Matthias Raddant
Personal Details
First Name: | Matthias |
Middle Name: | |
Last Name: | Raddant |
Suffix: | |
RePEc Short-ID: | pra520 |
[This author has chosen not to make the email address public] | |
https://www.raddant.de | |
Twitter: | @econ_mtr |
Terminal Degree: | 2012 Institut für Volkswirtschaftslehre; Christian-Albrechts-Universität Kiel (from RePEc Genealogy) |
Affiliation
(80%) Technische Universität Graz, Institut für Softwaretechnologie
https://www.tugraz.at/institute/ist/homeGraz, Austria
(10%) Fakultät für Wirtschaft und Globalisierung
Donau Universität Krems
Krems, Austriahttps://www.donau-uni.ac.at/de/universitaet/fakultaeten/wirtschaft-globalisierung.html
RePEc:edi:zbdonat (more details at EDIRC)
(10%) Complexity Science Hub Vienna
Wien, Austriahttps://www.csh.ac.at/
RePEc:edi:cshviat (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Matthias Raddant & Fariba Karimi, 2024. "The dynamics of diversity on corporate boards," Papers 2404.11334, arXiv.org, revised Sep 2024.
- M. Raddant & T. Di Matteo, 2023.
"A Look at Financial Dependencies by Means of Econophysics and Financial Economics,"
Papers
2302.08208, arXiv.org.
- M. Raddant & T. Di Matteo, 2023. "A look at financial dependencies by means of econophysics and financial economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
- Matthias Raddant & Martin Bertau & Gerald Steiner, 2023. "The use of trade data in the analysis of global phosphate flows," Papers 2305.07362, arXiv.org, revised Apr 2024.
- Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021.
"Advances in the Agent-Based Modeling of Economic and Social Behavior,"
MPRA Paper
107317, University Library of Munich, Germany.
- Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021. "Advances in the agent-based modeling of economic and social behavior," SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
- Raddant, Matthias & Takahashi, Hiroshi, 2020.
"Corporate boards, interorganizational ties and profitability: The case of Japan,"
Economics Working Papers
2020-02, Christian-Albrechts-University of Kiel, Department of Economics.
- Matthias Raddant & Hiroshi Takahashi, 2022. "Corporate boards, interorganizational ties and profitability: the case of Japan," Empirical Economics, Springer, vol. 62(3), pages 1365-1406, March.
- Matthias Raddant & Hiroshi Takahashi, 2020.
"Interdependencies of female board member appointments,"
Papers
2007.03980, arXiv.org, revised Dec 2021.
- Raddant, Matthias & Takahashi, Hiroshi, 2022. "Interdependencies of female board member appointments," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Raddant, Matthias & Takahashi, Hiroshi, 2019. "The Japanese corporate board network," Kiel Working Papers 2130, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Dror Y. Kenett, 2017.
"Interconnectedness in the Global Financial Market,"
Papers
1704.01028, arXiv.org, revised Jun 2020.
- Raddant, Matthias & Kenett, Dror Y., 2021. "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Raddant, Matthias & Kenett, Dror, 2016. "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145560, Verein für Socialpolitik / German Economic Association.
- Raddant, Matthias & Kenett, Dror Y., 2017. "Interconnectedness in the global financial market," Kiel Working Papers 2076, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Dror Y. Kenett, 2016. "Interconnectedness in the Global Financial Market," Working Papers 16-09, Office of Financial Research, US Department of the Treasury.
- Raddant, Matthias & Wagner, Friedrich, 2016. "Multivariate GARCH for a large number of stocks," Kiel Working Papers 2049, Kiel Institute for the World Economy (IfW Kiel).
- Raddant, Matthias, 2016. "The response of European stock markets to the Brexit," Kiel Policy Brief 100, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Friedrich Wagner, 2016.
"Multivariate Garch with dynamic beta,"
Papers
1609.07051, arXiv.org, revised Nov 2019.
- M. Raddant & F. Wagner, 2022. "Multivariate GARCH with dynamic beta," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1324-1343, October.
- Matthias Raddant & Friedrich Wagner, 2015.
"Transitions in the Stock Markets of the US, UK, and Germany,"
Papers
1504.06113, arXiv.org.
- Matthias Raddant & Friedrich Wagner, 2017. "Transitions in the stock markets of the US, UK and Germany," Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 289-297, February.
- Raddant, Matthias & Wagner, Friedrich, 2014. "Transitions in the stock markets of the US, UK, and Germany," Kiel Working Papers 1979, Kiel Institute for the World Economy (IfW Kiel).
- Milaković, Mishael & Raddant, Matthias & Birg, Laura, 2014.
"Persistence in corporate networks,"
University of Göttingen Working Papers in Economics
184, University of Goettingen, Department of Economics.
- Matthias Raddant & Mishael Milaković & Laura Birg, 2017. "Persistence in corporate networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 249-276, July.
- Karimi, Fariba & Raddant, Matthias, 2013.
"Cascades in real interbank markets,"
Kiel Working Papers
1872, Kiel Institute for the World Economy (IfW Kiel).
- Fariba Karimi & Matthias Raddant, 2016. "Cascades in Real Interbank Markets," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
- Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Papers 1310.1634, arXiv.org, revised Dec 2014.
- Fariba Karimi & Matthias Raddant, 2013.
"Cascades in real interbank markets,"
Papers
1310.1634, arXiv.org, revised Dec 2014.
- Fariba Karimi & Matthias Raddant, 2016. "Cascades in Real Interbank Markets," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
- Karimi, Fariba & Raddant, Matthias, 2013. "Cascades in real interbank markets," Kiel Working Papers 1872, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Friedrich Wagner, 2013.
"Phase Transition in the S&P Stock Market,"
Papers
1306.2508, arXiv.org, revised Jun 2015.
- Raddant, Matthias & Wagner, Friedrich, 2013. "Phase transition in the S&P stock market," Kiel Working Papers 1846, Kiel Institute for the World Economy (IfW Kiel).
- Raddant, Matthias, 2012.
"Structure in the Italian overnight loan market,"
Kiel Working Papers
1772, Kiel Institute for the World Economy (IfW Kiel).
- Raddant, Matthias, 2014. "Structure in the Italian overnight loan market," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 197-213.
- Raddant, Matthias, 2012.
"Structure in the Italian overnight loan market,"
Kiel Working Papers
1772, Kiel Institute for the World Economy (IfW Kiel).
- Raddant, Matthias, 2014. "Structure in the Italian overnight loan market," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 197-213.
- Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011.
"A Note on institutional hierarchy and volatility in financial markets,"
MPRA Paper
30902, University Library of Munich, Germany.
- S. Alfarano & M. Milakovic & M. Raddant, 2013. "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
- Kenett, Dror Y. & Raddant, Matthias & Lux, Thomas & Ben-Jacob, Eshel, 2011.
"Evolvement of uniformity and volatility in the stressed global financial village,"
Kiel Working Papers
1739, Kiel Institute for the World Economy (IfW Kiel).
- Dror Y Kenett & Matthias Raddant & Thomas Lux & Eshel Ben-Jacob, 2012. "Evolvement of Uniformity and Volatility in the Stressed Global Financial Village," PLOS ONE, Public Library of Science, vol. 7(2), pages 1-8, February.
- Kenett, Dror Y. & Raddant, Matthias & Lux, Thomas & Ben-Jacob, Eshel, 2011.
"Evolvement of uniformity and volatility in the stressed global financial village,"
Kiel Working Papers
1739, Kiel Institute for the World Economy (IfW Kiel).
- Dror Y Kenett & Matthias Raddant & Thomas Lux & Eshel Ben-Jacob, 2012. "Evolvement of Uniformity and Volatility in the Stressed Global Financial Village," PLOS ONE, Public Library of Science, vol. 7(2), pages 1-8, February.
- Alfarano, Simone & Milaković, Mishael & Raddant, Matthias, 2009. "Network hierarchy in Kirman's ant model: fund investment can create systemic risk," Economics Working Papers 2009-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Milaković, Mishael & Raddant, Matthias & Birg, Laura, 2009.
"Persistence of a network core in the time evolution of interlocking directorates,"
Economics Working Papers
2009-10, Christian-Albrechts-University of Kiel, Department of Economics.
repec:kie:kieliw:1979 is not listed on IDEAS
repec:kie:kieliw:1846 is not listed on IDEAS
Articles
- M. Raddant & T. Di Matteo, 2023.
"A look at financial dependencies by means of econophysics and financial economics,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
- M. Raddant & T. Di Matteo, 2023. "A Look at Financial Dependencies by Means of Econophysics and Financial Economics," Papers 2302.08208, arXiv.org.
- Matthias Raddant & Hiroshi Takahashi, 2022.
"Corporate boards, interorganizational ties and profitability: the case of Japan,"
Empirical Economics, Springer, vol. 62(3), pages 1365-1406, March.
- Raddant, Matthias & Takahashi, Hiroshi, 2020. "Corporate boards, interorganizational ties and profitability: The case of Japan," Economics Working Papers 2020-02, Christian-Albrechts-University of Kiel, Department of Economics.
