62 2024-01-15 On the use of artificial intelligence in financial regulations and the impact on financial stability
62 2023-01-15 The calming of short-term market fears and its long-term consequences: The central banks' dilemma
62 2023-01-15 The Impact of Risk Cycles on Business Cycles: A Historical View
62 2022-01-15 Artificial intelligence and systemic risk
62 2019-07-15 Cryptocurrencies: Policy, economics and fairness
62 2018-01-15 Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks
62 2018-01-15 Market Resilience
62 2018-01-15 Designating market maker behaviour in Limit Order Book markets
62 2018-01-15 Learning from History: Volatility and Financial Crises
62 2017-11-15 Can we prove a bank guilty of creating systemic risk? A minority report
62 2017-02-15 Model risk of risk models
62 2017-01-15 Challenges in implementing worst-case analysis
62 2017-01-15 Why risk is so hard to measure
62 2016-01-15 Tail Index Estimation: Quantile Driven Threshold Selection
62 2015-01-15 Pitfalls in Worst Case Analysis
62 2014-07-15 Risk models--at--risk
62 2013-02-15 Robust forecasting of dynamic conditional correlation {GARCH} models
62 2013-01-15 Endogenous and systemic risk
62 2012-10-15 Procyclical leverage and endogenous risk
62 2012-09-15 Regime switches in the volatility and correlation of financial institutions
62 2012-05-15 Systemic risk arising from computer based trading and connections to the empirical literature on systemic risk
62 2012-03-15 Fat tails, {VaR} and subadditivity
62 2012-01-15 Exchange rate determination and inter--market order flow effects
62 2012-01-15 Liquidity determination in an order driven market
62 2012-01-15 Endogenous extreme events and the dual role of prices
62 2011-01-15 Lessons from a collapse of a financial system
62 2011-01-15 On the impact of fundamentals, liquidity and coordination on market stability
62 2011-01-15 Balance sheet capacity and endogenous risk
62 2009-09-15 On the efficacy of financial regulations
62 2009-01-15 Risk appetite and endogenous risk
62 2009-01-15 Collapse of a country
62 2009-01-15 Hagkerfi bíður skipbrot
62 2008-02-15 Dáleidd af bankastarfsemi
62 2008-01-15 Blame the Models
62 2008-01-15 Complexity kills
62 2008-01-15 Consistent Measures of Risk
62 2008-01-15 Optimal portfolio allocation under a probabilistic risk constraint and the incentives for financial innovation
62 2008-01-15 Equilibrium asset pricing with systemic risk
62 2007-04-15 Regulating hedge funds
62 2007-02-15 Currency crises, (hidden) linkages, and volume
62 2006-01-15 Comparing downside risk measures for heavy tailed distributions
62 2006-01-15 Feedback trading
62 2006-01-15 Highwaymen or heroes: {S}hould hedge funds be regulated?
62 2006-01-15 On time-scaling of risk and the square-root-of-time rule
62 2005-01-15 Countercyclical Capital and Currency Dependence
62 2004-01-15 The impact of risk regulation on price dynamics
62 2003-10-15 Anatomy of a market crash: A market microstructure analysis of the Turkish overnight liquidity crisis
62 2003-06-15 On the feasibility of risk based regulation
62 2003-05-15 Regulation incentives for risk management in incomplete markets
62 2003-01-15 Where do extremes matter?
62 2003-01-15 What happens when you regulate risk? Evidence from a simple equilibrium model
62 2002-01-15 The Emperor has no clothes: Limits to risk modelling
62 2002-01-15 The inter--temporal nature of risk
62 2002-01-15 Incentives for effective risk management
62 2002-01-15 Real trading patterns and prices in spot foreign exchange markets
62 2002-01-15 Measuring and explaining liquidity on an electronic limit order book: Evidence from {Reuters} {D}2000-2
62 2002-01-15 Endogenous risk
62 2002-01-15 Asset Price Dynamics with Value-at-Risk Constrained Traders
62 2001-01-15 An academic response to {Basel} {II}
62 2001-01-15 Using a bootstrap method to choose the sample fraction in tail index estimation
62 1998-06-15 The cost of conservatism: Extreme returns, Value-at-Risk, and the {Basle} multiplication factor
62 1998-01-15 The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations