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Details about Thorsten V. Koeppl

E-mail:
Homepage:https://www.econ.queensu.ca/people/faculty/thorsten-v-koeppl
Workplace:Economics Department, Queen's University, (more information at EDIRC)

Access statistics for papers by Thorsten V. Koeppl.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pko161


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Working Papers

2023

  1. Understanding DeFi Through the Lens of a Production-Network Model
    Staff Working Papers, Bank of Canada Downloads View citations (1)

2022

  1. Grasping De(centralized) Fi(nance) Through the Lens of Economic Theory
    Staff Working Papers, Bank of Canada Downloads View citations (1)
  2. PayTech and the D(ata) N(etwork) A(ctivities) of BigTech Platforms
    Staff Working Papers, Bank of Canada Downloads View citations (1)
  3. What Drives Bitcoin Fees? Using Segwit to Assess Bitcoin's Long-Run Sustainability
    Staff Working Papers, Bank of Canada Downloads
    Also in Working Paper, Economics Department, Queen's University (2019) Downloads

2019

  1. The Economics of Cryptocurrencies—Bitcoin and Beyond
    Staff Working Papers, Bank of Canada Downloads View citations (18)
    Also in Working Paper, Economics Department, Queen's University (2017) Downloads View citations (71)

2018

  1. Blockchain-Based Settlement for Asset Trading
    Staff Working Papers, Bank of Canada Downloads View citations (8)
    Also in Working Paper, Economics Department, Queen's University (2018) Downloads View citations (8)

    See also Journal Article Blockchain-Based Settlement for Asset Trading, The Review of Financial Studies, Society for Financial Studies (2019) Downloads View citations (57) (2019)
  2. Incentive Compatibility on the Blockchain
    Staff Working Papers, Bank of Canada Downloads View citations (2)

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 (12)
  2. Trading Dynamics With Adverse Selection and Search
    2013 Meeting Papers, Society for Economic Dynamics View citations (13)

2011

  1. Trading Dynamics With Adverse Selection And Search: Market Freeze, Intervention And Recovery
    Working Paper, Economics Department, Queen's University Downloads View citations (24)
    Also in Staff Working Papers, Bank of Canada (2011) Downloads View citations (25)

    See also Journal Article Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery, The Review of Economic Studies, Review of Economic Studies Ltd (2016) Downloads View citations (48) (2016)

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 (17)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2010) Downloads View citations (10)

2009

  1. Optimal Clearing Arrangements For Financial Trades
    Working Paper, Economics Department, Queen's University Downloads View citations (11)
    See also Journal Article Optimal clearing arrangements for financial trades, Journal of Financial Economics, Elsevier (2012) Downloads View citations (50) (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 (8)
  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 (3)
  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 A dynamic model of settlement, Journal of Economic Theory, Elsevier (2008) Downloads View citations (29) (2008)

2005

  1. Guess What: It's The Settlements!
    Working Paper, Economics Department, Queen's University Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2004) Downloads View citations (7)
  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 Optimal dynamic risk sharing when enforcement is a decision variable, Journal of Economic Theory, Elsevier (2007) Downloads View citations (14) (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 (10)
    See also Journal Article Differentiability of the Efficient Frontier when Commitment to Risk Sharing is Limited, The B.E. Journal of Macroeconomics, De Gruyter (2006) Downloads View citations (11) (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 Risk sharing through financial markets with endogenous enforcement of trades, Journal of Economic Dynamics and Control, Elsevier (2006) Downloads (2006)

2001

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

Journal Articles

2019

  1. Blockchain-Based Settlement for Asset Trading
    The Review of Financial Studies, 2019, 32, (5), 1716-1753 Downloads View citations (57)
    See also Working Paper Blockchain-Based Settlement for Asset Trading, Staff Working Papers (2018) Downloads View citations (8) (2018)

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 (5)
  2. Mortgage Insurance Deductibles: An Idea Whose Time Hasn’t Come
    C.D. Howe Institute Commentary, 2017, (485) Downloads View citations (2)

2016

  1. Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery
    The Review of Economic Studies, 2016, 83, (3), 969-1000 Downloads View citations (48)
    See also Working Paper Trading Dynamics With Adverse Selection And Search: Market Freeze, Intervention And Recovery, Working Paper (2011) Downloads View citations (24) (2011)

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 (4)

2014

  1. Efficient contract enforcement
    Economic Theory, 2014, 55, (1), 161-183 Downloads View citations (10)

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 View citations (2)

2012

  1. Optimal clearing arrangements for financial trades
    Journal of Financial Economics, 2012, 103, (1), 189-203 Downloads View citations (50)
    See also Working Paper Optimal Clearing Arrangements For Financial Trades, Working Paper (2009) Downloads View citations (11) (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 (29)
    See also Working Paper A Dynamic Model Of Settlement, Working Paper (2006) Downloads View citations (26) (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 (6)
  3. Optimal dynamic risk sharing when enforcement is a decision variable
    Journal of Economic Theory, 2007, 134, (1), 34-60 Downloads View citations (14)
    See also Working Paper Optimal Dynamic Risk Sharing When Enforcement Is A Decision Variable, Working Paper (2005) Downloads (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 (11)
    See also Working Paper Differentiability Of The Efficient Frontier When Commitment To Risk Sharing Is Limited, Working Paper (2004) Downloads View citations (10) (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 Risk Sharing Through Financial Markets With Endogenous Enforcement Of Trades, Working Paper (2004) Downloads (2004)
 
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