Details about Thorsten V. Koeppl

Access statistics for papers by Thorsten V. Koeppl.

Last updated 2012-09-30. Update your information in the RePEc Author Service.

Short-id: pko161

Working Papers

2011

1. Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery
   Working Papers, Bank of Canada View citations (1)
   Also in Working Papers, Queen's University, Department of Economics (2011)

2010

2. Market Freeze and Recovery: Trading Dynamics under Optimal Intervention by a Market-Maker-of-Last-Resort
   2010 Meeting Papers, Society for Economic Dynamics View citations (4)
3. The Emergence and Future of Central Counterparties
   Working Papers, Queen's University, Department of Economics
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2010)

2009

4. Optimal Clearing Arrangements for Financial Trades
   Working Papers, Queen's University, Department of Economics View citations (4)

2008

5. Efficient institutions
   Working Papers, Federal Reserve Bank of Philadelphia View citations (1)
6. The Poor, the Rich and the Enforcer: Institutional Choice and Growth
   2008 Meeting Papers, Society for Economic Dynamics
   Also in Working Papers, Federal Reserve Bank of Dallas (2008)
   Working Papers, Queen's University, Department of Economics (2007)

2007

7. A dynamic model of the payment system
   Working Papers, Federal Reserve Bank of Philadelphia View citations (2)
8. Mechanism design and Payments
   2007 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (2)
9. Payments and Mechanism Design
   Working Papers, Queen's University, Department of Economics

2006

10. A Dynamic Model of Settlement
    Working Papers, Queen's University, Department of Economics View citations (19)
    Also in Working Paper Series, European Central Bank (2006) View citations (4)
    See also Journal Article in Journal of Economic Theory (2008)
11. Central Counterparties
    2006 Meeting Papers, Society for Economic Dynamics View citations (8)

2005

12. Guess what: It's the Settlements!
    Working Papers, Queen's University, Department of Economics
    Also in Working Paper Series, European Central Bank (2004) View citations (7)
13. Optimal Dynamic Risk Sharing when Enforcement is a Decision Variable
    Working Papers, Queen's University, Department of Economics
    Also in Working Paper Series, European Central Bank (2003) View citations (5)
    See also Journal Article in Journal of Economic Theory (2007)
14. What Banks Do and Markets Don't: Cross-subsidization
    Working Papers, Queen's University, Department of Economics

2004

15. Differentiability of the Efficient Frontier when Commitment to Risk Sharing is Limited
    Working Papers, Queen's University, Department of Economics View citations (8)
    See also Journal Article in The B.E. Journal of Macroeconomics (2006)
16. Risk Sharing through Financial Markets with Endogenous Enforcement of Trades
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (1)
    Also in Working Papers, Queen's University, Department of Economics (2004)
    Working Paper Series, European Central Bank (2004)
    See also Journal Article in Journal of Economic Dynamics and Control (2006)

2001

17. Limited enforcement and efficient interbank arrangements
    Working Papers, Federal Reserve Bank of Minneapolis View citations (4)

Journal Articles

2011

1. Time for Stability in Derivatives Markets – a New Look at Central Counterparty Clearing for Securities Markets
   C.D. Howe Institute Commentary, 2011, (329)

2009

2. How Flexible Can Inflation Targeting Be? Suggestions for the Future of Canada's Targeting Regime
   C.D. Howe Institute Commentary, 2009, (293) View citations (1)
3. What broad banks do, and markets don't: Cross-subsidization
   European Economic Review, 2009, 53, (2), 222-236 View citations (1)

2008

4. A dynamic model of settlement
   Journal of Economic Theory, 2008, 142, (1), 233-246 View citations (5)
   See also Working Paper (2006)

2007

5. Branching Out: The Urgent Need to Transform Canada’s Financial Landscape and How to Do It
   C.D. Howe Institute Commentary, 2007, (251) View citations (1)
6. Guess what: It's the settlements! Vertical integration as a barrier to efficient exchange consolidation
   Journal of Banking & Finance, 2007, 31, (10), 3013-3033 View citations (1)
7. Optimal dynamic risk sharing when enforcement is a decision variable
   Journal of Economic Theory, 2007, 134, (1), 34-60 View citations (4)
   See also Working Paper (2005)

2006

8. Differentiability of the Efficient Frontier when Commitment to Risk Sharing is Limited
   The B.E. Journal of Macroeconomics, 2006, topics.6, (1), 10 View citations (2)
   See also Working Paper (2004)
9. Risk sharing through financial markets with endogenous enforcement of trades
   Journal of Economic Dynamics and Control, 2006, 30, (11), 1987-2014
   See also Working Paper (2004)