Research

Publications


Working papers

  • Top down stresstesting mortgage loans using household microdata (with Mauro Mastrogiacomo).
  • Funding risk and the increase in collateralised lending (with Philipp König).
  • Characterising Equilibrium Selection in Global Games with Strategic Complementarities (with Chris Basteck and Frank Heinemann). This working paper version contains a proof of the theorem "robustness against incomplete information => noise independence" and various (counter)examples of noise independence. Revised from SFB-649 discussion paper 2010-008.
  • Defending against speculative attacks (with Henk Jager and Franc Klaassen), SFB-649 discussion paper 2009-011, Tinbergen Institute discussion paper 080-090/2. 
  • Solvency and liquidity in a model of emerging market crises (with Philipp König), preliminary version.


Coauthors

Chris BasteckFrank HeinemannHenk JagerFranc Klaassen, Philipp KönigEric Pacuit


Research interests

financial institutions, financial crises, game theory, social choice theory, mathematical logic


Contact

tijmen.r.daniels <at> gmail.com