Reconstructing and Stress Testing Credit Networks A Ramadiah, F Caccioli, D Fricke Journal of Economic Dynamics & Control 111, 2020 | 45 | 2020 |
Network Sensitivity of Systemic Risk A Ramadiah, D Di Gangi, D Sardo, V Macchiati, TP Minh, F Pinotti, ... Journal of Network Theory in Finance 5 (3), 53-72, 2020 | 14 | 2020 |
Modelling fire sale contagion across banks and non-banks F Caccioli, G Ferrara, A Ramadiah Journal of Financial Stability 71, 101231, 2024 | 13 | 2024 |
Backtesting macroprudential stress tests A Ramadiah, D Fricke, F Caccioli Journal of Economic Dynamics and Control 137, 104333, 2022 | 7 | 2022 |
Agent-based simulation of central bank digital currencies A Ramadiah, M Galbiati, K Soramäki Available at SSRN 3959759, 2021 | 7 | 2021 |
The Quest for Accurate Systemic Stress Tests A Ramadiah UCL (University College London), 2020 | | 2020 |
Staff Working Paper No. 878 Modelling fire sale contagion across banks and non-banks F Caccioli, G Ferrara, A Ramadiah | | 2020 |