Christoph Aymanns

London School of Economics & Political Science (LSE) - London School of Economics

United Kingdom

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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Top 19,704

in Total Papers Citations

44

CROSSREF CITATIONS

9

Scholarly Papers (9)

1.

Fake News in Social Networks

University of St.Gallen, School of Finance Research Paper No. 2018/4
Number of pages: 24 Posted: 23 Aug 2017 Last Revised: 07 Feb 2018
Christoph Aymanns, Jakob Foerster and Co-Pierre Georg
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford and University of Cape Town
Downloads 561 (60,319)
Citation 5

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Social Learning, Networks, Multi-Agent Deep Reinforcement Learning

2.

Illiquidity Spirals in Coupled Over-the-Counter Markets

University of St.Gallen, School of Finance Research Paper No. 2018/10
Number of pages: 75 Posted: 07 Dec 2016 Last Revised: 06 Sep 2018
Christoph Aymanns, Co-Pierre Georg and Benjamin Golub
London School of Economics & Political Science (LSE) - London School of Economics, University of Cape Town and Northwestern University
Downloads 438 (81,690)
Citation 6

Abstract:

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market liquidity, funding liquidity, over-the-counter markets

3.

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
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, MIT Sloan School of Management and University of Oxford, Faculty of Law
Downloads 406 (89,294)
Citation 5

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stress testing, systemic risk, contagion, leverage cycles, multi-layered networks, heterogeneous agent models, financial systems, financial stability, computational economics, complex systems, banks, non-banks, microprudential stress tests, macroprudential stress tests

4.

Vertically Disintegrated Platforms

Number of pages: 35 Posted: 10 Jan 2020 Last Revised: 20 Feb 2020
Christoph Aymanns, Mathias Dewatripont and Tarik Roukny
London School of Economics & Political Science (LSE) - London School of Economics, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Massachusetts Institute of Technology (MIT)
Downloads 184 (200,958)
Citation 5

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digital economy, multi-sided platform, payment system, distributed ledger technology, blockchain, central bank digital currency

5.

Taming the Basel Leverage Cycle

Number of pages: 40 Posted: 16 Jul 2015
London School of Economics & Political Science (LSE) - London School of Economics, University College London, University of Oxford and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads 120 (284,066)
Citation 2

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6.

The Dynamics of the Leverage Cycle

Number of pages: 41 Posted: 21 Jul 2014 Last Revised: 18 Aug 2014
Christoph Aymanns and J. Doyne Farmer
London School of Economics & Political Science (LSE) - London School of Economics and University of Oxford
Downloads 111 (299,951)
Citation 9

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Leverage cycles, pro-cyclical and countercyclical leverage, systemic risk, financial market simulation

7.

Bank Solvency and Funding Cost

IMF Working Paper No. 16/64
Number of pages: 31 Posted: 26 Apr 2016
London School of Economics & Political Science (LSE) - London School of Economics, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 83 (361,860)

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Solvency, funding cost, bank fundamentals, bank, banks, interest, capital, risk, General, All Countries,

8.

Contagious Synchronization and Endogenous Network Formation in Financial Networks

Number of pages: 41 Posted: 31 Jul 2014
Christoph Aymanns and Co-Pierre Georg
London School of Economics & Political Science (LSE) - London School of Economics and University of Cape Town
Downloads 50 (468,788)
Citation 1

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social learning, endogenous financial networks, multi-agent simulations, systemic risk

9.

Shedding Light on Dark Markets: First Insights from the New Eu-Wide OTC Derivatives Dataset

ESRB: Occasional Paper Series No. 2016/11
Number of pages: 45 Posted: 05 Nov 2020
Centre for Monetary and Financial Studies (CEMFI), Bank for International Settlements (BIS), London School of Economics & Political Science (LSE) - London School of Economics, University of Zurich, affiliation not provided to SSRN, European Central Bank (ECB) - Directorate General Research, European Central Bank, affiliation not provided to SSRN and Massachusetts Institute of Technology (MIT)
Downloads 23 (607,525)
Citation 14

Abstract:

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derivatives markets, OTC, financial networks