| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Interpretation of the Economic Complexity Index |
0 |
0 |
2 |
23 |
2 |
8 |
18 |
83 |
| A proposal for impact-adjusted valuation: Critical leverage and execution risk |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
107 |
| A quantitative model of trading and price formation in financial markets |
0 |
0 |
1 |
70 |
0 |
2 |
5 |
203 |
| A simulation of the insurance industry: The problem of risk model homogeneity |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
28 |
| A simulation of the insurance industry: The problem of risk model homogeneity |
0 |
0 |
2 |
8 |
0 |
2 |
6 |
40 |
| A simulation of the insurance industry: The problem of risk model homogeneity |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
37 |
| A taxonomy of learning dynamics in 2 × 2 games |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
8 |
| A theory for long-memory in supply and demand |
0 |
0 |
0 |
23 |
0 |
1 |
4 |
69 |
| Agent-Based Modeling in Economics and Finance: Past, Present, and Future |
17 |
74 |
147 |
397 |
32 |
128 |
356 |
909 |
| An empirical behavioral model of liquidity and volatility |
0 |
0 |
0 |
82 |
0 |
1 |
3 |
269 |
| An empirical behavioral model of price formation |
0 |
0 |
0 |
42 |
0 |
2 |
3 |
119 |
| An empirical study of the tails of mutual fund size |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
109 |
| Automation and occupational mobility: A data-driven network model |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
48 |
| Best reply structure and equilibrium convergence in generic games |
0 |
1 |
1 |
4 |
0 |
1 |
3 |
8 |
| Best reply structure and equilibrium convergence in generic games |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
51 |
| Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate |
0 |
0 |
1 |
22 |
0 |
1 |
7 |
56 |
| Black-box Bayesian inference for economic agent-based models |
0 |
0 |
0 |
55 |
0 |
1 |
3 |
91 |
| Black-box Bayesian inference for economic agent-based models |
1 |
1 |
2 |
19 |
1 |
1 |
3 |
28 |
| Calibrating Agent-based Models to Microdata with Graph Neural Networks |
1 |
2 |
9 |
34 |
1 |
3 |
16 |
44 |
| Can stimulating demand drive costs down? World War II as a natural experiment |
0 |
0 |
1 |
11 |
0 |
0 |
1 |
22 |
| Can stimulating demand drive costs down? World War II as a natural experiment |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
29 |
| Chaos in Learning a Simple Two Person Game |
0 |
0 |
0 |
196 |
0 |
1 |
4 |
597 |
| Correlations and clustering in the trading of members of the London Stock Exchange |
0 |
0 |
0 |
36 |
0 |
1 |
1 |
91 |
| Demand Storage, Market Liquidity, and Price Volatility |
0 |
0 |
0 |
119 |
0 |
0 |
1 |
576 |
| Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
72 |
| Discounting the Distant Future |
0 |
0 |
1 |
51 |
0 |
0 |
2 |
133 |
| Discounting the distant future: What do historical bond prices imply about the long term discount rate? |
0 |
0 |
1 |
40 |
0 |
1 |
3 |
153 |
| Discounting the distant future: What do historical bond prices imply about the long term discount rate? |
0 |
0 |
1 |
19 |
0 |
1 |
6 |
16 |
| Economics: the next physical science? |
0 |
0 |
0 |
471 |
0 |
0 |
0 |
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 |
1 |
1 |
22 |
| Empirically grounded technology forecasts and the energy transition |
0 |
0 |
6 |
54 |
0 |
2 |
20 |
173 |
| Employment dynamics in a rapid decarbonization of the power sector |
0 |
1 |
19 |
49 |
1 |
5 |
40 |
110 |
| Estimating initial conditions for dynamical systems with incomplete information |
1 |
1 |
4 |
40 |
2 |
2 |
9 |
84 |
| Foundations of system-wide financial stress testing with heterogeneous institutions |
0 |
0 |
0 |
10 |
0 |
2 |
4 |
29 |
| Foundations of system-wide financial stress testing with heterogeneous institutions |
1 |
2 |
4 |
35 |
3 |
5 |
12 |
62 |
| Frontiers of Finance: Evolution and Efficient Markets |
0 |
0 |
0 |
521 |
0 |
0 |
12 |
1,665 |
| Getting at Systemic Risk via an Agent-Based Model of the Housing Market |
0 |
0 |
2 |
294 |
1 |