- M. Raddant & F. Wagner, 2022.
"Multivariate GARCH with dynamic beta,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1324-1343, October.
- Matthias Raddant & Friedrich Wagner, 2016. "Multivariate Garch with dynamic beta," Papers 1609.07051, arXiv.org, revised Nov 2019.
- Raddant, Matthias & Takahashi, Hiroshi, 2022.
"Interdependencies of female board member appointments,"
International Review of Financial Analysis, Elsevier, vol. 81(C).
- Matthias Raddant & Hiroshi Takahashi, 2020. "Interdependencies of female board member appointments," Papers 2007.03980, arXiv.org, revised Dec 2021.
- Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021.
"Advances in the agent-based modeling of economic and social behavior,"
SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
- Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021. "Advances in the Agent-Based Modeling of Economic and Social Behavior," MPRA Paper 107317, University Library of Munich, Germany.
- Raddant, Matthias & Kenett, Dror Y., 2021.
"Interconnectedness in the global financial market,"
Journal of International Money and Finance, Elsevier, vol. 110(C).
- Raddant, Matthias & Kenett, Dror, 2016. "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145560, Verein für Socialpolitik / German Economic Association.
- Matthias Raddant & Dror Y. Kenett, 2017. "Interconnectedness in the Global Financial Market," Papers 1704.01028, arXiv.org, revised Jun 2020.
- Raddant, Matthias & Kenett, Dror Y., 2017. "Interconnectedness in the global financial market," Kiel Working Papers 2076, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Dror Y. Kenett, 2016. "Interconnectedness in the Global Financial Market," Working Papers 16-09, Office of Financial Research, US Department of the Treasury.
- Matthias Raddant & Mishael Milaković & Laura Birg, 2017.
"Persistence in corporate networks,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 249-276, July.
- Milaković, Mishael & Raddant, Matthias & Birg, Laura, 2014. "Persistence in corporate networks," University of Göttingen Working Papers in Economics 184, University of Goettingen, Department of Economics.
- Matthias Raddant & Friedrich Wagner, 2017.
"Transitions in the stock markets of the US, UK and Germany,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 289-297, February.
- Raddant, Matthias & Wagner, Friedrich, 2014. "Transitions in the stock markets of the US, UK, and Germany," Kiel Working Papers 1979, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Friedrich Wagner, 2015. "Transitions in the Stock Markets of the US, UK, and Germany," Papers 1504.06113, arXiv.org.
- Simone Alfarano & Daniel Fricke & Thomas Lux & Matthias Raddant, 2016. "Network Approaches to Interbank Markets: Foreword," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 1-2, January.
- Fariba Karimi & Matthias Raddant, 2016.
"Cascades in Real Interbank Markets,"
Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
- Karimi, Fariba & Raddant, Matthias, 2013. "Cascades in real interbank markets," Kiel Working Papers 1872, Kiel Institute for the World Economy (IfW Kiel).
- Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Papers 1310.1634, arXiv.org, revised Dec 2014.
- Raddant, Matthias, 2014.
"Structure in the Italian overnight loan market,"
Journal of International Money and Finance, Elsevier, vol. 41(C), pages 197-213.
- Raddant, Matthias, 2012. "Structure in the Italian overnight loan market," Kiel Working Papers 1772, Kiel Institute for the World Economy (IfW Kiel).
- S. Alfarano & M. Milakovic & M. Raddant, 2013.
"A note on institutional hierarchy and volatility in financial markets,"
The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
- Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011. "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper 30902, University Library of Munich, Germany.
- Dror Y Kenett & Matthias Raddant & Thomas Lux & Eshel Ben-Jacob, 2012.
"Evolvement of Uniformity and Volatility in the Stressed Global Financial Village,"
PLOS ONE, Public Library of Science, vol. 7(2), pages 1-8, February.
- Kenett, Dror Y. & Raddant, Matthias & Lux, Thomas & Ben-Jacob, Eshel, 2011. "Evolvement of uniformity and volatility in the stressed global financial village," Kiel Working Papers 1739, Kiel Institute for the World Economy (IfW Kiel).
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- M. Raddant & T. Di Matteo, 2023.
"A Look at Financial Dependencies by Means of Econophysics and Financial Economics,"
Papers
2302.08208, arXiv.org.
- M. Raddant & T. Di Matteo, 2023. "A look at financial dependencies by means of econophysics and financial economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
Cited by:
- Paolo Bartesaghi & Gian Paolo Clemente & Rosanna Grassi, 2024. "A Self-Adaptive Centrality Measure for Asset Correlation Networks," Economies, MDPI, vol. 12(7), pages 1-19, June.
- Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021.
"Advances in the Agent-Based Modeling of Economic and Social Behavior,"
MPRA Paper
107317, University Library of Munich, Germany.
- Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021. "Advances in the agent-based modeling of economic and social behavior," SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
Cited by:
- Baxter Williams & Daniel Bishop & Patricio Gallardo & J. Geoffrey Chase, 2023. "Demand Side Management in Industrial, Commercial, and Residential Sectors: A Review of Constraints and Considerations," Energies, MDPI, vol. 16(13), pages 1-28, July.
- Michele Vodret & Iacopo Mastromatteo & Bence Tóth & Michael Benzaquen, 2023. "Microfounding GARCH models and beyond: a Kyle-inspired model with adaptive agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 599-625, July.
- Rizzati, Massimiliano & Landoni, Matteo, 2024. "A systematic review of agent-based modelling in the circular economy: Insights towards a general model," Structural Change and Economic Dynamics, Elsevier, vol. 69(C), pages 617-631.
- M. Raddant & T. Di Matteo, 2023.
"A look at financial dependencies by means of econophysics and financial economics,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
- M. Raddant & T. Di Matteo, 2023. "A Look at Financial Dependencies by Means of Econophysics and Financial Economics," Papers 2302.08208, arXiv.org.
- Mustafa Alassad & Muhammad Nihal Hussain & Nitin Agarwal, 2023. "Developing an agent-based model to minimize spreading of malicious information in dynamic social networks," Computational and Mathematical Organization Theory, Springer, vol. 29(3), pages 487-502, September.
- Paola D'Orazio & Jessica Reale & Anh Duy Pham, 2023. "Climate-induced liquidity crises: interbank exposures and macroprudential implications," Chemnitz Economic Papers 059, Department of Economics, Chemnitz University of Technology.
- Adão, Luiz F.S. & Silveira, Douglas & Ely, Regis A. & Cajueiro, Daniel O., 2022. "The impacts of interest rates on banks’ loan portfolio risk-taking," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Nicolas Cofre & Magdalena Mosionek-Schweda, 2023. "A simulated electronic market with speculative behaviour and bubble formation," Papers 2311.12247, arXiv.org.
- Raddant, Matthias & Takahashi, Hiroshi, 2020.
"Corporate boards, interorganizational ties and profitability: The case of Japan,"
Economics Working Papers
2020-02, Christian-Albrechts-University of Kiel, Department of Economics.
- Matthias Raddant & Hiroshi Takahashi, 2022. "Corporate boards, interorganizational ties and profitability: the case of Japan," Empirical Economics, Springer, vol. 62(3), pages 1365-1406, March.
Cited by:
- Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021.
"Advances in the Agent-Based Modeling of Economic and Social Behavior,"
MPRA Paper
107317, University Library of Munich, Germany.
- Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021. "Advances in the agent-based modeling of economic and social behavior," SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
- Matthias Raddant & Hiroshi Takahashi, 2020.
"Interdependencies of female board member appointments,"
Papers
2007.03980, arXiv.org, revised Dec 2021.
- Raddant, Matthias & Takahashi, Hiroshi, 2022. "Interdependencies of female board member appointments," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Matthias Raddant & Hiroshi Takahashi, 2020.
"Interdependencies of female board member appointments,"
Papers
2007.03980, arXiv.org, revised Dec 2021.
- Raddant, Matthias & Takahashi, Hiroshi, 2022. "Interdependencies of female board member appointments," International Review of Financial Analysis, Elsevier, vol. 81(C).
Cited by:
- Kan Nakajima & Yoko Shirasu & Eiji Kodera, 2024. "Tokenism in Gender Diversity among Board of Directors," Working Papers e201, Tokyo Center for Economic Research.
- Dodd, Olga & Frijns, Bart & Garel, Alexandre, 2022.
"Cultural diversity among directors and corporate social responsibility,"
International Review of Financial Analysis, Elsevier, vol. 83(C).
- Olga Dodd & Bart Frijns & Alexandre Garel, 2022. "Cultural diversity among directors and corporate social responsibility," Post-Print hal-03765674, HAL.
- SABĂU (POPA) Andrada Ioana & SAFTA (PLEȘA) Ioana Lavinia & BORLEA Nicolae Sorin, 2023. "Analysis Of The Quality Of Corporate Governance. Case For Romanian Companies," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 75(1), pages 66-79, April.
- Chen, Chia-Wei & Sutton, Ninon K. & Yi, Bingsheng & Zheng, Qiancheng, 2023. "The connection between gender diversity and firm performance: Evidence from Taiwan," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Raddant, Matthias & Takahashi, Hiroshi, 2019.
