Nassim Taleb heads international banking’s first Grey/Black Swan Committee
Author
Abstract
Suggested Citation
DOI: 10.1016/j.qref.2018.11.005
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Taleb, Nassim Nicholas, 2007. "Black Swans and the Domains of Statistics," The American Statistician, American Statistical Association, vol. 61, pages 198-200, August.
- Gili Yen & Cheng-few Lee, 2008. "Efficient Market Hypothesis (EMH): Past, Present and Future," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 305-329.
- Paolo Angelini & Laurent Clerc & Vasco Cúrdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlček, 2015.
"Basel III: Long-term Impact on Economic Performance and Fluctuations,"
Manchester School, University of Manchester, vol. 83(2), pages 217-251, March.
- Paolo Angelini & Laurent Clerc & Vasco C�rdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlcek, 2011. "Basel III: Long-term impact on economic performance and fluctuations," Questioni di Economia e Finanza (Occasional Papers) 87, Bank of Italy, Economic Research and International Relations Area.
- Paolo Angelini & Laurent Clerc & Vasco Curdia & Leonardo Gambacorta & Andrea Gerali & Skander J. van den Heuvel & Alberto Locarno & Roberto Motto & Werner Roeger & Jan Vlček, 2011. "BASEL III: long-term impact on economic performance and fluctuations," Staff Reports 485, Federal Reserve Bank of New York.
- Paolo Angelini & Laurent Clerc & Vasco Cúrdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlcek, 2011. "BASEL III: Long-term impact on economic performance and fluctuations," BIS Working Papers 338, Bank for International Settlements.
- Angelini, P. & Clerc, L. & Cúrdia, V. & Gambacorta, L. & Gerali, A. & Locarno, A. & Motto, R. & Roeger, W. & Van den Heuvel, S. & Vlcek, J., 2011. "BASEL III: Long-term impact on economic performance and fluctuations," Working papers 323, Banque de France.
- Stulz, Rene, 2010.
"Credit default Swaps and the Credit Crisis,"
Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 157-175.
- Rene M. Stulz, 2010. "Credit Default Swaps and the Credit Crisis," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 73-92, Winter.
- Stulz, Rene M., 2009. "Credit Default Swaps and the Credit Crisis," Working Paper Series 2009-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- René M. Stulz, 2009. "Credit Default Swaps and the Credit Crisis," NBER Working Papers 15384, National Bureau of Economic Research, Inc.
- Podobnik, Boris & Fu, Dongfeng & Jagric, Timotej & Grosse, Ivo & Eugene Stanley, H., 2006. "Fractionally integrated process for transition economics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 362(2), pages 465-470.
- Aebi, Vincent & Sabato, Gabriele & Schmid, Markus, 2012. "Risk management, corporate governance, and bank performance in the financial crisis," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3213-3226.
- Didier Sornette & Guy Ouillon, "undated". "Dragon-kings: Mechanisms, statistical methods and empirical evidence," Working Papers ETH-RC-12-004, ETH Zurich, Chair of Systems Design.
- Mark Amadeus Notturno, 2013. "Soros and Popper: on fallibility, reflexivity, and the unity of method," Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(4), pages 420-428, December.
- Ishikawa, Atushi, 2006. "Pareto index induced from the scale of companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 367-376.
- Lobato, Ignacio N & Velasco, Carlos, 2000. "Long Memory in Stock-Market Trading Volume," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(4), pages 410-427, October.
- Cheng-Few Lee & John C. Lee (ed.), 2015. "Handbook of Financial Econometrics and Statistics," Springer Books, Springer, edition 127, number 978-1-4614-7750-1, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Kerem Uğurlu & Tomasz Brzeczek, 2023. "Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(4), pages 1043-1060, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Bill McKelvey & Benyamin B. Lichtenstein & Pierpaolo Andriani, 2012. "When organisations and ecosystems interact: toward a law of requisite fractality in firms," International Journal of Complexity in Leadership and Management, Inderscience Enterprises Ltd, vol. 2(1/2), pages 104-136.
- Pierpaolo Andriani & Bill McKelvey, 2009. "Perspective ---From Gaussian to Paretian Thinking: Causes and Implications of Power Laws in Organizations," Organization Science, INFORMS, vol. 20(6), pages 1053-1071, December.
- Kathleen Weiss Hanley & Gerard Hoberg, 2019. "Dynamic Interpretation of Emerging Risks in the Financial Sector," The Review of Financial Studies, Society for Financial Studies, vol. 32(12), pages 4543-4603.
- Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
- Mary Han & Bill McKelvey, 2016. "How to Grow Successful Social Entrepreneurship Firms? Key Ideas from Complexity Theory," Journal of Enterprising Culture (JEC), World Scientific Publishing Co. Pte. Ltd., vol. 24(03), pages 243-280, September.
- Maziarz Mariusz, 2019. "A disequilibrium mechanism: When managerial decisions cause macroeconomic instability," Economics and Business Review, Sciendo, vol. 5(1), pages 79-92, March.
