Zobrazeno 1 - 10
of 42
pro vyhledávání: '"Matthias Raddant"'
Autor:
Matthias Raddant, Hiroshi Takahashi
Publikováno v:
Empirical Economics. 62:1365-1406
We analyze the ties between 4000 Japanese corporations in the time period from 2004 until 2013. We combine data about the board composition with ownership relationships and indicators of corporate profitability. The board network exhibits some cluste
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::21755874f0267f1c3f0312168eae3467
https://doi.org/10.1007/s00181-021-02062-y
https://doi.org/10.1007/s00181-021-02062-y
Autor:
Eva Camacho Cuena, Thomas Lux, Simone Alfarano, Giulia Iori, Fariba Karimi, Mitja Steinbacher, Matthias Raddant
Publikováno v:
SN Business & Economics
Repositori Universitat Jaume I
Universitat Jaume I
Repositori Universitat Jaume I
Universitat Jaume I
In this review we discuss advances in the agent-based modeling of economic and social systems. We show the state of the art of the heuristic design of agents and how behavioral economics and laboratory experiments have improved the modeling of agent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a9c5cf1027e53b57c387262d212974d2
http://europepmc.org/articles/PMC8262124
http://europepmc.org/articles/PMC8262124
Autor:
Matthias Raddant, Hiroshi TAKAHASHI
Publikováno v:
International Review of Financial Analysis. 81:102080
We investigate the networks of Japanese corporate boards and its influence on the appointments of female board members. We find that corporate boards with women show homophily with respect to gender. The corresponding firms often have above average p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5edc6ec63076a90adfbfb594b62bd0c1
https://doi.org/10.1016/j.irfa.2022.102080
https://doi.org/10.1016/j.irfa.2022.102080
Publikováno v:
PLoS ONE, Vol 7, Iss 2, p e31144 (2012)
BACKGROUND: In the current era of strong worldwide market couplings the global financial village became highly prone to systemic collapses, events that can rapidly sweep throughout the entire village. METHODOLOGY/PRINCIPAL FINDINGS: We present a new
Externí odkaz:
https://doaj.org/article/adf608e2ce17490eb6403b1de45d3f25
Autor:
Friedrich Wagner, Matthias Raddant
Publikováno v:
Quantitative Finance. 17:289-297
In an analysis of the US, the UK, and the German stock market we find a change in the behavior based on the stock's beta values. Before 2006 risky trades were concentrated on stocks in the IT and technology sector. Afterwards risky trading takes plac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1740cb42c681ddb2dc6f34768f4bcff3
https://doi.org/10.1080/14697688.2016.1183812
https://doi.org/10.1080/14697688.2016.1183812
Publikováno v:
Journal of Economic Interaction and Coordination. 12:249-276
We examine the bipartite graphs of German corporate boards in 1993, 1999 and 2005, focusing on their projections onto directors (the “personal” network) and onto companies (the “institutional” network). The novel feature here is our focus on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a4d40df9151349b6e50ae9948a2f9e60
https://doi.org/10.1007/s11403-015-0165-5
https://doi.org/10.1007/s11403-015-0165-5
Autor:
Matthias Raddant, Dror Y. Kenett
The global financial system is highly complex, with cross-border interconnections and interdependencies. In this highly interconnected environment, local financial shocks and events can be easily amplified and turned into global events. This paper an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5f5ac37900192ff69e1533b118923544
Autor:
Matthias Raddant, Fariba Karimi
Publikováno v:
Computational Economics. 47:49-66
We analyze cascades of defaults in an interbank loan market. The novel feature of this study is that the network structure and the size distribution of banks are derived from empirical data. We find that the ability of a defaulted institution to star
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cb09006773a546ec43200fd7a44d8d4a
https://doi.org/10.1007/s10614-014-9478-z
https://doi.org/10.1007/s10614-014-9478-z
Autor:
Matthias Raddant
Publikováno v:
Journal of International Money and Finance. 41:197-213
We analyze the Italian interbank loan market from 1999 until 2010. The analysis of net trade flows shows a high imbalance caused by a few large net borrowers in the market. The trading volume shows a significant drop starting in 2007, which accelerat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::79428356cadde0103ff598169cc7f7ba
https://doi.org/10.1016/j.jimonfin.2013.11.005
https://doi.org/10.1016/j.jimonfin.2013.11.005
Publikováno v:
Otto-Friedrich-Universität Bamberg
From a statistical point of view, the prevalence of non-Gaussian distributions in financial returns and their volatilities shows that the Central Limit Theorem (CLT) often does not apply in financial markets. In this article, we take the position tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b5e0679718001e5a4756ef3512b190e0
https://doi.org/10.1080/1351847x.2011.601871
https://doi.org/10.1080/1351847x.2011.601871