63 2024-07-15 Artificial intelligence and financial crises
63 2024-01-15 On the use of artificial intelligence in financial regulations and the impact on financial stability
63 2023-01-15 The calming of short-term market fears and its long-term consequences: The central banks' dilemma
63 2023-01-15 The Impact of Risk Cycles on Business Cycles: A Historical View
63 2022-01-15 Artificial intelligence and systemic risk
63 2019-07-15 Cryptocurrencies: Policy, economics and fairness
63 2018-01-15 Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks
63 2018-01-15 Market Resilience
63 2018-01-15 Designating market maker behaviour in Limit Order Book markets
63 2018-01-15 Learning from History: Volatility and Financial Crises
63 2017-11-15 Can we prove a bank guilty of creating systemic risk? A minority report
63 2017-02-15 Model risk of risk models
63 2017-01-15 Challenges in implementing worst-case analysis
63 2017-01-15 Why risk is so hard to measure
63 2016-01-15 Tail Index Estimation: Quantile Driven Threshold Selection
63 2015-01-15 Pitfalls in Worst Case Analysis
63 2014-07-15 Risk models-at-risk
63 2013-02-15 Robust forecasting of dynamic conditional correlation GARCH models
63 2013-01-15 Endogenous and systemic risk
63 2012-10-15 Procyclical leverage and endogenous risk
63 2012-09-15 Regime switches in the volatility and correlation of financial institutions
63 2012-05-15 Systemic risk arising from computer based trading and connections to the empirical literature on systemic risk
63 2012-03-15 Fat tails, VaR and subadditivity
63 2012-01-15 Exchange rate determination and inter-market order flow effects
63 2012-01-15 Liquidity determination in an order driven market
63 2012-01-15 Endogenous extreme events and the dual role of prices
63 2011-01-15 Lessons from a collapse of a financial system
63 2011-01-15 On the impact of fundamentals, liquidity and coordination on market stability
63 2011-01-15 Balance sheet capacity and endogenous risk
63 2009-09-15 On the efficacy of financial regulations
63 2009-01-15 Risk appetite and endogenous risk
63 2009-01-15 Collapse of a country
63 2009-01-15 Hagkerfi bíður skipbrot
63 2008-02-15 Dáleidd af bankastarfsemi
63 2008-01-15 Blame the Models
63 2008-01-15 Complexity kills
63 2008-01-15 Consistent Measures of Risk
63 2008-01-15 Optimal portfolio allocation under a probabilistic risk constraint and the incentives for financial innovation
63 2008-01-15 Equilibrium asset pricing with systemic risk
63 2007-04-15 Regulating hedge funds
63 2007-02-15 Currency crises, (hidden) linkages, and volume
63 2006-01-15 Comparing downside risk measures for heavy tailed distributions
63 2006-01-15 Feedback trading
63 2006-01-15 Highwaymen or heroes: Should hedge funds be regulated?
63 2006-01-15 On time-scaling of risk and the square-root-of-time rule
63 2005-01-15 Countercyclical Capital and Currency Dependence
63 2004-01-15 The impact of risk regulation on price dynamics
63 2003-10-15 Anatomy of a market crash: A market microstructure analysis of the Turkish overnight liquidity crisis
63 2003-06-15 On the feasibility of risk based regulation
63 2003-05-15 Regulation incentives for risk management in incomplete markets
63 2003-01-15 Where do extremes matter?
63 2003-01-15 What happens when you regulate risk? Evidence from a simple equilibrium model
63 2002-01-15 The Emperor has no clothes: Limits to risk modelling
63 2002-01-15 The inter-temporal nature of risk
63 2002-01-15 Incentives for effective risk management
63 2002-01-15 Real trading patterns and prices in spot foreign exchange markets
63 2002-01-15 Measuring and explaining liquidity on an electronic limit order book: Evidence from Reuters D2000-2
63 2002-01-15 Endogenous risk
63 2002-01-15 Asset Price Dynamics with Value-at-Risk Constrained Traders
63 2001-01-15 An academic response to Basel II
63 2001-01-15 Using a bootstrap method to choose the sample fraction in tail index estimation
63 1998-06-15 The cost of conservatism: Extreme returns, Value-at-Risk, and the Basle multiplication factor
63 1998-01-15 The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations