Access Statistics for Jon Danielsson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(IAM Series No 004) Highwaymen or Heroes: Should Hedge Funds be Regulated? 0 0 0 359 0 5 6 724
Abnormal Returns, Risk, and Options in Large Data Sets 0 0 0 268 1 6 6 1,116
An Academic Response to Basel II 1 1 4 1,523 1 7 16 3,381
Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis 0 0 0 121 1 6 8 334
Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis 0 0 0 1 0 3 3 44
Artificial intelligence and financial crises 0 1 7 7 3 12 24 24
Artificial intelligence and financial crises 1 3 8 28 6 21 38 50
Artificial intelligence and systemic risk 0 0 1 21 2 6 12 64
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 2 19 20 477
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 6 10 13 13
Balance Sheet Capacity and Endogenous Risk 0 0 2 144 0 11 23 525
Balance sheet capacity and endogenous risk 0 1 1 47 1 12 15 193
Beyond the Sample: Extreme Quantile and Probability Estimation 0 0 0 528 1 6 6 1,433
Beyond the Sample: Extreme Quantile and Probability Estimation 0 0 0 795 1 12 16 2,059
Beyond the sample: extreme quantile and probability estimation 0 0 0 0 0 5 9 10
Brexit and systemic risk 0 0 0 10 1 2 5 30
Can we prove a bank guilty of creating systemic risk? A minority report 0 0 0 21 0 0 1 32
Can we prove a bank guilty of creating systemic risk? A minority report 0 0 0 37 0 10 13 61
Can we prove a bank guilty of creating systemic risk? A minority report 0 0 0 0 2 5 7 7
Challenges in Implementing Worst-Case Analysis 0 0 0 26 0 5 6 42
Comparing Downside Risk Measures for Heavy Tailed Distributions 0 0 0 294 1 5 9 821
Comparing downside risk measures for heavy tailed distribution 0 0 0 7 1 3 6 41
Consistent Measures of Risk 0 0 1 289 0 7 14 761
Consistent measures of risk 0 0 0 4 1 4 8 54
Cryptocurrencies: policy, economics and fairness 0 0 0 1 2 5 6 9
Designating market maker behaviour in Limit Order Book markets 0 0 0 10 1 8 8 43
Designating market maker behaviour in limit order book markets 0 0 0 6 0 3 7 38
Equilibrium Asset Pricing with Systemic Risk 0 0 0 203 0 5 7 583
Equilibrium asset pricing with systemic risk 0 0 0 7 3 8 10 56
Equilibrium asset pricing with systemic risk 0 0 0 3 2 5 6 62
Extreme Returns, Tail Estimation, and Value-at-Risk 0 0 3 1,622 1 5 9 3,889
Feedback trading 0 0 0 9 1 6 8 63
Financial volatility and economic growth, 1870-2016 0 0 1 4 0 2 5 14
How global risk perceptions affect economic growth 0 0 1 16 0 3 9 48
Incentives for Effective Risk Management 0 0 0 400 1 4 5 925
Learning from History: Volatility and Financial Crises 0 0 1 87 2 6 11 173
Learning from history: volatility and financial crises 0 0 0 79 1 5 9 123
Learning from history: volatility and financial crises 0 0 0 0 5 7 10 11
Learning from history: volatility and financial crises 0 0 1 8 0 6 9 41
Low Risk as a Predictor of Financial Crises 0 0 1 59 1 8 9 73
Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks 0 0 0 45 1 8 13 60
Market resilience 0 0 0 0 0 5 5 6
Model Risk of Risk Models 0 0 1 125 1 9 11 153
Model risk of risk models 0 0 0 46 1 3 6 92
Model risk of risk models 0 0 0 42 5 13 23 99
On the Impact of Fundamentals, Liquidity and Coordination on Market Stability 0 0 0 42 4 5 6 188
On the impact of fundamentals, liquidity and coordination on market stability 0 0 0 154 0 3 4 420
On the impact of fundamentals, liquidity and coordination on market stability 0 0 0 1 3 7 9 61
On the use of artificial intelligence in financial regulations and the impact on financial stability 0 1 2 19 1 8 20 46
On time-scaling of risk and the square–root–of–time rule 0 1 4 25 1 4 11 125
On time-scaling of risk and the square–root–of–time rule 0 0 2 800 2 12 29 3,367
Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation 0 0 0 249 1 9 11 667
Political challenges of the macroprudential agenda 0 0 0 7 0 3 6 24
Real Trading Patterns and Prices in Spot Foreign Exchange Markets 0 0 0 501 1 5 10 1,811
Real trading patterns and prices in spot foreign exchange markets 0 0 0 0 2 6 10 11
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 2 9 13 206
Risk Appetite and Endogenous Risk 2 2 4 456 4 10 24 1,111
Risk Model-at-Risk 0 0 0 0 0 5 5 44
Risk models-at-risk 0 0 0 1 1 4 8 67
Risk models–at–risk 0 0 1 46 1 5 7 131
Subadditivity Re–Examined: the Case for Value-at-Risk 1 2 4 443 3 8 23 1,244
Subadditivity re–examined: the case for value-at-risk 0 0 2 17 0 3 10 118
Tail Index Estimation: Quantile-Driven Threshold Selection 0 0 2 30 3 6 23 115
Tail Index and Quantile Estimation with Very High Frequency Data 1 1 1 10 1 5 9 689
Tail index estimation: quantile driven threshold selection 0 0 0 8 1 5 5 92
