[go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/e/pda10.html
   My authors  Follow this author

Jon Danielsson

Personal Details

First Name:Jon
Middle Name:
Last Name:Danielsson
Suffix:
RePEc Short-ID:pda10
[This author has chosen not to make the email address public]
http://www.riskresearch.org
Department of Accounting and Finance London School of Economics
Terminal Degree:1991 (from RePEc Genealogy)

Affiliation

Financial Markets Group (FMG)
London School of Economics (LSE)

London, United Kingdom
http://fmg.lse.ac.uk/
RePEc:edi:fmlseuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Jon Danielsson & Andreas Uthemann, 2023. "On the use of artificial intelligence in financial regulations and the impact on financial stability," Papers 2310.11293, arXiv.org, revised Jun 2024.
  2. Danielsson, Jon & Macrae, Robert & Uthemann, Andreas, 2022. "Artificial intelligence and systemic risk," LSE Research Online Documents on Economics 111601, London School of Economics and Political Science, LSE Library.
  3. Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2022. "The impact of risk cycles on business cycles: a historical view," LSE Research Online Documents on Economics 117384, London School of Economics and Political Science, LSE Library.
  4. Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2022. "How global risk perceptions affect economic growth," FEDS Notes 2022-02-03-2, Board of Governors of the Federal Reserve System (U.S.).
  5. Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2020. "Financial volatility and economic growth, 1870-2016," LSE Research Online Documents on Economics 118886, London School of Economics and Political Science, LSE Library.
  6. Jon Danielsson & Lerby Ergun & Laurens de Haan & Casper G. de Vries, 2019. "Tail Index Estimation: Quantile-Driven Threshold Selection," Staff Working Papers 19-28, Bank of Canada.
  7. Jon Danielsson & Lerby Ergun & Casper G. de Vries, 2018. "Challenges in Implementing Worst-Case Analysis," Staff Working Papers 18-47, Bank of Canada.
  8. Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2018. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 118942, London School of Economics and Political Science, LSE Library.
  9. Danielsson, Jon & Panayi, Efstathios & Peters, Gareth & Zigrand, Jean-Pierre, 2018. "Market resilience," LSE Research Online Documents on Economics 118932, London School of Economics and Political Science, LSE Library.
  10. Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2018. "Low Risk as a Predictor of Financial Crises," FEDS Notes 2018-05-09, Board of Governors of the Federal Reserve System (U.S.).
  11. Danielsson, Jon, 2018. "Cryptocurrencies: policy, economics and fairness," LSE Research Online Documents on Economics 118913, London School of Economics and Political Science, LSE Library.
  12. Ron Anderson & Jon Danielsson & Chikako Baba & Mr. Udaibir S Das & Mr. Heedon Kang & Miguel A. Segoviano, 2018. "Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks," IMF Working Papers 2018/197, International Monetary Fund.
  13. Danielsson, Jon & Macrae, Robert & Micheler, Eva, 2017. "Brexit and systemic risk," LSE Research Online Documents on Economics 85124, London School of Economics and Political Science, LSE Library.
  14. Danielsson, Jon & Macrae, Robert, 2016. "The fatal flaw in macropru: it ignores political risk," LSE Research Online Documents on Economics 70703, London School of Economics and Political Science, LSE Library.
  15. Danielsson, Jon & Macrae, Robert & Tsomocos, Dimitrios P. & Zigrand, Jean-Pierre, 2016. "Why macropru can end up being procyclical," LSE Research Online Documents on Economics 70711, London School of Economics and Political Science, LSE Library.
  16. Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2015. "Can we prove a bank guilty of creating systemic risk? A minority report," LSE Research Online Documents on Economics 119462, London School of Economics and Political Science, LSE Library.
  17. Efstathios Panayi & Gareth W. Peters & Jon Danielsson & Jean-Pierre Zigrand, 2015. "Designating market maker behaviour in Limit Order Book markets," Papers 1508.04348, arXiv.org.
  18. Danielsson, Jon & Zhou, Chen, 2015. "Why risk is so hard to measure," LSE Research Online Documents on Economics 62002, London School of Economics and Political Science, LSE Library.
  19. Boucher, Christophe M. & Danielsson, Jon & Kouontchou, Patrick S. & Maillet, Bertrand B., 2014. "Risk models–at–risk," LSE Research Online Documents on Economics 59299, London School of Economics and Political Science, LSE Library.
  20. Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2014. "Model risk of risk models," LSE Research Online Documents on Economics 59296, London School of Economics and Political Science, LSE Library.
  21. Chwieroth, Jeffrey & Danielsson, Jon, 2013. "Political challenges of the macroprudential agenda," LSE Research Online Documents on Economics 56385, London School of Economics and Political Science, LSE Library.
  22. Kris Boudt & Jon Danielsson & Siem Jan Koopman & Andre Lucas, 2012. "Regime switches in the volatility and correlation of financial institutions," Working Paper Research 227, National Bank of Belgium.
  23. Danielsson, Jon & Song Shin, Hyun & Zigrand, Jean-Pierre, 2011. "Balance sheet capacity and endogenous risk," LSE Research Online Documents on Economics 43141, London School of Economics and Political Science, LSE Library.