"The Japanese corporate board network,"
Kiel Working Papers
2130, Kiel Institute for the World Economy (IfW Kiel).
Cited by:
- Ricardo Giglio & Thomas Lux, 2021. "The Core of the Global Corporate Network," Networks and Spatial Economics, Springer, vol. 21(3), pages 681-705, September.
- Matthias Raddant & Dror Y. Kenett, 2017.
"Interconnectedness in the Global Financial Market,"
Papers
1704.01028, arXiv.org, revised Jun 2020.
- Raddant, Matthias & Kenett, Dror Y., 2021. "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Raddant, Matthias & Kenett, Dror, 2016. "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145560, Verein für Socialpolitik / German Economic Association.
- Raddant, Matthias & Kenett, Dror Y., 2017. "Interconnectedness in the global financial market," Kiel Working Papers 2076, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Dror Y. Kenett, 2016. "Interconnectedness in the Global Financial Market," Working Papers 16-09, Office of Financial Research, US Department of the Treasury.
Cited by:
- Belke, Ansgar & Dubova, Irina, 2017.
"International spillovers in global asset markets,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168087, Verein für Socialpolitik / German Economic Association.
- Ansgar Belke & Irina Dubova, 2017. "International spillovers in global asset markets," ROME Working Papers 201709, ROME Network.
- Belke, Ansgar & Dubova, Irina, 2018. "International spillovers in global asset markets," Economic Systems, Elsevier, vol. 42(1), pages 3-17.
- Belke, Ansgar & Dubova, Irina, 2017. "International spillovers in global asset markets," Ruhr Economic Papers 696, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Vukovic, Darko B. & Lapshina, Kseniya A. & Maiti, Moinak, 2021. "Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Philipp Wirth & Francesca Medda & Thomas Schroder, 2024. "Longitudinal market structure detection using a dynamic modularity-spectral algorithm," Papers 2407.04500, arXiv.org.
- Kai Shi, 2021. "Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic," JRFM, MDPI, vol. 14(3), pages 1-37, March.
- Liow, Kim Hiang & Huang, Yuting, 2018. "The dynamics of volatility connectedness in international real estate investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 195-210.
- Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021.
"Advances in the Agent-Based Modeling of Economic and Social Behavior,"
MPRA Paper
107317, University Library of Munich, Germany.
- Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021. "Advances in the agent-based modeling of economic and social behavior," SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
- Vidal-Tomás, David, 2021. "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, vol. 43(C).
- Haiming Long & Ji Zhang & Nengyu Tang, 2017. "Does network topology influence systemic risk contribution? A perspective from the industry indices in Chinese stock market," PLOS ONE, Public Library of Science, vol. 12(7), pages 1-19, July.
- Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019.
"The changing network of financial market linkages: The Asian experience,"
International Review of Financial Analysis, Elsevier, vol. 64(C), pages 71-92.
- Dungey, Mardi & Chowdhury, Biplob & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," ADB Economics Working Paper Series 558, Asian Development Bank.
- Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," Working Papers id:12924, eSocialSciences.
- Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The changing network of financial market linkages: the Asian experience," Working Papers 2018-05, University of Tasmania, Tasmanian School of Business and Economics.
- Gambarelli, Luca & Marchi, Gianluca & Muzzioli, Silvia, 2023. "Hedging effectiveness of cryptocurrencies in the European stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
- Vidal-Llana, Xenxo & Uribe, Jorge M. & Guillén, Montserrat, 2023. "European stock market volatility connectedness: The role of country and sector membership," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- M. Raddant & T. Di Matteo, 2023.
"A look at financial dependencies by means of econophysics and financial economics,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
- M. Raddant & T. Di Matteo, 2023. "A Look at Financial Dependencies by Means of Econophysics and Financial Economics," Papers 2302.08208, arXiv.org.
- Tian, Hu & Zheng, Xiaolong & Zeng, Daniel Danjun, 2019. "Analyzing the dynamic sectoral influence in Chinese and American stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
- Kim Hiang LIOW & Jeongseop SONG, 2019. "Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times," International Real Estate Review, Global Social Science Institute, vol. 22(4), pages 463-512.
- Xu, Hao & Li, Songsong, 2023. "What impacts foreign capital flows to China's stock markets? Evidence from financial risk spillover networks," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 559-577.
- Nicolás Magner & Jaime F. Lavín & Mauricio A. Valle, 2022. "Modeling Synchronization Risk among Sustainable Exchange Trade Funds: A Statistical and Network Analysis Approach," Mathematics, MDPI, vol. 10(19), pages 1-30, October.
- Pineda, Julián & Cortés, Lina M. & Perote, Javier, 2022. "Financial contagion drivers during recent global crises," Economic Modelling, Elsevier, vol. 117(C).
- Wahyu Jatmiko & M. Shahid Ebrahim & Abdullah Iqbal & Rafal M. Wojakowski, 2023. "Can trade credit rejuvenate Islamic banking?," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 111-146, January.
- Ekaterina E. Emm & Gerald D. Gay & Han Ma & Honglin Ren, 2022. "Effects of the Covid‐19 pandemic on derivatives markets: Evidence from global futures and options exchanges," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(5), pages 823-851, May.
- Chen, Naixi & Fan, Hong, 2023. "Contagion and supervision of liquidity crisis in interbank markets: Based on the SIS network model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 629(C).
- Heil, Thomas L.A. & Peter, Franziska J. & Prange, Philipp, 2022. "Measuring 25 years of global equity market co-movement using a time-varying spatial model," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 229-242.
- Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
- Raddant, Matthias, 2016.
"The response of European stock markets to the Brexit,"
Kiel Policy Brief
100, Kiel Institute for the World Economy (IfW Kiel).
Cited by:
- Kurecic Petar & Kokotovic Filip, 2018. "Empirical Analysis of the Impact of Brexit Referendum and Post-Referendum Events on Selected Stock Exchange Indexes," South East European Journal of Economics and Business, Sciendo, vol. 13(1), pages 7-16, June.
- Gern, Klaus-Jürgen & Hauber, Philipp & Kooths, Stefan & Stolzenburg, Ulrich, 2016. "Weltkonjunktur im Herbst 2016 - Weltkonjunktur gewinnt vorerst nur wenig Schwung [World Economy Autumn 2016 - World economic growth to pick up only gradually]," Kieler Konjunkturberichte 21, Kiel Institute for the World Economy (IfW Kiel).
- Belke, Ansgar & Dubova, Irina & Osowski, Thomas, 2016.
"Policy uncertainty and international financial markets: The case of Brexit,"
Ruhr Economic Papers
657, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Irina Dubova & Thomas Osowski, 2018. "Policy uncertainty and international financial markets: the case of Brexit," Applied Economics, Taylor & Francis Journals, vol. 50(34-35), pages 3752-3770, July.
- Ansgar Belke & Irina Dubova & Thomas Osowski, 2016. "Policy uncertainty and international financial markets: the case of Brexit," ROME Working Papers 201607, ROME Network.
- Belke, Ansgar & Dubova, Irina & Osowski, Thomas, 2016. "Policy Uncertainty and International Financial Markets: The case of Brexit," CEPS Papers 12021, Centre for European Policy Studies.
- Gian Paolo Clemente & Rosanna Grassi & Chiara Pederzoli, 2020. "Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 159-181, January.
- Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2022.
"Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 67(04), pages 1377-1388, June.
- Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020. "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers 202012, University of Pretoria, Department of Economics.
- Sylvia Gottschalk, 2023. "From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2843-2873, July.
- Philip Mayer & Christopher Stephen Ball & Stefan Vögele & Wilhelm Kuckshinrichs & Dirk Rübbelke, 2019. "Analyzing Brexit: Implications for the Electricity System of Great Britain," Energies, MDPI, vol. 12(17), pages 1-27, August.
- Matthias Raddant & Friedrich Wagner, 2015.
"Transitions in the Stock Markets of the US, UK, and Germany,"
Papers
1504.06113, arXiv.org.
- Matthias Raddant & Friedrich Wagner, 2017. "Transitions in the stock markets of the US, UK and Germany," Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 289-297, February.
- Raddant, Matthias & Wagner, Friedrich, 2014. "Transitions in the stock markets of the US, UK, and Germany," Kiel Working Papers 1979, Kiel Institute for the World Economy (IfW Kiel).
Cited by:
- Raddant, Matthias & Wagner, Friedrich, 2016. "Multivariate GARCH for a large number of stocks," Kiel Working Papers 2049, Kiel Institute for the World Economy (IfW Kiel).
- Raddant, Matthias, 2016. "The response of European stock markets to the Brexit," Kiel Policy Brief 100, Kiel Institute for the World Economy (IfW Kiel).
- M. Raddant & T. Di Matteo, 2023.
"A look at financial dependencies by means of econophysics and financial economics,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
- M. Raddant & T. Di Matteo, 2023. "A Look at Financial Dependencies by Means of Econophysics and Financial Economics," Papers 2302.08208, arXiv.org.
- Matthias Raddant & Dror Y. Kenett, 2017.
"Interconnectedness in the Global Financial Market,"
Papers
1704.01028, arXiv.org, revised Jun 2020.
