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Sebastian Poledna
Sebastian Poledna
Verified email at iiasa.ac.at
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Cited by
Year
The multi-layer network nature of systemic risk and its implications for the costs of financial crises
S Poledna, JL Molina-Borboa, S Martínez-Jaramillo, M Van Der Leij, ...
Journal of Financial Stability 20, 70-81, 2015
3232015
DebtRank-transparency: Controlling systemic risk in financial networks
S Thurner, S Poledna
Scientific reports 3 (1), 1888, 2013
1532013
Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
S Poledna, S Thurner
Quantitative finance 16 (10), 1599-1613, 2016
1452016
To bail-out or to bail-in? Answers from an agent-based model
P Klimek, S Poledna, JD Farmer, S Thurner
Journal of Economic Dynamics and Control 50, 144-154, 2015
1312015
Leverage-induced systemic risk under Basle II and other credit risk policies
S Poledna, S Thurner, JD Farmer, J Geanakoplos
Journal of Banking & Finance 42, 199-212, 2014
952014
Economic forecasting with an agent-based model
S Poledna, MG Miess, CH Hommes, K Rabitsch
European Economic Review 151, 2023
902023
Quantification of systemic risk from overlapping portfolios in the financial system
S Poledna, S Martínez-Jaramillo, F Caccioli, S Thurner
Journal of Financial Stability 52, 100808, 2021
902021
Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
S Poledna, O Bochmann, S Thurner
Journal of Economic Dynamics and Control 77, 230-246, 2017
622017
Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery
P Klimek, S Poledna, S Thurner
Nature communications 10 (1), 1677, 2019
542019
Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem
A Pichler, S Poledna, S Thurner
Journal of Financial Stability 52, 100809, 2021
462021
Identifying systemically important companies by using the credit network of an entire nation
S Poledna, A Hinteregger, S Thurner
Entropy 20 (10), 792, 2018
402018
Systemic risk management in financial networks with credit default swaps
MV Leduc, S Poledna, S Thurner
Available at SSRN 2713200, 2017
392017
When does a disaster become a systemic event? Estimating indirect economic losses from natural disasters
S Poledna, S Hochrainer-Stigler, MG Miess, P Klimek, S Schmelzer, ...
arXiv preprint arXiv:1801.09740, 2018
372018
Enhancing resilience of systems to individual and systemic risk: Steps toward an integrative framework
S Hochrainer-Stigler, C Colon, G Boza, S Poledna, E Rovenskaya, ...
International Journal of Disaster Risk Reduction 51, 101868, 2020
292020
Measuring, modeling, and managing systemic risk: the missing aspect of human agency
S Hochrainer-Stigler, C Colon, G Boza, Å Brännström, J Linnerooth-Bayer, ...
Journal of Risk Research 23 (10), 1301-1317, 2020
232020
Integrating systemic risk and risk analysis using copulas
S Hochrainer-Stigler, G Pflug, U Dieckmann, E Rovenskaya, S Thurner, ...
International Journal of Disaster Risk Science 9, 561-567, 2018
182018
Canvas: A canadian behavioral agent-based model
C Hommes, M He, S Poledna, M Siqueira, Y Zhang
Bank of Canada, 2022
142022
Recovery of the Austrian economy following the COVID-19 crisis can take up to three years
S Poledna, E Rovenskaya, J Crespo Cuaresma, S Kaniovski, M Miess
PB-26, 2020
142020
Complex politics: A quantitative semantic and topological analysis of uk house of commons debates
S Gurciullo, M Smallegan, M Pereda, F Battiston, A Patania, S Poledna, ...
arXiv preprint arXiv:1510.03797, 2015
122015
High-performance computing implementations of agent-based economic models for realizing 1: 1 scale simulations of large economies
A Gill, M Lalith, S Poledna, M Hori, K Fujita, T Ichimura
IEEE Transactions on Parallel and Distributed Systems 32 (8), 2101-2114, 2021
102021
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Articles 1–20