Anton Pichler

Economics and Econometrics · 2018–2020

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 21 citations into it
• Finance — 15 citations into it

Whom Anton Pichler trusts overall

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

1. Y. Amihud
2. Christian Upper
3. Rama Cont
4. Richard H. Byrd
5. Michael Boss
6. Pietro Belotti
7. Stefan Thurner 4
8. Andreas Worms
9. Eric Schaanning
10. Jorge Nocedal

Papers from Anton Pichler's perspective

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

1. Systemic risk, interbank relations and liquidity provision by the Central Bank
2. How Markets Slowly Digest Changes in Supply and Demand
3. Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion? (Social Science Research Network)
4. Branching and bounds tighteningtechniques for non-convex MINLP (Optim. Methods Softw.)
5. Network topology of the interbank market
6. Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
7. Fire sales, indirect contagion and systemic stress testing
8. Simulation methods to assess the danger of contagion in interbank markets
9. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
10. Portfolio Selection

Their papers

• Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective (2020) — 600 citations
• Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem (2018) — 57 citations