Mansfield Road
Oxford, Oxfordshire OX1 4AU
United Kingdom
University of Oxford
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Market microstructure, Order flow, Herding, Order splitting, Price impact, Behavioral finance
financial architecture, resilience, financial crisis, banking crisis, economic crisis, new economic thinking
Systemic risk, stress testing, financial contagion, financial institutions, capital requirements, macroprudential policy
forecasting, technological progress, Moore's law, solar energy
innovation policy; learning curve; natural experiment; World War II
agent-based modelling, housing market, rental market, macroprudential policy, borrower-based measures
Leverage cycles, pro-cyclical and countercyclical leverage, systemic risk, financial market simulation