IPO market hypothesis: theory and evidence. Journal of Financial and Quantitative Analysis, 55(7), 2304 - 2333. https://doi.org/10.1017/S0022109019000784 picture_as_pdf
  • Kapar, Burcu, Iori, Giulia, Gabbi, Giampaolo, Germano, Guido (2020). Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis. Journal of Economic Interaction and Coordination, 15(1), 283 - 331. https://doi.org/10.1007/s11403-019-00248-3 picture_as_pdf
  • Marcaccioli, Riccardo, Livan, Giacomo (2020). Maximum entropy approach to multivariate time series randomization. Scientific Reports, 10(1). https://doi.org/10.1038/s41598-020-67536-y picture_as_pdf
  • Nicola, Giancarlo, Cerchiello, Paola, Aste, Tomaso (2020). Information network modeling for U.S. banking systemic risk. Entropy, 22(11). https://doi.org/10.3390/e22111331 picture_as_pdf
  • Phelan, C. E., Marazzina, D., Germano, G. (2020). Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities. Quantitative Finance, 20(6), 899 - 918. https://doi.org/10.1080/14697688.2020.1718192 picture_as_pdf
  • Sariev, Eduard, Germano, Guido (2020). Bayesian regularized artificial neural networks for the estimation of the probability of default. Quantitative Finance, 20(2), 311-328. https://doi.org/10.1080/14697688.2019.1633014 picture_as_pdf
  • Sikder, Orowa, Smith, Robert E., Vivo, Pierpaolo, Livan, Giacomo (2020). A minimalistic model of bias, polarization and misinformation in social networks. Scientific Reports, 10(1). https://doi.org/10.1038/s41598-020-62085-w picture_as_pdf
  • Stern, Samuel, Livan, Giacomo, Smith, Robert E. (2020). A network perspective on intermedia agenda-setting. Applied Network Science, 5(1). https://doi.org/10.1007/s41109-020-00272-4 picture_as_pdf
  • Todorov, Karamfil (2020). Quantify the quantitative easing: impact on bonds and corporate debt issuance. Journal of Financial Economics, 135(2), 340 - 358. https://doi.org/10.1016/j.jfineco.2019.08.003 picture_as_pdf
  • Turiel, J. D., Aste, T. (2020). Peer-to-peer loan acceptance and default prediction with artificial intelligence: P2P Default Prediction with AI. Royal Society Open Science, 7(6). https://doi.org/10.1098/rsos.191649rsos191649 picture_as_pdf
    • Dataset
  • Bevilacqua, Mattia, Barunik, Jozef, Tunaru, Radu (2020). Replication Data for: Asymmetric Network Connectedness of Fears. [Dataset]. Harvard Dataverse. https://doi.org/10.7910/dvn/gsxaww
    • Working paper
  • Ahnert, Toni, Kuncl, Martin (2020). Loan insurance, market liquidity, and lending standards. (Systemic Risk Centre Discussion Papers 94). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Anderson, Ronald W. (2020). Who bears risk in China's non-financial enterprise debt? (Systemic Risk Centre Discussion Papers 101). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Bevilacqua, Mattia, Tunaru, Radu, Vioto, Davide (2020). Options-based systemic risk, financial distress, and macroeconomic downturns. (Systemic Risk Centre Discussion Papers 107). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Ergun, Lerby, Uthemann, Andreas (2020). Higher-order uncertainty in financial markets: evidence from a consensus pricing service. (Systemic Risk Centre Discussion Papers 98). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Ibikunle, Gbenga, Rzayev, Khaladdin (2020). Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility. (Systemic Risk Centre Discussion Papers 95). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Turiel, Jeremy, Fernandez-Reyes, Delmiro, Aste, Tomaso (2020). Wisdom of crowds detects COVID-19 severity ahead of officially available data. (Financial Markets Group Discussion Papers 808). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Ziemba, William (2020). Parimutuel betting markets: racetracks and lotteries revisited. (Systemic Risk Centre Discussion Papers 103). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
    • Blog post
  • Aksoy, Cevat, Eichengreen, Barry, Saka, Orkun (1 June 2020) What past epidemics tell us about public trust in science — and scientists. LSE Business Review. picture_as_pdf
  • James, Kevin R. (15 July 2020) How to address sustainability risk in a dangerous universe. LSE Business Review. picture_as_pdf
  • James, Kevin R. (18 July 2020) How to address sustainability risk in a dangerous universe. USApp – American Politics and Policy Blog. picture_as_pdf
  • Saka, Orkun (10 January 2020) There is a 'good' reason for EU banks to hold their own country's sovereign debt. LSE Business Review. picture_as_pdf
  • Saka, Orkun, Ji, Yuemei, De Grauwe, Paul (4 November 2020) What drives regulation in the aftermath of financial crises? LSE Business Review. picture_as_pdf