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Article

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.

Monograph

Dubey, P., Geanakoplos, J. & Shubik, M. (1982). Revelation of Information in Strategic Market Games: A Critique of Rational Expectations. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-82-038

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