  24. Jean-Pierre Zigrand & Hyun Song Shin & Jon Danielsson, 2010. "Risk Appetite and Endogenous Risk," FMG Discussion Papers dp647, Financial Markets Group.
  25. Danielsson, Jon & Penaranda, Francisco, 2007. "On the impact of fundamentals, liquidity and coordination on market stability," LSE Research Online Documents on Economics 24480, London School of Economics and Political Science, LSE Library.
  26. Danielsson, Jon & Zigrand, Jean-Pierre & Jorgensen, Bjørn N. & Sarma, Mandira & de Vries, C. G., 2006. "Consistent measures of risk," LSE Research Online Documents on Economics 24517, London School of Economics and Political Science, LSE Library.
  27. Danielsson, Jon & Zigrand, Jean-Pierre, 2006. "Equilibrium asset pricing with systemic risk," LSE Research Online Documents on Economics 24515, London School of Economics and Political Science, LSE Library.
  28. Danielsson, Jon & Jorgensen, Bjørn N. & Mandira, Sarma & Samorodnitsky, Gennady & Vries, C. G. de, 2005. "Subadditivity re–examined: the case for value-at-risk," LSE Research Online Documents on Economics 24668, London School of Economics and Political Science, LSE Library.
  29. Danielsson, Jon & Jorgensen, Bjørn N. & Sarma, Mandira & Vries, C. G. de, 2005. "Comparing downside risk measures for heavy tailed distribution," LSE Research Online Documents on Economics 24671, London School of Economics and Political Science, LSE Library.
  30. Danielsson, Jon & Love, Ryan, 2004. "Feedback trading," LSE Research Online Documents on Economics 24760, London School of Economics and Political Science, LSE Library.
  31. Danielsson, Jon & Shin, Hyun Song & Zigrand, Jean-Pierre, 2004. "The impact of risk regulation on price dynamics," LSE Research Online Documents on Economics 16628, London School of Economics and Political Science, LSE Library.
  32. Jean-Pierre Zigrand & Ashley Taylor & Jon Danielsson, 2004. "(IAM Series No 004) Highwaymen or Heroes: Should Hedge Funds be Regulated?," FMG Discussion Papers dp518, Financial Markets Group.
  33. Danielsson, Jon & Saltoglu, Burak, 2003. "Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis," LSE Research Online Documents on Economics 24855, London School of Economics and Political Science, LSE Library.
  34. Danielsson, Jon & Zigrand, Jean-Pierre, 2003. "On time-scaling of risk and the square–root–of–time rule," LSE Research Online Documents on Economics 24827, London School of Economics and Political Science, LSE Library.
  35. Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries & Xiaogang Yang, 2001. "Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation," Tinbergen Institute Discussion Papers 01-069/2, Tinbergen Institute.
  36. Danielsson, Jon & Shin, Hyun Song & Zigrand, Jean-Pierre, 2001. "Asset price dynamics with value-at-risk constrained traders," LSE Research Online Documents on Economics 119092, London School of Economics and Political Science, LSE Library.
  37. Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries, 2001. "Incentives for Effective Risk Management," Tinbergen Institute Discussion Papers 01-094/2, Tinbergen Institute.
  38. Zigrand, Jean-Pierre & Danielsson, Jon, 2001. "What happens when you regulate risk?: evidence from a simple equilibrium model," LSE Research Online Documents on Economics 25069, London School of Economics and Political Science, LSE Library.
  39. Con Keating & Hyun Song Shin & Charles Goodhart & Jon Danielsson, 2001. "An Academic Response to Basel II," FMG Special Papers sp130, Financial Markets Group.
  40. Jon Danielsson, 2000. "The Emperor has no Clothes: Limits to Risk Modelling," FMG Special Papers sp126, Financial Markets Group.
  41. Daníelsson, J. & de Haan, L.F.M. & Peng, L. & de Vries, C.G., 2000. "Using a bootstrap method to choose the sample fraction in tail index estimation," Econometric Institute Research Papers EI 2000-19/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  42. Danielsson, Jon & Payne, Richard, 1999. "Real trading patterns and prices in spot foreign exchange markets," LSE Research Online Documents on Economics 119126, London School of Economics and Political Science, LSE Library.
  43. Danielsson, Jon & Vries, Casper, 1998. "Beyond the sample: extreme quantile and probability estimation," LSE Research Online Documents on Economics 119141, London School of Economics and Political Science, LSE Library.
  44. Philipp Hartmann & Jon Danielsson, 1998. "The Cost of Conservatism: Extreme Returns, Value-at Risk, and the Basle Multiplicaiton Factor," FMG Special Papers sp100, Financial Markets Group.
  45. Silvia Caserta & Jon Danielsson & Casper G. de Vries, 1998. "Abnormal Returns, Risk, and Options in Large Data Sets," Tinbergen Institute Discussion Papers 98-107/2, Tinbergen Institute.
  46. Jon Danielsson, 1997. "Extreme Returns, Tail Estimation, and Value-at-Risk," FMG Discussion Papers dp273, Financial Markets Group.
  47. Danielsson, Jon & Vries, Casper, 1997. "Value-at-risk and extreme returns," LSE Research Online Documents on Economics 119166, London School of Economics and Political Science, LSE Library.
  48. Casper De Vries & Jon Danielsson & Casper G, de Vries, 1996. "Tail Index and Quantile Estimation with Very High Frequency Data," CESifo Working Paper Series 116, CESifo.
    repec:ehl:lserod:24782 is not listed on IDEAS