- Raddant, Matthias & Kenett, Dror Y., 2021. "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Raddant, Matthias & Kenett, Dror Y., 2017. "Interconnectedness in the global financial market," Kiel Working Papers 2076, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Dror Y. Kenett, 2016. "Interconnectedness in the Global Financial Market," Working Papers 16-09, Office of Financial Research, US Department of the Treasury.
- Raddant, Matthias & Kenett, Dror, 2016. "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145560, Verein für Socialpolitik / German Economic Association.
- M. Raddant & F. Wagner, 2022.
"Multivariate GARCH with dynamic beta,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1324-1343, October.
- Matthias Raddant & Friedrich Wagner, 2016. "Multivariate Garch with dynamic beta," Papers 1609.07051, arXiv.org, revised Nov 2019.
- Heckens, Anton J. & Guhr, Thomas, 2022. "New collectivity measures for financial covariances and correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
- Milaković, Mishael & Raddant, Matthias & Birg, Laura, 2014.
"Persistence in corporate networks,"
University of Göttingen Working Papers in Economics
184, University of Goettingen, Department of Economics.
- Matthias Raddant & Mishael Milaković & Laura Birg, 2017. "Persistence in corporate networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 249-276, July.
Cited by:
- Matthias Raddant & Hiroshi Takahashi, 2022.
"Corporate boards, interorganizational ties and profitability: the case of Japan,"
Empirical Economics, Springer, vol. 62(3), pages 1365-1406, March.
- Raddant, Matthias & Takahashi, Hiroshi, 2020. "Corporate boards, interorganizational ties and profitability: The case of Japan," Economics Working Papers 2020-02, Christian-Albrechts-University of Kiel, Department of Economics.
- Ricardo Giglio & Thomas Lux, 2021. "The Core of the Global Corporate Network," Networks and Spatial Economics, Springer, vol. 21(3), pages 681-705, September.
- Anindya S. Chakrabarti & Sanjay Moorjani, 2021. "Strategic Connections in a Hierarchical Society: Wedge Between Observed and Fundamental Valuations," Dynamic Games and Applications, Springer, vol. 11(3), pages 433-462, September.
- Raddant, Matthias & Takahashi, Hiroshi, 2019. "The Japanese corporate board network," Kiel Working Papers 2130, Kiel Institute for the World Economy (IfW Kiel).
- Karimi, Fariba & Raddant, Matthias, 2013.
"Cascades in real interbank markets,"
Kiel Working Papers
1872, Kiel Institute for the World Economy (IfW Kiel).
- Fariba Karimi & Matthias Raddant, 2016. "Cascades in Real Interbank Markets," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
- Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Papers 1310.1634, arXiv.org, revised Dec 2014.
Cited by:
- Tohmé, Fernando & Larrosa, Juan M.C., 2016. "Architectures engender crises: The emergence of power laws in social networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 305-316.
- Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021.
"Advances in the Agent-Based Modeling of Economic and Social Behavior,"
MPRA Paper
107317, University Library of Munich, Germany.
- Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021. "Advances in the agent-based modeling of economic and social behavior," SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
- V. Sasidevan & Nils Bertschinger, 2019. "Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches," Papers 1912.05273, arXiv.org.
- Ohsung Kwon & Sung-guan Yun & Seung Hun Han & Yang Hon Chung & Duk Hee Lee, 2018. "Network Topology and Systemically Important Firms in the Interfirm Credit Network," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 847-864, April.
- Hossein Dastkhan & Naser Shams Gharneh, 2019. "Simulation of Contagion in the Stock Markets Using Cross-Shareholding Networks: A Case from an Emerging Market," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1071-1101, March.
- Mitja Steinbacher & Timotej Jagrič, 2020. "Interbank rules during economic declines: Can banks safeguard capital base?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 471-499, April.
- Matteo Cinelli & Giovanna Ferraro & Antonio Iovanella & Giulia Rotundo, 2021. "Assessing the impact of incomplete information on the resilience of financial networks," Annals of Operations Research, Springer, vol. 299(1), pages 721-745, April.
- Lux, Thomas, 2016. "Network effects and systemic risk in the banking sector," FinMaP-Working Papers 62, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Massimo Guidolin & Manuela Pedio, 2020.
"Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit,"
BAFFI CAREFIN Working Papers
20145, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Guidolin, Massimo & Pedio, Manuela, 2021. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, vol. 42(C).
- Ding Ding & Liyan Han & Libo Yin, 2017. "Systemic risk and dynamics of contagion: a duplex inter-bank network," Quantitative Finance, Taylor & Francis Journals, vol. 17(9), pages 1435-1445, September.
- Hossein Dastkhan, 2021. "Network‐based early warning system to predict financial crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 594-616, January.
- Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
- Fariba Karimi & Matthias Raddant, 2013.
"Cascades in real interbank markets,"
Papers
1310.1634, arXiv.org, revised Dec 2014.
- Fariba Karimi & Matthias Raddant, 2016. "Cascades in Real Interbank Markets," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
- Karimi, Fariba & Raddant, Matthias, 2013. "Cascades in real interbank markets," Kiel Working Papers 1872, Kiel Institute for the World Economy (IfW Kiel).
Cited by:
- Tohmé, Fernando & Larrosa, Juan M.C., 2016. "Architectures engender crises: The emergence of power laws in social networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 305-316.
- Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021.
"Advances in the Agent-Based Modeling of Economic and Social Behavior,"
MPRA Paper
107317, University Library of Munich, Germany.
- Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021. "Advances in the agent-based modeling of economic and social behavior," SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
- V. Sasidevan & Nils Bertschinger, 2019. "Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches," Papers 1912.05273, arXiv.org.
- Ohsung Kwon & Sung-guan Yun & Seung Hun Han & Yang Hon Chung & Duk Hee Lee, 2018. "Network Topology and Systemically Important Firms in the Interfirm Credit Network," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 847-864, April.
- Hossein Dastkhan & Naser Shams Gharneh, 2019. "Simulation of Contagion in the Stock Markets Using Cross-Shareholding Networks: A Case from an Emerging Market," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1071-1101, March.
- Mitja Steinbacher & Timotej Jagrič, 2020. "Interbank rules during economic declines: Can banks safeguard capital base?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 471-499, April.
- Matteo Cinelli & Giovanna Ferraro & Antonio Iovanella & Giulia Rotundo, 2021. "Assessing the impact of incomplete information on the resilience of financial networks," Annals of Operations Research, Springer, vol. 299(1), pages 721-745, April.
- Lux, Thomas, 2016. "Network effects and systemic risk in the banking sector," FinMaP-Working Papers 62, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Massimo Guidolin & Manuela Pedio, 2020.
"Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit,"
BAFFI CAREFIN Working Papers
20145, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Guidolin, Massimo & Pedio, Manuela, 2021. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, vol. 42(C).
- Ding Ding & Liyan Han & Libo Yin, 2017. "Systemic risk and dynamics of contagion: a duplex inter-bank network," Quantitative Finance, Taylor & Francis Journals, vol. 17(9), pages 1435-1445, September.
- Hossein Dastkhan, 2021. "Network‐based early warning system to predict financial crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 594-616, January.
- Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
- Matthias Raddant & Friedrich Wagner, 2013.
"Phase Transition in the S&P Stock Market,"
Papers
1306.2508, arXiv.org, revised Jun 2015.
- Raddant, Matthias & Wagner, Friedrich, 2013. "Phase transition in the S&P stock market," Kiel Working Papers 1846, Kiel Institute for the World Economy (IfW Kiel).
Cited by:
- Matthias Raddant & Friedrich Wagner, 2017.
"Transitions in the stock markets of the US, UK and Germany,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 289-297, February.
- Raddant, Matthias & Wagner, Friedrich, 2014. "Transitions in the stock markets of the US, UK, and Germany," Kiel Working Papers 1979, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Friedrich Wagner, 2015. "Transitions in the Stock Markets of the US, UK, and Germany," Papers 1504.06113, arXiv.org.
- Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016. "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, vol. 56(C), pages 239-246.
- Raddant, Matthias, 2012.
"Structure in the Italian overnight loan market,"
Kiel Working Papers
1772, Kiel Institute for the World Economy (IfW Kiel).
- Raddant, Matthias, 2014. "Structure in the Italian overnight loan market," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 197-213.
Cited by:
- Fariba Karimi & Matthias Raddant, 2016.
"Cascades in Real Interbank Markets,"
Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
- Karimi, Fariba & Raddant, Matthias, 2013. "Cascades in real interbank markets," Kiel Working Papers 1872, Kiel Institute for the World Economy (IfW Kiel).
- Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Papers 1310.1634, arXiv.org, revised Dec 2014.
- Markus Engler & Vahidin Jeleskovic, 2016. "Intraday volatility, trading volume and trading intensity in the interbank market e-MID," MAGKS Papers on Economics 201648, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Beaupain, Renaud & Durré, Alain, 2016.
"Excess liquidity and the money market in the euro area,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
- Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.
- Gries, Thomas & Mitschke, Alexandra, 2019.
