Details about Kartik Anand

Access statistics for papers by Kartik Anand.

Last updated 2021-03-14. Update your information in the RePEc Author Service.

Short-id: pan386

Working Papers

2020

1. Be kind or take it on the chin? Political narratives, pandemics, and social distancing
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
2. Leaping into the dark: A theory of policy gambles
   Discussion Papers, Deutsche Bundesbank
3. Sovereign risk and bank fragility
   Discussion Papers, Deutsche Bundesbank

2018

4. Pre-emptive sovereign debt restructuring and holdout litigation
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article in Oxford Economic Papers (2019)

2017

5. A Structural Model for Fluctuations in Financial Markets
   Papers, arXiv.org
6. Asset encumbrance, bank funding and fragility
   ESRB Working Paper Series, European Systemic Risk Board View citations (3)
   Also in Discussion Papers, Deutsche Bundesbank (2016) View citations (3)
   See also Journal Article in Review of Financial Studies (2019)
7. The missing links: A global study on uncovering financial network structures from partial data
   ESRB Working Paper Series, European Systemic Risk Board View citations (24)
   See also Journal Article in Journal of Financial Stability (2018)

2016

8. Asset Encumbrance, Bank Funding, and Financial Fragility
   VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association View citations (4)
9. Capturing information contagion in a stress-testing framework
   Discussion Papers, Deutsche Bundesbank

2015

10. Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach
    Staff Working Papers, Bank of Canada View citations (7)

2014

11. Filling in the Blanks: Network Structure and Interbank Contagion
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (24)
    Also in BIS Working Papers, Bank for International Settlements (2014) View citations (27)
    Discussion Papers, Deutsche Bundesbank (2014) View citations (27)
    Staff Working Papers, Bank of Canada (2014) View citations (27)
    See also Journal Article in Quantitative Finance (2015)

2013

12. Epidemics of rules, rational negligence and market crashes
    Post-Print, HAL View citations (7)
    See also Journal Article in The European Journal of Finance (2013)
13. The Safety of Government Debt
    Staff Working Papers, Bank of Canada
14. The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk
    Staff Working Papers, Bank of Canada View citations (1)
    Also in VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013)

2012

15. A network model of financial system resilience
    Bank of England working papers, Bank of England View citations (5)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2011) View citations (24)
    See also Journal Article in Journal of Economic Behavior & Organization (2013)

2011

16. Rollover risk, network structure and systemic financial crises
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2012)

2010

17. Epidemics of rules, information aggregation failure and market crashes
    Working Papers, HAL View citations (8)

2009

18. Financial crises and the evaporation of trust
    Papers, arXiv.org View citations (1)

2006

19. Phase Transitions in Operational Risk
    Papers, arXiv.org View citations (2)

Journal Articles

2019

1. Asset Encumbrance, Bank Funding, and Fragility
   Review of Financial Studies, 2019, 32, (6), 2422-2455 View citations (9)
   See also Working Paper (2017)
2. Pre-emptive sovereign debt restructuring and holdout litigation
   Oxford Economic Papers, 2019, 71, (2), 364-381 View citations (1)
   See also Working Paper (2018)

2018

3. The missing links: A global study on uncovering financial network structures from partial data
   Journal of Financial Stability, 2018, 35, (C), 107-119 View citations (32)
   See also Working Paper (2017)

2015

4. Filling in the blanks: network structure and interbank contagion
   Quantitative Finance, 2015, 15, (4), 625-636 View citations (77)
   See also Working Paper (2014)

2014

5. Guarantees, transparency and the interdependency between sovereign and bank default risk
   Journal of Banking & Finance, 2014, 45, (C), 321-337 View citations (17)

2013

6. A network model of financial system resilience
   Journal of Economic Behavior & Organization, 2013, 85, (C), 219-235 View citations (44)
   See also Working Paper (2012)
7. Epidemics of rules, rational negligence and market crashes
   The European Journal of Finance, 2013, 19, (5), 438-447 View citations (9)
   See also Working Paper (2013)

2012

8. Rollover risk, network structure and systemic financial crises
   Journal of Economic Dynamics and Control, 2012, 36, (8), 1088-1100 View citations (70)
   See also Working Paper (2011)

2009

9. Stability and dynamical properties of material flow systems on random networks
   The European Physical Journal B: Condensed Matter and Complex Systems, 2009, 68, (4), 587-600 View citations (2)

Chapters

2010

1. The Rise and Fall of Trust Networks
   Springer View citations (3)