Working Paper |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
A New Interpretation of the Economic Complexity Index |
0 |
0 |
5 |
23 |
0 |
0 |
14 |
73 |
A proposal for impact-adjusted valuation: Critical leverage and execution risk |
0 |
0 |
0 |
35 |
0 |
1 |
2 |
107 |
A quantitative model of trading and price formation in financial markets |
0 |
0 |
2 |
70 |
0 |
1 |
6 |
201 |
A simulation of the insurance industry: The problem of risk model homogeneity |
0 |
0 |
0 |
13 |
0 |
1 |
2 |
27 |
A simulation of the insurance industry: The problem of risk model homogeneity |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
37 |
A simulation of the insurance industry: The problem of risk model homogeneity |
0 |
0 |
2 |
7 |
0 |
1 |
11 |
37 |
A taxonomy of learning dynamics in 2 × 2 games |
0 |
0 |
1 |
1 |
0 |
1 |
3 |
7 |
A theory for long-memory in supply and demand |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
68 |
Agent-Based Modeling in Economics and Finance: Past, Present, and Future |
10 |
24 |
99 |
317 |
20 |
70 |
303 |
759 |
An empirical behavioral model of liquidity and volatility |
0 |
0 |
0 |
82 |
0 |
0 |
3 |
268 |
An empirical behavioral model of price formation |
0 |
0 |
1 |
42 |
0 |
0 |
3 |
117 |
An empirical study of the tails of mutual fund size |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
109 |
Automation and occupational mobility: A data-driven network model |
0 |
0 |
0 |
25 |
1 |
1 |
1 |
48 |
Best reply structure and equilibrium convergence in generic games |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
51 |
Best reply structure and equilibrium convergence in generic games |
0 |
0 |
1 |
3 |
0 |
0 |
3 |
7 |
Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate |
1 |
1 |
1 |
22 |
1 |
2 |
8 |
54 |
Black-box Bayesian inference for economic agent-based models |
0 |
0 |
2 |
18 |
0 |
0 |
5 |
26 |
Black-box Bayesian inference for economic agent-based models |
0 |
0 |
0 |
55 |
0 |
0 |
4 |
89 |
Calibrating Agent-based Models to Microdata with Graph Neural Networks |
0 |
2 |
7 |
32 |
1 |
6 |
16 |
41 |
Can stimulating demand drive costs down? World War II as a natural experiment |
1 |
1 |
2 |
11 |
1 |
1 |
2 |
22 |
Can stimulating demand drive costs down? World War II as a natural experiment |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
28 |
Chaos in Learning a Simple Two Person Game |
0 |
0 |
0 |
196 |
0 |
0 |
3 |
596 |
Correlations and clustering in the trading of members of the London Stock Exchange |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
90 |
Demand Storage, Market Liquidity, and Price Volatility |
0 |
0 |
0 |
119 |
0 |
1 |
3 |
576 |
Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
72 |
Discounting the Distant Future |
0 |
0 |
1 |
51 |
0 |
1 |
3 |
133 |
Discounting the distant future: What do historical bond prices imply about the long term discount rate? |
0 |
0 |
1 |
40 |
0 |
0 |
1 |
151 |
Discounting the distant future: What do historical bond prices imply about the long term discount rate? |
0 |
0 |
18 |
19 |
0 |
0 |
14 |
15 |
Economics: the next physical science? |
0 |
0 |
0 |
471 |
0 |
0 |
2 |
1,271 |
Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
21 |
Empirically grounded technology forecasts and the energy transition |
0 |
1 |
12 |
54 |
0 |
3 |
27 |
167 |
Employment dynamics in a rapid decarbonization of the power sector |
3 |
7 |
32 |
47 |
6 |
16 |
79 |
103 |
Estimating initial conditions for dynamical systems with incomplete information |
1 |
2 |
3 |
39 |
1 |
5 |
8 |
82 |
Foundations of system-wide financial stress testing with heterogeneous institutions |
0 |
1 |
2 |
32 |
0 |
1 |
8 |
56 |
Foundations of system-wide financial stress testing with heterogeneous institutions |
0 |
0 |
0 |
10 |
1 |
2 |
2 |
27 |
Frontiers of Finance: Evolution and Efficient Markets |
0 |
0 |
0 |
521 |
0 |
1 |
12 |
1,663 |
Getting at Systemic Risk via an Agent-Based Model of the Housing Market |
0 |
1 |
3 |
294 |
2 |
3 |
10 |
724 |
Heterogeneity, correlations and financial contagion |
0 |
1 |
1 |
83 |
1 |
3 |
3 |
165 |
Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market |
0 |
1 |
3 |
14 |
1 |
10 |
16 |
40 |
