Christoph Aymanns

London School of Economics & Political Science (LSE) - London School of Economics

United Kingdom

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

7

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CITATIONS
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18

Scholarly Papers (7)

1.

Fake News in Social Networks

University of St.Gallen, School of Finance Research Paper No. 2018/4
Number of pages: 24 Posted: 23 Aug 2017 Last Revised: 07 Feb 2018
Christoph Aymanns, Jakob Foerster and Co-Pierre Georg
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford and Deutsche Bundesbank
Downloads 437 (65,166)
Citation 1

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Social Learning, Networks, Multi-Agent Deep Reinforcement Learning

2.

Illiquidity Spirals in Coupled Over-the-Counter Markets

University of St.Gallen, School of Finance Research Paper No. 2018/10
Number of pages: 75 Posted: 07 Dec 2016 Last Revised: 06 Sep 2018
Christoph Aymanns, Co-Pierre Georg and Benjamin Golub
London School of Economics & Political Science (LSE) - London School of Economics, Deutsche Bundesbank and Harvard University
Downloads 380 (76,709)
Citation 2

Abstract:

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market liquidity, funding liquidity, over-the-counter markets

3.

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
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students and University of Oxford, Students
Downloads 303 (99,060)
Citation 1

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stress testing, systemic risk, contagion, leverage cycles, multi-layered networks, heterogeneous agent models, financial systems, financial stability, computational economics, complex systems, banks, non-banks, microprudential stress tests, macroprudential stress tests

4.

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 - Financial Computing and Analytics Group, Department of Computer Science, University of Oxford and University of Oxford
Downloads 111 (245,163)
Citation 1

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5.

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 101 (261,838)
Citation 2

Abstract:

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

6.

Bank Solvency and Funding Cost

IMF Working Paper No. 16/64
Number of pages: 31 Posted: 26 Apr 2016
London School of Economics & Political Science (LSE) - London School of Economics, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 76 (312,671)

Abstract:

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Solvency, funding cost, bank fundamentals, bank, banks, interest, capital, risk, General, All Countries,

7.

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 & Political Science (LSE) - London School of Economics and Deutsche Bundesbank
Downloads 45 (403,458)

Abstract:

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social learning, endogenous financial networks, multi-agent simulations, systemic risk