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): 41 to 60 of 68
Year of PublicationTitleAuthor(s)
2015Forecaster overconfidence and market survey performanceDeaves, Richard; Lei, Jin; Schroeder, Michael
2014Gold, Oil, and StocksBaruník, Jozef; Kočenda, Evžen; Vácha, Lukáš
2014Realized wavelet-based estimation of integrated variance and jumps in the presence of noiseBaruník, Jozef; Vácha, Lukáš
2014Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock MarketPierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph
2014Semiparametric Conditional Quantile Models for Financial Returns and Realized VolatilityŽikeš, Filip; Baruník, Jozef
2014A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution MethodsRabitsch, Katrin; Stepanchuk, Serhiy
2014The term structure of interest rates in a small open economy DSGE model with Markov switchingHorváth, Roman; Maršál, Aleš
2014Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit RelationsFinger, Karl; Lux, Thomas
2014Leverage effect in energy futuresKristoufek, Ladislav
2014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime SwitchingBen Nasr, Adnen; Lux, Thomas; Ajmi, Ahdi Noomen; Gupta, Rangan
2014A Model of the Topology of the Bank-Firm Credit Network and Its Role as Channel of ContagionLux, Thomas
2014Investor borrowing heterogeneity in a Kiyotaki-Moore style macro modelPunzi, Maria Teresa; Rabitsch, Katrin
2014The Role of a Changing Market Environment for Credit Default Swap PricingLeppin, Julia S.; Reitz, Stefan
2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysisKristoufek, Ladislav
2014Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market DynamicsFranke, Reiner; Ghonghadze, Jaba
2014Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank MarketLux, Thomas
2014A calibration procedure for analyzing stock price dynamics in an agent-based frameworkRecchioni, Maria Cristina; Tedeschi, Gabriele; Gallegati, Mauro
2014Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropyKristoufek, Ladislav; Vosvrda, Miloslav
2014Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatilityBaruník, Jozef; Kukacka, Jiri
Collection's Items (Sorted by Title in Descending order): 41 to 60 of 68
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