Articles

  1. Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2023. "The Impact of Risk Cycles on Business Cycles: A Historical View," The Review of Financial Studies, Society for Financial Studies, vol. 36(7), pages 2922-2961.
  2. Daníelsson, Jón & Macrae, Robert & Uthemann, Andreas, 2022. "Artificial intelligence and systemic risk," Journal of Banking & Finance, Elsevier, vol. 140(C).
  3. Panayi, Efstathios & Peters, Gareth W. & Danielsson, Jon & Zigrand, Jean-Pierre, 2018. "Designating market maker behaviour in limit order book markets," Econometrics and Statistics, Elsevier, vol. 5(C), pages 20-44.
  4. Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2018. "Learning from History: Volatility and Financial Crises," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2774-2805.
  5. Jon Danielsson & Kevin R. James & Marcela Valenzuela & Ilknur Zer, 2016. "Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 795-812, June.
  6. Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016. "Model risk of risk models," Journal of Financial Stability, Elsevier, vol. 23(C), pages 79-91.
  7. Boucher, Christophe M. & Daníelsson, Jón & Kouontchou, Patrick S. & Maillet, Bertrand B., 2014. "Risk models-at-risk," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 72-92.
  8. Boudt, Kris & Daníelsson, Jón & Laurent, Sébastien, 2013. "Robust forecasting of dynamic conditional correlation GARCH models," International Journal of Forecasting, Elsevier, vol. 29(2), pages 244-257.
  9. Daníelsson, Jón & Jorgensen, Bjørn N. & Samorodnitsky, Gennady & Sarma, Mandira & de Vries, Casper G., 2013. "Fat tails, VaR and subadditivity," Journal of Econometrics, Elsevier, vol. 172(2), pages 283-291.
  10. Jón Daníelsson & Jinhui Luo & Richard Payne, 2012. "Exchange rate determination and inter-market order flow effects," The European Journal of Finance, Taylor & Francis Journals, vol. 18(9), pages 823-840, October.
  11. Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand, 2012. "Endogenous Extreme Events and the Dual Role of Prices," Annual Review of Economics, Annual Reviews, vol. 4(1), pages 111-129, July.
  12. Jón Daníelsson & Richard Payne, 2012. "Liquidity determination in an order-driven market," The European Journal of Finance, Taylor & Francis Journals, vol. 18(9), pages 799-821, October.
  13. Jón Daníelsson & Francisco Peñaranda, 2011. "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 621-638, August.
  14. Sigridur Benediktsdottir & Jon Danielsson & Gylfi Zoega, 2011. "Lessons from a collapse of a financial system [Looting: The economic underworld of bankruptcy for profit]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 26(66), pages 183-235.
  15. Daníelsson, J., 2009. "On the efficacy of financial regulations," Financial Stability Review, Banque de France, issue 13, pages 53-63, September.
  16. Daníelsson, Jón, 2008. "Blame the models," Journal of Financial Stability, Elsevier, vol. 4(4), pages 321-328, December.
  17. Jón Daníelsson & Jean-Pierre Zigrand, 2008. "Equilibrium asset pricing with systemic risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 35(2), pages 293-319, May.
  18. Jón Daníelsson & Bjørn Jorgensen & Casper Vries & Xiaoguang Yang, 2008. "Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation," Annals of Finance, Springer, vol. 4(3), pages 345-367, July.
  19. Daníelsson, J. & Zigrand, JP., 2007. "Regulating hedge funds," Financial Stability Review, Banque de France, issue 10, pages 29-36, April.
  20. Danielsson, Jon & Zigrand, Jean-Pierre, 2006. "On time-scaling of risk and the square-root-of-time rule," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2701-2713, October.
