Ansgar Walther

Imperial College London

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

Centre for Economic Policy Research (CEPR)

London

United Kingdom

SCHOLARLY PAPERS

8

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5,561

SSRN CITATIONS
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Top 7,753

in Total Papers Citations

114

CROSSREF CITATIONS

51

Scholarly Papers (8)

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Number of pages: 94 Posted: 17 Nov 2017 Last Revised: 01 Oct 2020
Swiss National Bank - Financial Stability, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and Imperial College London
Downloads 3,638 (3,264)
Citation 66

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machine learning, credit, mortgages, disparate impact

Predictably Unequal? The Effects of Machine Learning on Credit Markets

CEPR Discussion Paper No. DP12448
Number of pages: 60 Posted: 20 Nov 2017
Swiss National Bank - Financial Stability, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and Imperial College London
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credit access, Machine Learning, Mortgages, statistical discrimination

2.

Social Media, News Media and the Stock Market

Number of pages: 64 Posted: 02 Apr 2016 Last Revised: 29 Feb 2020
Peiran Jiao, Andre Veiga and Ansgar Walther
Maastricht University - Department of Finance, Imperial College London and Imperial College London
Downloads 1,764 (11,207)
Citation 10

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3.
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Citation 3

The Market for Data Privacy

CEPR Discussion Paper No. DP13588
Number of pages: 62 Posted: 18 Mar 2019
Tarun Ramadorai, Ansgar Walther and Antoine Uettwiller
Imperial College London, Imperial College London and Imperial College London
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data markets, privacy, third-party sharing, web tracking

4.

Asymmetric Attention

Number of pages: 40 Posted: 24 Apr 2018
Alexandre Kohlhas and Ansgar Walther
Stockholm University - Institute for International Economic Studies (IIES) and Imperial College London
Downloads 67 (396,097)
Citation 6

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Expectations, learning, inattention

5.

Prudential Policy with Distorted Beliefs

Number of pages: 44 Posted: 06 Nov 2020
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
Downloads 48 (463,106)
Citation 1

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prudential policy, distorted beliefs, financial regulation, bailouts, monetary policy, bank regulation

Does Size Matter? Bailouts with Large and Small Banks

Number of pages: 54 Posted: 26 Dec 2017
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
Downloads 26 (587,391)

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bailouts, bank regulation, too-big-to-fail, too-many-to-fail, size tax

Does Size Matter? Bailouts with Large and Small Banks

NBER Working Paper No. w24132
Number of pages: 55 Posted: 19 Dec 2017 Last Revised: 05 Jan 2018
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
Downloads 12 (692,055)
Citation 11

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7.

Rules versus Discretion in Bank Resolution

CEPR Discussion Paper No. DP14048
Number of pages: 52 Posted: 17 Oct 2019
Ansgar Walther and Lucy White
Imperial College London and Centre for Economic Policy Research (CEPR)
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Citation 4
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bail-in, bail-out, bank resolution, bank runs, financial crises

8.

Market Discipline and Systemic Risk

CEPR Discussion Paper No. DP12689
Number of pages: 37 Posted: 14 Feb 2018
Alan D. Morrison and Ansgar Walther
University of Oxford - Said Business School and Imperial College London
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Citation 1
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macro-prudential regulation, market discipline, return correlation, systemic risk