Anne-Caroline's selected academic publications
How does the repo market behave under stress? Evidence from the COVID-19 crisis with C. Lepore and L. Veraart, Journal of Financial Stability, (2023)
Contagion accounting for stress testing with I. Aldasoro and C. Kok, Journal of Economic Dynamics and Control (2022)
Comparing minds and machines: implications for financial stability with M. Buckmann and A. Haldane, Oxford Review of Economic Policy (2021)
Mapping bank securities across euro area sectors: comparing funding and exposure networks with C.Kok, Journal of Network Theory in Finance (2019)
The systemic implications of bail-in: A multi-layered network approach with G. Hałaj, C. Kok, C. Perales and A. van der Kraaij, Journal of Financial Stability (2018)
Too interconnected to fail: A survey of the interbank networks literature, Journal of Network Theory in Finance (2015)