Skip to main content
Home
menu

Header Quick Links

  • About the Centre
  • Research Projects
  • Contact us
menu

Main navigation

  • People
  • Publications
  • Events
  • Seminars
  • News
menu

Header Quick Links

  • About the Centre
  • Research Projects
  • Contact us

  

search

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.

scroll-down

Discussion Papers

An Unconventional FX Tail Risk Story

We examine how the tail risk of currency returns over the past 20 years were impacted by central bank (monetary and liquidity) measures across the...

November 2023
DP 126
Carlos Cañon
Eddie Gerba
Alberto Pambira
Evarist Stoja

Discussion Papers

On the use of artificial intelligence in financial regulations and the impact on financial stability

As the financial authorities increase their use of artificial intelligence (AI), micro regulations, such as consumer protection and routine banking...

November 2023
DP 125
Jón Danielsson
Andreas Uthemann

Opinion Pieces

Artificial intelligence and financial stability

The use of artificial intelligence in the private sector is accelerating, and the financial authorities have no choice but to follow if they are to...

October 2023
Jón Danielsson

Academic journals

The spread of COVID-19 in London: Network effects and optimal lockdowns

Journal of Econometrics, 235 (2), 2125-2154

August 2023
Christian Julliard
Ran Shi
Kathy Yuan

Opinion Pieces

When artificial intelligence becomes a central banker

Artificial intelligence is expected to be widely used by central banks as it brings considerable cost saving and efficiency benefits. However, as this...

July 2023
Jón Danielsson

Academic journals

The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave

Journal of Financial Markets, 100853

July 2023
Khaladdin Rzayev
Gbenga Ibikunle
Tom Steffen

Academic journals

Volatility and dark trading: Evidence from the Covid-19 pandemic

The British Accounting Review, 55 (4),101171

July 2023
Gbenga Ibikunle
Khaladdin Rzayev

Opinion Pieces

The legacy of cryptocurrencies

Crypto-promoters and financial authorities are split on the future of cryptocurrencies. Should crypto join the mainstream or remain in the wilderness...

June 2023
Jón Danielsson

Academic journals

Options-based systemic risk, financial distress, and macroeconomic downturns

Journal of Financial Markets, 100834

April 2023
Mattia Bevilacqua
Radu Tunaru
Davide Vioto

Discussion Papers

Latent Fragility: Conditioning Banks' Joint Probability of Default on the Financial Cycle

We propose the CoJPoD, a novel framework explicitly linking the cross-sectional and cyclical dimensions of systemic risk. In this framework, banking...

April 2023
DP 124
Paul Bochmann
Paul Hiebert
Yves Schüler
Miguel Segoviano

Opinion Pieces

The case against aggressive government action on crypto

The financial regulators have recently taken an active interest in cryptocurrencies, more than a decade after their law enforcement counterparts did...

March 2023
Jón Danielsson

Opinion Pieces

What Silicon Valley Bank and Credit Suisse tell us about financial regulations

The downfall of Silicon Valley Bank and Credit Suisse has exposed failures in how we regulate the financial system. This column argues that the...

March 2023
Jón Danielsson
Charles Goodhart

Opinion Pieces

Lessons from the collapse of Silicon Valley Bank

The collapse of Silicon Valley Bank shows that banks still pose risks. Are they systemic? Jon Danielsson, Robert Macrae, and Nikola Tchouparov write...

March 2023
Jón Danielsson
Robert Macrae
Nikola Tchouparov

Opinion Pieces

The illusion of control: why the financial sector is more vulnerable than ever to a financial crisis

Reforms following the global financial crisis of 2008 were supposed to create a less risky financial world. But has a one-size-fits all approach to...

January 2023
Jón Danielsson

Opinion Pieces

Cultural Stereotypes of Multinational Banks

Financial markets, even more than other markets, run on trust. This column uses hand-collected data on banks’ investments in European sovereign debt...

December 2022
Orkun Saka
Barry Eichengreen

Academic journals

The Impact of Risk Cycles on Business Cycles: A Historical View

The Review of Financial Studies, 36(7), 2922–2961

December 2022
Jón Danielsson
Marcela Valenzuela
Ilknur Zer

Pagination

  • Current page 1
  • Page 2
  • Page 3
  • Page 4
  • Page 5
  • Page 6
  • Page 7
  • Page 8
  • Page 9
  • …
  • Next page ⏵
  • Last page ⏵⏵

menu

Content Bottom Menu [SRC]

  • About
  • People
  • Contact

  

LSE Logo

 

UKRI logo
UCL Logo

News

New event series in honour of Sir Oliver Hart

Job Vacancy - Research Assistant

Keynote speech at 2023 ESRB Annual Conference by Jón Daniels ...

View all News

Events

The Fourth Annual International Capital Markets Conference 2 ...

View all Events

Seminars

The Origins of Commodity Price Fluctuations

Idiosyncratic Volatility and the ICAPM

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

View all Seminars

Publications

An Unconventional FX Tail Risk Story

On the use of artificial intelligence in financial regulatio ...

Artificial intelligence and financial stability

View all Publications

© 2021 SRC/FMG

- Web Designers - KD Web

menu

Footer menu

  • Privacy policy