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Taming the Basel leverage cycl...
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Farmer, J. Doyne
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ECONIS (ZBW)
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11
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
Saved in:
12
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
Saved in:
13
Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates
Farmer, J. Doyne
;
Geanakoplos, John
-
2009
Persistent link: https://www.econbiz.de/10003868957
Saved in:
14
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
Saved in:
15
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
Saved in:
16
Leverage causes fat tails and clustered volatility
Thurner, Stefan
;
Farmer, J. Doyne
;
Geanakoplos, John
-
2010
Persistent link: https://www.econbiz.de/10003925360
Saved in:
17
Discounting the distant future
Farmer, J. Doyne
;
Geanakoplos, John
;
Masoliver, Jaume
; …
-
2014
Persistent link: https://www.econbiz.de/10010380629
Saved in:
18
Macroprudential policy in an agent-based model of the UK housing market
Baptista, Rafa
;
Farmer, J. Doyne
;
Hinterschweiger, Marc
; …
-
2016
Persistent link: https://www.econbiz.de/10011557431
Saved in:
19
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:
20
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:
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