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Overlapping portfolios, contagion, and financial stability

Caccioli, Fabio; Farmer, J. Doyne; Foti, Nick; … - In: Journal of economic dynamics & control 51 (2015), pp. 50-63

Persistent link: https://www.econbiz.de/10011474265

An open mind : memories of Ken Arrow

Farmer, J. Doyne - In: Quantitative finance 19 (2019) 1, pp. 33-34

Persistent link: https://www.econbiz.de/10012194618

The long memory of the efficient market

Lillo, Fabrizio (contributor); Farmer, J. Doyne (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 3

Persistent link: https://www.econbiz.de/10002652199

Reconstructing production networks using machine learning

Mungo, Luca; Lafond, François; Astudillo-Estévez, Pablo; … - In: Journal of economic dynamics & control 148 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014239974

A third wave in the economics of climate change

Farmer, J. Doyne; Hepburn, Cameron; Mealy, Penny; … - In: Environmental & resource economics : the official … 62 (2015) 2, pp. 329-357

Persistent link: https://www.econbiz.de/10011477677

How well do experience curves predict technological progress? : a method for making distributional forecasts

Lafond, François; Bailey, Aimee Gotway; Bakker, Jan David - In: Technological forecasting & social change : an … 128 (2018), pp. 104-117

Persistent link: https://www.econbiz.de/10011957121

How predictable is technological progress?

Farmer, J. Doyne; Lafond, François - In: Research policy : policy, management and economic … 45 (2016) 3, pp. 647-665

Persistent link: https://www.econbiz.de/10011598209

Beyond the square root : evidence for logarithmic dependence of market impact on size and participation rate

Zarinelli, Elia; Treccani, Michele; Farmer, J. Doyne; … - In: Market microstructure and liquidity 1 (2015) 2, pp. 1-32

Persistent link: https://www.econbiz.de/10011588201

The intrafirm complexity of systemically important financial institutions

Lumsdaine, Robin L.; Rockmore, Daniel N.; Foti, N. J.; … - In: Journal of financial stability 52 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012745433

Handbook of financial stress testing

Farmer, J. Doyne; Kleinnijenhuis, Alissa M.; Schuermann, Til - 2022

"Stress tests are the most innovative regulatory tool to prevent and fight financial crises. Their use has fundamentally changed the mathematical modeling of financial systems, financial risk management in the public and private sector, and the policies designed to prevent and mitigate financial...

Persistent link: https://www.econbiz.de/10012632110