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

Publikationen (sortiert nach Titel in absteigender Richtung): 41 bis 60 von 68
2015 Testing the global banking glut hypothesisKauko, Karlo; Punzi, Maria Teresa
2014 House Prices, Capital Inflows and Macroprudential PolicyMendicino, Caterina; Punzi, Maria Teresa
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 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 Realized wavelet-based estimation of integrated variance and jumps in the presence of noiseBaruník, Jozef; Vácha, Lukáš
2014 What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysisKristoufek, Ladislav
2014 The term structure of interest rates in a small open economy DSGE model with Markov switchingHorváth, Roman; Maršál, Aleš
2014 Semiparametric Conditional Quantile Models for Financial Returns and Realized VolatilityŽikeš, Filip; Baruník, Jozef
2014 Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropyKristoufek, Ladislav; Vosvrda, Miloslav
2014 Leverage effect in energy futuresKristoufek, Ladislav
2014 Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit RelationsFinger, Karl; Lux, Thomas
2014 A spectral perspective on excess volatilityLivan, Giacomo; Alfarano, Simone; Milakovic, Mishael; Scalas, Enrico
2014 A Model of the Topology of the Bank-Firm Credit Network and Its Role as Channel of ContagionLux, Thomas
2014 Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro areaGiri, Federico
2014 A calibration procedure for analyzing stock price dynamics in an agent-based frameworkRecchioni, Maria Cristina; Tedeschi, Gabriele; Gallegati, Mauro
2014 Bank's strategies during the financial crisisRecchioni, Maria Cristina; Tedeschi, Gabriele; Berardi, Simone
2014 Investor borrowing heterogeneity in a Kiyotaki-Moore style macro modelPunzi, Maria Teresa; Rabitsch, Katrin
2014 Prices, Debt and Market Structure in an Agent-Based Model of the Financial MarketFischer, Thomas; Riedler, Jesper
Publikationen (sortiert nach Titel in absteigender Richtung): 41 bis 60 von 68
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