Kevin R. James

London School of Economics & Political Science (LSE) - Systemic Risk Centre

Research Fellow

Houghton St

London

United Kingdom

Bank of England

Economist

25 The North Colonnade

London, E14 5HS

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 29,031

SSRN RANKINGS

Top 29,031

in Total Papers Downloads

1,410

CITATIONS
Rank 22,789

SSRN RANKINGS

Top 22,789

in Total Papers Citations

12

Scholarly Papers (5)

1.

Model Risk of Risk Models

Journal of Financial Stability, Forthcoming, FEDS Working Paper No. 2014-34
Number of pages: 33 Posted: 18 Apr 2014 Last Revised: 01 Jun 2017
London School of Economics - Systemic Risk Centre, London School of Economics & Political Science (LSE) - Systemic Risk Centre, University of Chile and Board of Governors of the Federal Reserve System
Downloads 996 (19,467)
Citation 3

Abstract:

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Value-at-Risk, systemic risk, CoVaR, MES, financial stability, Basel III

2.

Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 27 Posted: 19 Nov 2015 Last Revised: 16 Feb 2016
London School of Economics - Systemic Risk Centre, London School of Economics & Political Science (LSE) - Systemic Risk Centre, University of Chile and Board of Governors of the Federal Reserve System
Downloads 205 (135,164)

Abstract:

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Systemic risk, macroprudential policy, financial stability, risk management

3.

The Price of Retail Investing in the UK

Financial Services Authority Occasional Paper 6
Number of pages: 76 Posted: 17 Oct 2003
Kevin R. James
London School of Economics & Political Science (LSE) - Systemic Risk Centre
Downloads 176 (132,716)
Citation 9

Abstract:

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Retail investors, Financial Services Authority, Comparative tables, investment funds

4.

IPO Pricing and Share Allocation: The Importance of Being Ignorant

Journal of Finance, Vol. 63, No. 1, February 2008
Posted: 14 Apr 2011
CĂ©line Gondat-Larralde and Kevin R. James
affiliation not provided to SSRN and London School of Economics & Political Science (LSE) - Systemic Risk Centre

Abstract:

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Initial public offerings, underpricing, book-building, asymmetric information, investment banking

5.

No Fable this: A Theory of Esops

Posted: 31 Oct 2000
Paul Clyde and Kevin R. James
Ross School of Business and London School of Economics & Political Science (LSE) - Systemic Risk Centre

Abstract:

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