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7 Results

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  • Publication Type

    • Journal Article (4)
    • Working Paper (3)
  • Research

    • International Macroeconomics (7)
    • Macroeconomic Research (7)
  • Experts

    • Simone Alfarano (7)
    • Thomas Lux (6)
    • Mishael Milakovic (5)
    • Friedrich Wagner (1)
    • Matthias Raddant (1)
  • Publication Series

    • Kiel Working Papers (3)
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  • Experts: Simone Alfarano
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  1. Journal Article

    Time Variation of Higher Moments in Financial Markets with Heterogeneous Agents: An Analytical Approach

    Journal of Economic Dynamics and Control
    01/2008
    Simone Alfarano, Thomas Lux, Friedrich Wagner

    A growing body of recent literature allows for heterogenous trading strategies and limited rationality of agents in behavioral models of...

  2. Working Paper

    The Small Core of the German Corporate Board Network: New Evidence from 2010

    Kiel Working Papers
    11/2011
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    Mishael Milakovic, Simone Alfarano, Thomas Lux

    Milaković, Alfarano and Lux (2010) have identified a small core of directors who are both highly central to the entire ...

  3. Working Paper

    The Small Core of the German Corporate Board Network

    Kiel Working Papers
    09/2008
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    Mishael Milakovic, Simone Alfarano, Thomas Lux

    We consider the current bipartite graph of German corporate boards and identify a small core of directors who are highly central in the entire...

  4. Journal Article

    The Small Core of the German Corporate Board Network

    Computational & Mathematical Organization Theory
    08/2010
    Mishael Milakovic, Simone Alfarano, Thomas Lux

    We consider the bipartite graph of German corporate boards and identify a small core of directors who are highly central in the entire network...

  5. Journal Article

    Topical issue on "Interdisciplinary Applications of Physics in Economics and Finance"

    The European Physical Journal B
    01/2010
    Simone Alfarano, Thomas Lux, Mishael Milakovic

  6. Working Paper

    Extreme Value Theory as a Theoretical Background for Power Law Behavior

    Kiel Working Papers
    09/2010
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    Simone Alfarano, Thomas Lux

    Power law behavior has been recognized to be a pervasive feature of many phenomena in natural and social sciences. While immense research...

  7. Journal Article

    A Note on institutional hierarchy and volatility in financial markets

    The European Journal of Finance
    07/2013
    Simone Alfarano, Matthias Raddant, Mishael Milakovic

    From a statistical point of view, the prevalence of non-Gaussian distributions in nancial returns and their volatilities shows that the...

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Subject dossiers compile selected publications and articles by our experts on current economic policy topics as well as related projects and events.

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