Items where Division is "Systemic Risk Centre" and Year is

  • University Structure (97937)
  • Systemic Risk Centre (296)
    Number of items: 288.
    A
  • Monetary easing and financial instability. Acharya, Viral and Plantin, Guillaume
  • Procyclical leverage and value-at-risk. Adrian, Tobias and Shin, Hyun Song
  • Asset encumbrance, bank funding and fragility. Ahnert, Toni and Anand, Kartik and Gai, Prasanna and Chapman, James picture_as_pdf
  • Loan insurance, market liquidity, and lending standards. Ahnert, Toni and Kuncl, Martin picture_as_pdf
  • What past epidemics tell us about public trust in science — and scientists. Aksoy, Cevat and Eichengreen, Barry and Saka, Orkun picture_as_pdf
  • Algorithmic trading and investment-to-price sensitivity. Aliyev, Nihad and Huseynov, Fariz and Rzayev, Khaladdin picture_as_pdf
  • Macroprudential stress tests:a reduced-form approach to quantifying systemic risk losses. Alla, Zineddine and Espinoza, Raphael and Li, Helen and Segoviano, Miguel picture_as_pdf
  • Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades. Ames, Matthew and Bagnarosa, Guillaume and Peters, Gareth W. and Shevchenko, Pavel V.
  • The Internationalization of the Renminbi. Anderson, Ronald W.
  • Stake-holder firms and the reform of local public finance in China. Anderson, Ronald W. picture_as_pdf
  • Stress testing and macroprudential regulation: a transatlantic assessment. Anderson, Ronald W.
  • Stress testing and macroprudential regulation: a transatlantic assessment. Anderson, Ronald W.
  • Who bears risk in China's non-financial enterprise debt? Anderson, Ronald W. picture_as_pdf
  • Agency, firm growth, and managerial turnover. Anderson, Ronald W. and Bustamante, Maria Cecilia and Guibaud, Stéphane picture_as_pdf
  • Bankers and bank investors:reconsidering the economies of scale in banking. Anderson, Ronald W. and Jõeveer, Karin picture_as_pdf
  • Bankers' pay and the evolving structure of US banking. Anderson, Ronald W. and Jõeveer, Karin picture_as_pdf
  • The economics of collateral. Anderson, Ronald W. and Jõeveer, Karin
  • Global capital markets, housing prices, and partisan fiscal policies. Ansell, Ben and Broz, Lawrence
  • Topological regularization with information filtering networks. Aste, Tomaso picture_as_pdf
  • Sparse causality network retrieval from short time series. Aste, Tomaso and Di Matteo, T.
  • Taming the Basel leverage cycle. Aymanns, Christoph and Caccioli, Fabio and Farmer, J. and Tan, Vincent picture_as_pdf
  • Taming the Basel leverage cycle. Aymanns, Christoph and Caccioli, Fabio and Farmer, J. Doyne and Tan, Vincent W.C.
  • Taming the Basel leverage cycle. Aymanns, Christoph and Caccioli, Fabio and Farmer, J. Doyne and Tan, Vincent W.C.
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  • The bankers’ paradox:the political economy of macroprudential regulation. Baker, Andrew
  • The effect of heterogeneity on financial contagion due to overlapping portfolios. Banwo, Opeoluwa and Caccioli, Fabio and Harrald, Paul and Medda, Francesca
  • Pathways towards instability in financial networks. Bardoscia, Marco and Battiston, Stefano and Caccioli, Fabio and Caldarelli, Guido
  • Parsimonious modeling with information filtering networks. Barfuss, Wolfram and Massara, Guido Previde and Di Matteo, T. and Aste, Tomaso
  • Correlation between upstreamness and downstreamness in random global value chains. Bartolucci, Silvia and Caccioli, Fabio and Caravelli, Francesco and Vivo, Pierpaolo picture_as_pdf
  • Distribution of centrality measures on undirected random networks via the cavity method. Bartolucci, Silvia and Caccioli, Fabio and Caravelli, Francesco and Vivo, Pierpaolo picture_as_pdf
  • Ranking influential nodes in networks from aggregate local information. Bartolucci, Silvia and Caccioli, Fabio and Caravelli, Francesco and Vivo, Pierpaolo picture_as_pdf
  • Upstreamness and downstreamness in input-output analysis from local and aggregate information. Bartolucci, Silvia and Caccioli, Fabio and Caravelli, Francesco and Vivo, Pierpaolo picture_as_pdf
  • A percolation model for the emergence of the Bitcoin Lightning Network. Bartolucci, Silvia and Caccioli, Fabio and Vivo, Pierpaolo picture_as_pdf
