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Christoph Siebenbrunner
Christoph Siebenbrunner
Unknown affiliation
Verified email at maths.ox.ac.uk
Title
Cited by
Cited by
Year
Money creation in fiat and digital currency systems
MM Gross, C Siebenbrunner
International Monetary Fund, 2019
592019
Can bank-specific variables predict contagion effects?
C Siebenbrunner, M Sigmund, S Kerbl
Quantitative Finance 17 (12), 1805-1832, 2017
242017
ArNIe in Action: the 2013 FsAp stress tests for the Austrian banking system
M Feldkircher, G Fenz, R Ferstl, G Krenn, B Neudorfer, C Puhr, ...
Financial stability report 26, 100-118, 2013
142013
Quantifying the importance of different contagion channels as sources of systemic risk
C Siebenbrunner
Journal of Economic Interaction and Coordination 16 (1), 103-131, 2021
122021
Efficient algorithms for finite horizon and streaming restless multi-armed bandit problems
A Mate, A Biswas, C Siebenbrunner, S Ghosh, M Tambe
arXiv preprint arXiv:2103.04730, 2021
112021
Networked restless multi-armed bandits for mobile interventions
HC Ou, C Siebenbrunner, J Killian, MB Brooks, D Kempe, Y Vorobeychik, ...
arXiv preprint arXiv:2201.12408, 2022
82022
Clearing algorithms and network centrality
C Siebenbrunner
Complex Networks and Their Applications VII: Volume 2 Proceedings The 7th …, 2019
62019
Quantile panel estimation of financial contagion effects
C Siebenbrunner, M Sigmund
Panel Data Econometrics, 639-664, 2019
32019
Do interbank markets price systemic risk
C Siebenbrunner, M Sigmund
Working Paper, 2018
32018
Determinants of interbank market rates: theories and empirical evidence
C Siebenbrunner, M Sigmund
Working paper. https://papers. ssrn. com/sol3/papers. cfm, 2017
32017
Simultaneity of Interbank Market Rates–Theory and Methodological Implications
C Siebenbrunner, M Sigmund
Available at SSRN 3082784, 2019
22019
Assessing the systemic risk impact of bank bail-ins
C Siebenbrunner, M Hafner-Guth, R Spitzer, S Trappl
Journal of Financial Stability 71, 101229, 2024
12024
Do interbank markets price systemic risk?
M Sigmund, C Siebenbrunner
Journal of Financial Stability 71, 101223, 2024
12024
Money creation and liquid funding needs are compatible
M Gross, C Siebenbrunner
Central Banking, Monetary Policy and the Future of Money, 154-186, 2022
12022
Network valuation under equity conversions
M Puig, C Siebenbrunner
Available at SSRN 3225943, 2018
12018
What drives pricing in interbank markets?
C Siebenbrunner, M Sigmund
Working paper, Working Paper. https://papers. ssrn. com/sol3/papers. cfm, 2017
12017
Learning regulator influence on internal risk weights
C Siebenbrunner, M Sigmund
Proceedings of the Second ACM International Conference on AI in Finance, 1-8, 2021
2021
A model of different channels of financial contagion
C Siebenbrunner
Technische Universität Wien, 2017
2017
Contagion, bailouts and welfare impacts of Systemic Risk
C Siebenbrunner
Proceedings of International Academic Conferences, 2015
2015
QUANTIFYING CONTAGION CHANNELS
C SIEBENBRUNNER, O NATIONALBANK
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