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 27/02/2015 When Arm’s Length Is Too Far: Relationship Banking over the Credit Cycle Ralph de Haas 06/02/2015 Search for Yield Rafael Repullo 08/12/2014 How Does My Country Grow? Economic Advice Through Story-telling Brian Pinto 02/12/2014 Smooth Trading with Overconfidence and Market Power Albert S. (Pete) Kyle 01/12/2014 Tobin's q Does Not Measure Firm Performance: Theory, Empirics, and Alternatives Philip H. Dybvig 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 Pagination First page ⏴⏴ Previous page ⏴ Page 1 Page 2 Page 3 Page 4 Page 5 Current page 6 Page 7 Next page ⏵ Last page ⏵⏵
01/12/2014 Tobin's q Does Not Measure Firm Performance: Theory, Empirics, and Alternatives Philip H. Dybvig
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