  • Dynamic industry uncertainty networks and the business cycle. Baruník, Jozef and Bevilacqua, Mattia and Faff, Robert
  • Asymmetric network connectedness of fears. Baruník, Jozef and Bevilacqua, Mattia and Tunaru, Radu picture_as_pdf
  • When arm's length Is too far. Relationship banking over the credit cycle. Beck, Thorsten and Degryse, Hans and Haas, Ralph and Horen, Neeltje picture_as_pdf
  • Determinants of soft budget constraints:how public debt affects hospital performance in Austria. Berger, Michael and Sommersguter-Reichmann, Margit and Czypionka, Thomas picture_as_pdf
  • Striking the implied volatility of US drone companies. Bevilacqua, Mattia and Morelli, David and Uzan, Paola Sultana Renée
  • Options-based systemic risk, financial distress, and macroeconomic downturns. Bevilacqua, Mattia and Tunaru, Radu and Vioto, Davide picture_as_pdf
  • Options-based systemic risk, financial distress, and macroeconomic downturns. Bevilacqua, Mattia and Tunaru, Radu and Vioto, Davide picture_as_pdf
  • The SKEW index:extracting what has been left. Bevilacqua, Mattia and Tunaru, Radu picture_as_pdf
  • Shocks at large banks and banking sector distress: the banking granular residual. Blank, Sven and Buch, Claudia M. and Neugebauer, Katja
  • Risk models–at–risk. Boucher, Christophe M. and Danielsson, Jon and Kouontchou, Patrick S. and Maillet, Bertrand B.
  • Don't stop me now:the impact of credit market fragmentation on firms' financing constraints. Bremus, Franziska and Neugebauer, Katja
  • Reduced cross-border lending and financing costs of SMEs. Bremus, Franziska and Neugebauer, Katja
  • Human capital and international portfolio diversification: a reappraisal. Bretscher, Lorenzo and Julliard, Christian and Rosa, Carlo
  • Dependency structures in cryptocurrency market from high to low frequency. Briola, Antonio and Aste, Tomaso picture_as_pdf
  • Topological feature selection. Briola, Antonio and Aste, Tomaso picture_as_pdf
  • HLOB–Information persistence and structure in limit order books. Briola, Antonio and Bartolucci, Silvia and Aste, Tomaso picture_as_pdf
  • Anatomy of a stablecoin's failure:the Terra-Luna case. Briola, Antonio and Vidal-Tomás, David and Wang, Yuanrong and Aste, Tomaso
  • The Federal Reserve as global lender of last resort, 2007-2010. Broz, Lawrence
  • Banks and cross-border capital flows:challenges and regulatory responses. Brunnermeier, Markus and De Gregorio, José and Eichengreen, Barry and El-Erian, Mohamed and Fraga, Arminio and Ito, Takatoshi and Lane, Philip R. and Pisani-Ferry, Jean and Prasad, Eswar and Rajan, Raghuram and Ramos, Maria and Rey, Hélène and Rodrik, Dani and Rogoff, Kenneth S. and Shin, Hyun Song and di Mauro, Beatrice Weder and Yu, Yongding picture_as_pdf
  • International banking and the allocation of risk. Buch, Claudia M. and DeLong, Gayle and Neugebauer, Katja
  • Bank-specific shocks and the real economy. Buch, Claudia M. and Neugebauer, Katja
  • Diversification of banks' International portfolios: evidence and policy lessons. Buch, Claudia M. and Neugebauer, Katja
  • Changing forces of gravity: how the crisis affected international banking. Buch, Claudia M. and Neugebauer, Katja and Schröder, Christoph
  • Activist funds, leverage, and procyclicality. Burkart, Mike and Dasgupta, Amil
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  • Modelling fire sale contagion across banks and non-banks. Caccioli, Fabio and Ferrara, Gerardo and Ramadiah, Amanah
  • Portfolio optimization under expected shortfall:contour maps of estimation error. Caccioli, Fabio and Kondor, Imre and Papp, Gábor picture_as_pdf
  • Emergence of giant strongly connected components in continuum disk-spin percolation. Caravelli, Francesco and Bardoscia, Marco and Caccioli, Fabio
  • Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. Chabakauri, Georgy
  • Endogenous market making and network formation. Chang, Briana and Zhang, Shengxing
  • Industry window dressing. Chen, Huaizhi and Cohen, Lauren and Lou, Dong picture_as_pdf
  • Averting financial crisis. Chwieroth, Jeffrey and Danielsson, Jon
  • Political challenges of the macroprudential agenda. Chwieroth, Jeffrey and Danielsson, Jon
