Christoph Siebenbrunner

University of Oxford - Mathematical Institute

Andrew Wiles Building,

Radcliffe Observatory Quarter, Woodstock Rd

Oxford, OX2 6GG

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

175

CITATIONS

0

Scholarly Papers (3)

1.

What Drives Pricing in Interbank Markets?

Number of pages: 34 Posted: 05 Dec 2017
Christoph Siebenbrunner and Michael Sigmund
University of Oxford - Mathematical Institute and Oesterreichische Nationalbank (OeNB)
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Interbank Markets, Financial Networks, Simultaneous Equation Model

2.

Clearing Algorithms and Network Centrality

Number of pages: 14 Posted: 29 Apr 2017
Christoph Siebenbrunner
University of Oxford - Mathematical Institute
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financial networks, systemic risk, network centrality

3.

Can Bank-Specific Variables Predict Contagion Effects?

Quantitative Finance 17(12):1805-1832
Number of pages: 47 Posted: 10 Feb 2016 Last Revised: 15 Nov 2017
Christoph Siebenbrunner, Michael Sigmund and Stefan Kerbl
University of Oxford - Mathematical Institute, Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
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systemic risk, financial stability, financial contagion