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Details about Thorsten V. Koeppl

E-mail:
Homepage:http://qed.econ.queensu.ca/pub/faculty/koeppl/
Workplace:Economics Department, Queen's University, (more information at EDIRC)

Access statistics for papers by Thorsten V. Koeppl.

Last updated 2019-01-22. Update your information in the RePEc Author Service.

Short-id: pko161


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Working Papers

2018

  1. Blockchain-Based Settlement for Asset Trading
    Staff Working Papers, Bank of Canada Downloads View citations (4)
    Also in Working Paper, Economics Department, Queen's University (2018) Downloads View citations (4)
  2. Incentive Compatibility on the Blockchain
    Staff Working Papers, Bank of Canada Downloads

2017

  1. The Economics Of Cryptocurrencies - Bitcoin And Beyond
    Working Paper, Economics Department, Queen's University Downloads View citations (18)
  2. The economics of cryptocurrencies – bitcoin and beyond
    Working Paper Series, Victoria University of Wellington, School of Economics and Finance Downloads View citations (12)

2016

  1. Trading dynamics with adverse selection and search: Market freeze, intervention and recovery
    Working Paper Series, Victoria University of Wellington, School of Economics and Finance Downloads View citations (14)
    Also in Working Paper, Economics Department, Queen's University (2011) Downloads View citations (15)
    Staff Working Papers, Bank of Canada (2011) Downloads View citations (16)

    See also Journal Article in Review of Economic Studies (2016)

2014

  1. Livin' On The Edge With Ratings: Liquidity, Efficiency And Stability
    Working Paper, Economics Department, Queen's University Downloads View citations (1)

2013

  1. The Limits Of Central Counterparty Clearing: Collusive Moral Hazard And Market Liquidity
    Working Paper, Economics Department, Queen's University Downloads View citations (4)
  2. Trading Dynamics With Adverse Selection and Search
    2013 Meeting Papers, Society for Economic Dynamics View citations (12)

2010

  1. 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 (6)
  2. The Emergence And Future Of Central Counterparties
    Working Paper, Economics Department, Queen's University Downloads View citations (5)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2010) Downloads View citations (5)

2009

  1. Optimal Clearing Arrangements For Financial Trades
    Working Paper, Economics Department, Queen's University Downloads View citations (9)
    See also Journal Article in Journal of Financial Economics (2012)

2008

  1. Central counterparties
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (7)
  2. Efficient institutions
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (1)
  3. The Poor, the Rich and the Enforcer: Institutional Choice and Growth
    2008 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Working Papers, Federal Reserve Bank of Dallas (2008) Downloads
    Working Paper, Economics Department, Queen's University (2007) Downloads

2007

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

2006

  1. A Dynamic Model Of Settlement
    Working Paper, Economics Department, Queen's University Downloads View citations (26)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (6)

    See also Journal Article in Journal of Economic Theory (2008)

2005

  1. Guess What: It's The Settlements!
    Working Paper, Economics Department, Queen's University Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2004) Downloads View citations (6)
  2. Optimal Dynamic Risk Sharing When Enforcement Is A Decision Variable
    Working Paper, Economics Department, Queen's University Downloads
    Also in Working Paper Series, European Central Bank (2003) Downloads View citations (3)

    See also Journal Article in Journal of Economic Theory (2007)
  3. What Banks Do And Markets Don't: Cross-subsidization
    Working Paper, Economics Department, Queen's University Downloads

2004

  1. Differentiability Of The Efficient Frontier When Commitment To Risk Sharing Is Limited
    Working Paper, Economics Department, Queen's University Downloads View citations (9)
    See also Journal Article in The B.E. Journal of Macroeconomics (2006)
  2. Risk Sharing Through Financial Markets With Endogenous Enforcement Of Trades
    Working Paper, Economics Department, Queen's University Downloads
    Also in Working Paper Series, European Central Bank (2004) Downloads
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads View citations (1)

    See also Journal Article in Journal of Economic Dynamics and Control (2006)

2001

  1. Limited enforcement and efficient interbank arrangements
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (5)

Journal Articles

2018

  1. Tales from the Crypt - How to Regulate Initial Coin Offerings
    C.D. Howe Institute Commentary, 2018, (525) Downloads

2017

  1. Blockchain Technology – What’s in Store for Canada’s Economy and Financial Markets?
    C.D. Howe Institute Commentary, 2017, (468) Downloads View citations (4)
  2. Mortgage Insurance Deductibles: An Idea Whose Time Hasn’t Come
    C.D. Howe Institute Commentary, 2017, (485) Downloads

2016

  1. Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery
    Review of Economic Studies, 2016, 83, (3), 969-1000 Downloads View citations (14)
    See also Working Paper (2016)

2015

  1. Mortgage Insurance as a Macroprudential Tool: Dealing with the Risk of a Housing Market Crash in Canada
    C.D. Howe Institute Commentary, 2015, (430) Downloads View citations (2)

2014

  1. Efficient contract enforcement
    Economic Theory, 2014, 55, (1), 161-183 Downloads View citations (6)

2013

  1. Compensation par contrepartie centrale et assurance contre le risque systémique sur les marchés dérivés de gré à gré
    Revue d'économie financière, 2013, N° 109, (1), 179-196 Downloads

2012

  1. Optimal clearing arrangements for financial trades
    Journal of Financial Economics, 2012, 103, (1), 189-203 Downloads View citations (25)
    See also Working Paper (2009)

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) Downloads

2009

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

2008

  1. A dynamic model of settlement
    Journal of Economic Theory, 2008, 142, (1), 233-246 Downloads View citations (15)
    See also Working Paper (2006)

2007

  1. Branching Out: The Urgent Need to Transform Canada’s Financial Landscape and How to Do It
    C.D. Howe Institute Commentary, 2007, (251) Downloads View citations (2)
  2. Guess what: It's the settlements! Vertical integration as a barrier to efficient exchange consolidation
    Journal of Banking & Finance, 2007, 31, (10), 3013-3033 Downloads View citations (5)
  3. Optimal dynamic risk sharing when enforcement is a decision variable
    Journal of Economic Theory, 2007, 134, (1), 34-60 Downloads View citations (13)
    See also Working Paper (2005)

2006

  1. Differentiability of the Efficient Frontier when Commitment to Risk Sharing is Limited
    The B.E. Journal of Macroeconomics, 2006, 6, (1), 1-6 Downloads View citations (4)
    See also Working Paper (2004)
  2. Risk sharing through financial markets with endogenous enforcement of trades
    Journal of Economic Dynamics and Control, 2006, 30, (11), 1987-2014 Downloads
    See also Working Paper (2004)
 
Page updated 2019-07-22