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