  • Networked default:public debt, trade embeddedness, and partisan survival in democracies since 1870. Chwieroth, Jeffrey and Simpson, Cohen and Walter, Andrew
  • Default and political survival in networked democracies since 1870. Chwieroth, Jeffrey and Simpson, Cohen R. and Walter, Andrew
  • Great expectations, veto players, and the changing politics of banking crises. Chwieroth, Jeffrey and Walter, Andrew
  • Financial transaction taxes and the informational efficiency of financial markets:a structural estimation. Cipriani, Marco and Guarino, Antonio and Uthemann, Andreas picture_as_pdf
  • Financial transaction taxes and the informational efficiency of financial markets:a structural estimation. Cipriani, Marco and Guarino, Antonio and Uthemann, Andreas picture_as_pdf
  • A comprehensive multi-sector tool for analysis of Systemic Risk and Interconnectedness (SyRIN). Cortes, Fabio and Lindner, Peter and Malik, Sheheryar and Segoviano, Miguel picture_as_pdf
  • Why it doesn't make sense to hold bonds. Csullag, Balazs and Danielsson, Jon and Macrae, Robert
  • Full and fast calibration of the Heston stochastic volatility model. Cui, Yiran and del Baño Rollin, Sebastian and Germano, Guido
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  • Iceland, Greece and political hectoring. Danielsson, Jon
  • Iceland’s post-Crisis economy: A myth or a miracle? Danielsson, Jon
  • Post-crisis banking regulation:evolution of economic thinking as it happened on Vox. Danielsson, Jon
  • What the Swiss FX shock says about risk models. Danielsson, Jon
  • The new market-risk regulations. Danielsson, Jon
  • Post-crisis banking regulation: evolution of economic thinking as it happened on Vox. Danielsson, Jon and Bair, Sheila and Shin, Hyun Song and Borio, Claudio and Ratnovski, Lev and Boot, Arnoud and Goodhart, Charles and Zamil, Raihan and Hagendorff, Jens and Vallascas, Francesco and Gersbach, Hans and Calomiris, Charles W. and Persaud, Avinash and Atkinson, Paul E. and Blundell-Wignall, Adrian and Schmitz, Stefan W. and Laeven, Luc and Levine, Ross and Hoshi, Takeo and Bremus, Franziska and Buch, Claudia M. and Russ, Katheryn and Schnitzer, Monika and Cabellero, Ricardo and Claessens, Stijn and Pozsar, Zoltan and Singh, Manmohan and Čihák, Martin and Nier, Erlend W. and Igan, Deniz and Mishra, Prachi and Tressel, Thierry and Perotti, Enrico and Spagnolo, Giancarlo
  • Tail index estimation:quantile driven threshold selection. Danielsson, Jon and Ergun, Lerby M. and Haan, Laurens de and Vries, Casper G. de
  • Cyber risk as systemic risk. Danielsson, Jon and Fouché, Morgane and Macrae, Robert
  • The macro-micro conflict. Danielsson, Jon and Fouché, Morgane and Macrae, Robert
  • 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
  • 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
  • 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 picture_as_pdf
  • 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
  • Model risk of risk models. Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
  • Solvency II: three principles to respect. Danielsson, Jon and Koijen, Ralph S.J. and Laeven, Roger and Perotti, Enrico
  • Why Iceland can now remove capital controls. Danielsson, Jon and Kristjánsdóttir, Ásdís
  • The fatal flaw in macropru: it ignores political risk. Danielsson, Jon and Macrae, Robert
  • Brexit and systemic risk. Danielsson, Jon and Macrae, Robert and Micheler, Eva
  • Why macropru can end up being procyclical. Danielsson, Jon and Macrae, Robert and Tsomocos, Dimitrios P. and Zigrand, Jean-Pierre
  • Artificial intelligence and systemic risk. Danielsson, Jon and Macrae, Robert and Uthemann, Andreas picture_as_pdf
  • On the financial market consequences of Brexit. Danielsson, Jon and Macrae, Robert and Zigrand, Jean-Pierre
  • Europe’s proposed capital markets union: disruption will drive investment and innovation. Danielsson, Jon and Micheler, Eva and Neugebauer, Katja and Uthemann, Andreas and Zigrand, Jean-Pierre
  • Market resilience. Danielsson, Jon and Panayi, Efstathios and Peters, Gareth and Zigrand, Jean-Pierre picture_as_pdf
  • Asset price dynamics with value-at-risk constrained traders. Danielsson, Jon and Shin, Hyun Song and Zigrand, Jean-Pierre picture_as_pdf
