London WC2A 2AE
London School of Economics - Systemic Risk Centre
in Total Papers Downloads
in Total Papers Citations
Square-root-of-time rule, time-scaling of risk, value-at-risk, systemic risk, risk regulation, jump diffusions
Value-at-Risk, systemic risk, CoVaR, MES, financial stability, Basel III
Stock market volatility, Financial crises predictability, Volatility paradox, Minsky hypothesis, Financial instability, Risk-taking
Value-at-Risk, expected shortfall, finite sample properties, Basel III
Liquidity, Endogenous Risk, Financial Crises
value-at-risk, general equilibrium, financial regulation
General equilibrium; Value-at-risk; Risk regulation
order flow model, financial crisis, institution identity, Turkey
Systemic risk, macroprudential policy, financial stability, risk management
Carry trades, currency crises, efficient method of moments, global games
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: fmii.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Limit Order Book, liquidity, resilience, GLM, GAMLSS
File name: j-0327.
Worst-case analysis, EVT, quantile estimator, risk management
Hill estimator, Heavy tails, Optimal extreme sample fraction
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.765 seconds