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: 21.
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  • Procacci, Pier Francesco, Aste, Tomaso (2022). Portfolio optimization with sparse multivariate modeling. Journal of Asset Management, 23(6), 445 - 465. https://doi.org/10.1057/s41260-022-00280-2
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  • Aliyev, Nihad, Huseynov, Fariz, Rzayev, Khaladdin (2022). Algorithmic trading and investment-to-price sensitivity. (Systemic Risk Centre Discussion Papers 122). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Anderson, Ronald W., Jõeveer, Karin (2022). Bankers' pay and the evolving structure of US banking. (Systemic Risk Centre Discussion Papers 120). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Aste, Tomaso (2022). Topological regularization with information filtering networks. Information Sciences, 608, 655 - 669. https://doi.org/10.1016/j.ins.2022.06.007 picture_as_pdf
  • Baruník, Jozef, Bevilacqua, Mattia, Tunaru, Radu (2022). Asymmetric network connectedness of fears. Review of Economics and Statistics, 104(6), 1304 - 1316. https://doi.org/10.1162/rest_a_01003 picture_as_pdf
  • Briola, Antonio, Aste, Tomaso (2022). Dependency structures in cryptocurrency market from high to low frequency. Entropy, 24(11). https://doi.org/10.3390/e24111548 picture_as_pdf
  • Cipriani, Marco, Guarino, Antonio, Uthemann, Andreas (2022). Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. Journal of Financial Economics, 146(3), 1044 - 1072. https://doi.org/10.1016/j.jfineco.2022.04.007 picture_as_pdf
  • Danielsson, Jon, Macrae, Robert, Uthemann, Andreas (2022). Artificial intelligence and systemic risk. Journal of Banking and Finance, 140, https://doi.org/10.1016/j.jbankfin.2021.106290 picture_as_pdf
  • Eppinger, Peter S., Neugebauer, Katja (2022). External financial dependence and firms' crisis performance across Europe. Empirical Economics, 62(2), 887 - 904. https://doi.org/10.1007/s00181-021-02025-3 picture_as_pdf
  • Fu, Jing, Page, Frank (2022). Discounted stochastic games, the 3M property and stationary Markov perfect equilibria. (Systemic Risk Centre Discussion Papers 119). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Fu, Jing, Page, Frank (2022). Parameterized state-contingent games, 3M minimal Nash correspondences, and connectedness. (Systemic Risk Centre Discussion Papers 116). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Fu, Jing, Page, Frank (2022). A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences. (Systemic Risk Centre Discussion Papers 115). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • James, Kevin R. (7 September 2022) Liz Truss has an opportunity to fix a critical financial regulation flaw. LSE Business Review. picture_as_pdf
  • James, Kevin R., Kotak, Akshay, Tsomocos, Dimitri (2022). Ideas, idea processing, and TFP growth in the US: 1899 to 2019. (Systemic Risk Centre Discussion Papers 121). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • James, Kevin R., Kotak, Akshay, Tsomocos, Dimitrios P. (9 August 2022) Total factor productivity growth: we need a new drug. LSE Business Review. picture_as_pdf
  • Livan, Giacomo, Pappalardo, Giuseppe, Mantegna, Rosario N. (2022). Quantifying the relationship between specialisation and reputation in an online platform. Scientific Reports, 12(1), p. 16699. https://doi.org/10.1038/s41598-022-20767-7 picture_as_pdf
  • Nimalendran, Mahendrarajah, Rzayev, Khaladdin, Sagade, Satchit (2022). High-frequency trading in the stock market and the costs of option market making. (Systemic Risk Centre Discussion Papers 113). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Seabrook, Isobel, Barucca, Paolo, Caccioli, Fabio (2022). Structural importance and evolution: an application to financial transaction networks. Physica A, 607, https://doi.org/10.1016/j.physa.2022.128203 picture_as_pdf
  • Seabrook, Isobel, Caccioli, Fabio, Aste, Tomaso (2022). Quantifying impact and response in markets using information filtering networks. Journal of Physics: Complexity, 3(2). https://doi.org/10.1088/2632-072X/ac6721 picture_as_pdf
  • Turiel, Jeremy D., Aste, Tomaso (2022). Heterogeneous criticality in high frequency finance: a phase transition in flash crashes. Entropy, 24(2). https://doi.org/10.3390/e24020257 picture_as_pdf
  • Volta, Vittoria, Aste, Tomaso (2022). Causal coupling between European and UK markets triggered by announcements of monetary policy decisions. Royal Society Open Science, 9(3). https://doi.org/10.1098/rsos.211342 picture_as_pdf