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Details about Matthias Raddant

Homepage:http://www.ifw-members.ifw-kiel.de/~matthias_raddant_ifw_kiel_de
Workplace:Institut für Weltwirtschaft (IfW) (Kiel Institute for the World Economy), (more information at EDIRC)
Institut für Volkswirtschaftslehre (Department of Economics), Christian-Albrechts-Universität Kiel (University of Kiel), (more information at EDIRC)

Access statistics for papers by Matthias Raddant.

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

Short-id: pra520


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Working Papers

2019

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

2017

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

2016

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

2015

  1. Phase Transition in the S&P Stock Market
    Papers, arXiv.org Downloads View citations (3)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2013) Downloads
  2. Transitions in the Stock Markets of the US, UK, and Germany
    Papers, arXiv.org Downloads
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2014) Downloads View citations (7)

    See also Journal Article in Quantitative Finance (2017)

2014

  1. Cascades in real interbank markets
    Papers, arXiv.org Downloads View citations (2)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2013) Downloads View citations (2)

    See also Journal Article in Computational Economics (2016)
  2. Persistence in corporate networks
    Center for European, Governance and Economic Development Research Discussion Papers, University of Goettingen, Department of Economics Downloads
    See also Journal Article in Journal of Economic Interaction and Coordination (2017)

2012

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

2011

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

2009

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

Journal Articles

2017

  1. Persistence in corporate networks
    Journal of Economic Interaction and Coordination, 2017, 12, (2), 249-276 Downloads 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 Downloads
    See also Working Paper (2015)

2016

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

2014

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

2013

  1. A note on institutional hierarchy and volatility in financial markets
    The European Journal of Finance, 2013, 19, (6), 449-465 Downloads View citations (10)
    See also Working Paper (2011)
 
Page updated 2020-02-23