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 3 6 724
Abnormal Returns, Risk, and Options in Large Data Sets 0 0 0 268 0 2 6 1,116
An Academic Response to Basel II 0 1 3 1,523 0 4 15 3,381
Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis 0 0 0 121 1 4 9 335
Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis 0 0 0 1 0 2 3 44
Artificial intelligence and financial crises 0 1 7 7 1 9 25 25
Artificial intelligence and financial crises 0 2 8 28 0 15 38 50
Artificial intelligence and systemic risk 0 0 1 21 1 5 13 65
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 0 19 20 477
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 2 11 15 15
Balance Sheet Capacity and Endogenous Risk 0 0 2 144 0 6 22 525
Balance sheet capacity and endogenous risk 0 1 1 47 1 8 16 194
Beyond the Sample: Extreme Quantile and Probability Estimation 0 0 0 795 0 8 15 2,059
Beyond the Sample: Extreme Quantile and Probability Estimation 0 0 0 528 0 4 6 1,433
Beyond the sample: extreme quantile and probability estimation 0 0 0 0 1 4 10 11
Brexit and systemic risk 0 0 0 10 0 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 0 0 4 6 7
Can we prove a bank guilty of creating systemic risk? A minority report 0 0 0 37 0 8 13 61
Challenges in Implementing Worst-Case Analysis 0 0 0 26 0 1 6 42
Comparing Downside Risk Measures for Heavy Tailed Distributions 0 0 0 294 1 5 10 822
Comparing downside risk measures for heavy tailed distribution 0 0 0 7 0 1 6 41
Consistent Measures of Risk 0 0 1 289 1 4 14 762
Consistent measures of risk 0 0 0 4 1 4 9 55
Cryptocurrencies: policy, economics and fairness 0 0 0 1 0 4 6 9
Designating market maker behaviour in Limit Order Book markets 0 0 0 10 1 7 9 44
Designating market maker behaviour in limit order book markets 0 0 0 6 0 1 6 38
Equilibrium Asset Pricing with Systemic Risk 0 0 0 203 1 5 8 584
Equilibrium asset pricing with systemic risk 0 0 0 7 1 6 11 57
Equilibrium asset pricing with systemic risk 0 0 0 3 1 6 7 63
Extreme Returns, Tail Estimation, and Value-at-Risk 0 0 3 1,622 0 4 9 3,889
Feedback trading 0 0 0 9 0 1 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 2 9 48
Incentives for Effective Risk Management 0 0 0 400 0 2 5 925
Learning from History: Volatility and Financial Crises 0 0 0 87 0 5 10 173
Learning from history: volatility and financial crises 0 0 0 0 0 7 10 11
Learning from history: volatility and financial crises 0 0 0 79 4 9 13 127
Learning from history: volatility and financial crises 0 0 1 8 1 4 10 42
Low Risk as a Predictor of Financial Crises 0 0 0 59 0 6 8 73
Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks 0 0 0 45 0 4 13 60
Market resilience 0 0 0 0 2 5 7 8
Model Risk of Risk Models 0 0 1 125 0 9 11 153
Model risk of risk models 0 0 0 46 1 4 7 93
Model risk of risk models 0 0 0 42 0 11 23 99
On the Impact of Fundamentals, Liquidity and Coordination on Market Stability 0 0 0 42 1 5 7 189
On the impact of fundamentals, liquidity and coordination on market stability 0 0 0 1 1 7 10 62
On the impact of fundamentals, liquidity and coordination on market stability 0 0 0 154 1 3 5 421
On the use of artificial intelligence in financial regulations and the impact on financial stability 0 0 2 19 3 7 23 49
On time-scaling of risk and the square–root–of–time rule 0 0 1 800 5 12 33 3,372
On time-scaling of risk and the square–root–of–time rule 0 1 4 25 2 6 13 127
Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation 0 0 0 249 0 7 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 0 4 10 1,811
Real trading patterns and prices in spot foreign exchange markets 0 0 0 0 0 5 10 11
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 0 5 13 206
Risk Appetite and Endogenous Risk 0 2 4 456 2 10 25 1,113
Risk Model-at-Risk 0 0 0 0 0 4 5 44
Risk models-at-risk 0 0 0 1 1 5 9 68
Risk models–at–risk 0 0 1 46 0 5 6 131
Subadditivity Re–Examined: the Case for Value-at-Risk 0 2 3 443 0 7 22 1,244
Subadditivity re–examined: the case for value-at-risk 0 0 1 17 1 3 10 119
Tail Index Estimation: Quantile-Driven Threshold Selection 0 0 1 30 0 3 21 115
Tail Index and Quantile Estimation with Very High Frequency Data 0 1 1 10 1 5 10 690
