Christoph Siebenbrunner

University of Oxford - Mathematical Institute

Andrew Wiles Building,

Radcliffe Observatory Quarter, Woodstock Rd

Oxford, OX2 6GG

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

628

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Money Creation in Fiat and Digital Currency Systems

IMF Working Paper No. 19/285
Number of pages: 41 Posted: 06 Feb 2020
Marco Gross and Christoph Siebenbrunner
International Monetary Fund (IMF) and University of Oxford - Mathematical Institute
Downloads 229 (164,180)

Abstract:

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Central banking and monetary issues, Financial crises, Central banks, Financial institutions, Macroprudential policies and financial stability, Money creation, monetary policy, central bank digital currencies, WP, money stock, intermediation, physical cash, liquid fund

2.

Can Bank-Specific Variables Predict Contagion Effects?

Quantitative Finance 17(12):1805-1832
Number of pages: 47 Posted: 10 Feb 2016 Last Revised: 24 Jun 2018
Christoph Siebenbrunner, Michael Sigmund and Stefan Kerbl
University of Oxford - Mathematical Institute, Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 171 (214,206)
Citation 2

Abstract:

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systemic risk, financial stability, financial contagion

3.

Simultaneity of Interbank Market Rates – Theory and Methodological Implications

Number of pages: 37 Posted: 05 Dec 2017 Last Revised: 07 Oct 2019
Christoph Siebenbrunner and Michael Sigmund
University of Oxford - Mathematical Institute and Oesterreichische Nationalbank (OeNB)
Downloads 90 (344,321)

Abstract:

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Interbank Market, Bertrand Oligopoly, Lehman Crisis

4.

Clearing Algorithms and Network Centrality

Number of pages: 14 Posted: 29 Apr 2017
Christoph Siebenbrunner
University of Oxford - Mathematical Institute
Downloads 84 (359,283)
Citation 3

Abstract:

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financial networks, systemic risk, network centrality

5.

Network Valuation under Equity Conversions

Number of pages: 31 Posted: 05 Sep 2018 Last Revised: 02 Dec 2018
Matias Puig and Christoph Siebenbrunner
University of Oxford - Mathematical Institute and University of Oxford - Mathematical Institute
Downloads 54 (453,235)

Abstract:

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asset pricing, contingent convertible securities, financial regulation, systemic risk