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: 18.
2021
  • Ahir, Anamika, James, Kevin R. (4 August 2021) Rebooting UK financial regulation for the post-Brexit world. LSE Business Review. picture_as_pdf
  • Anderson, Ronald W. (2021). Stake-holder firms and the reform of local public finance in China. (Systemic Risk Centre Discussion Papers 108). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Bevilacqua, Mattia, Morelli, David, Uzan, Paola Sultana Renée (2021). Striking the implied volatility of US drone companies. International Review of Financial Analysis, 77, https://doi.org/10.1016/j.irfa.2021.101832
  • Bevilacqua, Mattia, Tunaru, Radu (2021). The SKEW index: extracting what has been left. Journal of Financial Stability, 53, https://doi.org/10.1016/j.jfs.2020.100816 picture_as_pdf
  • Dietrich, Diemo, Gehrig, Thomas (2021). Speculative and precautionary demand for liquidity in competitive banking markets. (Systemic Risk Centre Discussion Papers 110). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • James, Kevin R. (10 December 2021) City or real economy who are the financial markets for? LSE Business Review. picture_as_pdf
  • Kojaku, Sadamori, Livan, Giacomo, Masuda, Naoki (2021). Detecting anomalous citation groups in journal networks. Scientific Reports, 11(1). https://doi.org/10.1038/s41598-021-93572-3
  • Lleo, Sebastien, Zhitlukhin, Mikhail, Ziemba, William (2021). Using a mean changing stochastic processes exit-entry model for stock market long-short prediction. (Systemic Risk Centre Discussion Papers 109). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Papp, Gábor, Kondor, Imre, Caccioli, Fabio (2021). Optimizing expected shortfall under an ℓ1 constraint—an analytic approach. Entropy, 23(5). https://doi.org/10.3390/e23050523 picture_as_pdf
  • Poledna, Sebastian, Martínez-Jaramillo, Serafín, Caccioli, Fabio, Thurner, Stefan (2021). Quantification of systemic risk from overlapping portfolios in the financial system. Journal of Financial Stability, 52, https://doi.org/10.1016/j.jfs.2020.100808 picture_as_pdf
  • Rzayev, Khaladdin, Ibikunle, Gbenga (2021). Order aggressiveness and flash crashes. International Journal of Finance and Economics, 26(2), 2647 - 2673. https://doi.org/10.1002/ijfe.1926
  • Scaramozzino, Roberta, Cerchiello, Paola, Aste, Tomaso (2021). Information theoretic causality detection between financial and sentiment data. Entropy, 23(5). https://doi.org/10.3390/e23050621 picture_as_pdf
  • Seabrook, Isobel E., Barucca, Paolo, Caccioli, Fabio (2021). Evaluating structural edge importance in temporal networks. EPJ Data Science, 10(1). https://doi.org/10.1140/epjds/s13688-021-00279-6 picture_as_pdf
  • Stern, Samuel, Livan, Giacomo (2021). The impact of noise and topology on opinion dynamics in social networks. Royal Society Open Science, 8(4). https://doi.org/10.1098/rsos.201943 picture_as_pdf
  • Sun, Ye, Livan, Giacomo, Ma, Athen, Latora, Vito (2021). Interdisciplinary researchers attain better long-term funding performance. Communications Physics, 4(1). https://doi.org/10.1038/s42005-021-00769-z
  • Tilly, Sonja, Ebner, Markus, Livan, Giacomo (2021). Macroeconomic forecasting through news, emotions and narrative. Expert Systems With Applications, 175, https://doi.org/10.1016/j.eswa.2021.114760
  • Tilly, Sonja, Livan, Giacomo (2021). Macroeconomic forecasting with statistically validated knowledge graphs. Expert Systems With Applications, 186, https://doi.org/10.1016/j.eswa.2021.115765
  • Zloteanu, Mircea, Harvey, Nigel, Tuckett, David, Livan, Giacomo (2021). Judgments in the sharing economy: the effect of user-generated trust and reputation information on decision-making accuracy and bias. Frontiers in Psychology, 12, p. 776999. https://doi.org/10.3389/fpsyg.2021.776999 picture_as_pdf