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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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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
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Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market
Carro, Adrian; Hinterschweiger, Marc; Uluc, Arzu; … - 2022
Persistent link: https://www.econbiz.de/10013199507
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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
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Tick size and price diffusion
La Spada, Gabriele; Farmer, J. Doyne; Lillo, Fabrizio - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 173-187). 2011
Persistent link: https://www.econbiz.de/10009349706
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Superexponential long-term trends in information technology
Nagy, Béla; Farmer, J. Doyne; Trancik, Jessika E.; … - In: Technological forecasting & social change : an … 78 (2011) 8, pp. 1356-1364
Persistent link: https://www.econbiz.de/10009355349
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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
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Production networks and epidemic spreading: how to restart the UK economy?
Pichler, Anton; Pangallo, Marco; Del Rio-Chanona, Rita Maria - In: Covid economics : vetted and real-time papers (2020) 23, pp. 79-151
Persistent link: https://www.econbiz.de/10012294923
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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
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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