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market |
0 |
0 |
0 |
9 |
0 |
0 |
6 |
34 |
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market |
0 |
2 |
2 |
19 |
0 |
3 |
7 |
28 |
How Market Ecology Explains Market Malfunction |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
54 |
How does the market react to your order flow? |
0 |
0 |
0 |
103 |
0 |
0 |
1 |
264 |
How efficiency shapes market impact |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
270 |
How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network |
0 |
0 |
1 |
45 |
0 |
2 |
8 |
112 |
How markets slowly digest changes in supply and demand |
1 |
1 |
5 |
145 |
1 |
4 |
14 |
502 |
How predictable is technological progress? |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
113 |
How production networks amplify economic growth |
0 |
0 |
0 |
25 |
0 |
1 |
3 |
33 |
How production networks amplify economic growth |
0 |
0 |
0 |
57 |
0 |
1 |
4 |
98 |
How production networks amplify economic growth |
0 |
0 |
0 |
25 |
1 |
5 |
7 |
36 |
How well do experience curves predict technological progress? A method for making distributional forecasts |
0 |
0 |
2 |
54 |
0 |
0 |
6 |
136 |
Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates |
0 |
0 |
3 |
665 |
1 |
3 |
20 |
2,223 |
Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates |
0 |
0 |
1 |
109 |
0 |
0 |
2 |
204 |
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model |
0 |
1 |
4 |
29 |
1 |
3 |
11 |
75 |
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
31 |
Interpreting Economic Complexity |
0 |
0 |
2 |
60 |
0 |
3 |
8 |
215 |
Leverage Causes Fat Tails and Clustered Volatility |
0 |
0 |
1 |
122 |
0 |
3 |
6 |
329 |
Leverage Causes Fat Tails and Clustered Volatility |
0 |
0 |
0 |
161 |
0 |
1 |
1 |
313 |
Leverage Causes Fat Tails and Clustered Volatility |
0 |
0 |
2 |
48 |
0 |
2 |
4 |
173 |
Leverage-induced systemic risk under Basle II and other credit risk policies |
0 |
0 |
0 |
139 |
0 |
0 |
2 |
222 |
Liquidity Spirals |
1 |
4 |
15 |
29 |
1 |
8 |
33 |
67 |
Macroprudential policy in an agent-based model of the UK housing market |
1 |
1 |
5 |
149 |
3 |
4 |
20 |
391 |
Market Force, Ecology, and Evolution |
0 |
2 |
12 |
537 |
0 |
3 |
18 |
1,927 |
Market Force, Ecology, and Evolution |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
887 |
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? |
0 |
0 |
0 |
53 |
0 |
0 |
2 |
165 |
Market impact and trading profile of large trading orders in stock markets |
0 |
0 |
1 |
122 |
1 |
2 |
4 |
358 |
Market making, price formation, and technical trading |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
658 |
Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
35 |
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution |
0 |
0 |
0 |
20 |
1 |
2 |
3 |
37 |
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution |
0 |
1 |
1 |
3 |
0 |
3 |
4 |
14 |
Mechanical vs. informational components of price impact |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
104 |
Modeling simultaneous supply and demand shocks in input-output networks |
0 |
1 |
4 |
20 |
1 |
5 |
10 |
38 |
Modelling labour market transitions: the case of productivity shifts in Brazil |
4 |
10 |
38 |
54 |
9 |
18 |
67 |
123 |
Models of Financial Stability and Their Application in Stress Tests |
0 |
0 |
3 |
6 |
0 |
0 |
4 |
19 |
Models of Financial Stability and their Application in Stress Tests |
0 |
0 |
4 |
76 |
1 |
3 |
14 |
146 |
On the origin of power law tails in price fluctuations |
0 |
0 |
1 |
44 |
0 |
0 |
2 |
161 |
Optimal Design, Robustness, and Risk Aversion |
0 |
0 |
0 |
131 |
0 |
0 |
0 |
677 |
Physicists Attempt to Scale the Ivory Towers of Finance |
0 |
0 |
0 |
235 |
1 |
1 |
1 |
774 |
Production networks and epidemic spreading: How to restart the UK economy? |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
64 |
Production networks and epidemic spreading: How to restart the UK economy? |
0 |
2 |
5 |
15 |
1 |
6 |
15 |
58 |
Reconstructing production networks using machine learning |
0 |
3 |
13 |
117 |
4 |
10 |
33 |
185 |
Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels |
0 |
0 |
2 |
10 |
0 |
0 |
4 |
29 |