"Systemic instability of the interbank credit market: A contribution to a resilient financial system,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203582, Verein für Socialpolitik / German Economic Association.
- Thomas Gries & Alexandra Mitschke, 2021. "Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System," Working Papers Dissertations 75, Paderborn University, Faculty of Business Administration and Economics.
- Anastasios Demertzidis & Vahidin Jeleskovic, 2021. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," JRFM, MDPI, vol. 14(5), pages 1-23, May.
- Vinko Zlati'c & Giampaolo Gabbi & Hrvoje Abraham, 2014.
"Reduction of systemic risk by means of Pigouvian taxation,"
Papers
1406.5817, arXiv.org.
- Vinko Zlatić & Giampaolo Gabbi & Hrvoje Abraham, 2015. "Reduction of Systemic Risk by Means of Pigouvian Taxation," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-18, July.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2015. "Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 207-250, August.
- Bluhm, Marcel, 2015. "Interbank funding as insurance mechanism for (persistent) liquidity shocks," SAFE Working Paper Series 117, Leibniz Institute for Financial Research SAFE.
- Finger, Karl & Lux, Thomas, 2014. "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," FinMaP-Working Papers 1, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Lux, Thomas, 2016. "Network effects and systemic risk in the banking sector," FinMaP-Working Papers 62, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Finger, Karl & Lux, Thomas, 2014. "Friendship between banks: An application of an actor-oriented model of network formation on interbank credit relations," Kiel Working Papers 1916, Kiel Institute for the World Economy (IfW Kiel).
- Anastasios Demertzidis, 2019. "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics 201932, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Raddant, Matthias, 2012.
"Structure in the Italian overnight loan market,"
Kiel Working Papers
1772, Kiel Institute for the World Economy (IfW Kiel).
- Raddant, Matthias, 2014. "Structure in the Italian overnight loan market," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 197-213.
Cited by:
- Fariba Karimi & Matthias Raddant, 2016.
"Cascades in Real Interbank Markets,"
Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
- Karimi, Fariba & Raddant, Matthias, 2013. "Cascades in real interbank markets," Kiel Working Papers 1872, Kiel Institute for the World Economy (IfW Kiel).
- Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Papers 1310.1634, arXiv.org, revised Dec 2014.
- Markus Engler & Vahidin Jeleskovic, 2016. "Intraday volatility, trading volume and trading intensity in the interbank market e-MID," MAGKS Papers on Economics 201648, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Beaupain, Renaud & Durré, Alain, 2016.
"Excess liquidity and the money market in the euro area,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
- Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.
- Gries, Thomas & Mitschke, Alexandra, 2019.
"Systemic instability of the interbank credit market: A contribution to a resilient financial system,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203582, Verein für Socialpolitik / German Economic Association.
- Thomas Gries & Alexandra Mitschke, 2021. "Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System," Working Papers Dissertations 75, Paderborn University, Faculty of Business Administration and Economics.
- Anastasios Demertzidis & Vahidin Jeleskovic, 2021. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," JRFM, MDPI, vol. 14(5), pages 1-23, May.
- Vinko Zlati'c & Giampaolo Gabbi & Hrvoje Abraham, 2014.
"Reduction of systemic risk by means of Pigouvian taxation,"
Papers
1406.5817, arXiv.org.
- Vinko Zlatić & Giampaolo Gabbi & Hrvoje Abraham, 2015. "Reduction of Systemic Risk by Means of Pigouvian Taxation," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-18, July.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2015. "Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 207-250, August.
- Bluhm, Marcel, 2015. "Interbank funding as insurance mechanism for (persistent) liquidity shocks," SAFE Working Paper Series 117, Leibniz Institute for Financial Research SAFE.
- Finger, Karl & Lux, Thomas, 2014. "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," FinMaP-Working Papers 1, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Lux, Thomas, 2016. "Network effects and systemic risk in the banking sector," FinMaP-Working Papers 62, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Finger, Karl & Lux, Thomas, 2014. "Friendship between banks: An application of an actor-oriented model of network formation on interbank credit relations," Kiel Working Papers 1916, Kiel Institute for the World Economy (IfW Kiel).
- Anastasios Demertzidis, 2019. "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics 201932, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011.
"A Note on institutional hierarchy and volatility in financial markets,"
MPRA Paper
30902, University Library of Munich, Germany.
- S. Alfarano & M. Milakovic & M. Raddant, 2013. "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
Cited by:
- Adri'an Carro & Ra'ul Toral & Maxi San Miguel, 2015. "Markets, herding and response to external information," Papers 1506.03708, arXiv.org, revised Jun 2015.
- Adri'an Carro & Ra'ul Toral & Maxi San Miguel, 2016. "The noisy voter model on complex networks," Papers 1602.06935, arXiv.org, revised Apr 2016.
- Adri'an Carro & Ra'ul Toral & Maxi San Miguel, 2013. "Signal amplification in an agent-based herding model," Papers 1302.6477, arXiv.org, revised Sep 2015.
- Gonzalo Bohorquez & John Cartlidge, 2024. "Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network," Papers 2409.00742, arXiv.org.
- Zhang, Junhuan, 2018. "Influence of individual rationality on continuous double auction markets with networked traders," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 495(C), pages 353-392.
- Kononovicius, A. & Gontis, V., 2014. "Control of the socio-economic systems using herding interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 80-84.
- Matthias Raddant & Mishael Milaković & Laura Birg, 2017.
"Persistence in corporate networks,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 249-276, July.
- Milaković, Mishael & Raddant, Matthias & Birg, Laura, 2014. "Persistence in corporate networks," University of Göttingen Working Papers in Economics 184, University of Goettingen, Department of Economics.
- Vidal-Tomás, David & Alfarano, Simone, 2018.
"An agent based early warning indicator for financial market instability,"
MPRA Paper
89693, University Library of Munich, Germany.
- David Vidal-Tomás & Simone Alfarano, 2018. "An agent based early warning indicator for financial market instability," Working Papers 2018/12, Economics Department, Universitat Jaume I, Castellón (Spain).
- David Vidal-Tomás & Simone Alfarano, 2020. "An agent-based early warning indicator for financial market instability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
- Aleksejus Kononovicius, 2017. "Empirical Analysis and Agent-Based Modeling of the Lithuanian Parliamentary Elections," Complexity, Hindawi, vol. 2017, pages 1-15, November.
- Song-min Yu & Lei Zhu, 2017. "Impact of Firms’ Observation Network on the Carbon Market," Energies, MDPI, vol. 10(8), pages 1-14, August.
- Adrián Carro & Raúl Toral & Maxi San Miguel, 2015. "Markets, Herding and Response to External Information," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-28, July.
- Aleksejus Kononovicius & Vygintas Gontis, 2014. "Herding interactions as an opportunity to prevent extreme events in financial markets," Papers 1409.8024, arXiv.org, revised May 2015.
- Junhuan Zhang & Peter McBurney & Katarzyna Musial, 2018. "Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 301-352, January.
- Kenett, Dror Y. & Raddant, Matthias & Lux, Thomas & Ben-Jacob, Eshel, 2011.
"Evolvement of uniformity and volatility in the stressed global financial village,"
Kiel Working Papers
1739, Kiel Institute for the World Economy (IfW Kiel).
- Dror Y Kenett & Matthias Raddant & Thomas Lux & Eshel Ben-Jacob, 2012. "Evolvement of Uniformity and Volatility in the Stressed Global Financial Village," PLOS ONE, Public Library of Science, vol. 7(2), pages 1-8, February.
Cited by:
- Matthias Raddant & Friedrich Wagner, 2017.
"Transitions in the stock markets of the US, UK and Germany,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 289-297, February.
- Raddant, Matthias & Wagner, Friedrich, 2014. "Transitions in the stock markets of the US, UK, and Germany," Kiel Working Papers 1979, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Friedrich Wagner, 2015. "Transitions in the Stock Markets of the US, UK, and Germany," Papers 1504.06113, arXiv.org.
- Caraiani, Petre, 2014. "The predictive power of singular value decomposition entropy for stock market dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 571-578.
- Petre Caraiani, 2013. "Using Complex Networks to Characterize International Business Cycles," PLOS ONE, Public Library of Science, vol. 8(3), pages 1-13, March.
- Matthias Raddant & Friedrich Wagner, 2013.
"Phase Transition in the S&P Stock Market,"
Papers
1306.2508, arXiv.org, revised Jun 2015.
- Raddant, Matthias & Wagner, Friedrich, 2013. "Phase transition in the S&P stock market," Kiel Working Papers 1846, Kiel Institute for the World Economy (IfW Kiel).
- Chester Curme & Michele Tumminello & Rosario N. Mantegna & H. Eugene Stanley & Dror Y. Kenett, 2015.
"Emergence of statistically validated financial intraday lead-lag relationships,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(8), pages 1375-1386, August.
- Chester Curme & Michele Tumminello & Rosario N. Mantegna & H. Eugene Stanley & Dror Y. Kenett, 2014. "Emergence of statistically validated financial intraday lead-lag relationships," Papers 1401.0462, arXiv.org.
- Jan F. Kiviet & Zhenxi Chen, 2018. "A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets," Annals of Economics and Finance, Society for AEF, vol. 19(1), pages 151-196, May.
