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

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 68
Year of PublicationTitleAuthor(s)
2016 Herding, minority game, market clearing and efficient markets in a simple spin model frameworkKristoufek, Ladislav; Vošvrda, Miloslav S.
2016 Estimation of financial agent-based models with simulated maximum likelihoodKukacka, Jiri; Barunik, Jozef
2016 Buffer stock savings in a New-Keynesian business cycle modelRabitsch, Katrin; Schoder, Christian
2016 Monetary policy and large crises in a financial accelerator agent-based modelGiri, Federico; Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
2016 Regimes dependent speculative trading: Evidence from the United States housing marketChen, Zhenxi
2016 Borrower heterogeneity within a risky mortgage-lending marketPunzi, Maria Teresa; Rabitsch, Katrin
2016 International housing markets, unconventional monetary policy and the zero lower boundHuber, Florian; Punzi, Maria Teresa
2016 Network effects and systemic risk in the banking sectorLux, Thomas
2016 Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crisesPunzi, Maria Teresa
2016 A pro-cyclical stock market under a countercyclical monetary policy in a model of endogenous business cyclesYanovski, Boyan
2016 Fiscal policy and the term structure of interest rates in a DSGE modelMarsal, Ales; Kaszab, Lorant; Horvath, Roman
2016 Monetary transmission under competing corporate finance regimesDe Grauwe, Paul; Gerba, Eddie
2016 Modeling and forecasting exchange rate volatility in time-frequency domainBarunik, Jozef; Krehlik, Tomas; Vacha, Lukas
2016 Measuring the frequency dynamics of financial and macroeconomic connectednessBarunik, Jozef; Krehlik, Tomas
2016 An incomplete markets explanation of the UIP puzzleRabitsch, Katrin
2016 Dynamics of the European sovereign bonds and the identification of crisis periodsChen, Zhenxi; Reitz, Stefan
2016 The core of the global corporate networkGiglio, Ricardo; Lux, Thomas
2015 Modeling and forecasting crude oil price volatility: Evidence from historical and recent dataLux, Thomas; Segnon, Mawuli; Gupta, Rangan
2015 Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regressionBarunik, Jozef; Barunikova, Michaela
2015 On the long-run equilibrium value of Tobin's average QFranke, Rainer; Yanovski, Boyan
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 68
Also listed in RePEc / EconPapers