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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

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

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 virtues and vices of equilibrium and the future of financial economics

Farmer, J. Doyne (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003724252

Price impact function of a single transaction

Lillo, Fabrizio; Farmer, J. Doyne; Mantegna, Rosario N. - In: The complex dynamics of economic interaction : essays …, (pp. 153-160). 2004

Persistent link: https://www.econbiz.de/10002415112

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

The price dynamics of common trading strategies

Farmer, J. Doyne; Joshi, Shareen - In: Journal of economic behavior & organization : JEBO 49 (2002) 2, pp. 149-171

Persistent link: https://www.econbiz.de/10001702978

Frontiers of finance : evolution and efficient markets

Farmer, J. Doyne; Lo, Andrew W. - In: Wirtschaftspolitische Blätter 47 (2000) 4, pp. 403-406

Persistent link: https://www.econbiz.de/10001572357

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

A simulation of the insurance industry : the problem of risk model homogeneity

Heinrich, Torsten; Sabuco, Juan; Farmer, J. Doyne - In: Journal of economic interaction and coordination 17 (2022) 2, pp. 535-576

Persistent link: https://www.econbiz.de/10013271950

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