J. Doyne Farmer

University of Oxford

Mansfield Road

Oxford, Oxfordshire OX1 4AU

United Kingdom

  • University of Oxford

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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43

CROSSREF CITATIONS

13

Scholarly Papers (9)

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1.

The Intrafirm Complexity of Systemically Important Financial Institutions

Journal of Financial Stability, 2020
Number of pages: 57 Posted: 12 May 2015 Last Revised: 17 Oct 2020
Robin L. Lumsdaine, Daniel Rockmore, Nick Foti, Greg Leibon and J. Doyne Farmer
American University - Department of Finance and Real Estate, Dartmouth College - Department of Mathematics, University of Washington - Department of Statistics, Dartmouth College and University of Oxford
Downloads 657 (70,093)
Citation 8

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2.

How to Improve the Financial Architecture and Its Resilience

Number of pages: 22 Posted: 21 Jun 2014
Dirk Helbing, Eve Mitleton-Kelly, Jean-Philippe Bouchaud, Fabio Caccioli, J. Doyne Farmer, Steve Keen, Katharina Pistor, Dennis J. Snower, Olsen Richard, Angelo Ranaldo, Norbert Häring and Edward Fullbrook
ETH Zürich - Department of Humanities, Social and Political Sciences (GESS), London School of Economics & Political Science (LSE), Capital Fund Management, University College London, University of Oxford, University of Western Sydney - School of Economics & Finance, Columbia University School of Law, University of Kiel - Institute for World Economics (IfW), Independent, University of St. Gallen, Independent and University of the West of England (UWE)
Downloads 582 (81,504)

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financial architecture, resilience, financial crisis, banking crisis, economic crisis, new economic thinking

3.

How Predictable is Technological Progress?

Number of pages: 27 Posted: 20 Feb 2015 Last Revised: 26 Nov 2015
J. Doyne Farmer and Francois Lafond
University of Oxford and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 332 (157,171)
Citation 12

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forecasting, technological progress, Moore's law, solar energy

4.

Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions

Bank of England Working Paper No. 861
Number of pages: 83 Posted: 18 May 2020 Last Revised: 01 Jun 2020
J. Doyne Farmer, Alissa M. Kleinnijenhuis, Paul Nahai-Williamson and Thom Wetzer
University of Oxford, Stanford Institute for Economic Policy Research, Stanford University, Bank of England and University of Oxford, Faculty of Law
Downloads 299 (175,574)
Citation 12

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Systemic risk, stress testing, financial contagion, financial institutions, capital requirements, macroprudential policy

5.

Why Is Equity Order Flow so Persistent?

Number of pages: 42 Posted: 01 Jul 2014
Bence Toth, Imon Palit, Fabrizio Lillo and J. Doyne Farmer
Capital Fund Management, Royal Melbourne Institute of Technolog (RMIT University) - Blockchain Innovation Hub, Università di Bologna and University of Oxford
Downloads 276 (190,713)
Citation 12

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Market microstructure, Order flow, Herding, Order splitting, Price impact, Behavioral finance

6.

Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment

Number of pages: 61 Posted: 23 Feb 2020 Last Revised: 01 Jun 2020
Francois Lafond, Diana Seave Greenwald and J. Doyne Farmer
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, National Gallery of Art and University of Oxford
Downloads 219 (239,103)
Citation 1

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innovation policy; learning curve; natural experiment; World War II

7.

Taming the Basel Leverage Cycle

Number of pages: 40 Posted: 16 Jul 2015
Christoph Aymanns, Fabio Caccioli, J. Doyne Farmer and Vincent Tan
London School of Economics & Political Science (LSE) - London School of Economics, University College London, University of Oxford and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads 150 (333,355)
Citation 6

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8.

Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market

Downloads 108 (342,582)
Citation 1

Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market

Banco de Espana Working Paper No. 2217
Number of pages: 87 Posted: 19 May 2022
Adrian Carro, Marc Hinterschweiger, Arzu Uluc and J. Doyne Farmer
Banco de España, Bank of England, Bank of England and University of Oxford
Downloads 108 (429,914)
Citation 1

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agent-based modelling, housing market, rental market, macroprudential policy, borrower-based measures

9.

The Dynamics of the Leverage Cycle

Number of pages: 41 Posted: 21 Jul 2014 Last Revised: 18 Aug 2014
Christoph Aymanns and J. Doyne Farmer
London School of Economics & Political Science (LSE) - London School of Economics and University of Oxford
Downloads 137 (358,176)
Citation 9

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Leverage cycles, pro-cyclical and countercyclical leverage, systemic risk, financial market simulation