• For Media
EN / DE
IFW-Logo
  • Topics
  • Experts
  • Publications
  • Institute
    • About the Kiel Institute
      • Overview page
      • Organization
      • History
      • Club of Economic Science
      • Partners & Networks
      • Support us
    • Research Centers & Initiatives
      • Overview page
      • Business Cycles and Growth
      • Global Commons and Climate Policy
      • Global Cooperation and Social Cohesion
      • Innovation and International Competition
      • International Development
      • International Finance and Macroeconomics
      • International Trade and Investment
      • Presidential Task Force
      • Kiel Institute Africa Initiative
      • Kiel Institute China Initiative
      • Kiel Centre for Globalization
    • Education
      • Overview page
      • Advanced Studies Program
      • Kiel Institute Summer School
    • Working at the Kiel Institute
      • Overview page
      • Job Vacancies
      • Equal Opportunity
    • Events
      • Overview page
      • Global Solutions Summit
      • International Business Cycle Forum
      • Conferences
      • Prizes and Awards
      • Seminars & Workshops
      • Kiel Institute Summer School
  • For Media
EN / DE
  • Facebook
  • Twitter
  • Xing
  • LinkedIn
  • YouTube

* 60 Results

Suchfilter

  • Content Type

    • Publications (60)
  • Topics

    • Financial Markets (2)
    • Fiscal Policy & National Budgets (2)
  • Publication Type

    • Working Paper (34)
    • Journal Article (26)
  • Research

    • Macroeconomic Research (60)
    • International Macroeconomics (58)
  • Experts

    • Thomas Lux (60)
    • Daniel Fricke (8)
    • Mishael Milakovic (6)
    • Simone Alfarano (6)
    • Karl Finger (4)
    • Leonardo Morales-Arias (4)
    • Alan Kirman (3)
    • Armin Haas (3)
    • Brigitte Sloth (3)
    • David Colander (3)
    • Katarina Juselius (3)
    • Ruipeng Liu (3)
    • Albrecht Irle (2)
    • Cars Hommes (2)
    • Dror Y. Kenett (2)
    • Eshel Ben-Jacob (2)
    • Hans Föllmer (2)
    • Jaba Ghonghadze (2)
    • Jonas Kauschke (2)
    • Matthias Raddant (2)
    • Mattia Montagna (2)
    • Michael Goldberg (2)
    • Tiziana Di Matteo (2)
    • Ulrich Stolzenburg (2)
    • Andrés E. Leövey (1)
    • Cristina Sattarhoff (1)
    • Frank Westerhoff (1)
    • Friedrich Wagner (1)
    • Hans Foellmer (1)
    • J. Doyne Farmer (1)
    • Laura Gardini (1)
    • Mauro Gallegati (1)
    • Mawuli Segnon (1)
    • Paul Ormerod (1)
    • Silvano Cincotti (1)
    • Steve Keen (1)
    • Show more
  • Last Month Last Year Select Period
    to

Sort by

  • Relevance
  • Date

Aktive Filter

  • Experts: Thomas Lux
  • Remove all filters

Journal Article

Network Analysis of the e-MID Overnight Money Market: The Informational Value of Different Aggregation Levels for Intrinsic Dynamic Processes

01.01.2013

In this paper, we analyze the network properties of the Italian e-MID data based on overnight loans during the period 1999-2010. We show that the networks appear to be random at the daily level, but contain significant non-random structure for longer...

Journal Article

Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform

01.03.2015

We explore the network topology arising from a dataset of the overnight interbank transactions on the e-MID trading platform from January 1999 to December 2010. In order to shed light on the hierarchical structure of the banking system, we estimate...

Working Paper

Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform

01.03.2012

We explore the network topology arising from a dataset of the overnight interbank transactions on the e-MID trading platform from January 1999 to December 2010. In order to shed light on the hierarchical structure of the banking system, we estimate...

Working Paper

Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market

01.04.2014

This paper studies a simple dynamic model of interbank credit relationships. Starting from a given balance sheet structure of a banking system with a realistic distribution of bank sizes, the necessity of establishing interbank credit connections...

Journal Article

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

01.01.2008

A growing body of recent literature allows for heterogenous trading strategies and limited rationality of agents in behavioral models of financial markets. More and more, this literature has been concerned with the explanation of some of the stylized...

Journal Article

The Markov-Switching Multifractal Model of Asset Returns: Estimation via GMM and Linear Forecasting of Volatility

01.04.2008

Multifractal processes have recently been proposed as a new formalism for modeling the time series of returns in finance. The major attraction of these processes is their ability to generate various degrees of long memory in different powers of...

Working Paper

The Effects of a Financial Transaction Tax in an Artificial Financial Market

22.08.2013

We investigate the effects of a Financial Transaction Tax (FTT) in an order-driven artificial financial market. FTTs are meant to limit short-term speculative behavior by reducing the amount of excess liquidity in the system. To quantify these...

Working Paper

Switching Rates and the Asymptotic Behavior of Herding Models

01.02.2010

Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the statistical regularities of financial returns. We review some of the relevant mathematical facts and show how they...

Journal Article

Switching Rates and the Asymptotic Behavior of Herding Models

01.06.2011

Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the statistical regularities of financial returns. We review some of the relevant mathematical facts and show how they...

Working Paper

Stochastic Behavioral Asset Pricing Models and the Stylized Facts

01.06.2008

High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While these 'stylized facts' have been well-known for decades, attempts at their behavioral explanation have...

1 2 3 4 5 6
»
To Top

Connect

  • Experts
  • Job Vacancies
  • Media
Newsletter registration is loading...

Overview

  • About the Kiel Institute
  • Research Centers & Initiatives
  • Publications
  • Education
  • Events

Kiel Institute for
the World Economy

Kiellinie 66 | 24105 Kiel
Institute on Google Maps Give us a call T +49 431 8814-1 Send us an e-mail E E-Mail Address protected. Please enable Javascript.

  • Facebook
  • Twitter
  • Xing
  • LinkedIn
  • YouTube
Logo of the Leibniz Association
  • Legal Notice
  • Privacy
  • eAccessibility