  • The impact of risk regulation on price dynamics. Danielsson, Jon and Shin, Hyun Song and Zigrand, Jean-Pierre
  • Everybody right, everybody wrong: plural rationalities in macroprudential regulation. Danielsson, Jon and Tsanakas, Andreas
  • Learning from history:volatility and financial crises. Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
  • Volatility, financial crises and Minsky's hypothesis. Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
  • The impact of risk cycles on business cycles:a historical view. Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur picture_as_pdf
  • Why risk is hard to measure. Danielsson, Jon and Zhou, Chen
  • Why risk is so hard to measure. Danielsson, Jon and Zhou, Chen
  • Are asset managers systemically important? Danielsson, Jon and Zigrand, Jean-Pierre
  • A proposed research and policy agenda for systemic risk. Danielsson, Jon and Zigrand, Jean-Pierre
  • Information asymmetries, volatility, liquidity, and the Tobin Tax. Danilova, Albina and Julliard, Christian
  • Imitation versus serendipity in ranking dynamics. De Domenico, Federica and Caccioli, Fabio and Livan, Giacomo and Montagna, Guido and Nicrosini, Oreste picture_as_pdf
  • Speculative and precautionary demand for liquidity in competitive banking markets. Dietrich, Diemo and Gehrig, Thomas picture_as_pdf
  • Resaleable debt and systemic risk. Donaldson, Jason and Micheler, Eva
  • Fundamentals versus market sentiments in the euro bond markets: implications for QE. de Grauwe, Paul and Ji, Yuemei and Macchiarelli, Corrado
  • Bitcoin and the PPP Puzzle. de Roure, Calebe and Tasca, Paolo
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  • Rethinking central banking:committee on international economic policy and reform. Eichengreen, Barry and El-Erian, Mohamed and Fraga, Arminio and Ito, Takatoshi and Pisani-Ferry, Jean and Prasad, Eswar and Rajan, Raghuram and Ramos, Maria and Reinhart, Carmen M. and Rey, Hélène and Rodrik, Dani and Rogoff, Kenneth S. and Shin, Hyun Song and Velasco, Andres and di Mauro, Beatrice Weder and Yu, Yongding picture_as_pdf
  • Mark-to-market accounting and systemic risk:evidence from the insurance industry. Ellul, Andrew and Jotikasthira, Chotibhak and Lundblad, Christian T. and Wang, Yihui
  • External financial dependence and firms' crisis performance across Europe. Eppinger, Peter S. and Neugebauer, Katja
  • External financial dependence and firms' crisis performance across Europe. Eppinger, Peter S. and Neugebauer, Katja picture_as_pdf
  • Higher-order uncertainty in financial markets:evidence from a consensus pricing service. Ergun, Lerby and Uthemann, Andreas picture_as_pdf
  • Disaster and fortune risk in asset returns. Ergun, Lerby M.
  • Extreme downside risk in the cross-section of asset returns. Ergun, Lerby M.
  • Econometric modeling of systemic risk:going beyond pairwise comparison and allowing for nonlinearity. Etesami, Jalal and Habibnia, Ali and Kiyavash, Negar
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  • Certainty equivalence in the continuous-time portfolio-cum-saving model. Foldes, Lucien picture_as_pdf
  • Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. Foldes, Lucien picture_as_pdf
  • Discussion of professor Borch's paper 'the theory of risk'. Foldes, Lucien
  • Martingale conditions for optimal saving:discrete time. Foldes, Lucien picture_as_pdf
  • Military budgeting and financial control. Foldes, Lucien
  • Notes on revisiting Klappholz and Agassi’s “Methodological Prescriptions in Economics”. Foldes, Lucien picture_as_pdf
  • Optimal accumulation of capital:a continuous-time martingale theory. Part I: optimal saving with risk. Foldes, Lucien
  • Optimal accumulation of capital:a continuous-time martingale theory. Part II: the portfolio-cum-saving model. Foldes, Lucien
  • Valuation and Martingale properties of shadow prices. Foldes, Lucien picture_as_pdf
  • The optimal consumption function in a Brownian model of accumulation part B:existence of solutions of boundary value problems. Foldes, Lucien
  • The optimal consumption function in a Brownian model of accumulation. Part C:a dynamical system formulation. Foldes, Lucien
  • A survey of monopoly legislation. Foldes, Lucien and Hood, J. M.
