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On time-scaling of risk and th...
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Danielsson, Jon
13
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10
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3
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Journal of banking & finance
4
Financial stability review : FSR
2
Journal of mathematical economics
2
Risk : managing risk in the world's financial markets
2
Annales d'économie et de statistique
1
Annual review of economics
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CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
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On time-scaling of risk and the square-root-of-time rule
Danielsson, Jon
;
Zigrand, Jean-Pierre
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2701-2714
Persistent link: https://www.econbiz.de/10007284224
Saved in:
2
Endogenous extreme events and the dual role of prices
Danielsson, Jon
;
Shin, Hyun-song
;
Zigrand, Jean-Pierre
- In:
Annual review of economics
4
(
2012
),
pp. 83-109
Persistent link: https://www.econbiz.de/10010077020
Saved in:
3
What do network theory and endogenous risk theory have to say about the effects of central counterparties on systemic stability?
Zigrand, Jean-Pierre
- In:
Financial stability review : FSR
14
(
2010
),
pp. 153-160
Persistent link: https://www.econbiz.de/10009921092
Saved in:
4
Rational Asset Pricing Implications from Realistic Trading Frictions
Zigrand, Jean-Pierre
- In:
The journal of business : B
78
(
2005
)
3
,
pp. 871-892
Persistent link: https://www.econbiz.de/10006014952
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5
A general equilibrium analysis of strategic arbitrage
Zigrand, Jean-Pierre
- In:
Journal of mathematical economics
40
(
2004
)
8
,
pp. 923-952
Persistent link: https://www.econbiz.de/10006019668
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6
Strategic Financial Innovation in Segmented Markets
Rahi, Rohit
;
Zigrand, Jean-Pierre
- In:
The review of financial studies
22
(
2013
)
8
,
pp. 2941-2940
Persistent link: https://www.econbiz.de/10010113899
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7
The impact of risk regulation on price dynamics
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
- In:
Journal of banking & finance
28
(
2004
)
5
,
pp. 1069-1088
Persistent link: https://www.econbiz.de/10007790515
Saved in:
8
Equilibrium asset pricing with systemic risk
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Economic theory
35
(
2008
)
2
,
pp. 293-320
Persistent link: https://www.econbiz.de/10007912238
Saved in:
9
Endogenous market integration, manipulation and limits to arbitrage
Zigrand, Jean-Pierre
- In:
Journal of mathematical economics
42
(
2006
)
3
,
pp. 301-314
Persistent link: https://www.econbiz.de/10007259954
Saved in:
10
Regulation hedge funds
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Financial stability review : FSR
10
(
2007
),
pp. 29-36
Persistent link: https://www.econbiz.de/10009921056
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