Segmentation algorithm for non-stationary compound Poisson processes |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
177 |
Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain |
0 |
0 |
1 |
16 |
0 |
0 |
4 |
40 |
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange |
0 |
0 |
1 |
48 |
0 |
0 |
3 |
135 |
Stability analysis of financial contagion due to overlapping portfolios |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
165 |
Statistical Basis for Predicting Technological Progress |
0 |
0 |
1 |
88 |
0 |
0 |
2 |
182 |
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation |
0 |
0 |
1 |
36 |
0 |
2 |
5 |
65 |
Statistical theory of the continuous double auction |
0 |
0 |
2 |
76 |
0 |
1 |
6 |
205 |
Studies of the limit order book around large price changes |
0 |
0 |
0 |
100 |
0 |
0 |
5 |
216 |
Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective |
0 |
0 |
0 |
81 |
0 |
0 |
2 |
327 |
Systemic implications of the bail-in design |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
9 |
Systemic implications of the bail-in design |
0 |
0 |
1 |
5 |
0 |
0 |
3 |
12 |
Taming the Basel Leverage Cycle |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
35 |
Taming the Basel leverage cycle |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
40 |
Taming the Basel leverage cycle |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Taming the Basel leverage cycle |
0 |
0 |
1 |
41 |
0 |
0 |
1 |
39 |
Technological interdependencies predict innovation dynamics |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
40 |
Technological interdependencies predict innovation dynamics |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
33 |
The Intrafirm Complexity of Systemically Important Financial Institutions |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
52 |
The Predictive Power of Zero Intelligence in Financial Markets |
0 |
1 |
1 |
49 |
0 |
1 |
4 |
170 |
The Price Dynamics of Common Trading Strategies |
0 |
0 |
0 |
321 |
2 |
2 |
5 |
1,138 |
The Reality Game |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
205 |
The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy |
0 |
0 |
1 |
5 |
0 |
0 |
3 |
12 |
The Virtues and Vices of Equilibrium and the Future of Financial Economics |
0 |
0 |
2 |
341 |
0 |
0 |
7 |
1,028 |
The Virtues and Vices of Equilibrium and the Future of Financial Economics |
0 |
1 |
2 |
12 |
2 |
5 |
9 |
83 |
The dynamics of the leverage cycle |
0 |
0 |
1 |
42 |
0 |
2 |
5 |
148 |
The long memory of the efficient market |
0 |
0 |
0 |
59 |
0 |
1 |
6 |
200 |
The non-random walk of stock prices: The long-term correlation between signs and sizes |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
164 |
The prevalence of chaotic dynamics in games with many players |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
34 |
The prevalence of chaotic dynamics in games with many players |
0 |
0 |
1 |
5 |
0 |
1 |
4 |
11 |
The price dynamics of common trading strategies |
0 |
0 |
2 |
87 |
0 |
0 |
4 |
337 |
The unequal effects of the health-economy tradeoff during the COVID-19 pandemic |
0 |
0 |
1 |
4 |
1 |
1 |
4 |
18 |
The virtues and vices of equilibrium and the future of financial economics |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
106 |
There's more to volatility than volume |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
89 |
Tick size and price diffusion |
0 |
0 |
0 |
64 |
0 |
2 |
2 |
143 |
To bail-out or to bail-in? Answers from an agent-based model |
0 |
0 |
1 |
33 |
0 |
0 |
2 |
50 |
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II |
0 |
1 |
5 |
12 |
0 |
1 |
7 |
12 |
Towards a taxonomy of learning dynamics in 2 x 2 games |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
57 |
Uncertain growth and the value of the future |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
27 |
What drives mutual fund asset concentration? |
0 |
0 |
0 |
29 |
1 |
1 |
1 |
124 |
What really causes large price changes? |
0 |
0 |
1 |
77 |
1 |
2 |
4 |
307 |
Why is order flow so persistent? |
0 |
1 |
4 |
114 |
0 |
5 |
15 |
295 |
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves |
0 |
0 |
1 |
29 |
0 |
1 |
3 |
67 |
Total Working Papers |
23 |
74 |
357 |
8,864 |
73 |
260 |
1,078 |
27,109 |