Interbank lending and the spread of bank failures: A network model of systemic risk A Krause, S Giansante Journal of Economic Behavior & Organization 83 (3), 583-608, 2012 | 217 | 2012 |
Exploring the limitations of value at risk: how good is it in practice? A Krause The Journal of Risk Finance 4 (2), 19-28, 2003 | 82 | 2003 |
Determinants of the method of payment in mergers and acquisitions A Ismail, A Krause The Quarterly Review of Economics and Finance 50 (4), 471-484, 2010 | 81 | 2010 |
An overview of asset pricing models A Krause University of Bath: UK, 2001 | 44 | 2001 |
Dynamic learning, herding and guru effects in networks SM Markose, A Alentorn, A Krause University of Essex Department of Economics Discussion Papers, 2004 | 27 | 2004 |
Risk, capital requirements, and the asset structure of companies A Krause Managerial Finance 32 (9), 774-785, 2006 | 22 | 2006 |
Coherent risk measurement: an introduction A Krause Balance Sheet 10 (4), 13-17, 2002 | 22 | 2002 |
Market structure and information in payment card markets B Alexandrova-Kabadjova, E Tsang, A Krause International Journal of Automation and Computing 8 (3), 364-370, 2011 | 16 | 2011 |
Learning and herding using case-based decisions with local interactions A Krause IEEE Transactions on Systems, Man, and Cybernetics-Part A: Systems and …, 2009 | 15 | 2009 |
Evaluating the performance of adapting trading strategies with different memory lengths A Krause International Conference on Intelligent Data Engineering and Automated …, 2009 | 14 | 2009 |
Evolutionary learning of the optimal pricing strategy in an artificial payment card market B Alexandrova-Kabadjova, E Tsang, A Krause Natural Computing in Computational Finance, 233-251, 2008 | 14 | 2008 |
An agent-based model of interactions in the payment card market B Alexandrova-Kabadjova, A Krause, E Tsang International Conference on Intelligent Data Engineering and Automated …, 2007 | 13 | 2007 |
Fat tails and multi-scaling in a simple model of limit order markets A Krause Physica A: Statistical Mechanics and its Applications 368 (1), 183-190, 2006 | 13 | 2006 |
Herding behavior of financial analysts: A model of self-organized criticality A Krause The Complex Dynamics of Economic Interaction: Essays in Economics and …, 2004 | 13 | 2004 |
Herding behavior of financial analysts: A model of self-organized criticality A Krause The Complex Dynamics of Economic Interaction: Essays in Economics and …, 2004 | 13 | 2004 |
What questions to ask in order to validate an agent-based model D Challet, A Krause Report of the 56th European Study Group with Industry, Validation of Agent …, 2006 | 12 | 2006 |
The optimal timing of open market stock repurchases CC Hsu, A Krause Emerging Markets Finance and Trade 52 (4), 776-785, 2016 | 8 | 2016 |
Herding without following the herd: The dynamics of case-based decisions with local interactions A Krause The Complex Networks of Economic Interactions: Essays in Agent-Based …, 2006 | 8 | 2006 |
Competition is bad for consumers: Analysis of an artificial payment card market B Alexandrova-Kabadjova, E Tsang, A Krause Journal of Advanced Computational Intelligence and Intelligent Informatics …, 2011 | 7 | 2011 |
Determining the optimal market structure using near-zero intelligence traders X Li, A Krause Journal of Economic Interaction and Coordination 5 (2), 155-167, 2010 | 7 | 2010 |