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Personal profile

Research interests

Andreas Krause joined the Department of Economics in 2013 from the School of Management. He has graduated from the University of Fribourg (Switzerland) with a PhD in Economics.

He has research interests particularly in systemic of banking systems, where he focuses mainly on the network structure of interbank exposures and how failures of banks spread through such networks. The initial research in this area was supported by a British Academy grant. In general he is interested in heterogeneous agents interacting through networks and how such interactions shape aggregate outcomes, such as stock prices or analyst recommendations. Previous work has included an analysis of credit card markets using a network approach and questions of optimal market design. Overall he seeks to base his research on a sound theoretical basis, supplemented by empirical evidence as appropriate.

Andreas has recently consulted on the development of a risk-profiling system, supported by the EPSRC through a grant for EngD student.  

Research interests

  • Systemic Risk
  • Agent-based computational finance
  • Financial markets
  • Network theory

Willing to supervise PhD

I am happy to consider PhD students with a strong mathematical and/or computational background who are interested in conducting research in the area of systemic risk and agent-based computational finance.

I will consider students with research interests in financial markets on a case-by-case basis. 

Apply for a PhD

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Research Output

Open Access
  • 79 Downloads (Pure)

    Equilibrium interbank lending networks

    Xiao, D. & Krause, A., 2016, 2016 IEEE Congress on Evolutionary Computation (CEC). p. 4543-4550 8 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Open Access
  • The optimal timing of open market stock repurchases

    Krause, A. & Hsu, C-C., 2016, In : Emerging Markets Finance and Trade. 52, 4, p. 776-785

    Research output: Contribution to journalArticle

  • 4 Citations (Scopus)

    Systemic Risk

    Krause, A., 2015, Investment Risk Management. Baker, H. K. & Filbeck, G. (eds.). Oxford University Press, p. 179-196

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Open Access
  • 67 Citations (Scopus)
    253 Downloads (Pure)


    Bank Accounting Ratios, Interbank Lending, and Liquidity Hoarding During Financial Crisis 2007/08

    Author: Huang, X., 22 Mar 2018

    Supervisor: Zalewska, A. (Supervisor) & Krause, A. (Supervisor)

    Student thesis: Doctoral ThesisPhD


    Evolutionary mechanism design using agent-based models

    Author: Li, X., 31 Jul 2012

    Supervisor: Krause, A. (Supervisor)

    Student thesis: Doctoral ThesisPhD


    Identifying Systemic Risk in Interbank Markets by Applying Network Theory

    Author: Xu, Z., 23 Apr 2016

    Supervisor: Krause, A. (Supervisor) & Giansante, S. (Supervisor)

    Student thesis: Doctoral ThesisPhD


    The Development of a Market Risk Profiling System Employing Behavioural and Emotional Finance Approaches

    Author: Alsharman, M., 13 Feb 2019

    Supervisor: Krause, A. (Supervisor) & Fairchild, R. (Supervisor)

    Student thesis: Doctoral ThesisDoctor of Engineering (EngD)


    The Dynamic Model of Double Auction Market

    Author: Li, H., 1 Sep 2009

    Supervisor: Krause, A. (Supervisor)

    Student thesis: Doctoral ThesisPhD