Ansgar Walther

Imperial College London

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

Centre for Economic Policy Research (CEPR)

London

United Kingdom

SCHOLARLY PAPERS

10

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7,123

SSRN CITATIONS
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Top 7,043

in Total Papers Citations

129

CROSSREF CITATIONS

60

Scholarly Papers (10)

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Journal of Finance, Forthcoming
Number of pages: 92 Posted: 17 Nov 2017 Last Revised: 24 Jun 2021
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and Imperial College London
Downloads 4,630 (2,427)
Citation 74

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machine learning, credit, mortgages, disparate impact, race

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Number of pages: 60 Posted: 20 Nov 2017
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and Imperial College London
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credit access, Machine Learning, Mortgages, statistical discrimination

2.

Social Media, News Media and the Stock Market

Number of pages: 64 Posted: 02 Apr 2016 Last Revised: 29 Feb 2020
Peiran Jiao, Andre Veiga and Ansgar Walther
Maastricht University - Department of Finance, Imperial College London and Imperial College London
Downloads 2,070 (9,436)
Citation 13

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3.
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Citation 3

The Market for Data Privacy

Number of pages: 62 Posted: 18 Mar 2019
Tarun Ramadorai, Ansgar Walther and Antoine Uettwiller
Imperial College London, Imperial College London and Imperial College London
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data markets, privacy, third-party sharing, web tracking

4.

Asymmetric Attention

Number of pages: 40 Posted: 24 Apr 2018
Alexandre Kohlhas and Ansgar Walther
Stockholm University - Institute for International Economic Studies (IIES) and Imperial College London
Downloads 132 (273,895)
Citation 8

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Expectations, learning, inattention

Financial Architecture and Financial Stability

Number of pages: 30 Posted: 04 May 2021 Last Revised: 27 May 2021
Franklin Allen and Ansgar Walther
Imperial College London and Imperial College London
Downloads 119 (297,029)

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Financial stability, financial crises, shadow banks, bank regulation, networks

Financial Architecture and Financial Stability

Number of pages: 33 Posted: 14 Jul 2021
Franklin Allen and Ansgar Walther
Imperial College London and Imperial College London
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Prudential Policy with Distorted Beliefs

Number of pages: 60 Posted: 06 Nov 2020
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
Downloads 101 (333,252)

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prudential policy, distorted beliefs, financial regulation, bailouts, monetary policy, bank regulation

Prudential Policy with Distorted Beliefs

Number of pages: 63 Posted: 14 Jul 2021
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
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Prudential Policy with Distorted Beliefs

Number of pages: 61 Posted: 07 Jun 2021 Last Revised: 18 Nov 2021
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
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Does Size Matter? Bailouts with Large and Small Banks

Number of pages: 54 Posted: 26 Dec 2017
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
Downloads 28 (610,937)

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bailouts, bank regulation, too-big-to-fail, too-many-to-fail, size tax

Does Size Matter? Bailouts with Large and Small Banks

Number of pages: 55 Posted: 19 Dec 2017 Last Revised: 10 Jun 2021
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
Downloads 16 (702,009)
Citation 11

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Corrective Regulation with Imperfect Instruments

Number of pages: 67 Posted: 02 Sep 2021
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
Downloads 17 (693,893)

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corrective regulation, second-best policy, Pigouvian taxation, policy elasticities, leakage elasticities, regulatory arbitrage, financial regulation

Corrective Regulation with Imperfect Instruments

Number of pages: 68 Posted: 16 Aug 2021 Last Revised: 18 Nov 2021
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
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Corrective Regulation with Imperfect Instruments

Number of pages: 70 Posted: 22 Sep 2021
Eduardo Davila and Ansgar Walther
Yale University - Department of Economics and Imperial College London
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corrective regulation, financial regulation, leakage elasticities, Pigouvian taxation, policy elasticities, regulatory arbitrage, second-best policy

9.

Rules versus Discretion in Bank Resolution

Number of pages: 52 Posted: 17 Oct 2019
Ansgar Walther and Lucy White
Imperial College London and Centre for Economic Policy Research (CEPR)
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Citation 6
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bail-in, bail-out, bank resolution, bank runs, financial crises

10.

Market Discipline and Systemic Risk

Number of pages: 37 Posted: 14 Feb 2018
Alan D. Morrison and Ansgar Walther
University of Oxford - Said Business School and Imperial College London
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Citation 1
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macro-prudential regulation, market discipline, return correlation, systemic risk