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Principal Researcher, Financial Markets Department, Bank of Canada
Andreas Uthemann
Research Associates
Principal Researcher, Financial Markets Department, Bank of Canada
Personal website
Publications
On the use of artificial intelligence in financial regulations and the impact on financial stability
As the financial authorities increase their use of artificial intelligence (AI), micro regulations, such as consumer protection and routine banking...
DP 125
Financial transaction taxes and the informational efficiency of financial markets: A structural estimation
Journal of Financial Economics 146(3), 1044-1072
Higher-Order Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service
We assess the ability of an information aggregation mechanism that operates in the over-the-counter market for financial derivatives to reduce...
DP 98
Artificial intelligence as a central banker
Artificial intelligence, such as the Bank of England Bot, is set to take over an increasing number of central bank functions. This column argues that...
Artificial Intelligence and Systemic Risk
Artificial intelligence (AI) is rapidly changing how the financial system is operated, taking over core functions because of cost savings and...
SP 16
Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation
We develop a new methodology to estimate the impact of a financial transaction tax (FTT) on informational efficiency, liquidity and volatility. In our...
DP 88
Artificial intelligence, financial risk management and systemic risk
Artificial intelligence (AI) is rapidly changing how financial institutions are operated and regulated. The authors discuss the benefits and danger...
SP 13
