Andreas Krause

University of Bath - Department of Economics

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 47,911

SSRN RANKINGS

Top 47,911

in Total Papers Downloads

1,860

SSRN CITATIONS
Rank 31,178

SSRN RANKINGS

Top 31,178

in Total Papers Citations

9

CROSSREF CITATIONS

24

Ideas:
“  Research areas: Systemic risk, contagion, interbank lending, banking crisis  ”

Scholarly Papers (16)

1.

Interbank Lending and the Spread of Bank Failures: A Network Model of Systemic Risk

Journal of Economic Behavior and Organization 83(3), pp. 583-608
Number of pages: 43 Posted: 29 May 2012 Last Revised: 21 Nov 2012
Andreas Krause and Simone Giansante
University of Bath - Department of Economics and University of Palermo - Department of Economics, Business and Statistics
Downloads 376 (145,052)
Citation 9

Abstract:

Loading...

interbank loans, banking crises, systemic risk, network topology, tiering, too big to fail

2.

Determinants of Disposition and Reverse Disposition Effects

Number of pages: 35 Posted: 27 Mar 2009
Andreas Krause, K.C. John Wei and Zhishu Yang
University of Bath - Department of Economics, Hong Kong Polytechnic University and Tsinghua University - School of Economics & Management
Downloads 322 (169,223)
Citation 3

Abstract:

Loading...

Behavioral bias, Disposition effect, Investor characteristics

3.

Liquidity and Solvency Shocks in a Network Model of Systemic Risk: The Impact of Minimum Capital and Reserve Requirements

25th Australasian Finance and Banking Conference 2012
Number of pages: 38 Posted: 22 Aug 2012 Last Revised: 20 Nov 2012
Andreas Krause and Simone Giansante
University of Bath - Department of Economics and University of Palermo - Department of Economics, Business and Statistics
Downloads 311 (179,801)

Abstract:

Loading...

interbank loans, network topology, banking crises, bank failure, banking regulation

4.

The Optimal Medium of Exchange and Timing of Mergers and Acquisitions

Number of pages: 27 Posted: 29 Jun 2006
Andreas Krause and Liang Yin
University of Bath - Department of Economics and University of Bath - School of Management
Downloads 249 (220,345)

Abstract:

Loading...

real options, merger, payment form, synergies

5.

Competition is Bad for Consumers: Analysis of an Artificial Payment Card Market

Centre for Computational Finance and Economic Agents Working Paper No. 017-08
Number of pages: 30 Posted: 28 Jan 2010
Bank of Mexico, University of Essex - Centre for Computational Finance and Economic Agents and University of Bath - Department of Economics
Downloads 125 (401,519)
Citation 1

Abstract:

Loading...

Two-sided markets, agent-based models, credit cards, debit cards

6.

Market Structure and Information in Payment Card Markets

Centre for Computational Finance and Economic Agents Working Paper No. 006-06
Number of pages: 16 Posted: 27 Jan 2010
Bank of Mexico, University of Essex - Centre for Computational Finance and Economic Agents and University of Bath - Department of Economics
Downloads 104 (459,791)
Citation 1

Abstract:

Loading...

Multi-homing, two-sided markets, network externalities, agent-based modeling, competition

7.

Credit Ratings and Credit Default Swaps During the European Sovereign Debt Crisis

Number of pages: 39 Posted: 30 Nov 2017
Utkarsh Katyaayun and Andreas Krause
University of Bath - Department of Economics and University of Bath - Department of Economics
Downloads 84 (528,367)

Abstract:

Loading...

credit ratings, CDS spreads, rating changes

8.

Balancing Liquidity and Profitability Through Interbank Markets: Endogenous Interest Rates and Network Structures

Number of pages: 40 Posted: 30 Nov 2017
Di Xiao and Andreas Krause
University of Bath - Department of Economics and University of Bath - Department of Economics
Downloads 74 (568,953)
Citation 2

Abstract:

Loading...

Interbank lending, interbank network, core-periphery structure, interbank interest rates, bilateral transactions

9.

Liquidity and Solvency Shocks in Interbank Lending and the Prediction of Bank Failures: Analysis of a Network Model of Systemic Risk

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 32 Posted: 22 Aug 2012 Last Revised: 06 Jan 2022
Andreas Krause and Simone Giansante
University of Bath - Department of Economics and University of Palermo - Department of Economics, Business and Statistics
Downloads 62 (640,083)

Abstract:

Loading...

solvency, liquidity, interbank loans, network topology, banking crises, bank failure

10.

Finding Profit-Maximizing Strategies for the Artificial Payment Card Market

Centre for Computational Finance and Economic Agents Working Paper No. WP016-08
Number of pages: 15 Posted: 29 Jan 2010
Bank of Mexico, University of Essex - Centre for Computational Finance and Economic Agents and University of Bath - Department of Economics
Downloads 46 (715,682)

Abstract:

Loading...

Competition, Two Sides Market, Agent Based Modelling

11.

Bank Demand for Central Bank Liquidity: The Impact of Bid Shading and Interbank Markets

Number of pages: 50 Posted: 30 Nov 2017
Di Xiao and Andreas Krause
University of Bath - Department of Economics and University of Bath - Department of Economics
Downloads 35 (792,631)

Abstract:

Loading...

Central bank operation, multi-unit auction, fixed rate auction, variable rate auction, interbank network, core-periphery network

12.

A Note on the CAPM With Endogenously Consistent Market Returns

Number of pages: 4 Posted: 26 May 2021
Andreas Krause
University of Bath - Department of Economics
Downloads 33 (808,276)

Abstract:

Loading...

asset pricing, market return, systematic risk

13.

Strategic Default and Optimal Audit Resources with Costly State Verification

Number of pages: 16 Posted: 24 May 2021
Andreas Krause
University of Bath - Department of Economics
Downloads 27 (857,867)

Abstract:

Loading...

strategic default, costly state verification, audit resources, loan repayments

14.

The Optimal Exclusion Length of Borrowers after Default

Number of pages: 5 Posted: 16 Jul 2022
Andreas Krause
University of Bath - Department of Economics
Downloads 12 (1,002,304)

Abstract:

Loading...

Strategic default, financial exclusion, imperfect information, borrowing

15.

An Agent-Based Model of Interactions in the Payment Card Market

Intelligent Data Engineering and Automated Learning, Vol. 4881, pp. 1063-1072, 2007
Posted: 29 Jan 2010
Bank of Mexico, University of Bath - Department of Economics and University of Essex - Centre for Computational Finance and Economic Agents

Abstract:

Loading...

Two-Sided Markets, Network Externalities, Agent-Based Modeling, multi-Homing

16.

Evolutionary Learning of the Optimal Pricing Strategy in an Artificial Payment Card Market

NATURAL COMPUTING IN COMPUTATION ECONOMICS AND FINANCE, A. Brabazon, M. O’Neill, eds., Springer, pp. 233-251, 2008
Posted: 28 Jan 2010
Bank of Mexico, University of Essex - Centre for Computational Finance and Economic Agents and University of Bath - Department of Economics

Abstract:

Loading...

Two-sided markets, agent-based models, credit cards, debit cards, competition