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Klimek, P., Poledna, S., Farmer, J.D. & Thurner, S. (2015). To bail-out or to bail-in? Answers from an agent-based model. Journal of Economic Dynamics and Control 50, 144-154. 10.1016/j.jedc.2014.08.020.

Poledna, S., Thurner, S., Farmer, J.D. & Geanakoplos, J. (2014). Leverage-induced systemic risk under Basle II and other credit risk policies. Journal of Banking & Finance 42 (1), 199-212. 10.1016/j.jbankfin.2014.01.038.

Thurner, S., Farmer, J.D. & Geanakoplos, J. (2012). Leverage causes fat tails and clustered volatility. Quantitative Finance 12 (5), 695-707. 10.1080/14697688.2012.674301.