Distress and default contagion in financial networks

Luitgard A. M. Veraart

Pitfalls in Systemic-Risk Scoring

Christophe Perignon

Algorithms and the Law

Jeremy Barnett

From the Geometry of Extreme Value Distributions to Improved Tail Fitting in Market Data

William F. Shadwick

Strategic Default in Financial Networks

Nizar Allouch

The Information Content of Dividends: Safer Profits, not Higher Profits

Stefano Rossi

Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?

Thomas Gehrig

Learning from History: Volatility and Financial Crises 

Ilknur Zer

The Real Effect of Financial Networks

Co-Pierre Georg

Politicians, banks, and sovereign debt: Unholy trinity or divine coincidence?

Alexander Popov

Diagnostic Expectations and Credit Cycles

Nicola Gennaioli

Inconspicuousness and obfuscation: How large shareholders dynamically manipulate output and information for trading purposes

Bart Taub

Manual vs. High Frequency Traders in the Interbank FX Market, Role of Tick Size

Soheil Mahmoodzadeh

Liquidity, Government Bonds and Sovereign Debt Crises

Francesco Molteni

Securities Lending as Wholesale Funding: Evidence from the U.S. Life Insurance Industry

Nathan Foley-Fisher

Leverage Dynamics, Agency Cost of Debt, and Capital Regulation

Anat Admati