De Caux, Bob, McGroarty, Frank and Brede, Markus (2016) Payment prioritisation and liquidity risk in collateralised interbank payment systems Journal of International Financial Markets, Institutions and Money, pp. 1-39.
De Caux, Robert (2014) An agent-based framework for analysing insolvency resolution mechanisms for banks At 19th Workshop on Economic Science with Heterogeneous Interacting Agents, China. 17 - 19 Jun 2014.
De Caux, Robert (2015) An agent-based framework for analysing insolvency resolution mechanisms for banks At Conference on Complex Systems 2015, United States. 28 Sep - 02 Oct 2015.
De Caux, Robert, Philippides, Andrew, Kniveton, Dominic, Smith, Christopher and Blakc, Richard (2014) Dynamic small-world social network generation through local agent interactions [in special issue: Complexity Science and Social Policy] Complexity, 19, (6), pp. 44-53. (doi:10.1002/cplx.21528).
De Caux, Robert, Mcgroarty, Frank and Brede, Markus (2016) The evolution of risk and bailout strategy in banking systems Physica A: Statistical Mechanics and its Applications, 468, pp. 109-118. (doi:10.1016/j.physa.2016.10.005).