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Publications

The Centre has a regular discussion paper series dedicated to academic research, as well as a special paper series focused on policy analysis. In addition, affiliated researchers publish a variety of books, reports and opinion pieces.

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Opinion Pieces

It’s time for a recovery plan

With businesses fast running out of cash, governments need to roll out a loan program that builds on the recently-created job retention scheme, write...

April 2020
Erica Bosio
Simeon Djankov

Special Papers

Synthetic Forecasting Method for COVID-19: Applications to UK and Turkey

Synthetic control method (SCM) is generally used for producing counterfactual scenarios in policy evaluations. In the light and urgency of the recent...

April 2020
SP 19
Orkun Saka

Special Papers

When will the Covid-19 pandemic peak?

We carry out some analysis of the daily data on the number of new cases and number of new deaths by (191) countries as reported to the European CDC...

April 2020
SP 18
Oliver Linton

Opinion Pieces

Future imperfect after coronavirus

The authorities, like most of the rest of us, have been caught short by the sudden advent of the coronavirus pandemic, and are rightly rushing to...

March 2020
Charles Goodhart
Manoj Pradhan

Opinion Pieces

The coronavirus crisis is no 2008

Many comparisons have been made between the coronavirus crisis and the global systemic crisis in 2008. This column argues that seen through the lens...

March 2020
Jón Danielsson
Robert Macrae
Dimitri Vayanos
Jean-Pierre Zigrand

Opinion Pieces

Artificial intelligence as a central banker

Artificial intelligence, such as the Bank of England Bot, is set to take over an increasing number of central bank functions. This column argues that...

March 2020
Jón Danielsson
Robert Macrae
Andreas Uthemann

Discussion Papers

Loan Insurance, Market Liquidity, and Lending Standards

We examine loan insurance when lenders can screen at origination, learn loan quality over time, and can sell loans in secondary markets. Loan...

March 2020
DP 94
Toni Ahnert
Martin Kuncl

Discussion Papers

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

We propose a novel, and simple, Bayesian estimation and model selection procedure for crosssectional asset pricing. Our approach, that allows for both...

January 2020
DP 93
Svetlana Bryzgalova
Jiantao Huang
Christian Julliard

Special Papers

Sell in May and Go Away in the Equity Index Futures Markets, 1993-2019

The period May 1 to the turn of the month of November (-6 trading day of October) has historically produced negligible returns. The rest of the year...

January 2020
SP 17
Constantine Dzhabarov
William T Ziemba

Discussion Papers

Consumption in Asset Returns

Consumption dynamics are hard to measure accurately in the data, yet they are the crucial ingredient of macro-finance asset pricing models. The...

January 2020
DP 92
Svetlana Bryzgalova
Christian Julliard

Opinion Pieces

Banks and government bonds: A love story

European banks have been criticised for holding too much domestic government debt during the recent euro area crisis, intensifying the doom loop...

January 2020
Orkun Saka

Opinion Pieces

Dollars or Pence? Choosing a framework for US-China trade

Given that China is a strategic and economic rival to the US, the Trump administration’s framework for US-China trade makes far more sense than one...

December 2019
Kevin James

Opinion Pieces

Systemic consequences of outsourcing to the cloud

Financial institutions are increasingly outsourcing information technology to the cloud, motivated by efficiency, security, and cost. This column...

December 2019
Jón Danielsson
Robert Macrae

Discussion Papers

Longterm decision making under the threat of earthquakes?

Under the threat of earthquakes, long-term policy makers need tools to optimally decide on the economic trajectories that will maximize the society...

November 2019
DP 91
Carmen Camacho
Yu Sun

Opinion Pieces

The dissonance of the short and long term

The type of risk we most care about is long-term, what happens over years or decades, but we tend to manage that risk over short periods. This column...

August 2019
Jón Danielsson
Robert Macrae

Opinion Pieces

Central banks and reputation risk

As central banks accumulate ever more job functions, their reputation risk increases. This column offers a cautionary tale from Iceland where, after...

August 2019
Jón Danielsson

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News

"The Illusion of Control" listed on the FT's "Best books of ...

"The Illusion of Control" included on LSE's Review of Books ...

Jón Daníelsson on systemic risk and digital assets

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Events

Call for Papers: 4th LSE Workshop on Political Economy of Tu ...

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Seminars

Carbon Premium: Is It There?

Signed Option Trading and Stock Market Anomalies

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

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Publications

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadr ...

The role of sentiment in the US economy: 1920 to 1934

The illusion of control: why the financial sector is more vu ...

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