Author Page for Alissa M. Kleinnijenhuis

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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 & 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 293 (102,037)

Citation 1

Abstract:

Inherent Instability: Scenario-Free Analysis of Financial Systems with Interacting Contagion Channels

INET Oxford Working Paper No. 2019-10

Number of pages: 96 Posted: 04 Jul 2019

Garbrand Wiersema, Alissa M. Kleinnijenhuis, Thom Wetzer and J. Doyne Farmer

University of Oxford, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students , University of Oxford, Students and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School

Downloads 23 (497,604)

Alissa M. Kleinnijenhuis

University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students

DPhil Candidate

University of Oxford - Oxford-Man Institute of Quantitative Finance, Students

DPhil Candidate

University of Oxford - Mathematical Institute

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316

1

Scholarly Papers (2)

Models of Financial Stability and Their Application in Stress Tests

Abstract:

Inherent Instability: Scenario-Free Analysis of Financial Systems with Interacting Contagion Channels

Abstract: