FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance, Kiel University et al.

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 68
Year of PublicationTitleAuthor(s)
2016Network effects and systemic risk in the banking sectorLux, Thomas
2016A pro-cyclical stock market under a countercyclical monetary policy in a model of endogenous business cyclesYanovski, Boyan
2016Herding, minority game, market clearing and efficient markets in a simple spin model frameworkKristoufek, Ladislav; Vošvrda, Miloslav S.
2016International housing markets, unconventional monetary policy and the zero lower boundHuber, Florian; Punzi, Maria Teresa
2016Buffer stock savings in a New-Keynesian business cycle modelRabitsch, Katrin; Schoder, Christian
2016Monetary policy and large crises in a financial accelerator agent-based modelGiri, Federico; Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
2016Monetary transmission under competing corporate finance regimesDe Grauwe, Paul; Gerba, Eddie
2016Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crisesPunzi, Maria Teresa
2016Modeling and forecasting exchange rate volatility in time-frequency domainBarunik, Jozef; Krehlik, Tomas; Vacha, Lukas
2016Estimation of financial agent-based models with simulated maximum likelihoodKukacka, Jiri; Barunik, Jozef
2016Measuring the frequency dynamics of financial and macroeconomic connectednessBarunik, Jozef; Krehlik, Tomas
2016The core of the global corporate networkGiglio, Ricardo; Lux, Thomas
2016Fiscal policy and the term structure of interest rates in a DSGE modelMarsal, Ales; Kaszab, Lorant; Horvath, Roman
2016An incomplete markets explanation of the UIP puzzleRabitsch, Katrin
2016Regimes dependent speculative trading: Evidence from the United States housing marketChen, Zhenxi
2016Dynamics of the European sovereign bonds and the identification of crisis periodsChen, Zhenxi; Reitz, Stefan
2016Borrower heterogeneity within a risky mortgage-lending marketPunzi, Maria Teresa; Rabitsch, Katrin
2015Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility ModelsSegnon, Mawuli; Lux, Thomas; Gupta, Rangan
2015Time-scale analysis of sovereign bonds market co-movement in the EUSmolik, Filip; Vacha, Lukas
2015Testing the global banking glut hypothesisKauko, Karlo; Punzi, Maria Teresa
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 68
Also listed in RePEc / EconPapers