1 |
8 |
726 |
| Heterogeneity, correlations and financial contagion |
0 |
0 |
2 |
84 |
0 |
1 |
6 |
168 |
| Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market |
0 |
1 |
2 |
15 |
1 |
2 |
15 |
42 |
| Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market |
0 |
0 |
1 |
10 |
0 |
0 |
5 |
35 |
| Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market |
0 |
0 |
2 |
19 |
0 |
0 |
4 |
28 |
| How Market Ecology Explains Market Malfunction |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
55 |
| How does the market react to your order flow? |
0 |
0 |
0 |
103 |
0 |
2 |
4 |
267 |
| How efficiency shapes market impact |
0 |
0 |
0 |
125 |
0 |
0 |
1 |
271 |
| How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network |
0 |
0 |
1 |
45 |
0 |
0 |
5 |
112 |
| How markets slowly digest changes in supply and demand |
0 |
1 |
5 |
146 |
1 |
8 |
19 |
511 |
| How predictable is technological progress? |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
114 |
| How production networks amplify economic growth |
0 |
0 |
0 |
25 |
0 |
0 |
3 |
34 |
| How production networks amplify economic growth |
0 |
0 |
0 |
57 |
0 |
1 |
4 |
99 |
| How production networks amplify economic growth |
0 |
0 |
0 |
25 |
1 |
1 |
7 |
37 |
| How well do experience curves predict technological progress? A method for making distributional forecasts |
0 |
0 |
2 |
54 |
0 |
2 |
6 |
138 |
| Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates |
0 |
0 |
2 |
665 |
0 |
1 |
18 |
2,228 |
| Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
204 |
| In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
32 |
| In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model |
0 |
2 |
5 |
31 |
0 |
6 |
14 |
81 |
| Interpreting Economic Complexity |
0 |
0 |
2 |
61 |
0 |
0 |
5 |
216 |
| Leverage Causes Fat Tails and Clustered Volatility |
0 |
0 |
0 |
161 |
0 |
0 |
1 |
313 |
| Leverage Causes Fat Tails and Clustered Volatility |
0 |
1 |
3 |
49 |
0 |
2 |
6 |
175 |
| Leverage Causes Fat Tails and Clustered Volatility |
0 |
0 |
0 |
122 |
0 |
2 |
7 |
332 |
| Leverage-induced systemic risk under Basle II and other credit risk policies |
0 |
0 |
0 |
139 |
0 |
0 |
2 |
223 |
| Liquidity Spirals |
2 |
3 |
13 |
32 |
2 |
6 |
25 |
73 |
| Macroprudential policy in an agent-based model of the UK housing market |
1 |
1 |
6 |
152 |
2 |
5 |
23 |
399 |
| Market Force, Ecology, and Evolution |
0 |
0 |
10 |
538 |
1 |
2 |
18 |
1,931 |
| Market Force, Ecology, and Evolution |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
889 |
| Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? |
1 |
1 |
1 |
54 |
1 |
1 |
2 |
166 |
| Market impact and trading profile of large trading orders in stock markets |
0 |
0 |
0 |
122 |
0 |
1 |
3 |
359 |
| Market making, price formation, and technical trading |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
658 |
| Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution |
0 |
0 |
0 |
13 |
2 |
2 |
2 |
37 |
| Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution |
0 |
0 |
0 |
20 |
0 |
0 |
3 |
38 |
| Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution |
0 |
0 |
1 |
3 |
0 |
0 |
5 |
16 |
| 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 |
1 |
1 |
3 |
21 |
3 |
5 |
12 |
43 |
| Modelling labour market transitions: the case of productivity shifts in Brazil |
2 |
9 |
35 |
67 |
3 |
16 |
64 |
145 |
| Models of Financial Stability and Their Application in Stress Tests |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
19 |
| Models of Financial Stability and their Application in Stress Tests |
0 |
0 |
2 |
76 |
0 |
0 |
10 |
147 |
| On the origin of power law tails in price fluctuations |
0 |
0 |
1 |
44 |
0 |
1 |
3 |
162 |
| 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 |
0 |
0 |
1 |
774 |
| Production networks and epidemic spreading: How to restart the UK economy? |
1 |
2 |
6 |
17 |
5 |
7 |
17 |
65 |
| Production networks and epidemic spreading: How to restart the UK economy? |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
64 |
| Reconstructing production networks using machine learning |
