Past Seminars scroll-down Filter by ProgrammeFinancial Markets Group- Capital Markets--- Paul Woolley Centre- Financing the Real Economy- Financial Risk and Regulation--- Systemic Risk Centre Filter by seminar seriesCapital Markets WorkshopLondon Financial Regulation Filter by Date2021 - 20222020 - 20212019 - 20202018 - 20192017 - 20182016 - 20172015 - 20162014 - 20152013 - 20142013 and earlier 28/11/2014 Early-warning signals of topological collapse in interbank networks Iman van Lelyveld 25/11/2014 The New European Commission’s Financial Regulatory Agenda Nicolas Véron 14/11/2014 Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity Franziska Bremus 31/10/2014 When Variance Risk Has Two Prices: Evidence from the Equity and Option Markets Aytek Malkhozov 17/10/2014 Misspecified Recovery Jose Scheinkman 20/06/2014 Single stock circuit breakers on the London Stock Exchange: Do they improve subsequent market quality? James Brugler 13/06/2014 Information Aggregation in a Competitive Economy Rohit Rahi 30/05/2014 Need for Speed: An Empirical Analysis of Hard and Soft Information in a High Frequency World Sarah Zhang 23/05/2014 Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties Albert J. Menkveld 16/05/2014 Macroprudential oversight, risk communication and visualizations Peter Sarlin 09/05/2014 A model of investment subject to financing constraints Alistair Milne 02/05/2014 Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion? Byoung Uk Kang 20/03/2014 Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks Loriana Pelizzon 07/03/2014 Mark-to-Market Accounting and Systemic Risk: Evidence from the Insurance Industry Andrew Ellul 28/02/2014 A network analysis of the E-mid interbank market: implications for financial stability Giulia Iori 31/01/2014 From evolving to temporal networks: the impact on spreading Claudio Tessone Pagination First page ⏴⏴ Previous page ⏴ … Page 12 Page 13 Page 14 Page 15 Page 16 Page 17 Page 18 Current page 19 Page 20 Next page ⏵ Last page ⏵⏵
14/11/2014 Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity Franziska Bremus
31/10/2014 When Variance Risk Has Two Prices: Evidence from the Equity and Option Markets Aytek Malkhozov
20/06/2014 Single stock circuit breakers on the London Stock Exchange: Do they improve subsequent market quality? James Brugler
30/05/2014 Need for Speed: An Empirical Analysis of Hard and Soft Information in a High Frequency World Sarah Zhang
23/05/2014 Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties Albert J. Menkveld
02/05/2014 Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion? Byoung Uk Kang
20/03/2014 Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks Loriana Pelizzon
07/03/2014 Mark-to-Market Accounting and Systemic Risk: Evidence from the Insurance Industry Andrew Ellul
28/02/2014 A network analysis of the E-mid interbank market: implications for financial stability Giulia Iori
