293 citations · 487 across the 20 of their papers we have counts for
22 papers
Equilibria and Convergence in Fire Sale Games
Nils Bertschinger, Martin Hoefer, Simon Krogmann +3
The complex interactions between algorithmic trading agents can have a severe influence on the functioning of our economy, as witnessed by recent banking crises and trading anomali…
Cross-ownership as a structural explanation for rising correlations in crisis times
Nils Bertschinger, Axel A. Araneda
In this paper, we examine the interlinkages among firms through a financial network where cross-holdings on both equity and debt are allowed. We relate mathematically the correlati…
Bayesian Quantile Matching Estimation
Rajbir-Singh Nirwan, Nils Bertschinger
Due to increased awareness of data protection and corresponding laws many data, especially involving sensitive personal information, are not publicly accessible. Accordingly, many…
Visual explanation of country specific differences in Covid-19 dynamics
Nils Bertschinger
This report provides a visual examination of Covid-19 case and death data. In particular, it shows that country specific differences can too a large extend be explained by two easi…
The sub-fractional CEV model
Axel A. Araneda, Nils Bertschinger
The sub-fractional Brownian motion (sfBm) is a stochastic process, characterized by non-stationarity in their increments and long-range dependency, considered as an intermediate st…
Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches
V. Sasidevan, Nils Bertschinger
The latest financial crisis has painfully revealed the dangers arising from a globally interconnected financial system. Conventional approaches based on the notion of the existence…