1 |
1 |
11 |
118 |
3 |
7 |
30 |
194 |
| Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels |
0 |
0 |
2 |
10 |
1 |
1 |
4 |
30 |
| Segmentation algorithm for non-stationary compound Poisson processes |
0 |
0 |
1 |
50 |
0 |
0 |
2 |
179 |
| 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 |
2 |
40 |
| Single Curve Collapse of the Price Impact Function for the New York Stock Exchange |
0 |
0 |
0 |
48 |
0 |
1 |
3 |
136 |
| Stability analysis of financial contagion due to overlapping portfolios |
0 |
0 |
0 |
63 |
0 |
3 |
4 |
168 |
| Statistical Basis for Predicting Technological Progress |
0 |
0 |
1 |
88 |
0 |
0 |
1 |
182 |
| Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation |
0 |
0 |
0 |
36 |
0 |
0 |
5 |
66 |
| Statistical theory of the continuous double auction |
0 |
1 |
2 |
77 |
0 |
2 |
7 |
208 |
| Studies of the limit order book around large price changes |
0 |
0 |
0 |
100 |
0 |
1 |
3 |
217 |
| Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective |
0 |
0 |
0 |
81 |
1 |
2 |
3 |
329 |
| Systemic implications of the bail-in design |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
10 |
| Systemic implications of the bail-in design |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
13 |
| Taming the Basel Leverage Cycle |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
35 |
| Taming the Basel leverage cycle |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Taming the Basel leverage cycle |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
40 |
| Taming the Basel leverage cycle |
0 |
0 |
1 |
41 |
0 |
0 |
1 |
39 |
| Technological interdependencies predict innovation dynamics |
0 |
0 |
0 |
17 |
1 |
1 |
2 |
41 |
| Technological interdependencies predict innovation dynamics |
0 |
0 |
0 |
8 |
0 |
1 |
4 |
35 |
| 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 |
0 |
1 |
49 |
0 |
0 |
3 |
170 |
| The Price Dynamics of Common Trading Strategies |
0 |
0 |
0 |
321 |
0 |
1 |
7 |
1,142 |
| The Reality Game |
0 |
0 |
0 |
50 |
0 |
1 |
2 |
206 |
| The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
12 |
| The Virtues and Vices of Equilibrium and the Future of Financial Economics |
0 |
0 |
1 |
12 |
0 |
1 |
9 |
84 |
| The Virtues and Vices of Equilibrium and the Future of Financial Economics |
1 |
1 |
1 |
342 |
1 |
2 |
3 |
1,030 |
| The dynamics of the leverage cycle |
0 |
0 |
0 |
42 |
0 |
0 |
3 |
148 |
| The long memory of the efficient market |
0 |
0 |
0 |
59 |
0 |
2 |
6 |
202 |
| The non-random walk of stock prices: The long-term correlation between signs and sizes |
0 |
0 |
0 |
64 |
1 |
2 |
4 |
167 |
| The prevalence of chaotic dynamics in games with many players |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
11 |
| The prevalence of chaotic dynamics in games with many players |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
35 |
| The price dynamics of common trading strategies |
0 |
0 |
1 |
87 |
0 |
0 |
3 |
338 |
| The unequal effects of the health-economy tradeoff during the COVID-19 pandemic |
0 |
0 |
1 |
4 |
0 |
1 |
4 |
19 |
| The virtues and vices of equilibrium and the future of financial economics |
1 |
1 |
1 |
16 |
1 |
2 |
3 |
108 |
| There's more to volatility than volume |
0 |
0 |
0 |
28 |
0 |
1 |
2 |
90 |
| Tick size and price diffusion |
0 |
0 |
0 |
64 |
0 |
0 |
2 |
143 |
| To bail-out or to bail-in? Answers from an agent-based model |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
50 |
| Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II |
0 |
0 |
3 |
12 |
0 |
0 |
5 |
13 |
| 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 |
0 |
0 |
1 |
27 |
| What drives mutual fund asset concentration? |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
124 |
| What really causes large price changes? |
0 |
0 |
0 |
77 |
0 |
0 |
2 |
307 |
| Why is order flow so persistent? |
0 |
1 |
4 |
116 |
0 |
4 |
14 |
301 |
| Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
67 |
| Total Working Papers |
32 |
109 |
343 |
8,994 |
74 |
288 |
1,062 |
27,486 |
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