  21. Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006. "Comparing downside risk measures for heavy tailed distributions," Economics Letters, Elsevier, vol. 92(2), pages 202-208, August.
  22. Jón Daníelsson & Ryan Love, 2006. "Feedback trading This paper is also available at www.riskresearch.org," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 35-53.
  23. Danielsson, Jon & Taylor, Ashley & Zigrand, Jean-Pierre, 2005. "Highwaymen or heroes: Should hedge funds be regulated?: A survey," Journal of Financial Stability, Elsevier, vol. 1(4), pages 522-543, October.
  24. Danielsson, Jon & Shin, Hyun Song & Zigrand, Jean-Pierre, 2004. "The impact of risk regulation on price dynamics," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1069-1087, May.
  25. Jón Daníelson, 2003. "On the Feasibility of Risk Based Regulation," CESifo Economic Studies, CESifo Group, vol. 49(2), pages 157-179.
  26. Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G., 2002. "Incentives for effective risk management," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1407-1425, July.
  27. Danielsson, J. & Payne, R., 2002. "Real trading patterns and prices in spot foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 21(2), pages 203-222, April.
  28. Danielsson, Jon, 2002. "The emperor has no clothes: Limits to risk modelling," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1273-1296, July.
  29. Danielsson, J. & de Haan, L. & Peng, L. & de Vries, C. G., 2001. "Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation," Journal of Multivariate Analysis, Elsevier, vol. 76(2), pages 226-248, February.
  30. Danielsson, Jon & Morimoto, Yuji, 2000. "Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 18(2), pages 25-48, December.
  31. Jon Danielsson & Casper G. De Vries, 2000. "Value-at-Risk and Extreme Returns," Annals of Economics and Statistics, GENES, issue 60, pages 239-270.
  32. Jón Daníelsson & Casper G. De Vries & Bjorn N. Jorgensen, 1998. "The value of value at risk: statistical, financial, and regulatory considerations (summary)," Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 107-108.
  33. Danielsson, Jon, 1998. "Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models," Journal of Empirical Finance, Elsevier, vol. 5(2), pages 155-173, June.
  34. Daníelsson Jón, 1996. "Estimation of the Stochastic Volatility Models by Simulated Maximum Likelihood: C++ Code," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(1), pages 1-8, April.
  35. Danielsson, Jon, 1994. "Bayesian Analysis of Stochastic Volatility Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 393-395, October.
  36. Danielsson, Jon, 1994. "Stochastic volatility in asset prices estimation with simulated maximum likelihood," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 375-400.
  37. Danielsson, J & Richard, J-F, 1993. "Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages 153-173, Suppl. De.
    RePEc:bla:ecpoli:v:26:y:2011:i:66:p:183-231 is not listed on IDEAS

Chapters

  1. Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand, 2012. "Endogenous and Systemic Risk," NBER Chapters, in: Quantifying Systemic Risk, pages 73-94, National Bureau of Economic Research, Inc.
  2. Max Bruche & Jon Danielsson & Gabriele Galati, 2007. "Currency Crises, (Hidden) Linkages and Volume," World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman & John R LaBrosse (ed.), International Financial Instability Global Banking and National Regulation, chapter 10, pages 125-137, World Scientific Publishing Co. Pte. Ltd..

