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An open mind : memories of Ken Arrow

Farmer, J. Doyne - In: Quantitative finance 19 (2019) 1, pp. 33-34

Persistent link: https://www.econbiz.de/10012194618

Overlapping portfolios, contagion, and financial stability

Caccioli, Fabio; Farmer, J. Doyne; Foti, Nick; … - In: Journal of economic dynamics & control 51 (2015), pp. 50-63

Persistent link: https://www.econbiz.de/10011474265

A third wave in the economics of climate change

Farmer, J. Doyne; Hepburn, Cameron; Mealy, Penny; … - In: Environmental & resource economics : the official … 62 (2015) 2, pp. 329-357

Persistent link: https://www.econbiz.de/10011477677

The long memory of the efficient market

Lillo, Fabrizio (contributor); Farmer, J. Doyne (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 3

Persistent link: https://www.econbiz.de/10002652199

Handbook of financial stress testing

Farmer, J. Doyne; Kleinnijenhuis, Alissa M.; Schuermann, Til - 2022

"Stress tests are the most innovative regulatory tool to prevent and fight financial crises. Their use has fundamentally changed the mathematical modeling of financial systems, financial risk management in the public and private sector, and the policies designed to prevent and mitigate financial...

Persistent link: https://www.econbiz.de/10012632110

Handbook of financial stress testing

Kleinnijenhuis, Alissa M.; Schuermann, Til; Wetzer, Thomas - 2022

Stress tests are the most innovative regulatory tool to prevent and fight financial crises. Their use has fundamentally changed the modeling of financial systems, financial risk management in the public and private sector, and the policies designed to prevent and mitigate financial crises. When...

Persistent link: https://www.econbiz.de/10013272611

The intrafirm complexity of systemically important financial institutions

Lumsdaine, Robin L.; Rockmore, Daniel N.; Foti, N. J.; … - In: Journal of financial stability 52 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012745433

Supply and demand shocks in the COVID-19 pandemic : an industry and occupation perspective

Del Rio-Chanona, Rita Maria; Mealy, Penny; Pichler, Anton; … - In: Oxford review of economic policy 36 (2020), pp. S94-S137

Persistent link: https://www.econbiz.de/10012405748

Beyond the square root : evidence for logarithmic dependence of market impact on size and participation rate

Zarinelli, Elia; Treccani, Michele; Farmer, J. Doyne; … - In: Market microstructure and liquidity 1 (2015) 2, pp. 1-32

Persistent link: https://www.econbiz.de/10011588201

How predictable is technological progress?

Farmer, J. Doyne; Lafond, François - In: Research policy : policy, management and economic … 45 (2016) 3, pp. 647-665

Persistent link: https://www.econbiz.de/10011598209