Author Page for Christoph Aymanns

1.

Exit Spirals in Coupled Networked Markets

Forthcoming in Operations Research, University of St.Gallen, School of Finance Research Paper No. 2018/10

Number of pages: 70 Posted: 07 Dec 2016 Last Revised: 09 Jan 2023

Christoph Aymanns, Co-Pierre Georg and Benjamin Golub

London School of Economics, Frankfurt School of Finance & Management and Northwestern University

Downloads 674 (96,231)

Citation 5

Abstract:

2.

Models of Financial Stability and Their Application in Stress Tests

Forthcoming, Handbook of Computational Economics (Blake LeBaron and Cars Hommes) , University of St.Gallen, School of Finance Research Paper No. 2018/5

Number of pages: 66 Posted: 22 Aug 2017 Last Revised: 29 Apr 2018

Christoph Aymanns, J. Doyne Farmer, Alissa M. Kleinnijenhuis and Thom Wetzer

London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Imperial College London and University of Oxford, Faculty of Law

Downloads 579 (117,137)

Citation 17

Abstract:

3.

Shedding Light on Dark Markets: First Insights from the New Eu-Wide OTC Derivatives Dataset

ESRB: Occasional Paper Series No. 2016/11

Number of pages: 45 Posted: 05 Nov 2020

Jorge Abad, Iñaki Aldasoro, Christoph Aymanns, Marco D'Errico, Linda Fache Rousová, Peter Hoffmann, Sam Langfield, Martin Neychev and Tarik Roukny

Centre for Monetary and Financial Studies (CEMFI), Bank for International Settlements (BIS), London School of Economics, University of Zurich, affiliation not provided to SSRN, European Central Bank (ECB), European Central Bank, affiliation not provided to SSRN and KU Leuven - Faculty of Business and Economics (FEB)affiliation not provided to SSRN

Downloads 419 (175,529)

Citation 41

Abstract:

4.

Fake News in Social Networks

Swiss Finance Institute Research Paper No. 22-58

Number of pages: 39 Posted: 27 Jul 2022 Last Revised: 04 Nov 2022

Christoph Aymanns, Jakob Foerster, Co-Pierre Georg and Matthias Weber

London School of Economics, University of Oxford, Frankfurt School of Finance & Management and University of St. Gallen - School of Finance

Downloads 416 (175,046)

Abstract:

5.

Vertically Disintegrated Platforms

Number of pages: 35 Posted: 10 Jan 2020 Last Revised: 20 Feb 2020

Christoph Aymanns, Mathias Dewatripont and Tarik Roukny

London School of Economics, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and KU Leuven - Faculty of Business and Economics (FEB)affiliation not provided to SSRN

Downloads 373 (198,899)

Citation 5

Abstract:

6.

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 and University of Oxford

Downloads 192 (397,477)

Citation 9

Abstract:

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, University College London, University of Oxford and University of Oxford - Oxford-Man Institute of Quantitative Finance

Downloads 167 (449,518)

Citation 8

Abstract:

8.

Bank Solvency and Funding Cost

IMF Working Paper No. 16/64

Number of pages: 31 Posted: 26 Apr 2016

Christoph Aymanns, Carlos Caceres, Christina Daniel and Liliana B. Schumacher

London School of Economics, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department

Downloads 136 (537,489)

Abstract:

9.

Contagious Synchronization and Endogenous Network Formation in Financial Networks

Number of pages: 41 Posted: 31 Jul 2014

Christoph Aymanns and Co-Pierre Georg

London School of Economics and Frankfurt School of Finance & Management

Downloads 83 (783,685)

Citation 2

Christoph Aymanns

London School of Economics

University of St. Gallen - School of Finance

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Scholarly Papers (9)

Exit Spirals in Coupled Networked Markets

Abstract:

Models of Financial Stability and Their Application in Stress Tests

Abstract:

Shedding Light on Dark Markets: First Insights from the New Eu-Wide OTC Derivatives Dataset

Abstract:

Fake News in Social Networks

Abstract:

Vertically Disintegrated Platforms

Abstract:

The Dynamics of the Leverage Cycle

Abstract:

Taming the Basel Leverage Cycle

Abstract:

Bank Solvency and Funding Cost

Abstract:

Contagious Synchronization and Endogenous Network Formation in Financial Networks

Abstract: