Details about Matthias Raddant

Access statistics for papers by Matthias Raddant.

Last updated 2019-06-23. Update your information in the RePEc Author Service.

Short-id: pra520

Working Papers

2019

1. Multivariate Garch with dynamic beta
   Papers, arXiv.org
2. The Japanese corporate board network
   Kiel Working Papers, Kiel Institute for the World Economy (IfW)

2017

3. Interconnectedness in the Global Financial Market
   Papers, arXiv.org View citations (1)
   Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2017) View citations (1)
   Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association (2016) View citations (3)
   Working Papers, Office of Financial Research, US Department of the Treasury (2016) View citations (3)

2016

4. Multivariate GARCH for a large number of stocks
   Kiel Working Papers, Kiel Institute for the World Economy (IfW)
5. The response of European stock markets to the Brexit
   Kiel Policy Brief, Kiel Institute for the World Economy (IfW) View citations (4)

2015

6. Phase Transition in the S&P Stock Market
   Papers, arXiv.org View citations (3)
   Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2013)
7. Transitions in the Stock Markets of the US, UK, and Germany
   Papers, arXiv.org
   Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2014) View citations (7)
   See also Journal Article in Quantitative Finance (2017)

2014

8. Cascades in real interbank markets
   Papers, arXiv.org View citations (2)
   Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2013) View citations (2)
   See also Journal Article in Computational Economics (2016)
9. Persistence in corporate networks
   Center for European, Governance and Economic Development Research Discussion Papers, University of Goettingen, Department of Economics
   See also Journal Article in Journal of Economic Interaction and Coordination (2017)

2012

10. Structure in the Italian overnight loan market
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) View citations (9)
    See also Journal Article in Journal of International Money and Finance (2014)

2011

11. A Note on institutional hierarchy and volatility in financial markets
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article in The European Journal of Finance (2013)
12. Evolvement of uniformity and volatility in the stressed global financial village
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) View citations (26)

2009

13. Network hierarchy in Kirman's ant model: fund investment can create systemic risk
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (3)
14. Persistence of a network core in the time evolution of interlocking directorates
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (4)

Journal Articles

2017

1. Persistence in corporate networks
   Journal of Economic Interaction and Coordination, 2017, 12, (2), 249-276 View citations (1)
   See also Working Paper (2014)
2. Transitions in the stock markets of the US, UK and Germany
   Quantitative Finance, 2017, 17, (2), 289-297
   See also Working Paper (2015)

2016

3. Cascades in Real Interbank Markets
   Computational Economics, 2016, 47, (1), 49-66 View citations (4)
   See also Working Paper (2014)
4. Network Approaches to Interbank Markets: Foreword
   Computational Economics, 2016, 47, (1), 1-2

2014

5. Structure in the Italian overnight loan market
   Journal of International Money and Finance, 2014, 41, (C), 197-213 View citations (6)
   See also Working Paper (2012)

2013

6. A note on institutional hierarchy and volatility in financial markets
   The European Journal of Finance, 2013, 19, (6), 449-465 View citations (10)
   See also Working Paper (2011)