Projects per year
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 doctoral students
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.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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Collaborations and top research areas from the last five years
Projects
- 1 Finished
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Systemic Risks and Capital Requirements: An Evaluation of the Role of Interbank Lending
Krause, A. (PI)
1/04/09 → 30/09/10
Project: Research council
Research output
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Group lending as a mechanism for self-insuring default risk
Krause, A., 28 Jul 2024, (E-pub ahead of print) In: Annals of Finance.Research output: Contribution to journal › Article › peer-review
Open Access -
Balancing Liquidity and Returns through Interbank Markets: Endogenous Interest Rates and Network Structures
Xiao, D. & Krause, A., 31 Mar 2023, In: Journal Of Financial Research. 46, 1, p. 131-149Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (SciVal)22 Downloads (Pure) -
Strategic default and optimal audit resources with costly state verification
Krause, A., 31 Dec 2022, In: Research in Economics. 76, 4, p. 413-421 9 p.Research output: Contribution to journal › Article › peer-review
Open Access -
The optimal exclusion length of borrowers after default
Krause, A., 30 Nov 2022, In: Economics Letters. 220, 110881.Research output: Contribution to journal › Article › peer-review
Open Access -
Bank Demand for Central Bank Liquidity and its Impact on Interbank Markets
Krause, A., 31 Dec 2021, In: Journal of Economic Interaction and Coordination. 48 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (SciVal)200 Downloads (Pure)