Ansgar Walther

Imperial College London

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

Centre for Economic Policy Research (CEPR)

London

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 9,308

SSRN RANKINGS

Top 9,308

in Total Papers Downloads

6,263

SSRN CITATIONS
Rank 7,047

SSRN RANKINGS

Top 7,047

in Total Papers Citations

129

CROSSREF CITATIONS

59

Scholarly Papers (9)

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Journal of Finance, Forthcoming
Number of pages: 92 Posted: 17 Nov 2017 Last Revised: 24 Jun 2021
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and Imperial College London
Downloads 4,075 (2,827)
Citation 74

Abstract:

Loading...

machine learning, credit, mortgages, disparate impact, race

Predictably Unequal? The Effects of Machine Learning on Credit Markets

CEPR Discussion Paper No. DP12448
Number of pages: 60 Posted: 20 Nov 2017
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and Imperial College London
Downloads 3 (788,461)
  • Add to Cart

Abstract:

Loading...

credit access, Machine Learning, Mortgages, statistical discrimination

2.

Social Media, News Media and the Stock Market

Number of pages: 64 Posted: 02 Apr 2016 Last Revised: 29 Feb 2020
Peiran Jiao, Andre Veiga and Ansgar Walther
Maastricht University - Department of Finance, Imperial College London and Imperial College London
Downloads 1,899 (10,348)
Citation 13

Abstract:

Loading...

3.
Downloads 2 ( 52,805)
Citation 3

The Market for Data Privacy

CEPR Discussion Paper No. DP13588
Number of pages: 62 Posted: 18 Mar 2019
Tarun Ramadorai, Ansgar Walther and Antoine Uettwiller
Imperial College London, Imperial College London and Imperial College London
Downloads 2 (799,307)
  • Add to Cart

Abstract:

Loading...

data markets, privacy, third-party sharing, web tracking

4.

Asymmetric Attention

Number of pages: 40 Posted: 24 Apr 2018
Alexandre Kohlhas and Ansgar Walther
Stockholm University - Institute for International Economic Studies (IIES) and Imperial College London
Downloads 89 (346,317)
Citation 9

Abstract:

Loading...

Expectations, learning, inattention

Prudential Policy with Distorted Beliefs

Number of pages: 60 Posted: 06 Nov 2020
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
Downloads 84 (362,199)

Abstract:

Loading...

prudential policy, distorted beliefs, financial regulation, bailouts, monetary policy, bank regulation

Prudential Policy with Distorted Beliefs

CEPR Discussion Paper No. DP16197
Number of pages: 63 Posted: 14 Jul 2021
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
Downloads 0
  • Add to Cart

Abstract:

Loading...

Prudential Policy with Distorted Beliefs

NBER Working Paper No. w28879
Number of pages: 61 Posted: 07 Jun 2021 Last Revised: 20 Jul 2021
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
Downloads 0
  • Add to Cart

Abstract:

Loading...

Financial Architecture and Financial Stability

Number of pages: 30 Posted: 04 May 2021 Last Revised: 27 May 2021
Franklin Allen and Ansgar Walther
Imperial College London and Imperial College London
Downloads 66 (415,995)

Abstract:

Loading...

Financial stability, financial crises, shadow banks, bank regulation, networks

Financial Architecture and Financial Stability

CEPR Discussion Paper No. DP16204
Number of pages: 33 Posted: 14 Jul 2021
Franklin Allen and Ansgar Walther
Imperial College London and Imperial College London
Downloads 1 (812,712)
  • Add to Cart

Abstract:

Loading...

Does Size Matter? Bailouts with Large and Small Banks

Number of pages: 54 Posted: 26 Dec 2017
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
Downloads 28 (590,711)

Abstract:

Loading...

bailouts, bank regulation, too-big-to-fail, too-many-to-fail, size tax

Does Size Matter? Bailouts with Large and Small Banks

NBER Working Paper No. w24132
Number of pages: 55 Posted: 19 Dec 2017 Last Revised: 10 Jun 2021
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
Downloads 15 (687,219)
Citation 11

Abstract:

Loading...

8.

Rules versus Discretion in Bank Resolution

CEPR Discussion Paper No. DP14048
Number of pages: 52 Posted: 17 Oct 2019
Ansgar Walther and Lucy White
Imperial College London and Centre for Economic Policy Research (CEPR)
Downloads 1 (776,775)
Citation 4
  • Add to Cart

Abstract:

Loading...

bail-in, bail-out, bank resolution, bank runs, financial crises

9.

Market Discipline and Systemic Risk

CEPR Discussion Paper No. DP12689
Number of pages: 37 Posted: 14 Feb 2018
Alan D. Morrison and Ansgar Walther
University of Oxford - Said Business School and Imperial College London
Downloads 0 (793,820)
Citation 1
  • Add to Cart

Abstract:

Loading...

macro-prudential regulation, market discipline, return correlation, systemic risk