Stefan Thurner

Institute for Science of Complex Systems, Medical University of Vienna

Spitalgasse 23

Vienna, A-1090

Austria

Santa Fe Institute

1399 Hyde Park Road

Santa Fe, NM 87501

United States

SCHOLARLY PAPERS

7

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Top 15,990

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48

CROSSREF CITATIONS

21

Scholarly Papers (7)

1.
Downloads 580 ( 67,801)
Citation 29

Leverage Causes Fat Tails and Clustered Volatility

Cowles Foundation Discussion Paper No. 1745R
Number of pages: 15 Posted: 23 Nov 2011
Stefan Thurner, J. Doyne Farmer and John Geanakoplos
Institute for Science of Complex Systems, Medical University of Vienna, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School and Yale University
Downloads 359 (118,891)
Citation 1

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Systemic risk, Clustered volatility, Fat tails, Crash, Margin calls, Leverage

Leverage Causes Fat Tails and Clustered Volatility

Cowles Foundation Discussion Paper No. 1745
Number of pages: 20 Posted: 11 Jan 2010 Last Revised: 18 Mar 2010
Stefan Thurner, J. Doyne Farmer and John Geanakoplos
Institute for Science of Complex Systems, Medical University of Vienna, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School and Yale University
Downloads 221 (195,791)
Citation 35

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Systemic risk, Clustered volatility, Fat tails, Crash, Margin calls, Leverage

2.

Systemic Risk Management in Financial Networks with Credit Default Swaps

Number of pages: 21 Posted: 11 Jan 2016 Last Revised: 06 Nov 2020
Mathieu V. Leduc, Sebastian Poledna and Stefan Thurner
Paris School of Economics (PSE) / Université Paris 1, International Institute for Applied Systems Analysis (IIASA) and Institute for Science of Complex Systems, Medical University of Vienna
Downloads 309 (140,573)
Citation 4

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Systemic Risk, Credit Default Swaps, DebtRank, Agent-Based Models, Multiplex Networks, Interbank Systems

3.

Banking Regulation and Network-Topology Dependence of Iterative Risk-Trading Games

Number of pages: 21 Posted: 22 Mar 2002
Rudolf Hanel, Stefan Thurner and Stefan Pichler
University of Vienna - Department of Biomedical Engineering and Physics, Institute for Science of Complex Systems, Medical University of Vienna and WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
Downloads 231 (187,980)
Citation 5

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Banking Regulation, Bank Default, Network-topology Dependence, Risk-trading Game, Dynamic Decision Making Process

4.

Quantifying Firm-Level Economic Systemic Risk from Nation-Wide Supply Networks

Number of pages: 30 Posted: 15 Apr 2021
Vienna University of Economics and BusinessComplexity Science Hub Vienna, Magyar Nemzeti Bank, Medical University of Vienna, Central European University (CEU) and Institute for Science of Complex Systems, Medical University of Vienna
Downloads 177 (239,252)

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systemic risk, systemic stability, production networks, economic networks, shock propagation, cascading failure, network centrality measures

5.

Propagation of Disruptions in Supply Networks of Essential Goods: A Population-Centered Perspective of Systemic Risk

Number of pages: 34 Posted: 24 Mar 2022
Complexity Science Hub Vienna, Vienna University of Economics and BusinessComplexity Science Hub Vienna, Upper Austria - University of Applied Sciences Upper Austria, Complexity Science Hub Vienna, University of Copenhagen, Upper Austria - University of Applied Sciences Upper Austria and Institute for Science of Complex Systems, Medical University of Vienna
Downloads 80 (422,314)

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supply networks, disruption propagation, systemic risk, population well-being, transformative supply chain research

6.

Incentivizing Resilience in Financial Networks

Journal of Economic Dynamics and Control, 2017
Number of pages: 39 Posted: 13 Jun 2016 Last Revised: 24 Jun 2017
Mathieu V. Leduc and Stefan Thurner
Paris School of Economics (PSE) / Université Paris 1 and Institute for Science of Complex Systems, Medical University of Vienna
Downloads 61 (487,488)
Citation 3

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Systemic Risk, Interbank Networks, Insolvency Cascades, Network Formation, Matching Markets, Transaction-Specific Tax, Market Design

7.

What is the Minimal Systemic Risk in Financial Exposure Networks?

INET Oxford Working Paper
Number of pages: 25 Posted: 06 Jun 2019
Vienna University of Economics and BusinessComplexity Science Hub Vienna, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School and Institute for Science of Complex Systems, Medical University of Vienna
Downloads 36 (604,368)
Citation 3

Abstract:

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systemic risk-efficiency, interbank market, financial networks, contagion, network optimization, mixed-integer linear programming, DebtRank