Items where Author is "Valenzuela, Marcela"
Number of items: 21.
Article
Can we prove a bank guilty of creating systemic risk? A minority report.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
Competition, signaling and non-walking through the book: effects on order choice.
Valenzuela, Marcela and Zer, Ilknur
Learning from history:volatility and financial crises.
Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
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Model risk and the implications for risk management, macroprudential policy, and financial regulations.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
Model risk of risk models.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
Relative liquidity and future volatility.
Valenzuela, Marcela and Zer, Ilknur and Fryzlewicz, Piotr and Rheinlander, Thorsten
Trader competition in fragmented markets:liquidity supply versus picking-off risk.
Bernales, Alejandro and Garrido-Sureda, Nicolas and Sagade, Satchit and Valenzuela, Marcela and Westheide, Christian
Volatility, financial crises and Minsky's hypothesis.
Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
The efficient IPO market hypothesis:theory and evidence.
James, Kevin R. and Valenzuela, Marcela
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The impact of risk cycles on business cycles:a historical view.
Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
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Working paper
Can we prove a bank guilty of creating systemic risk? A minority report.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
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Can we prove a bank guilty of creating systemic risk? A minority report.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
Dark trading and alternative execution priority rules.
Bernales, Alejandro and Ladley, Daniel and Litos, Evangelos and Valenzuela, Marcela
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Dealing with systematic risk when we measure it badly.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
Financial volatility and economic growth, 1870-2016.
Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
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Learning from history:volatility and financial crises.
Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
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Learning from history:volatility and financial crises.
Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
Model risk of risk models.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
Model risk of systemic risk models.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
The efficient IPO market hypothesis:theory and evidence.
James, Kevin R. and Valenzuela, Marcela
picture_as_pdf