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  1. Ergun, Lerby M. [Author]; Uthemann, Andreas [Author]

    Higher-order uncertainty in financial markets : evidence from a consensus pricing service

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    London: Systemic Risk Centre, The London School of Economics and Political Science, [2020]

    Published in: SRC discussion paper ; 98

  2. Ergun, Lerby M. [Author]; Uthemann, Andreas [Author]

    Higher-order uncertainty in financial markets: evidence from a consensus pricing service

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    [London]: [LSE Financial Markets Group], June 2020

    Published in: London School of Economics and Political Science: Discussion paper ; 807

  3. Ergun, Lerby M. [Author]; Uthemann, Andreas [Author]

    Strategic uncertainty in financial markets : evidence from a consensus pricing service - [Last updated: December 18, 2020]

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    [Ottawa]: Bank of Canada, [2020]

    Published in: Bank of Canada: Staff working paper ; 2020,55

  4. Danielsson, Jon [Author] ; Ergun, Lerby Murat [Other]; de Haan, Laurens [Other]; de Vries, Casper G. [Other]

    Tail Index Estimation : Quantile Driven Threshold Selection

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    [S.l.]: SSRN, [2016]

  5. Bevilacqua, Mattia [Author]; Daníelsson, Jón [Author]; Ergun, Lerby [Author]; Uthemann, Andreas [Author]; Zigrand, Jean-Pierre [Author]

    The calming of short-term market fear and its long-term consequences : the central banks' dilemma

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    London: Systemic Risk Centre, The London School of Economics and Political Science, [2023]

    Published in: SRC discussion paper ; 127

  6. Bevilacqua, Mattia [Author]; Daníelsson, Jón [Author]; Ergun, Lerby [Author]; Uthemann, Andreas [Author]; Zigrand, Jean-Pierre [Author]

    The calming of short-term market fear and its longterm consequences : the central banks' dilemma

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    [London]: [LSE Financial Markets Group], [2023]

    Published in: London School of Economics and Political Science: Discussion paper ; 894

  7. Bevilacqua, Mattia [Author]; Brandl-Cheng, Lukas [Author]; Danielsson, Jon [Author]; Ergun, Lerby Murat [Author]; Uthemann, Andreas [Author]; Zigrand, Jean-Pierre [Author]

    The Calming of Short-Term Market Fears and Its Long-Term Consequences : The Central Banks’ Dilemma

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    [S.l.]: SSRN, [2021]