- Bello Musa Zango & Sanni Mohammed Lekan & Mohammed Jibrin Katun, 2020. "Conventional Methods in Housing Market Analysis: A Review of Literature," Baltic Journal of Real Estate Economics and Construction Management, Sciendo, vol. 8(1), pages 227-241, January.
- Mehmet Maksud Onal & John K. Ashton, 2021. "Is the Journey more Important than the Destination? EU Accession and Corporate Governance and Performance of Banks," Journal of Common Market Studies, Wiley Blackwell, vol. 59(6), pages 1516-1535, November.
- Gundula Glowka & Andreas Kallmünzer & Anita Zehrer, 2021. "Enterprise risk management in small and medium family enterprises: the role of family involvement and CEO tenure," International Entrepreneurship and Management Journal, Springer, vol. 17(3), pages 1213-1231, September.
- Andriakopoulos, Konstantinos & Ladas, Augoustinos & Andriakopoulos, Panagiotis, 2020. "Bank efficiency and leasing in U.S.A. banking system," MPRA Paper 112645, University Library of Munich, Germany.
- Owen, Ann L. & Temesvary, Judit, 2018.
"The performance effects of gender diversity on bank boards,"
Journal of Banking & Finance, Elsevier, vol. 90(C), pages 50-63.
- Owen, Ann L. & Temesvary, Judit, 2017. "The performance effects of gender diversity on bank boards," MPRA Paper 80078, University Library of Munich, Germany.
- Fungáčová, Zuzana & Godlewski, Christophe J. & Weill, Laurent, 2020.
"Does the type of debt matter? Stock market perception in Europe,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 247-256.
- Zuzana FUNGACOVA & Christophe J. GODLEWSKI & Laurent WEILL, 2015. "Does the Type of Debt Matter? Stock Market Perception in Europe," Working Papers of LaRGE Research Center 2015-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Zuzana Fungáčová & Christophe J. Godlewski & Laurent Weill, 2019. "Does the type of debt matter? Stock market perception in Europe," Post-Print hal-03047778, HAL.
- Fungáčová, Zuzana & Godlewski, Christophe J. & Weill, Laurent, 2015. "Does the type of debt matter? Stock market perception in Europe," Research Discussion Papers 19/2015, Bank of Finland.
- Mascia Bedendo & Lara Cathcart & Lina El‐Jahel, 2016.
"Distressed Debt Restructuring in the Presence of Credit Default Swaps,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(1), pages 165-201, February.
- Mascia Bedendo & Lara Cathcart & Lina El-Jahel, 2016. "Distressed Debt Restructuring in the Presence of Credit Default Swaps," Post-Print hal-01262323, HAL.
- Abdelrhman Yusuf & Mohamed Sherif, 2020. "All on Board? New Evidence on Board Characteristics from a Large Panel of UK FTSE Indices," Sustainability, MDPI, vol. 12(13), pages 1-26, July.
- Nielsen, Morten Orregaard & Shimotsu, Katsumi, 2007.
"Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 574-596, December.
- Morten Ø. Nielsen & Katsumi Shimotsu, 2006. "Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach," Working Paper 1029, Economics Department, Queen's University.
- Mollah, Sabur & Zaman, Mahbub, 2015. "Shari’ah supervision, corporate governance and performance: Conventional vs. Islamic banks," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 418-435.
- Rubén Chavarín, 2020. "Risk governance, banks affiliated to business groups, and foreign ownership," Risk Management, Palgrave Macmillan, vol. 22(1), pages 1-37, March.
- Lee, Seung Jung & Liu, Lucy Qian & Stebunovs, Viktors, 2022.
"Risk-taking spillovers of U.S. monetary policy in the global market for U.S. dollar corporate loans,"
Journal of Banking & Finance, Elsevier, vol. 138(C).
- Seung Jung Lee & Lucy Qian Liu & Viktors Stebunovs, 2019. "Risk-Taking Spillovers of U.S. Monetary Policy in the Global Market for U.S. Dollar Corporate Loans," International Finance Discussion Papers 1251, Board of Governors of the Federal Reserve System (U.S.).
- Hartmann-Wendels, Thomas, 2012. "Regulatorische Folgen der Finanzkrisen: Auswirkungen auf die Leasing-Branche," Leasing - Wissenschaft & Praxis, Universität zu Köln, Forschungsinstitut für Leasing, vol. 10(1), pages 3-88.
- Alexandra Born & Zeno Enders, 2019.
"Global Banking, Trade, and the International Transmission of the Great Recession,"
The Economic Journal, Royal Economic Society, vol. 129(623), pages 2691-2721.
- Enders, Zeno & Peter, Alexandra, 2015. "Global Banking, Trade, and the International Transmission of the Great Recession," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113022, Verein für Socialpolitik / German Economic Association.
- Alexandra Born & Zeno Enders, 2018. "Global Banking, Trade, and the International Transmission of the Great Recession," CESifo Working Paper Series 6912, CESifo.
More about this item
Keywords
Nassim Taleb; Black swans; Dragon Kings; Gaussian; Pareto; Bayes theorem; Risk management; International banking; Corporate governance; Complexity theory; Emergent phenomena;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:quaeco:v:72:y:2019:i:c:p:117-122. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/620167 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.