> Publishers' series
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Upstreamness and downstreamness in input-output analysis from local and aggregate information Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli, Pierpaolo Vivo
London: Systemic Risk Centre, The London School of Economics and Political Science, [2024]
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Correlation between upstreamness and downstreamness in random global value chains Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli, Pierpaolo Vivo
London: Systemic Risk Centre, The London School of Economics and Political Science, [2024]
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The calming of short-term market fear and its long-term consequences the central banks' dilemma Mattia Bevilacqua, Jon Danielsson, Lerby Ergun, Andreas Uthemann, Jean-Pierre Zigrand
London: Systemic Risk Centre, The London School of Economics and Political Science, [2023]
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Latent fragility conditioning banks' joint probability of default on the financial cycle Paul Bochmann, Paul Hiebert, Yves Schüler, Miguel Segoviano
London: Systemic Risk Centre, The London School of Economics and Political Science, [2023]
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On the use of artificial intelligence in financial regulations and the impact on financial stability Jon Danielsson, Andreas Uthemann
London: Systemic Risk Centre, The London School of Economics and Political Science, [2023]
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An unconventional fx tail risk story Carlos Cañon, Eddie Gerba, Alberto Pambira, Evarist Stoja
London: Systemic Risk Centre, The London School of Economics and Political Science, [2023]
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Ideas, idea processing, and TFP growth in the US 1899 to 2019 Kevin R. James, Akshay Kotak, Dimitrios P. Tsomocos
London: Systemic Risk Centre, The London School of Economics and Political Science, [2022]
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Algorithmic trading and investment-to-price sensitivity Nihad Aliyev, Fariz Huseynov, Khaladdin Rzayev
London: Systemic Risk Centre, The London School of Economics and Political Science, [2022]
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Layered networks, equilibrium dynamics, and stable coalitions Jing Fu, Frank Page, Jean-Pierre Zigrand
London: Systemic Risk Centre, The London School of Economics and Political Science, [2022]
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Parameterized state-contingent games, 3M minimal nash correspondences, and connectedness Jing Fu, Frank Page
London: Systemic Risk Centre, The London School of Economics and Political Science, [2022]
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Bankers' pay and the evolving structure of US banking Ronald W. Anderson, Karin Jõeveer
London: Systemic Risk Centre, The London School of Economics and Political Science, [2022]
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Discounted stochastic games, the 3M property and stationary markov perfect equilibria Jing Fu, Frank Page
London: Systemic Risk Centre, The London School of Economics and Political Science, [2022]
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A fixed point theorem for measurable selection valued correspondences induced by upper caratheodory correspondences Jing Fu, Frank Page
London: Systemic Risk Centre, The London School of Economics and Political Science, [2022]
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Demand-supply imbalance risk and long-term swap spreads Samuel G. Hanson, Aytek Malkhozov, Gyuiri Venter
London: Systemic Risk Centre, The London School of Economics and Political Science, [2022]
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Cultural stereotypes of multinational banks Barry Eichengreen,Orkun Saka
London: Systemic Risk Centre, The London School of Economics and Political Science, [2022]
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Lending cycles and real outcomes costs of political misalignment Çağatay Bircan, Orkun Saka
London: Systemic Risk Centre, The London School of Economics and Political Science, [2021]
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High-frequency trading in the stock market and the costs of option market making Mahendrarajah Nimalendran, Khaladdin Rzayev, Satchit Sagade
London: Systemic Risk Centre, The London School of Economics and Political Science, [2021]
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Stake-holder firms and the reform of local public finance in China Ronald W. Anderson
London: Systemic Risk Centre, The London School of Economics and Political Science, [2021]
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Financial volatility and economic growth, 1870-2016 Jon Danielsson, Marcela Valenzuela, Ilknur Zer
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Who bears risk in China's non-financial enterprise debt? Ronald W. Anderson
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Market fragmentation and contagion Rohit Rahi, Jean-Pierre Zigrand
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Higher-order uncertainty in financial markets evidence from a consensus pricing service Lerby M. Ergun, Andreas Uthemann
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Wisdom of crowds detects COVID-19 severity ahead of officially available data Jeremy David Turiel, Delmiro Fernandez-Reyes, Tomaso Aste
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Parimutuel betting markets racetracks and lotteries revisited William T Ziemba