- Huang, Weihong & Chen, Zhenxi, 2020. "Modelling contagion of financial crises," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Zhenxi CHEN & Jan F. KIVIET & Weihong Huang, 2014. "Hong Kong: A Bridge Connecting Mainland China and the International Market," Economic Growth Centre Working Paper Series 1406, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Vidal-Tomás, David, 2021. "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, vol. 43(C).
- Dror Y. Kenett & Sary Levy-Carciente & Adam Avakian & H. Eugene Stanley & Shlomo Havlin, 2015. "Dynamical Macroprudential Stress Testing Using Network Theory," Working Papers 15-12, Office of Financial Research, US Department of the Treasury.
- Libin Yang & William Rea & Alethea Rea, 2015.
"How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange,"
Working Papers in Economics
15/07, University of Canterbury, Department of Economics and Finance.
- Libin Yang & William Rea & Alethea Rea, 2015. "How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange," Papers 1512.06486, arXiv.org.
- Gu, Rongbao & Xiong, Wei & Li, Xinjie, 2015. "Does the singular value decomposition entropy have predictive power for stock market? — Evidence from the Shenzhen stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 103-113.
- Germán G. Creamer & Tal Ben-Zvi, 2021. "Volatility and Risk in the Energy Market: A Trade Network Approach," Sustainability, MDPI, vol. 13(18), pages 1-17, September.
- Raddant, Matthias, 2016. "The response of European stock markets to the Brexit," Kiel Policy Brief 100, Kiel Institute for the World Economy (IfW Kiel).
- Irena Vodenska & Alexander P. Becker & Di Zhou & Dror Y. Kenett & H. Eugene Stanley & Shlomo Havlin, 2016. "Community Analysis of Global Financial Markets," Risks, MDPI, vol. 4(2), pages 1-15, May.
- Garcia, M.M. & Machado Pereira, A.C. & Acebal, J.L. & Bosco de Magalhães, A.R., 2020. "Forecast model for financial time series: An approach based on harmonic oscillators," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
- Jianrong Wei & Jiping Huang, 2012. "An Exotic Long-Term Pattern in Stock Price Dynamics," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-5, December.
- Jan F. Kiviet, 2016.
"Discriminating between (in)valid external instruments and (in)valid exclusion restrictions,"
Economic Growth Centre Working Paper Series
1508, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Jan F. Kiviet, 2015. "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," UvA-Econometrics Working Papers 15-04, Universiteit van Amsterdam, Dept. of Econometrics.
- Kiviet Jan F., 2017. "Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-9, January.
- Yonatan Berman & Yoash Shapira & Eshel Ben-Jacob, 2014. "Unraveling Hidden Order in the Dynamics of Developed and Emerging Markets," PLOS ONE, Public Library of Science, vol. 9(11), pages 1-10, November.
- Yuriy Mishchenko, 2014. "Oscillations in Rational Economies," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-6, February.
- M. Raddant & T. Di Matteo, 2023.
"A look at financial dependencies by means of econophysics and financial economics,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
- M. Raddant & T. Di Matteo, 2023. "A Look at Financial Dependencies by Means of Econophysics and Financial Economics," Papers 2302.08208, arXiv.org.
- Sandoval, Leonidas, 2014. "To lag or not to lag? How to compare indices of stock markets that operate on different times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 227-243.
- Matthias Raddant & Dror Y. Kenett, 2017.
"Interconnectedness in the Global Financial Market,"
Papers
1704.01028, arXiv.org, revised Jun 2020.
- Raddant, Matthias & Kenett, Dror Y., 2021. "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Raddant, Matthias & Kenett, Dror Y., 2017. "Interconnectedness in the global financial market," Kiel Working Papers 2076, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Dror Y. Kenett, 2016. "Interconnectedness in the Global Financial Market," Working Papers 16-09, Office of Financial Research, US Department of the Treasury.
- Raddant, Matthias & Kenett, Dror, 2016. "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145560, Verein für Socialpolitik / German Economic Association.
- da Fonseca, Eder Lucio & Ferreira, Fernando F. & Muruganandam, Paulsamy & Cerdeira, Hilda A., 2013. "Identifying financial crises in real time," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1386-1392.
- Vidal-Tomás, David & Alfarano, Simone, 2018.
"An agent based early warning indicator for financial market instability,"
MPRA Paper
89693, University Library of Munich, Germany.
- David Vidal-Tomás & Simone Alfarano, 2018. "An agent based early warning indicator for financial market instability," Working Papers 2018/12, Economics Department, Universitat Jaume I, Castellón (Spain).
- David Vidal-Tomás & Simone Alfarano, 2020. "An agent-based early warning indicator for financial market instability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
- Zhenxi Chen & Jan F. Kiviet & Weihong Huang, 2015. "On the integration of China's main stock exchange with the international financial market," Economic Growth Centre Working Paper Series 1505, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Dror Kenett & Shlomo Havlin, 2015. "Network science: a useful tool in economics and finance," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 14(2), pages 155-167, November.
- Libin Yang & William Rea & Alethea Rea, 2017. "Impending Doom: The Loss of Diversification before a Crisis," IJFS, MDPI, vol. 5(4), pages 1-13, November.
- Huang, Weihong & Chen, Zhenxi, 2014. "Modeling regional linkage of financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 18-31.
- Kim, Kyungwon & Jung, Sean S., 2014. "Empirical analysis of structural change in Credit Default Swap volatility," Chaos, Solitons & Fractals, Elsevier, vol. 60(C), pages 56-67.
- Roberto Casarin & Flaminio Squazzoni, 2013. "Being on the Field When the Game Is Still Under Way. The Financial Press and Stock Markets in Times of Crisis," PLOS ONE, Public Library of Science, vol. 8(7), pages 1-14, July.
- Caraiani, Petre, 2017. "The predictive power of local properties of financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 79-90.
- Ladislav Kristoufek, 2013. "Can Google Trends search queries contribute to risk diversification?," Papers 1310.1444, arXiv.org.
- de Resende, Charlene C. & Pereira, Adriano C.M. & Cardoso, Rodrigo T.N. & de Magalhães, A.R. Bosco, 2017. "Investigating market efficiency through a forecasting model based on differential equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 199-212.
- Civitarese, Jamil, 2016. "Volatility and correlation-based systemic risk measures in the US market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 459(C), pages 55-67.
- Petre Caraiani, 2020. "Forecasting Financial Networks," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 983-997, March.
- Jan F. Kiviet & Zhenxi Chen, 2016. "A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices," Economic Growth Centre Working Paper Series 1606, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Uechi, Lisa & Akutsu, Tatsuya & Stanley, H. Eugene & Marcus, Alan J. & Kenett, Dror Y., 2015. "Sector dominance ratio analysis of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 488-509.
- Caferra, Rocco & Vidal-Tomás, David, 2021. "Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 43(C).
- Fei Ren & Ya-Nan Lu & Sai-Ping Li & Xiong-Fei Jiang & Li-Xin Zhong & Tian Qiu, 2017. "Dynamic Portfolio Strategy Using Clustering Approach," PLOS ONE, Public Library of Science, vol. 12(1), pages 1-23, January.
- Levy-Carciente, Sary & Kenett, Dror Y. & Avakian, Adam & Stanley, H. Eugene & Havlin, Shlomo, 2015. "Dynamical macroprudential stress testing using network theory," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 164-181.
- Jalshayin Bhachech & Arnab Chakrabarti & Taisei Kaizoji & Anindya S. Chakrabarti, 2022. "Instability of networks: effects of sampling frequency and extreme fluctuations in financial data," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 95(4), pages 1-14, April.
- Fonseca, Carla L.G. & de Resende, Charlene C. & Fernandes, Danilo H.C. & Cardoso, Rodrigo T.N. & de Magalhães, A.R. Bosco, 2021. "Is the choice of the candlestick dimension relevant in econophysics?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 582(C).
- Kenett, Dror Y. & Raddant, Matthias & Lux, Thomas & Ben-Jacob, Eshel, 2011.
"Evolvement of uniformity and volatility in the stressed global financial village,"
Kiel Working Papers
1739, Kiel Institute for the World Economy (IfW Kiel).
- Dror Y Kenett & Matthias Raddant & Thomas Lux & Eshel Ben-Jacob, 2012. "Evolvement of Uniformity and Volatility in the Stressed Global Financial Village," PLOS ONE, Public Library of Science, vol. 7(2), pages 1-8, February.
Cited by:
- Matthias Raddant & Friedrich Wagner, 2017.
"Transitions in the stock markets of the US, UK and Germany,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 289-297, February.
- Raddant, Matthias & Wagner, Friedrich, 2014. "Transitions in the stock markets of the US, UK, and Germany," Kiel Working Papers 1979, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Friedrich Wagner, 2015. "Transitions in the Stock Markets of the US, UK, and Germany," Papers 1504.06113, arXiv.org.
- Caraiani, Petre, 2014. "The predictive power of singular value decomposition entropy for stock market dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 571-578.