Tail index estimation: quantile driven threshold selection 0 0 0 8 0 3 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 2 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 1 1 5 12
The impact of risk cycles on business cycles: a historical view 0 0 0 26 2 6 14 57
The impact of risk regulation on price dynamics 0 0 0 20 0 4 6 100
Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation 0 0 0 446 0 4 14 1,818
Using a bootstrap method to choose the sample fraction in tail index estimation 0 0 2 27 0 2 13 160
Value-at-Risk and Extreme Returns 0 0 0 1,310 4 6 10 3,050
Value-at-risk and extreme returns 0 0 0 0 0 2 7 9
What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model 0 0 0 212 0 2 9 656
What happens when you regulate risk?: evidence from a simple equilibrium model 0 0 0 8 1 1 2 41
Why macropru can end up being procyclical 0 0 0 4 0 2 4 28
Why risk is so hard to measure 0 0 1 33 0 4 10 99
Total Working Papers 0 11 51 13,389 48 389 850 37,776
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 0 4 7 671
Artificial intelligence and systemic risk 5 7 24 46 18 37 95 186
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 0 6 10 363
Blame the models 0 2 4 195 1 11 20 466
Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report 0 0 0 22 0 4 12 88
Comparing downside risk measures for heavy tailed distributions 0 0 0 82 0 6 10 221
Countercyclical Capital and Currency Dependence 0 0 0 1 0 1 4 5
Designating market maker behaviour in limit order book markets 0 0 0 5 2 3 8 39
Endogenous Extreme Events and the Dual Role of Prices 0 1 3 49 1 12 19 273
Equilibrium asset pricing with systemic risk 0 0 0 94 1 4 7 240
Estimation of the Stochastic Volatility Models by Simulated Maximum Likelihood: C++ Code 0 0 0 623 1 2 3 1,262
Exchange rate determination and inter-market order flow effects 0 0 0 19 0 4 7 80
Fat tails, VaR and subadditivity 0 1 2 139 2 8 20 544
Feedback trading This paper is also available at www.riskresearch.org 0 0 1 42 1 2 5 240
Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market 0 0 0 142 0 2 7 444
Foreword 0 0 0 0 0 2 4 4
Foreword 0 0 0 0 1 4 4 5
Highwaymen or heroes: Should hedge funds be regulated?: A survey 0 0 0 247 0 2 9 691
Incentives for effective risk management 0 0 0 104 0 2 5 326
Learning from History: Volatility and Financial Crises 0 1 3 43 1 4 18 186
Lessons from a collapse of a financial system 0 0 0 13 1 5 13 329
Liquidity determination in an order-driven market 0 0 1 34 1 4 9 101
Model risk of risk models 0 1 2 73 0 9 24 334
Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models 0 1 1 318 1 9 20 801
ON THE IMPACT OF FUNDAMENTALS, LIQUIDITY, AND COORDINATION ON MARKET STABILITY 0 0 0 17 0 4 9 110
On the Feasibility of Risk Based Regulation 0 0 0 4 1 1 2 23
On the Role of Regulatory Banking Capital 0 0 1 1 0 4 6 7
On the efficacy of financial regulations 0 0 1 40 2 5 15 130
On time-scaling of risk and the square-root-of-time rule 0 1 3 277 1 9 21 924
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation 0 0 0 54 2 8 9 208
Real trading patterns and prices in spot foreign exchange markets 0 0 0 207 0 2 14 556
Regulating hedge funds 0 0 0 20 0 7 11 115
Risk models-at-risk 0 0 1 64 0 7 15 246
Robust forecasting of dynamic conditional correlation GARCH models 1 1 4 44 4 8 19 156
Stochastic volatility in asset prices estimation with simulated maximum likelihood 0 0 3 703 0 1 9 1,296
The Impact of Risk Cycles on Business Cycles: A Historical View 0 0 0 5 0 1 11 31
The emperor has no clothes: Limits to risk modelling 1 2 6 414 9 18 31 1,099
The impact of risk regulation on price dynamics 0 0 0 217 0 12 21 525
The value of value at risk: statistical, financial, and regulatory considerations (summary) 0 0 0 153 1 5 7 362
Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation 0 0 1 77 0 9 25 220
Value-at-Risk and Extreme Returns 1 2 10 77 3 12 36 267
Total Journal Articles 8 20 71 4,883 55 260 601 14,174

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 0 29 0 4 8 130
Central banks, macro-financial stability and the future of the financial system 0 3 7 29 1 11 25 85
Total Books 0 3 7 58 1 15 33 215

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 1 2 91 2 8 16 228
Total Chapters 0 1 2 91 2 12 22 235

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Statistics updated 2026-04-09