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The virtues and vices of equilibrium and the future of financial economics
Farmer, J. Doyne (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724252
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Special issue: Applications of statistical physics in economics and finance
Farmer, J. Doyne (contributor); Lux, Thomas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003622491
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An empirical behavioral model of liquidity and volatility
Mike, Szabolcs; Farmer, J. Doyne - In: Journal of economic dynamics & control 32 (2008) 1, pp. 200-234
Persistent link: https://www.econbiz.de/10003622740
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Economics: the next physical science?
Farmer, J. Doyne; Shubik, Martin; Smith, Eric - 2005
Persistent link: https://www.econbiz.de/10003000756
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How markets slowly digest changes in supply and demand
Bouchaud, Jean-Philippe; Farmer, J. Doyne; Lillo, Fabrizio - In: Handbook of financial markets : dynamics and evolution, (pp. 57-160). 2009
Persistent link: https://www.econbiz.de/10003820628
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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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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
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Foundations of system-wide financial stress testing with heterogeneous institutions
Farmer, J. Doyne; Kleinnijenhuis, Alissa M; … - 2020
Persistent link: https://www.econbiz.de/10012534314
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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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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