Dr Kartik Anand
- Financial crises
- Sovereign debt
Selected Refereed Publications
- Anand, K, and P. Gai, Holdout creditors and sovereign debt litigation, Oxford Economic Papers, forthcoming.
- Ahnert, T., K. Anand, P. Gai and J. Chapman, Asset encumbrance, Bank Funding, and Financial Fragility, Review of Financial Studies, forthcoming.
- Anand, K. and P. Gai, Pre-emptive sovereign debt restructuring and holdout litigation, Oxford Economic Papers, forthcoming.
- Anand, K., J. Khedair and R. Kühn (2018), Structural Model for Fluctuations in Financial Markets, Physical Review E, Vol. 97(5).
- Anand, K, I. van Lelyveld, A. Banai, S. Friedrich, R, Garratt, G, Halaj, J. Fique, I. Hansen, S. Jaramillo, H. Lee, J. Molina-Borboa, S. Nobili, S. Rajan, D. Salakhova, T. Silva, L. Silvestri, and S. de Souza (2018), The Missing Links: A global study on uncovering financial network structure from partial data, Journal of Financial Stability. Vol. 35, pp. 107-119.
- Anand, K., B. Craig and G. von Peter (2015), Filling in the blanks: Network structure and interbank contagion, Quantitative Finance, Vol. 15, pp. 625-636.
- König, P., K. Anand and F. Heinemann (2014), Guarantees, transparency and the interdependency between sovereign and bank default risk, Journal of Banking and Finance, Vol. 45, pp. 321-337.
- Anand, K., P. Gai, S. Kapadia, M. Wilison and S. Brennan (2013), A network model of financial system resilience, Journal of Economic Behavior and Organization, Vol. 85, pp. 219-235.
- Anand, K., P. Gai and M. Marsili (2012), Rollover risk, network structure and systemic financial crises, Journal of Economic Dynamics and Control, Vol. 36, pp. 1088-1100.
Other Working Papers and Publications
- Anand, K., C. Gauthier and M. Souissi (2015), Quantifying contagion risk in funding markets: A model based stress-testing approach, Bank of Canada Working Paper, 2015-32.
- Anand, K., G. Bédard-Pagé and V. Traclet (2014), Stress testing the Canadian banking system: A system-wide approach, Bank of Canada Financial System Review, June, pp. 21-28.
- Anand, K. and P. Gai (2013), The safety of government bonds, Bank of Canada Working Paper, 2013-34.