Filtered By: Financial stability
186 results: page 3 of 6
Jun 2022
No. 2022-10 - Agent-Based Modeling in Economics and Finance: Past, Present, and Future
Robert Axtell , J. Doyne Farmer
Robert Axtell , J. Doyne Farmer
May 2022
Mar 2022
Modelling COVID-19 contagion: risk assessment and targeted mitigation policies
in Royal Society Open Science
Rama Cont , Artur Kotlicki , Renyuan Xu
in Royal Society Open Science
Rama Cont , Artur Kotlicki , Renyuan Xu
Mar 2022
Dec 2021
Oct 2021
The Frequency of Convergent Games under Best-Response Dynamics
in Dynamic Games and Applications
Samuel C. Wiese , Torsten Heinrich
in Dynamic Games and Applications
Samuel C. Wiese , Torsten Heinrich
Oct 2021
Macroprudential Policy in a Heterogeneous Environment—An Application of Agent-Based Approach in Systemic Risk Modelling
in Entropy
Jagoda Kaszowska-Mojsa
in Entropy
Jagoda Kaszowska-Mojsa
Sept 2021
Blog: Is the Too-Big-To-Fail Problem Resolved?
J. Doyne Farmer , Charles Goodhart , Alissa M. Kleinnijenhuis
J. Doyne Farmer , Charles Goodhart , Alissa M. Kleinnijenhuis
Sept 2021
Levels of structural change: An analysis of China’s development push 1998-2014
in Journal of Evolutionary Economics
Shuanping Dai , Jangho Yang , Torsten Heinrich
in Journal of Evolutionary Economics
Shuanping Dai , Jangho Yang , Torsten Heinrich
Sept 2021
What Drives House Price Cycles? International Experience and Policy Issues
in Journal of Economic Literature
John Duca , John Muellbauer , Anthony Murphy
in Journal of Economic Literature
John Duca , John Muellbauer , Anthony Murphy
Sept 2021
Sept 2021
Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain
in Economic Systems Research
Anton Pichler , J. Doyne Farmer
in Economic Systems Research
Anton Pichler , J. Doyne Farmer
Sept 2021
Sept 2021
Higher-Order Exposures
in SSRN Electronic Journal
Garbrand Wiersema , Alissa M. Kleinnijenhuis , Esti Kemp , Thom Wetzer
in SSRN Electronic Journal
Garbrand Wiersema , Alissa M. Kleinnijenhuis , Esti Kemp , Thom Wetzer
Aug 2021
It takes two to dance: Institutional dynamics and climate-related financial policies
in Ecological Economics
Moritz Baer , Emanuele Campiglio , Jérôme Deyris
in Ecological Economics
Moritz Baer , Emanuele Campiglio , Jérôme Deyris
Aug 2021
Systemic Implications of the Bail-In Design
in SSRN Electronic Journal
Alissa M. Kleinnijenhuis , Charles Goodhart , J. Doyne Farmer
in SSRN Electronic Journal
Alissa M. Kleinnijenhuis , Charles Goodhart , J. Doyne Farmer
Aug 2021
No. 2021-21 - Systemic implications of the bail-in design
Alissa M. Kleinnijenhuis , Charles Goodhart , J. Doyne Farmer
Alissa M. Kleinnijenhuis , Charles Goodhart , J. Doyne Farmer
Jul 2021
Emergent inequality and business cycles in a simple behavioral macroeconomic model
in Proceedings of the National Academy of Sciences
Yuki Asano , Jakob J. Kolb , Jobst Heitzig , J. Doyne Farmer
in Proceedings of the National Academy of Sciences
Yuki Asano , Jakob J. Kolb , Jobst Heitzig , J. Doyne Farmer
Jun 2021
How market ecology explains market malfunction
in Proceedings of the National Academy of Sciences
Maarten Scholl , Anisoara Calinescu , J. Doyne Farmer
in Proceedings of the National Academy of Sciences
Maarten Scholl , Anisoara Calinescu , J. Doyne Farmer
May 2021
May 2021
May 2021
May 2021
Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large-scale agent-based model
in SN Business & Economics
Kirill S. Glavatskiy , Mikhail Prokopenko , Adrián Carro , Paul Ormerod , Michael Harré
in SN Business & Economics
Kirill S. Glavatskiy , Mikhail Prokopenko , Adrián Carro , Paul Ormerod , Michael Harré
May 2021
No. 2021-04 - Reddit’s self-organised bull runs: Social contagion and asset prices
Valentina Semenova , Julian Winkler
Valentina Semenova , Julian Winkler
Apr 2021
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
Jan Maciejowski , Robert Rowthorn , Scott Sheffield , David Vines , Annie Williamson
Mar 2021
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
in Journal of Economic Interaction and Coordination
Torsten Heinrich , Juan Sabuco , J. Doyne Farmer
Feb 2021
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
Anton Pichler , Marco Pangallo , R. Maria del Rio-Chanona , François Lafond , J. Doyne Farmer
Feb 2021
Jan 2021
No. 2021-05 - Modeling simultaneous supply and demand shocks in input-output networks
Anton Pichler , J. Doyne Farmer
Anton Pichler , J. Doyne Farmer
Dec 2020
Tâtonnement, Approach to Equilibrium and Excess Volatility in Firm Networks
Théo Dessertaine , Jose Moran , Michael Benzaquen , Jean-Philippe Bouchaud
Théo Dessertaine , Jose Moran , Michael Benzaquen , Jean-Philippe Bouchaud
Dec 2020
The intrafirm complexity of systemically important financial institutions
in Journal of Financial Stability
Robin Lumsdaine , Daniel Rockmore , Nick Foti , Greg Leibon , J. Doyne Farmer
in Journal of Financial Stability
Robin Lumsdaine , Daniel Rockmore , Nick Foti , Greg Leibon , J. Doyne Farmer
Nov 2020
No. 2020-24 - The Frequency of Convergent Games under Best-Response Dynamics
Samuel C. Wiese , Torsten Heinrich
Samuel C. Wiese , Torsten Heinrich