Zer, Ilknur

Item Type Year Departments File available

Article

Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2023). The impact of risk cycles on business cycles: a historical view. Review of Financial Studies, 36(7), 2922 - 2961. https://doi.org/10.1093/rfs/hhac091 picture_as_pdf

Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2018). Learning from history: volatility and financial crises. Review of Financial Studies, 31(7), 2774 - 2805. https://doi.org/10.1093/rfs/hhy049 picture_as_pdf

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2016). Can we prove a bank guilty of creating systemic risk? A minority report. Journal of Money, Credit and Banking, 48(4), 795 - 812. https://doi.org/10.1111/jmcb.12318

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2016). Model risk of risk models. Journal of Financial Stability, 23, 79-91. https://doi.org/10.1016/j.jfs.2016.02.002

Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2015). Volatility, financial crises and Minsky's hypothesis. VoxEU,

Valenzuela, Marcela, Zer, Ilknur, Fryzlewicz, Piotr, Rheinlander, Thorsten (2015). Relative liquidity and future volatility. Journal of Financial Markets, 24, 25-48. https://doi.org/10.1016/j.finmar.2015.03.001

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2014). Model risk and the implications for risk management, macroprudential policy, and financial regulations. VoxEU,

Valenzuela, Marcela, Zer, Ilknur (2013). Competition, signaling and non-walking through the book: effects on order choice. Journal of Banking and Finance, 37(12), 5421-5435. https://doi.org/10.1016/j.jbankfin.2013.04.014

Dataset

Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2023). Replication Data for: The Impact of Risk Cycles on Business Cycles: A Historical View. [Dataset]. Harvard Dataverse. https://doi.org/10.7910/dvn/oou2ae

Thesis

Zer Boudet, Ilknur (2013). Essays on financial economics [Doctoral thesis]. London School of Economics and Political Science.

Online resource

Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2016). Low volatility makes a financial crisis more likely.

Working paper

Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2020). Financial volatility and economic growth, 1870-2016. (Systemic Risk Centre Discussion Papers 100). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf

Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2018). Learning from history: volatility and financial crises. (Systemic Risk Centre Discussion Papers 57). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf

Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2016). Learning from history: volatility and financial crises. (Systemic Risk Centre Discussion Papers 57). Systemic Risk Centre, The London School of Economics and Political Science.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2015). Can we prove a bank guilty of creating systemic risk? A minority report. (Systemic Risk Centre Discussion Papers 47). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2015). Can we prove a bank guilty of creating systemic risk? A minority report. (Systemic Risk Centre Discussion Papers 47). Systemic Risk Centre, The London School of Economics and Political Science.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2014). Model risk of risk models. (Systemic Risk Centre Discussion Papers 11). Systemic Risk Centre, The London School of Economics and Political Science.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2012). Dealing with systematic risk when we measure it badly. European Center for Advanced Research in Economics and Statistics.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2011). Model risk of systemic risk models. Jon Danielsson.