- Petre Caraiani, 2013. "Using Complex Networks to Characterize International Business Cycles," PLOS ONE, Public Library of Science, vol. 8(3), pages 1-13, March.
- Matthias Raddant & Friedrich Wagner, 2013.
"Phase Transition in the S&P Stock Market,"
Papers
1306.2508, arXiv.org, revised Jun 2015.
- Raddant, Matthias & Wagner, Friedrich, 2013. "Phase transition in the S&P stock market," Kiel Working Papers 1846, Kiel Institute for the World Economy (IfW Kiel).
- Chester Curme & Michele Tumminello & Rosario N. Mantegna & H. Eugene Stanley & Dror Y. Kenett, 2015.
"Emergence of statistically validated financial intraday lead-lag relationships,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(8), pages 1375-1386, August.
- Chester Curme & Michele Tumminello & Rosario N. Mantegna & H. Eugene Stanley & Dror Y. Kenett, 2014. "Emergence of statistically validated financial intraday lead-lag relationships," Papers 1401.0462, arXiv.org.
- Jan F. Kiviet & Zhenxi Chen, 2018. "A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets," Annals of Economics and Finance, Society for AEF, vol. 19(1), pages 151-196, May.
- Huang, Weihong & Chen, Zhenxi, 2020. "Modelling contagion of financial crises," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Zhenxi CHEN & Jan F. KIVIET & Weihong Huang, 2014. "Hong Kong: A Bridge Connecting Mainland China and the International Market," Economic Growth Centre Working Paper Series 1406, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Vidal-Tomás, David, 2021. "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, vol. 43(C).
- Dror Y. Kenett & Sary Levy-Carciente & Adam Avakian & H. Eugene Stanley & Shlomo Havlin, 2015. "Dynamical Macroprudential Stress Testing Using Network Theory," Working Papers 15-12, Office of Financial Research, US Department of the Treasury.
- Libin Yang & William Rea & Alethea Rea, 2015.
"How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange,"
Working Papers in Economics
15/07, University of Canterbury, Department of Economics and Finance.
- Libin Yang & William Rea & Alethea Rea, 2015. "How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange," Papers 1512.06486, arXiv.org.
- Gu, Rongbao & Xiong, Wei & Li, Xinjie, 2015. "Does the singular value decomposition entropy have predictive power for stock market? — Evidence from the Shenzhen stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 103-113.
- Germán G. Creamer & Tal Ben-Zvi, 2021. "Volatility and Risk in the Energy Market: A Trade Network Approach," Sustainability, MDPI, vol. 13(18), pages 1-17, September.
- Raddant, Matthias, 2016. "The response of European stock markets to the Brexit," Kiel Policy Brief 100, Kiel Institute for the World Economy (IfW Kiel).
- Irena Vodenska & Alexander P. Becker & Di Zhou & Dror Y. Kenett & H. Eugene Stanley & Shlomo Havlin, 2016. "Community Analysis of Global Financial Markets," Risks, MDPI, vol. 4(2), pages 1-15, May.
- Garcia, M.M. & Machado Pereira, A.C. & Acebal, J.L. & Bosco de Magalhães, A.R., 2020. "Forecast model for financial time series: An approach based on harmonic oscillators," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
- Jianrong Wei & Jiping Huang, 2012. "An Exotic Long-Term Pattern in Stock Price Dynamics," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-5, December.
- Jan F. Kiviet, 2016.
"Discriminating between (in)valid external instruments and (in)valid exclusion restrictions,"
Economic Growth Centre Working Paper Series
1508, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Jan F. Kiviet, 2015. "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," UvA-Econometrics Working Papers 15-04, Universiteit van Amsterdam, Dept. of Econometrics.
- Kiviet Jan F., 2017. "Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-9, January.
- Yonatan Berman & Yoash Shapira & Eshel Ben-Jacob, 2014. "Unraveling Hidden Order in the Dynamics of Developed and Emerging Markets," PLOS ONE, Public Library of Science, vol. 9(11), pages 1-10, November.
- Yuriy Mishchenko, 2014. "Oscillations in Rational Economies," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-6, February.
- M. Raddant & T. Di Matteo, 2023.
"A look at financial dependencies by means of econophysics and financial economics,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
- M. Raddant & T. Di Matteo, 2023. "A Look at Financial Dependencies by Means of Econophysics and Financial Economics," Papers 2302.08208, arXiv.org.
- Sandoval, Leonidas, 2014. "To lag or not to lag? How to compare indices of stock markets that operate on different times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 227-243.
- Matthias Raddant & Dror Y. Kenett, 2017.
"Interconnectedness in the Global Financial Market,"
Papers
1704.01028, arXiv.org, revised Jun 2020.
- Raddant, Matthias & Kenett, Dror Y., 2021. "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Raddant, Matthias & Kenett, Dror Y., 2017. "Interconnectedness in the global financial market," Kiel Working Papers 2076, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Dror Y. Kenett, 2016. "Interconnectedness in the Global Financial Market," Working Papers 16-09, Office of Financial Research, US Department of the Treasury.
- Raddant, Matthias & Kenett, Dror, 2016. "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145560, Verein für Socialpolitik / German Economic Association.
- da Fonseca, Eder Lucio & Ferreira, Fernando F. & Muruganandam, Paulsamy & Cerdeira, Hilda A., 2013. "Identifying financial crises in real time," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1386-1392.
- Vidal-Tomás, David & Alfarano, Simone, 2018.
"An agent based early warning indicator for financial market instability,"
MPRA Paper
89693, University Library of Munich, Germany.
- David Vidal-Tomás & Simone Alfarano, 2018. "An agent based early warning indicator for financial market instability," Working Papers 2018/12, Economics Department, Universitat Jaume I, Castellón (Spain).
- David Vidal-Tomás & Simone Alfarano, 2020. "An agent-based early warning indicator for financial market instability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
- Zhenxi Chen & Jan F. Kiviet & Weihong Huang, 2015. "On the integration of China's main stock exchange with the international financial market," Economic Growth Centre Working Paper Series 1505, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Dror Kenett & Shlomo Havlin, 2015. "Network science: a useful tool in economics and finance," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 14(2), pages 155-167, November.
- Libin Yang & William Rea & Alethea Rea, 2017. "Impending Doom: The Loss of Diversification before a Crisis," IJFS, MDPI, vol. 5(4), pages 1-13, November.
- Huang, Weihong & Chen, Zhenxi, 2014. "Modeling regional linkage of financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 18-31.
- Kim, Kyungwon & Jung, Sean S., 2014. "Empirical analysis of structural change in Credit Default Swap volatility," Chaos, Solitons & Fractals, Elsevier, vol. 60(C), pages 56-67.
- Roberto Casarin & Flaminio Squazzoni, 2013. "Being on the Field When the Game Is Still Under Way. The Financial Press and Stock Markets in Times of Crisis," PLOS ONE, Public Library of Science, vol. 8(7), pages 1-14, July.
- Caraiani, Petre, 2017. "The predictive power of local properties of financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 79-90.
- Ladislav Kristoufek, 2013. "Can Google Trends search queries contribute to risk diversification?," Papers 1310.1444, arXiv.org.
- de Resende, Charlene C. & Pereira, Adriano C.M. & Cardoso, Rodrigo T.N. & de Magalhães, A.R. Bosco, 2017. "Investigating market efficiency through a forecasting model based on differential equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 199-212.
- Civitarese, Jamil, 2016. "Volatility and correlation-based systemic risk measures in the US market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 459(C), pages 55-67.
- Petre Caraiani, 2020. "Forecasting Financial Networks," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 983-997, March.
- Jan F. Kiviet & Zhenxi Chen, 2016. "A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices," Economic Growth Centre Working Paper Series 1606, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Uechi, Lisa & Akutsu, Tatsuya & Stanley, H. Eugene & Marcus, Alan J. & Kenett, Dror Y., 2015. "Sector dominance ratio analysis of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 488-509.
- Caferra, Rocco & Vidal-Tomás, David, 2021. "Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 43(C).
- Fei Ren & Ya-Nan Lu & Sai-Ping Li & Xiong-Fei Jiang & Li-Xin Zhong & Tian Qiu, 2017. "Dynamic Portfolio Strategy Using Clustering Approach," PLOS ONE, Public Library of Science, vol. 12(1), pages 1-23, January.
- Levy-Carciente, Sary & Kenett, Dror Y. & Avakian, Adam & Stanley, H. Eugene & Havlin, Shlomo, 2015. "Dynamical macroprudential stress testing using network theory," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 164-181.
- Jalshayin Bhachech & Arnab Chakrabarti & Taisei Kaizoji & Anindya S. Chakrabarti, 2022. "Instability of networks: effects of sampling frequency and extreme fluctuations in financial data," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 95(4), pages 1-14, April.
- Fonseca, Carla L.G. & de Resende, Charlene C. & Fernandes, Danilo H.C. & Cardoso, Rodrigo T.N. & de Magalhães, A.R. Bosco, 2021. "Is the choice of the candlestick dimension relevant in econophysics?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 582(C).
- Alfarano, Simone & Milaković, Mishael & Raddant, Matthias, 2009.
