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Publications of Albina Danilova

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Discussion Papers

Information Asymmetries, Volatility, Liquidity, and the Tobin Tax

We develop a tractable model in which trade is generated by asymmetry in agents' information sets. We show that, even if news are not generated by a...

November 2014
DP 24
Albina Danilova
Christian Julliard

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Dr Hyun Song Shin nominated as Governor of the Bank of Korea

Vacancy: Research Assistant - LSE Financial Opportunities Pr ...

Dirk Jenter elected as ECGI Fellow

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Supervisors on Supervision - Culture in the Financial Sector

The Fifth Annual International Research Conference on Securi ...

Payment Systems Matter: Competition, Innovation, Stability, ...

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The Origins of Commodity Price Fluctuations

Idiosyncratic Volatility and the ICAPM

Pricing Event Risk: Evidence from Concave Implied Volatility ...

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The paradox of perfect supervision

How financial authorities best respond to AI challenges

Bankers’ pay and the evolving structure of US banking

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