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): 41 to 60 of 68
Year of PublicationTitleAuthor(s)
2015 Estimating heterogeneous agents behavior in a two-market financial systemChen, Zhenxi; Huang, Weihong; Zheng, Huanhuan
2014 The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental ApproachesAlfarano, Simone; Camacho, Eva; Petrovic, Marko; Provenzano, Giulia
2014 Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural InformationMontagna, Mattia; Lux, Thomas
2014 The Role of a Changing Market Environment for Credit Default Swap PricingLeppin, Julia S.; Reitz, Stefan
2014 Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank MarketLux, Thomas
2014 Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market DynamicsFranke, Reiner; Ghonghadze, Jaba
2014 A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution MethodsRabitsch, Katrin; Stepanchuk, Serhiy
2014 Estimating heterogeneous agents behavior with different investment horizons in stock marketsChen, Zhenxi
2014 Prices, Debt and Market Structure in an Agent-Based Model of the Financial MarketFischer, Thomas; Riedler, Jesper
2014 Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime SwitchingBen Nasr, Adnen; Lux, Thomas; Ajmi, Ahdi Noomen; Gupta, Rangan
2014 House Prices, Capital Inflows and Macroprudential PolicyMendicino, Caterina; Punzi, Maria Teresa
2014 Gold, Oil, and StocksBaruník, Jozef; Kočenda, Evžen; Vácha, Lukáš
2014 Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš
2014 Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock MarketPierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph
2014 Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatilityBaruník, Jozef; Kukacka, Jiri
2014 The term structure of interest rates in a small open economy DSGE model with Markov switchingHorváth, Roman; Maršál, Aleš
2014 What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysisKristoufek, Ladislav
2014 Leverage effect in energy futuresKristoufek, Ladislav
2014 Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropyKristoufek, Ladislav; Vosvrda, Miloslav
2014 Semiparametric Conditional Quantile Models for Financial Returns and Realized VolatilityŽikeš, Filip; Baruník, Jozef
Collection's Items (Sorted by Title in Descending order): 41 to 60 of 68
Also listed in RePEc / EconPapers