"Network hierarchy in Kirman's ant model: fund investment can create systemic risk,"
Economics Working Papers
2009-09, Christian-Albrechts-University of Kiel, Department of Economics.
Cited by:
- Irle, Albrecht & Kauschke, Jonas & Lux, Thomas & Milaković, Mishael, 2010.
"Switching rates and the asymptotic behavior of herding models,"
Kiel Working Papers
1595, Kiel Institute for the World Economy (IfW Kiel).
- Albrecht Irle & Jonas Kauschke & Thomas Lux & Mishael Milaković, 2011. "Switching Rates And The Asymptotic Behavior Of Herding Models," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 359-376.
- Chang, Chia-ling & Chen, Shu-heng, 2011. "Interactions in DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics Discussion Papers 2011-25, Kiel Institute for the World Economy (IfW Kiel).
- Chen, Shu-heng & Chang, Chia-ling, 2012. "Interactions in the New Keynesian DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-32.
- Irle, Albrecht & Kauschke, Jonas & Lux, Thomas & Milaković, Mishael, 2010.
"Switching rates and the asymptotic behavior of herding models,"
Kiel Working Papers
1595, Kiel Institute for the World Economy (IfW Kiel).
- Milaković, Mishael & Raddant, Matthias & Birg, Laura, 2009.
"Persistence of a network core in the time evolution of interlocking directorates,"
Economics Working Papers
2009-10, Christian-Albrechts-University of Kiel, Department of Economics.
Cited by:
- Drago, Carlo & Ricciuti, Roberto & Santella, Paolo, 2016.
"An Attempt to Disperse the Italian Interlocking Directorship Network: Analyzing the Effects of the 2011 Reform,"
Economy and Society
230584, Fondazione Eni Enrico Mattei (FEEM).
- Carlo Drago & Roberto Ricciuti & Paolo Santella, 2015. "An Attempt to Disperse the Italian Interlocking Directorship Network: Analyzing the Effects of the 2011 Reform," Working Papers 2015.82, Fondazione Eni Enrico Mattei.
- Carlo Drago & Roberto Ricciuti & Paolo Santella, 2015. "An Attempt to Disperse the Italian Interlocking Directorship Network: Analyzing the Effects of the 2011 Reform," Working Papers 11/2015, University of Verona, Department of Economics.
- Lucia Bellenzier & Rosanna Grassi, 2014. "Interlocking directorates in Italy: persistent links in network dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 9(2), pages 183-202, October.
- Rosanna Grassi & Marco Fattore & Alberto Arcagni, 2015. "Structural and non-structural temporal evolution of socio-economic real networks," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1597-1608, July.
- Drago, Carlo & Ricciuti, Roberto & Santella, Paolo, 2016.
"An Attempt to Disperse the Italian Interlocking Directorship Network: Analyzing the Effects of the 2011 Reform,"
Economy and Society
230584, Fondazione Eni Enrico Mattei (FEEM).
Articles
- M. Raddant & T. Di Matteo, 2023.
"A look at financial dependencies by means of econophysics and financial economics,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
See citations under working paper version above.
- M. Raddant & T. Di Matteo, 2023. "A Look at Financial Dependencies by Means of Econophysics and Financial Economics," Papers 2302.08208, arXiv.org.
- Matthias Raddant & Hiroshi Takahashi, 2022.
"Corporate boards, interorganizational ties and profitability: the case of Japan,"
Empirical Economics, Springer, vol. 62(3), pages 1365-1406, March.
See citations under working paper version above.
- Raddant, Matthias & Takahashi, Hiroshi, 2020. "Corporate boards, interorganizational ties and profitability: The case of Japan," Economics Working Papers 2020-02, Christian-Albrechts-University of Kiel, Department of Economics.
- Raddant, Matthias & Takahashi, Hiroshi, 2022.
"Interdependencies of female board member appointments,"
International Review of Financial Analysis, Elsevier, vol. 81(C).
See citations under working paper version above.
- Matthias Raddant & Hiroshi Takahashi, 2020. "Interdependencies of female board member appointments," Papers 2007.03980, arXiv.org, revised Dec 2021.
- Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021.
"Advances in the agent-based modeling of economic and social behavior,"
SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
See citations under working paper version above.
- Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021. "Advances in the Agent-Based Modeling of Economic and Social Behavior," MPRA Paper 107317, University Library of Munich, Germany.
- Raddant, Matthias & Kenett, Dror Y., 2021.
"Interconnectedness in the global financial market,"
Journal of International Money and Finance, Elsevier, vol. 110(C).
See citations under working paper version above.
- Raddant, Matthias & Kenett, Dror, 2016. "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145560, Verein für Socialpolitik / German Economic Association.
- Matthias Raddant & Dror Y. Kenett, 2017. "Interconnectedness in the Global Financial Market," Papers 1704.01028, arXiv.org, revised Jun 2020.
- Raddant, Matthias & Kenett, Dror Y., 2017. "Interconnectedness in the global financial market," Kiel Working Papers 2076, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Dror Y. Kenett, 2016. "Interconnectedness in the Global Financial Market," Working Papers 16-09, Office of Financial Research, US Department of the Treasury.
- Matthias Raddant & Mishael Milaković & Laura Birg, 2017.
"Persistence in corporate networks,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 249-276, July.
See citations under working paper version above.
- Milaković, Mishael & Raddant, Matthias & Birg, Laura, 2014. "Persistence in corporate networks," University of Göttingen Working Papers in Economics 184, University of Goettingen, Department of Economics.
- Matthias Raddant & Friedrich Wagner, 2017.
"Transitions in the stock markets of the US, UK and Germany,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 289-297, February.
See citations under working paper version above.
- Raddant, Matthias & Wagner, Friedrich, 2014. "Transitions in the stock markets of the US, UK, and Germany," Kiel Working Papers 1979, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Friedrich Wagner, 2015. "Transitions in the Stock Markets of the US, UK, and Germany," Papers 1504.06113, arXiv.org.
- Fariba Karimi & Matthias Raddant, 2016.
"Cascades in Real Interbank Markets,"
Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
See citations under working paper version above.
- Karimi, Fariba & Raddant, Matthias, 2013. "Cascades in real interbank markets," Kiel Working Papers 1872, Kiel Institute for the World Economy (IfW Kiel).
- Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Papers 1310.1634, arXiv.org, revised Dec 2014.
- Raddant, Matthias, 2014.
"Structure in the Italian overnight loan market,"
Journal of International Money and Finance, Elsevier, vol. 41(C), pages 197-213.
See citations under working paper version above.
- Raddant, Matthias, 2012. "Structure in the Italian overnight loan market," Kiel Working Papers 1772, Kiel Institute for the World Economy (IfW Kiel).
- S. Alfarano & M. Milakovic & M. Raddant, 2013.
"A note on institutional hierarchy and volatility in financial markets,"
The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
See citations under working paper version above.
- Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011. "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper 30902, University Library of Munich, Germany.
- Dror Y Kenett & Matthias Raddant & Thomas Lux & Eshel Ben-Jacob, 2012.
"Evolvement of Uniformity and Volatility in the Stressed Global Financial Village,"
PLOS ONE, Public Library of Science, vol. 7(2), pages 1-8, February.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Kenett, Dror Y. & Raddant, Matthias & Lux, Thomas & Ben-Jacob, Eshel, 2011. "Evolvement of uniformity and volatility in the stressed global financial village," Kiel Working Papers 1739, Kiel Institute for the World Economy (IfW Kiel).
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-NET: Network Economics (8) 2010-01-23 2010-01-23 2013-10-02 2013-10-11 2014-01-24 2020-03-02 2020-09-14 2023-04-03. Author is listed
- NEP-FMK: Financial Markets (7) 2011-05-30 2012-05-29 2013-06-16 2013-10-11 2017-04-09 2017-04-30 2019-06-17. Author is listed
- NEP-BAN: Banking (3) 2012-05-29 2013-10-02 2013-10-11
- NEP-BEC: Business Economics (3) 2019-06-17 2020-03-02 2024-05-27
- NEP-CFN: Corporate Finance (3) 2015-01-26 2019-06-17 2024-05-27
- NEP-HME: Heterodox Microeconomics (3) 2014-01-24 2020-09-14 2021-04-26
- NEP-CMP: Computational Economics (2) 2015-04-25 2021-04-26
- NEP-AGR: Agricultural Economics (1) 2023-06-12
- NEP-ECM: Econometrics (1) 2016-09-25
- NEP-ENV: Environmental Economics (1) 2023-06-12
- NEP-ETS: Econometric Time Series (1) 2016-09-25
- NEP-EXP: Experimental Economics (1) 2021-04-26
- NEP-GEN: Gender (1) 2020-09-14
- NEP-HRM: Human Capital and Human Resource Management (1) 2024-05-27
- NEP-INT: International Trade (1) 2023-06-12
- NEP-MST: Market Microstructure (1) 2015-04-25
- NEP-ORE: Operations Research (1) 2021-04-26
- NEP-RMG: Risk Management (1) 2015-01-26
- NEP-SBM: Small Business Management (1) 2024-05-27
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Matthias Raddant should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.