Books

  1. Esther L George & Daron Acemoglu & Hilary J Allen & Jón Daníelsson & Fabio Panetta & Ida Wolden Bache & Shaktikanta Das & Tiff Macklem, 2023. "Central banks, macro-financial stability and the future of the financial system," BIS Papers, Bank for International Settlements, number 140.
  2. Franklin Allen & John Armour & Morten Balling & Anthony Belchambers & Jon Danielsson & Ernest Gnan & Charles Grant & Piers Haben & Patricia Jackson & Robert Macrae & Eva Micheler & Menno Middeldorp & , 2017. "Brexit and the implications for financial services," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/1 edited by Patricia Jackson, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Citations
  6. Number of Citations, Weighted by Simple Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  11. h-index
  12. Number of Registered Citing Authors
  13. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  14. Number of Journal Pages, Weighted by Simple Impact Factor
  15. Number of Journal Pages, Weighted by Recursive Impact Factor
  16. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  17. Closeness measure in co-authorship network
  18. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 30 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (19) 2005-12-09 2005-12-09 2006-06-17 2010-03-06 2012-10-20 2014-06-22 2015-02-05 2015-02-05 2015-05-30 2016-02-23 2016-11-27 2017-12-03 2018-06-18 2018-06-18 2018-10-01 2019-01-07 2021-10-18 2022-10-24 2023-02-06. Author is listed
  2. NEP-BAN: Banking (6) 2010-03-06 2012-10-20 2014-06-22 2022-10-24 2023-02-06 2023-11-27. Author is listed
  3. NEP-FDG: Financial Development and Growth (4) 2021-10-18 2022-02-21 2022-10-24 2023-11-27
  4. NEP-FMK: Financial Markets (4) 2002-02-15 2006-05-27 2006-06-17 2016-04-16
  5. NEP-HIS: Business, Economic and Financial History (4) 2016-04-16 2016-11-27 2022-10-24 2023-02-06
  6. NEP-CFN: Corporate Finance (3) 2006-05-27 2016-02-23 2017-12-03
  7. NEP-ECM: Econometrics (3) 2012-10-20 2018-10-01 2019-08-12
  8. NEP-FOR: Forecasting (3) 2014-06-22 2015-02-05 2017-12-03
  9. NEP-MST: Market Microstructure (3) 2007-03-10 2015-09-05 2018-12-03
  10. NEP-CMP: Computational Economics (2) 2021-10-18 2023-11-27
  11. NEP-CWA: Central and Western Asia (2) 2021-10-18 2022-02-21
  12. NEP-FIN: Finance (2) 2006-05-27 2006-06-17
  13. NEP-IFN: International Finance (2) 2007-03-10 2022-10-24
  14. NEP-UPT: Utility Models and Prospect Theory (2) 2006-06-17 2010-03-06
  15. NEP-ACC: Accounting and Auditing (1) 2001-07-13
  16. NEP-AIN: Artificial Intelligence (1) 2023-11-27
  17. NEP-BEC: Business Economics (1) 2010-03-06
  18. NEP-BIG: Big Data (1) 2021-10-18
  19. NEP-CBA: Central Banking (1) 2016-02-23
  20. NEP-DCM: Discrete Choice Models (1) 1998-09-07
  21. NEP-ETS: Econometric Time Series (1) 2012-10-20
  22. NEP-HPE: History and Philosophy of Economics (1) 2018-06-18
  23. NEP-MAC: Macroeconomics (1) 2018-06-18
  24. NEP-MON: Monetary Economics (1) 2016-02-23
  25. NEP-ORE: Operations Research (1) 2021-10-18
  26. NEP-PKE: Post Keynesian Economics (1) 2002-02-15
  27. NEP-REG: Regulation (1) 2023-11-27

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jon Danielsson should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.