Latest Events & Seminars
Financial cycles, risk, macroeconomic causes and consequences
One-day conference on the effects of financial risk on uncertainty, business cycles, capital flows, and macroeconomy.
Rebooting UK Financial Regulation for a Post-Brexit World
The SRC and Oxera are pleased to invite you to this online conference inspired by the Treasury’s consultation on its Financial Services Future Regulatory Framework Review.
Jialan Wang (University of Illinois at Urbana-Champaign)
Bankruptcy and the COVID-19 Crisis
Latest research: Asset pricing implications of value-weighted indexing
Jean-Pierre Zigrand on house price cycles and systemic risk
Public trust in scientists and vaccines likely to be damaged by COVID-19
How we learned to stop counting cases and worry about network effects instead
Daniel Beunza wins 2020 George R. Terry Book Award
Journal of Public Economics, Volume 193, 2021,104343.
We show theoretically and empirically that flows into index funds raise the prices of large stocks in the index disproportionately more than the...
In this study, we propose an implied forward-looking measure for systemic risk that employs the information from put option prices, the Systemic...