LSE creators

Number of items: 28.
Article
  • Julliard, Christian, Pinter, Gabor, Todorov, Karamfil, Wijnandts, Jean-Charles, Yuan, Kathy (2025). What drives repo haircuts? Evidence from the UK market. Management Science, picture_as_pdf
  • Ozdenoren, Emre, Yuan, Kathy, Zhang, Shengxing (2023). Dynamic asset-backed security design. Review of Economic Studies, 90(6), 3282 - 3314. https://doi.org/10.1093/restud/rdad022 picture_as_pdf
  • Julliard, Christian, Shi, Ran, Yuan, Kathy (2023). The spread of COVID-19 in London: network effects and optimal lockdowns. Journal of Econometrics, 235(2), 2125 - 2154. https://doi.org/10.1016/j.jeconom.2023.02.012 picture_as_pdf
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Kostas (2022). Multi-asset noisy rational expectations equilibrium with contingent claims. Review of Economic Studies, 89(5), 2445 - 2490. https://doi.org/10.1093/restud/rdab081 picture_as_pdf
  • Denbee, Edward, Julliard, Christian, Li, Ye, Yuan, Kathy (2021). Network risk and key players: a structural analysis of interbank liquidity. Journal of Financial Economics, 141(3), 831 - 859. https://doi.org/10.1016/j.jfineco.2021.05.010 picture_as_pdf
  • Cuñat, Vicente, Cvijanovic, Dragana, Yuan, Kathy (2018). Within-bank spillovers of real estate shocks. Review of Corporate Finance Studies, 7(2), 157 - 193. https://doi.org/10.1093/rcfs/cfy001
  • Ozdenoren, Emre, Yuan, Kathy (2017). Contractual externalities and systemic risk. Review of Economic Studies, 84(4), 1789 - 1817. https://doi.org/10.1093/restud/rdw058
  • Goldstein, Itay, Ozdenoren, Emre, Yuan, Kathy (2013). Trading frenzies and their impact on real investment. Journal of Financial Economics, 109(2), 566-582. https://doi.org/10.1016/j.jfineco.2013.03.011
  • Yuan, Kathy (2011). Learning and complementarities in speculative attacks. Review of Economic Studies, 78(1), 263-292. https://doi.org/10.1093/restud/rdq017
  • Gupta, Nandini, Yuan, Kathy (2009). On the growth effect of stock market liberalizations. Review of Financial Studies, 22(11), 4715-4752. https://doi.org/10.1093/rfs/hhp001
  • Ozdenoren, Emre, Yuan, Kathy (2008). Feedback effects and asset prices. Journal of Finance, 63(4), 1939-1975. https://doi.org/10.1111/j.1540-6261.2008.01378.x
  • Dittmar, Robert F., Yuan, Kathy (2008). Do sovereign bonds benefit corporate bonds in emerging markets? Review of Financial Studies, 21(5), 1983-2014. https://doi.org/10.1093/rfs/hhn015
  • Yuan, Kathy, Zheng, Liu, Zhu, Qiaoqiao (2006). Are investors moonstruck?: lunar phases and stock returns. Journal of Empirical Finance, 13(1), 1-23. https://doi.org/10.1016/j.jempfin.2005.06.001
  • Boyer, Brian H., Kumagai, Timoni, Yuan, Kathy (2006). How do crises spread? Evidence from accessible and inaccessible stock indices. Journal of Finance, 61(2), 957-1003.
  • Yuan, Kathy (2005). The liquidity service of benchmark securities. Journal of the European Economic Association, 3(5), 1156-1180. https://doi.org/10.1162/1542476054729428
  • Yuan, Kathy (2005). Asymmetric price movements and borrowing constraints: a rational expectations equilibrium model of crises, contagion, and confusion. Journal of Finance, 60(1), 379-411.
    • Chapter
  • Ozdenoren, Emre, Yuan, Kathy (2025). The rise of tokenised money: building the digital future of financial infrastructure. In Niepelt, Dirk (Ed.), Frontiers of Digital Finance (pp. 171 - 177). CEPR Press.
    • Dataset
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Konstantinos E. (2021). Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims. [Dataset]. Zenodo. https://doi.org/10.5281/zenodo.5534801
    • Working paper
  • Ozdenoren, Emre, Yuan, Kathy, Zhang, Shengxing (2022). Dynamic asset-backed security design. (Financial Markets Group Discussion Papers 856). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Konstantinos (2021). Multi-asset noisy rational expectations equilibrium with contingent claims. (Financial Markets Group Discussion Papers 745). Financial Markets Group, The London School of Economics and Political Science.
  • Julliard, Christian, Shi, Ran, Yuan, Kathy (2020). The spread of COVID-19 in London: network effects and optimal lockdowns. (Systemic Risk Centre Discussion Papers 104). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Toffano, Priscilla, Yuan, Kathy (2019). E-shekels across borders: a distributed ledger system to settle payments between Israel and the West Bank. (LSE Middle East Centre paper series 28). LSE Middle East Centre. picture_as_pdf
  • Ozdenoren, Emre, Yuan, Kathy (2015). Endogenous contractual externalities. (Financial Markets Group Discussion Papers 746). Financial Markets Group, The London School of Economics and Political Science.
  • Denbee, Edward, Julliard, Christian, Yepremyan, Liana, Yuan, Kathy (2014). Network risk and key players: a structural analysis of interbank liquidity. (Financial Markets Group Discussion Papers 734). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Konstantinos (2014). Multi-asset noisy rational expectations equilibrium with contingent claims. (Working papers). Social Science Research Network (SSRN).
  • Ozdenoren, Emre, Yuan, Kathy (2012). Stock market tournaments. (Financial Markets Group Discussion Papers 706). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goldstein, Itay, Ozdenoren, Emre, Yuan, Kathy (2011). Trading frenzies and their impact on real investment. (Financial Markets Group Discussion Papers 670). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goldstein, Itay, Ozdenoren, Emre, Yuan, Kathy (2010). Trading frenzies and their impact on real investment. (CEPR Discussion Paper DP7652). Centre for Economic Policy Research (Great Britain).