Andreas Søjmark

Finance · 2018

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it
• Economics and Econometrics — 8 citations into it

Whom Andreas Søjmark trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Markus K. Brunnermeier
2. Sergey Nadtochiy
3. Li-Hsien Sun

Papers from Andreas Søjmark's perspective

Ordered by how strongly the researchers Andreas Søjmark trusts endorse each paper. Same corpus, a different order for every researcher.

1. Systemic Risk Illustrated
2. Deciphering the Liquidity and Credit Crunch 2007-08
3. On Integral Equations Arising in the First-Passage Problem for Brownian Motion
4. Particle systems with singular interaction through hitting times: Application in systemic risk modeling (The Annals of Applied Probability)
5. Exploring the sources of default clustering (Journal of Financial Economics)
6. The Maturity Rat Race
7. A Theory of Systemic Risk and Design of Prudential Bank Regulation
8. Credit Risk Transfer and Contagion
9. Mark-to-Market Accounting and Liquidity Pricing
10. Equilibrium and welfare in markets with financially constrained arbitrageurs

Their papers

• A McKean–Vlasov equation with positive feedback and blow-ups (2018) — 69 citations
• An SPDE model for systemic risk with endogenous contagion (2018) — 58 citations