  • Quarterly returns to Treasury Bills: UK and US, 1926-75. Foldes, Lucien and Watson, Pauline picture_as_pdf
  • Quarterly returns to investment in ordinary shares, 1919-1970. Foldes, Lucien and Watson, Pauline
  • Time series analysis of UK and US equity portfolios 1926-1970. Foldes, Lucien and Watson, Pauline picture_as_pdf
  • Generalists and specialists in the credit market. Fricke, Daniel and Roukny, Tarik
  • Discounted stochastic games, the 3M property and stationary Markov perfect equilibria. Fu, Jing and Page, Frank picture_as_pdf
  • Parameterized state-contingent games, 3M minimal Nash correspondences, and connectedness. Fu, Jing and Page, Frank picture_as_pdf
  • A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences. Fu, Jing and Page, Frank picture_as_pdf
  • Centralized or decentralized? A principal agent game of network formation. Fu, Jing and Page, Frank and Zigrand, Jean-Pierre
  • Layered networks, equilibrium dynamics, and stable coalitions. Fu, Jing and Page, Frank and Zigrand, Jean-Pierre picture_as_pdf
  • A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences. Fu, Jing and Page, Frank picture_as_pdf
  • Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options. Fusai, Gianluca and Germano, Guido and Marazzina, Daniele
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  • Capital structure and investment dynamics with fire sales. Gale, Douglas and Gottardi, Piero
  • Capital structure, investment, and fire sales. Gale, Douglas and Gottardi, Piero
  • Large scale simulation of synthetic markets. Gerardo-Giorda, Luca and Germano, Guido and Scalas, Enrico
  • Interaction between monetary policy and bank regulation: theory and European practice. Gerba, Eddie and Macchiarelli, Corrado
  • Incentive compatible networks and the delegated networking principle. Gong, Rui and He, Jieshuang and Page, Frank
  • Shadow banks and systemic risks. Gong, Rui and Page, Frank picture_as_pdf
  • Systemic risk and the dynamics of temporary financial networks. Gong, Rui and Page, Frank
  • Endogenous correlated network dynamics. Gong, Rui and Page, Frank and Wooders, Myrna
  • Brave new world? Macro prudential policy and the new political economy of The Federal Reserve. Goodhart, Lucy
  • A case study of using blockchain technology in regulatory technology. Gozman, Daniel and Liebenau, Jonathan and Aste, Tomaso picture_as_pdf
  • Reverse stress testing interbank networks. Grigat, Daniel and Caccioli, Fabio
  • Credit risk spillovers, systemic importance and vulnerability in financial networks. Grinis, Inna
  • The STEM requirements of "non-STEM" jobs:evidence from UK online vacancy postings and implications for skills & knowledge shortages. Grinis, Inna
  • Skills diversity in unity. Grinis, Inna
  • Trend growth durations & shifts. Grinis, Inna
  • The dynamics of financially constrained arbitrage. Gromb, Denis and Vayanos, Dimitri
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  • Quantifying preferential trading in the e-MID interbank market. Hatzopoulos, Vasilis and Iori, Giulia and Mantegna, Rosario N. and Miccichè, Salvatore and Tumminello, Michele
  • Workplace bullying: causes, consequences, and intervention strategies. Hershcovis, M. Sandy and Reich, Tara C. and Niven, Karen
  • A proposal for an open-source financial risk model. Ho Hwang, Jong
  • Moral hazard and debt maturity. Huberman, Gur and Repullo, Rafael
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  • More heat than light:Investor attention and bitcoin price discovery. Ibikunle, Gbenga and McGroarty, Frank and Rzayev, Khaladdin
  • Volatility, dark trading and market quality:evidence from the 2020 COVID-19 pandemic-driven market volatility. Ibikunle, Gbenga and Rzayev, Khaladdin picture_as_pdf
  • Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market. Iori, Giulia and Politi, Mauro and Germano, Guido and Gabbi, Giampaolo
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  • Dollars or Pence? Choosing a framework for US-China trade. James, Kevin R. picture_as_pdf
  • How to address sustainability risk in a dangerous universe. James, Kevin R. picture_as_pdf
  • How to address sustainability risk in a dangerous universe. James, Kevin R. picture_as_pdf
  • Ideas, idea processing, and TFP growth in the US:1899 to 2019. James, Kevin R. and Kotak, Akshay and Tsomocos, Dimitri picture_as_pdf
  • The efficient IPO market hypothesis:theory and evidence. James, Kevin R. and Valenzuela, Marcela picture_as_pdf
  • The efficient IPO market hypothesis:theory and evidence. James, Kevin R. and Valenzuela, Marcela picture_as_pdf
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  • Market microstructure, banks' behaviour and interbank spreads:evidence after the crisis. Kapar, Burcu and Iori, Giulia and Gabbi, Giampaolo and Germano, Guido picture_as_pdf
  • Sentiment trading with large language models. Kirtac, Kemal and Germano, Guido picture_as_pdf
  • All you need is trade: on the in(ter)dependence of trade and asset holdings in gravity equations. Kleinert, Jörn and Neugebauer, Katja
  • Reforming the global architecture of financial regulation: the G20, the IMF and the FSB. Knight, Malcolm D.
