Working papers
2024
2023
2018
2017
2014
2013
2012
-
Procyclical leverage and endogenous risk
Regime switches in the volatility and correlation of financial institutions
Systemic risk arising from computer based trading and connections to the empirical literature on systemic risk
Fat tails, VaR and subadditivity
Endogenous extreme events and the dual role of prices
Exchange rate determination and inter-market order flow effects
Liquidity determination in an order driven market
2011
2009
2008
2006
2003
-
Anatomy of a market crash: A market microstructure analysis of the Turkish overnight liquidity crisis
On the feasibility of risk based regulation
Regulation incentives for risk management in incomplete markets
Where do extremes matter?
What happens when you regulate risk? Evidence from a simple equilibrium model
2002
-
The Emperor has no clothes: Limits to risk modelling
Measuring and explaining liquidity on an electronic limit order book: Evidence from Reuters D2000-2
Real trading patterns and prices in spot foreign exchange markets
Endogenous risk
Incentives for effective risk management
The inter-temporal nature of risk
Asset Price Dynamics with Value-at-Risk Constrained Traders
2001
Bloggs
Why so many crises happen when we know why they happen and how to prevent them
May 30, 2024 How the financial authorities can take advantage of artificial intelligence
March 19, 2024 When risk models hallucinate
February 3, 2024 How AI can undermine financial stability
January 22, 2024 Artificial intelligence and financial stability
October 27, 2023 When artificial intelligence becomes a central banker
July 11, 2023 The legacy of cryptocurrencies
June 23, 2023 The fallacy of composition in financial regulations
May 20, 2023 On the perils of regulating an infinitely complex financial system
May 17, 2023 Buffers or shock absorption in regulating finance
April 15, 2023 The case against aggressive government action on crypto
March 29, 2023 What Silicon Valley Bank and Credit Suisse tell us about financial regulations
March 25, 2023 Lessons from the collapse of Silicon Valley Bank
March 15, 2023 Risk and scientific socialism
February 11, 2023 Is risk a fate or a choice?
December 15, 2022 The magic of riskometers
December 10, 2022 The beginning of the end for cryptocurrencies
November 29, 2022 How to manipulate risk forecasts and not get caught
November 19, 2022 Perceived and actual risk
November 12, 2022 The illusion of control
November 7, 2022 The McNamara fallacy and the financial Authorities
November 5, 2022 When is a cyberattack systemic?
October 29, 2022 Climate risk and financial risk
October 22, 2022 Democracy works
October 21, 2022 Who believes risk can be measured?
October 8, 2022 What do we want to get out of regulations?
October 6, 2022 Systemic risk in 2008 and today
October 1, 2022 Why the risk you measure is probably not the risk you care about
September 26, 2022 The impact of risk cycles on business cycles, a historical view
August 28, 2022 Choosing a numerical programming language for economic research: Julia, MATLAB, Python or R
August 13, 2022 Review of "Nuclear folly, a new history of the Cuban missile crisis" and lessons for financial policy
August 12, 2022 Web Appendix for numerical language comparison 2022
July 28, 2022 Crypto and financial stability
July 14, 2022 Who is to blame for the rising systemic risk?
July 6, 2022 Cryptocurrencies
June 25, 2022 Bitcoin isn't much of a macro hedge
June 25, 2022 Why does it always seem like the world is (almost) coming to an end?
June 22, 2022 Resiliency or shock absorption?
May 11, 2022 Cryptocurrencies and the war in Ukraine
March 11, 2022
May 30, 2024 How the financial authorities can take advantage of artificial intelligence
March 19, 2024 When risk models hallucinate
February 3, 2024 How AI can undermine financial stability
January 22, 2024 Artificial intelligence and financial stability
October 27, 2023 When artificial intelligence becomes a central banker
July 11, 2023 The legacy of cryptocurrencies
June 23, 2023 The fallacy of composition in financial regulations
May 20, 2023 On the perils of regulating an infinitely complex financial system
May 17, 2023 Buffers or shock absorption in regulating finance
April 15, 2023 The case against aggressive government action on crypto
March 29, 2023 What Silicon Valley Bank and Credit Suisse tell us about financial regulations
March 25, 2023 Lessons from the collapse of Silicon Valley Bank
March 15, 2023 Risk and scientific socialism
February 11, 2023 Is risk a fate or a choice?
December 15, 2022 The magic of riskometers
December 10, 2022 The beginning of the end for cryptocurrencies
November 29, 2022 How to manipulate risk forecasts and not get caught
November 19, 2022 Perceived and actual risk
November 12, 2022 The illusion of control
November 7, 2022 The McNamara fallacy and the financial Authorities
November 5, 2022 When is a cyberattack systemic?
October 29, 2022 Climate risk and financial risk
October 22, 2022 Democracy works
October 21, 2022 Who believes risk can be measured?
October 8, 2022 What do we want to get out of regulations?
October 6, 2022 Systemic risk in 2008 and today
October 1, 2022 Why the risk you measure is probably not the risk you care about
September 26, 2022 The impact of risk cycles on business cycles, a historical view
August 28, 2022 Choosing a numerical programming language for economic research: Julia, MATLAB, Python or R
August 13, 2022 Review of "Nuclear folly, a new history of the Cuban missile crisis" and lessons for financial policy
August 12, 2022 Web Appendix for numerical language comparison 2022
July 28, 2022 Crypto and financial stability
July 14, 2022 Who is to blame for the rising systemic risk?
July 6, 2022 Cryptocurrencies
June 25, 2022 Bitcoin isn't much of a macro hedge
June 25, 2022 Why does it always seem like the world is (almost) coming to an end?
June 22, 2022 Resiliency or shock absorption?
May 11, 2022 Cryptocurrencies and the war in Ukraine
March 11, 2022
Risk research
Jon Danielson's research papers on systemic risk, artificial intelligence, risk forecasting, financial regulations and crypto currencies.© All rights reserved, Jon Danielsson,