The Cost of Conservatism: Extreme Returns, Value-at Risk, and the Basle Multiplicaiton Factor 0 0 0 166 0 5 11 464
The Emperor has no Clothes: Limits to Risk Modelling 0 0 0 735 0 4 4 1,831
The fatal flaw in macropru: it ignores political risk 0 0 0 3 0 2 3 17
The impact of risk cycles on business cycles: a historical view 0 0 0 29 0 2 4 11
The impact of risk cycles on business cycles: a historical view 0 0 0 26 1 6 12 55
The impact of risk regulation on price dynamics 0 0 0 20 2 5 6 100
Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation 0 0 0 446 0 8 14 1,818
Using a bootstrap method to choose the sample fraction in tail index estimation 0 1 2 27 1 5 13 160
Value-at-Risk and Extreme Returns 0 0 0 1,310 1 3 6 3,046
Value-at-risk and extreme returns 0 0 0 0 1 5 7 9
What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model 0 0 0 212 0 4 9 656
What happens when you regulate risk?: evidence from a simple equilibrium model 0 0 0 8 0 0 1 40
Why macropru can end up being procyclical 0 0 0 4 0 3 5 28
Why risk is so hard to measure 0 0 1 33 0 7 10 99
Total Working Papers 6 14 58 13,389 96 487 818 37,728
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models 0 0 0 218 2 5 7 671
Artificial intelligence and systemic risk 0 5 21 41 11 30 82 168
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 1 7 10 363
Blame the models 1 2 4 195 7 12 20 465
Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report 0 0 0 22 0 6 12 88
Comparing downside risk measures for heavy tailed distributions 0 0 0 82 1 7 10 221
Countercyclical Capital and Currency Dependence 0 0 0 1 0 4 4 5
Designating market maker behaviour in limit order book markets 0 0 0 5 0 3 6 37
Endogenous Extreme Events and the Dual Role of Prices 0 1 3 49 4 12 19 272
Equilibrium asset pricing with systemic risk 0 0 0 94 1 5 6 239
Estimation of the Stochastic Volatility Models by Simulated Maximum Likelihood: C++ Code 0 0 0 623 1 1 2 1,261
Exchange rate determination and inter-market order flow effects 0 0 0 19 0 5 8 80
Fat tails, VaR and subadditivity 1 1 2 139 3 9 18 542
Feedback trading This paper is also available at www.riskresearch.org 0 0 1 42 0 2 4 239
Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market 0 0 0 142 0 4 7 444
Foreword 0 0 0 0 0 3 3 4
Foreword 0 0 0 0 1 3 4 4
Highwaymen or heroes: Should hedge funds be regulated?: A survey 0 0 0 247 0 6 9 691
Incentives for effective risk management 0 0 0 104 1 5 5 326
Learning from History: Volatility and Financial Crises 0 1 4 43 0 7 18 185
Lessons from a collapse of a financial system 0 0 0 13 1 6 12 328
Liquidity determination in an order-driven market 0 0 1 34 1 3 9 100
Model risk of risk models 0 1 2 73 2 16 25 334
Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models 0 1 1 318 0 15 19 800
ON THE IMPACT OF FUNDAMENTALS, LIQUIDITY, AND COORDINATION ON MARKET STABILITY 0 0 0 17 1 7 9 110
On the Feasibility of Risk Based Regulation 0 0 0 4 0 1 1 22
On the Role of Regulatory Banking Capital 0 0 1 1 0 4 6 7
On the efficacy of financial regulations 0 1 1 40 1 5 14 128
On time-scaling of risk and the square-root-of-time rule 0 2 3 277 3 11 21 923
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation 0 0 0 54 1 6 7 206
Real trading patterns and prices in spot foreign exchange markets 0 0 0 207 1 9 14 556
Regulating hedge funds 0 0 0 20 3 10 11 115
Risk models-at-risk 0 0 3 64 2 8 17 246
Robust forecasting of dynamic conditional correlation GARCH models 0 0 3 43 1 8 15 152
Stochastic volatility in asset prices estimation with simulated maximum likelihood 0 1 4 703 1 2 10 1,296
The Impact of Risk Cycles on Business Cycles: A Historical View 0 0 0 5 1 2 12 31
The emperor has no clothes: Limits to risk modelling 0 2 5 413 6 13 22 1,090
The impact of risk regulation on price dynamics 0 0 0 217 3 13 21 525
The value of value at risk: statistical, financial, and regulatory considerations (summary) 0 0 0 153 1 4 6 361
Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation 0 0 1 77 1 14 25 220
Value-at-Risk and Extreme Returns 1 2 9 76 2 13 33 264
Total Journal Articles 3 20 69 4,875 65 306 563 14,119

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Brexit and the implications for financial services 0 0 1 29 0 5 9 130
Central banks, macro-financial stability and the future of the financial system 2 3 7 29 2 12 25 84
Total Books 2 3 8 58 2 17 34 214

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Currency Crises, (Hidden) Linkages and Volume 0 0 0 0 0 4 6 7
Endogenous and Systemic Risk 0 2 2 91 2 7 14 226
Total Chapters 0 2 2 91 2 11 20 233

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04