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Karen Anna Clara Braun-Munzinger

Personal Details

First Name:Karen
Middle Name:Anna Clara
Last Name:Braun-Munzinger
Suffix:
RePEc Short-ID:pbr660
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Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Braun-Munzinger, Karen & Liu, Zijun & Turrell, Arthur, 2016. "An agent-based model of dynamics in corporate bond trading," Bank of England working papers 592, Bank of England.

Articles

  1. K. Braun-Munzinger & Z. Liu & A. E. Turrell, 2018. "An agent-based model of corporate bond trading," Quantitative Finance, Taylor & Francis Journals, vol. 18(4), pages 591-608, April.
  2. Jochen Zimmermann & Stephan Paul & Thomas Heidorn & Christian Schmaltz & Michael Torben Menk & Lothar Jerzembek & Karen Braun-Munzinger & Korbinian Ibel, 2017. "Discussion over Basel IV: Excessive Burden on European Banks or Still Too Lax?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 70(03), pages 03-22, February.

Chapters

  1. Karen Braun-Munzinger & Jacopo Carmassi & Wieger Kastelein & Claudia Lambert & Fatima Pires, 2021. "From Deadlocks to Breakthroughs: How We Can Complete the Banking Union and Why It Matters to All of Us," Springer Books, in: José Caetano & Isabel Vieira & António Caleiro (ed.), New Challenges for the Eurozone Governance, pages 69-90, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Braun-Munzinger, Karen & Liu, Zijun & Turrell, Arthur, 2016. "An agent-based model of dynamics in corporate bond trading," Bank of England working papers 592, Bank of England.

    Cited by:

    1. Aikman, David & Haldane, Andrew & Hinterschweiger, Marc & Kapadia, Sujit, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
    2. Tae-Sub Yun & Il-Chul Moon, 2020. "Housing Market Agent-Based Simulation with Loan-To-Value and Debt-To-Income," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 23(4), pages 1-5.
    3. Bear, Laura, 2020. "Speculation: a political economy of technologies of imagination," LSE Research Online Documents on Economics 103433, London School of Economics and Political Science, LSE Library.
    4. Marc van Kralingen & Diego Garlaschelli & Karolina Scholtus & Iman van Lelyveld, 2020. "Crowded trades, market clustering, and price instability," Working Papers 668, DNB.
    5. Romain Plassard, 2020. "Making a Breach: The Incorporation of Agent-Based Models into the Bank of England's Toolkit," GREDEG Working Papers 2020-30, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    6. Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019. "Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach," Technical Reports 115, Bank of Canada.
    7. Takanobu Mizuta, 2019. "An agent-based model for designing a financial market that works well," Papers 1906.06000, arXiv.org.
    8. Giovanni Dosi & Andrea Roventini, 2019. "More is different ... and complex! the case for agent-based macroeconomics," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 1-37, March.
    9. Farmer, J Doyne & Kleinnijenhuis, Alissa M & Nahai-Williamson, Paul & Wetzer, Thom, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," Bank of England working papers 861, Bank of England.
    10. Joeri Schasfoort & Antoine Godin & Dirk Bezemer & Alessandro Caiani & Stephen Kinsella, 2017. "Monetary Policy Transmission In A Macroeconomic Agent-Based Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 20(08), pages 1-35, December.
    11. Takanobu Mizuta & Sadayuki Horie, 2019. "Mechanism by which active funds make market efficient investigated with agent-based model," Evolutionary and Institutional Economics Review, Springer, vol. 16(1), pages 43-63, June.
    12. Karvik, Geir-Are & Noss, Joseph & Worlidge, Jack & Beale, Daniel, 2018. "The deeds of speed: an agent-based model of market liquidity and flash episodes," Bank of England working papers 743, Bank of England.
    13. Andrew G. Haldane & Arthur E. Turrell, 2019. "Drawing on different disciplines: macroeconomic agent-based models," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 39-66, March.

Articles

  1. K. Braun-Munzinger & Z. Liu & A. E. Turrell, 2018. "An agent-based model of corporate bond trading," Quantitative Finance, Taylor & Francis Journals, vol. 18(4), pages 591-608, April.

    Cited by:

    1. Marc van Kralingen & Diego Garlaschelli & Karolina Scholtus & Iman van Lelyveld, 2020. "Crowded trades, market clustering, and price instability," Working Papers 668, DNB.
    2. Masanori Hirano & Ryosuke Takata & Kiyoshi Izumi, 2023. "PAMS: Platform for Artificial Market Simulations," Papers 2309.10729, arXiv.org.
    3. Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021. "Advances in the agent-based modeling of economic and social behavior," SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.

Chapters

    Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (1) 2016-04-23. Author is listed
  2. NEP-FMK: Financial Markets (1) 2016-04-23. Author is listed
  3. NEP-MST: Market Microstructure (1) 2016-04-23. Author is listed
  4. NEP-ORE: Operations Research (1) 2016-04-23. Author is listed

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