Publications

Filtered Results: 86 found

May 2021
INET Working Paper
No. 2021-04 - Reddit’s self-organised bull runs: Social contagion and asset prices
Valentina Semenova, Julian Winkler
Apr 2021
INET Working Paper
No. 2021-14 - Cost/benefit analysis of Covid-19 pandemic suppression using an SEIR model
Jan Maciejowski, Robert Rowthorn, Scott Sheffield, David Vines, Annie Williamson
Mar 2021
Journal
A simulation of the insurance industry: the problem of risk model homogeneity
in Journal of Economic Interaction and Coordination
Torsten Heinrich, Juan Sabuco, J. Doyne Farmer
Feb 2021
INET Working Paper
No. 2021-18 - In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model
Anton Pichler, Marco Pangallo, R. Maria del Rio-Chanona, François Lafond, J. Doyne Farmer
Jan 2021
INET Working Paper
No. 2021-05 - Modeling simultaneous supply and demand shocks in input-output networks
Anton Pichler, J. Doyne Farmer
Dec 2020
Journal
The intrafirm complexity of systemically important financial institutions
in Journal of Financial Stability
Robin Lumsdaine, Daniel Rockmore, Nick Foti, Greg Leibon, J. Doyne Farmer
Nov 2020
INET Working Paper
No. 2020-24 - The Frequency of Convergent Games under Best-Response Dynamics
Samuel C. Wiese, Torsten Heinrich
Oct 2020
Journal
The multiplex nature of global financial contagions
in Applied Network Science
R. Maria del Rio-Chanona, Yevgeniya Korniyenko, Manasa Patnam, Mason A. Porter
Oct 2020
Journal
Toward a New Ontological Framework for the Economic Good
in Global Perspectives
Eric Beinhocker
Sept 2020
Blog
The US excess mortality rate from COVID-19 is substantially worse than Europe’s
Janine Aron, John Muellbauer
Sept 2020
Journal
Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity
in Journal of Banking & Finance
Rama Cont, Artur Kotlicki, Laura Valderrama
Aug 2020
Report
Forecast-Based Financing and Disaster Displacement: Acting Early to Reduce Humanitarian Impacts of Displacement
Lisa Thalheimer, Eddie Wasswa Jjemba, Ezekiel Simperingham
Jul 2020
Journal
What is the minimal systemic risk in financial exposure networks?
in Journal of Economic Dynamics and Control
Anton Pichler, Christian Diem, Stefan Thurner
Jul 2020
INET Working Paper
No. 2019-16 - Corporate Secular Stagnation: Empirical Evidence on the Advanced Economy Investment Slowdown
Jangho Yang, Ilan Strauss
Jul 2020
Journal
Two tales of complex system analysis: MaxEnt and agent-based modeling
in The European Physical Journal Special Topics
Jangho Yang, Adrián Carro
Jun 2020
Blog
Usable bank capital
Alissa M. Kleinnijenhuis, Thom Wetzer