Department of Economics

Dr Andreas Krause

andreas-krause-28265-0040

Lecturer in EconomicsPhD

3 East 4.26
Email: a.krause@bath.ac.uk

Personal website

PhD Supervision

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. 

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Profile

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

Publications

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