Money creation in fiat and digital currency systems MM Gross, C Siebenbrunner International Monetary Fund, 2019 | 59 | 2019 |
Can bank-specific variables predict contagion effects? C Siebenbrunner, M Sigmund, S Kerbl Quantitative Finance 17 (12), 1805-1832, 2017 | 24 | 2017 |
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 | 14 | 2013 |
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 | 12 | 2021 |
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 | 11 | 2021 |
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 | 8 | 2022 |
Clearing algorithms and network centrality C Siebenbrunner Complex Networks and Their Applications VII: Volume 2 Proceedings The 7th …, 2019 | 6 | 2019 |
Quantile panel estimation of financial contagion effects C Siebenbrunner, M Sigmund Panel Data Econometrics, 639-664, 2019 | 3 | 2019 |
Do interbank markets price systemic risk C Siebenbrunner, M Sigmund Working Paper, 2018 | 3 | 2018 |
Determinants of interbank market rates: theories and empirical evidence C Siebenbrunner, M Sigmund Working paper. https://papers. ssrn. com/sol3/papers. cfm, 2017 | 3 | 2017 |
Simultaneity of Interbank Market Rates–Theory and Methodological Implications C Siebenbrunner, M Sigmund Available at SSRN 3082784, 2019 | 2 | 2019 |
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 | 1 | 2024 |
Do interbank markets price systemic risk? M Sigmund, C Siebenbrunner Journal of Financial Stability 71, 101223, 2024 | 1 | 2024 |
Money creation and liquid funding needs are compatible M Gross, C Siebenbrunner Central Banking, Monetary Policy and the Future of Money, 154-186, 2022 | 1 | 2022 |
Network valuation under equity conversions M Puig, C Siebenbrunner Available at SSRN 3225943, 2018 | 1 | 2018 |
What drives pricing in interbank markets? C Siebenbrunner, M Sigmund Working paper, Working Paper. https://papers. ssrn. com/sol3/papers. cfm, 2017 | 1 | 2017 |
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 | | |