Liquidity at risk: Joint stress testing of solvency and liquidity R Cont, A Kotlicki, L Valderrama Journal of Banking & Finance 118, 105871, 2020 | 69 | 2020 |
Modelling COVID-19 contagion: risk assessment and targeted mitigation policies R Cont, A Kotlicki, R Xu Royal Society open science 8 (3), 201535, 2021 | 21 | 2021 |
Business closures and (Re) openings in real-time using Google Places: Proof of concept DE Rigobon, T Duprey, A Kotlicki, P Schnattinger, S Baharian, TR Hurd Journal of Risk and Financial Management 15 (4), 183, 2022 | 9 | 2022 |
Timely Business Dynamics Using Google Places T Duprey, DE Rigobon, A Kotlicki, P Schnattinger AEA Papers and Proceedings 113, 135-139, 2023 | 2 | 2023 |
Network analysis of the UK reinsurance market A Kotlicki, A Austin, D Humphry, H Burnett, P Ridgill, S Smith Bank of England Staff Working Paper, 2022 | 2 | 2022 |
Business closures and (re) openings in real time using Google Places T Duprey, DE Rigobon, P Schnattinger, A Kotlicki, S Baharian, TR Hurd Bank of Canada= Banque du Canada, 2022 | 2 | 2022 |
Mathematical modelling, scenario simulation and policy analysis A Kotlicki University of Oxford, 2021 | 1 | 2021 |
Liquidity at Risk R Cont, A Kotlicki, L Valderrama IMF Working Papers 20, 82, 2020 | 1 | 2020 |
Bouncing Back: How Mothballing Curbs Prices T Duprey, A Kotlicki, DE Rigobon, P Schnattinger Staff Working Papers, 2024 | | 2024 |
Measuring business openings and closures in real time P Schnattinger, A Kotlicki, D Rigobon, T Duprey VoxEU column, 2022 | | 2022 |