  • Multilateral surveillance: ensuring a focus on key risks to global stability. Knight, Malcolm D. and Ortiz, Guillermo picture_as_pdf
  • Offline biases in online platforms:a study of diversity and homophily in Airbnb. Koh, Victoria and Li, Weihua and Livan, Giacomo and Capra, Licia picture_as_pdf
  • Detecting anomalous citation groups in journal networks. Kojaku, Sadamori and Livan, Giacomo and Masuda, Naoki
  • Does technology cause business cycles in the USA? A Schumpeter-inspired approach. Konstantakis, Konstantinos N. and Michaelides, Panayotis G.
  • Business cycles in Greek maritime transport: an econometric exploration (1998–2015). Konstantakis, Konstantinos N. and Papageorgiou, Theofanis and Christopoulos, Apostolos G. and Dokas, Ioannis G. and Michaelides, Panayotis G.
  • Modeling the dynamic response of automobile sales in troubled times: a real-time Vector Autoregressive analysis with causality testing for Greece. Konstantakis, Konstantinos N. and Milioti, Christina and Michaelides, Panayotis G.
  • Tourism expenditures and crisis transmission: a general equilibrium GVAR analysis with network theory. Konstantakis, Konstantinos N. and Soklis, George and Michaelides, Panayotis G.
  • Generative-discriminative machine learning models for high-frequency financial regime classification. Koukorinis, Andreas and Peters, Gareth W. and Germano, Guido picture_as_pdf
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  • Excess reciprocity distorts reputation in online social networks. Livan, Giacomo and Caccioli, Fabio and Aste, Tomaso
  • Quantifying the relationship between specialisation and reputation in an online platform. Livan, Giacomo and Pappalardo, Giuseppe and Mantegna, Rosario N. picture_as_pdf
  • Using a mean changing stochastic processes exit-entry model for stock market long-short prediction. Lleo, Sebastien and Zhitlukhin, Mikhail and Ziemba, William picture_as_pdf
  • Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world. Lleo, Sebastien and Ziemba, Bill
  • The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis. Lleo, Sebastien and Ziemba, Bill
  • A tale of two indexes:predicting equity market downturns in China. Lleo, Sebastien and Ziemba, William picture_as_pdf
  • A tale of two indexes:predicting equity market downturns in China. Lleo, Sebastien and Ziemba, William picture_as_pdf
  • Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models? Lleo, Sebastien and Ziemba, William T.
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  • Optimal capital growth with convex shortfall penalties. MacLean, Leonard C. and Zhao, Yonggan and Ziemba, William T.
  • Optimal capital growth with convex shortfall penalties. MacLean, Leonard C. and Zhao, Yonggan and Ziemba, William T.
  • News shocks and asset prices. Malkhozov, Aytek and Tamoni, Andrea
  • Maximum entropy approach to multivariate time series randomization. Marcaccioli, Riccardo and Livan, Giacomo picture_as_pdf
  • A Pólya urn approach to information filtering in complex networks. Marcaccioli, Riccardo and Livan, Giacomo picture_as_pdf
  • A non-linear Keynesian Goodwin-type endogenous model of the cycle:Bayesian evidence for the USA. Mariolis, Theodore and Konstantakis, Konstantinos N. and Michaelides, Panayotis G. and Tsionas, Efthymios G. picture_as_pdf
  • Insecure debt. Matta, Rafael and Perotti, Enrico
  • Nonstandard errors. 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