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~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"SpringerLink / Bücher"
~person:"Farmer, J. Doyne"
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Farmer, J. Doyne
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Europäische Hochschulschriften / 5
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1
Stability analysis of financial contagion due to overlapping portfolios
Caccioli, Fabio
;
Shrestha, Munik
;
Moore, Cristopher
; …
- In:
Journal of banking & finance
46
(
2014
),
pp. 233-245
Persistent link: https://www.econbiz.de/10010467817
Saved in:
2
The dynamics of the leverage cycle
Aymanns, Christoph
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 155-179
Persistent link: https://www.econbiz.de/10010486948
Saved in:
3
To bail-out or to bail-in? : answers from an agent-based model
Klimek, Peter
;
Poledna, Sebastian
;
Farmer, J. Doyne
; …
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 144-154
Persistent link: https://www.econbiz.de/10010486949
Saved in:
4
Leverage-induced systemic
risk
under Basle II and other credit
risk
policies
Poledna, Sebastian
;
Thurner, Stefan
;
Farmer, J. Doyne
; …
- In:
Journal of banking & finance
42
(
2014
),
pp. 199-212
Persistent link: https://www.econbiz.de/10010408397
Saved in:
5
The reality game
Cherkashin, Dmitriy
;
Farmer, J. Doyne
;
Lloyd, Seth
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1091-1105
Persistent link: https://www.econbiz.de/10003844187
Saved in:
6
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
Saved in:
7
Why is equity order flow so persistent?
Tóth, Bence
;
Palit, Imon
;
Lillo, Fabrizio
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
Saved in:
8
Wright meets Markowitz : how standard portfolio
theory
changes when assets are technologies following experience curves
Way, Rupert
;
Lafond, François
;
Lillo, Fabrizio
; …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 211-238
Persistent link: https://www.econbiz.de/10012131054
Saved in:
9
Forecasting the propagation of pandemic shocks with a dynamic input-output model
Pichler, Anton
;
Pangallo, Marco
;
Del Rio-Chanona, Rita Maria
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013543120
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