Details about Andreas Uthemann

Access statistics for papers by Andreas Uthemann.

Last updated 2023-07-29. Update your information in the RePEc Author Service.

Short-id: put18

Working Papers

2024

1. How big is cash-futures basis trading in Canada’s government bond market?
   Staff Analytical Notes, Bank of Canada
2. Quelle est la part de l’arbitrage comptant-terme sur le marché canadien des obligations d’État?
   Staff Analytical Notes, Bank of Canada

2022

3. Artificial intelligence and systemic risk
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (7)
   See also Journal Article Artificial intelligence and systemic risk, Journal of Banking & Finance, Elsevier (2022) View citations (9) (2022)
4. Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
   Staff Reports, Federal Reserve Bank of New York (2021)
   2015 Meeting Papers, Society for Economic Dynamics (2015)
   See also Journal Article Financial transaction taxes and the informational efficiency of financial markets: A structural estimation, Journal of Financial Economics, Elsevier (2022) View citations (1) (2022)

2021

5. COVID-19 Crisis: Lessons Learned for Future Policy Research
   Discussion Papers, Bank of Canada View citations (7)

2020

6. Strategic Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service
   Staff Working Papers, Bank of Canada View citations (1)

Journal Articles

2022

1. Artificial intelligence and systemic risk
   Journal of Banking & Finance, 2022, 140, (C) View citations (9)
   See also Working Paper Artificial intelligence and systemic risk, LSE Research Online Documents on Economics (2022) View citations (7) (2022)
2. Financial transaction taxes and the informational efficiency of financial markets: A structural estimation
   Journal of Financial Economics, 2022, 146, (3), 1044-1072 View citations (1)
   See also Working Paper Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation, CEPR Discussion Papers (2022) (2022)