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Financial policymaking after crises public vs. private interests Orkun Saka, Yuemei Ji, Paul De Grauwe
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Revenge of the experts will Covid-19 renew or diminish public trust in science? Barry Eichengreen, Cevat G. Aksoy, Orkun Saka
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Consumption in asset returns Svetlana Bryzgalova, Christian Julliard
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility Gbenga Ibikunle, Khaladdin Rzayev
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Revenge of the experts will COVID-19 renew or diminish public trust in science? Cevat G. Aksoy, Barry Eichengreen, Orkun Saka
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Bayesian solutions for the factor zoo we just ran two quadrillion models Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Loan insurance, market liquidity, and lending standards Toni Ahnert, Martin Kuncl
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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The political scar of epidemics Cevat G. Aksoy, Barry Eichengreen, Orkun Saka
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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The spread of Covid-19 in London network effects and optimal lockdowns Christian Julliard, Ran Shi, Kathy Yuan
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Options-based systemic risk, financial distress, and macroeconomic downturns Mattia Bevilacqua, Radu Tunaru, Davide Vioto
London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]
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Financial crises and liberalization progress or reversals? Orkun Saka, Nauro Campos, Paul De Grauwe, Yuemei Ji, Angelo Martelli
London: Systemic Risk Centre, The London School of Economics and Political Science, [2019]
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The efficient IPO market hypothesi theory and evidence Kevin R. James, Marcela Valenzuela
London: Systemic Risk Centre, The London School of Economics and Political Science, [2019]
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Reconstructing and stress testing credit networks Amanah Ramadiah, Fabio Caccioli, Daniel Fricke
London: Systemic Risk Centre, The London School of Economics and Political Science, [2019]
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Financial transaction taxes and the informational efficiency of financial markets a structural estimation Marco Cipriani, Antonio Guarino, Andreas Uthemann
London: Systemic Risk Centre, The London School of Economics and Political Science, [2019]
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Longterm decision making under the threat of earthquakes? Carmen Camacho, Yu Sun
London: Systemic Risk Centre, The London School of Economics and Political Science, [2019]
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Information acquisition, price informativeness, and welfare Rohit Rahi, Jean-Pierre Zigrand
London: Systemic Risk Centre, The London School of Economics and Political Science, [2018]
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Macroprudential stress tests a reduced-form approach to quantifying systemic risk losses Zineddine Alla, Raphael A. Espinoza, Qiaoluan H. Li, Miguel Segoviano
London: Systemic Risk Centre, The London School of Economics and Political Science, [2018]
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A comprehensive multi-sector tool for analysis of systemic risk and interconnectedness (SyRIN) Fabio Cortes Peter Lindner Sheheryar Malik Miguel Segoviano
London: Systemic Risk Centre, The London School of Economics and Political Science, [2018]
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Domestic banks as lightning rods? home bias and information during Eurozone crisis Orkun Saka
London: Systemic Risk Centre, The London School of Economics and Political Science, [2018]
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Cryptocurrencies policy, economics and fairness Jon Danielsson
London: Systemic Risk Centre, The London School of Economics and Political Science, [2018]
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Learning from history volatility and financial crises Jon Danielsson, Marcela Valenzuela, Ilknur Zer
London: Systemic Risk Centre, The London School of Economics and Political Science, [2018]
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Market resilience Jon Danielsson, Efstathios Panayi, Gareth W. Peters, Jean-Pierre Zigrand
London: Systemic Risk Centre, The London School of Economics and Political Science, [2018]
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Bankruptcy in groups William H. Beaver, Stefano Cascino, Maria Correia, Maureen F. McNichols
London: Systemic Risk Centre, The London School of Economics and Political Science, [2018]
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A tale of two indexes predicting equity market downturns in China Sébastien Lleo, William T. Ziemba
London: Systemic Risk Centre, The London School of Economics and Political Science, [2018]
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Asset encumbrance, bank funding and fragility Toni Ahnert, Kartik Anand, Prasanna Gai, James Chapman
London: Systemic Risk Centre, The London School of Economics and Political Science, [2018]
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Lending cycles and real outcomes costs of political misalignment Çağatay Bircan, Orkun Saka
London: Systemic Risk Centre, The London School of Economics and Political Science, [2018]