Matthias Raddant : Citation Profile


Are you Matthias Raddant?

Institut für Weltwirtschaft (IfW) (50% share)
Christian-Albrechts-Universität Kiel (50% share)

6

H index

3

i10 index

69

Citations

RESEARCH PRODUCTION:

6

Articles

20

Papers

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 6
   Journals where Matthias Raddant has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 16 (18.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra520
   Updated: 2020-03-21    RAS profile: 2020-03-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Milaković, Mishael (2)

Birg, Laura (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Matthias Raddant.

Is cited by:

Kiviet, Jan (5)

Alfarano, Simone (5)

Belke, Ansgar (5)

Vidal-Tomás, David (5)

Chen, Zhenxi (2)

Chen, Shu-Heng (2)

Rea, William (2)

Drago, Carlo (2)

Mantegna, Rosario (2)

Ricciuti, Roberto (2)

Gries, Thomas (1)

Cites to:

Alfarano, Simone (18)

Engle, Robert (14)

Milaković, Mishael (12)

Lux, Thomas (9)

Bollerslev, Tim (8)

Candelon, Bertrand (6)

Bech, Morten (6)

von Peter, Goetz (6)

Beine, Michel (6)

Durré, Alain (6)

Soramäki, Kimmo (5)

Main data


Where Matthias Raddant has published?


Journals with more than one article published# docs
Computational Economics2

Working Papers Series with more than one paper published# docs
Kiel Working Papers / Kiel Institute for the World Economy (IfW)8
Papers / arXiv.org5
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics2

Recent works citing Matthias Raddant (2019 and 2018)


YearTitle of citing document
2019Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches. (2019). Bertschinger, Nils ; Sasidevan, V. In: Papers. RePEc:arx:papers:1912.05273.

Full description at Econpapers || Download paper

2018A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets. (2018). Kiviet, Jan ; Chen, Zhenxi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:kiviet:chen.

Full description at Econpapers || Download paper

2018International spillovers in global asset markets. (2018). Belke, Ansgar ; Dubova, Irina. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:3-17.

Full description at Econpapers || Download paper

2018The dynamics of volatility connectedness in international real estate investment trusts. (2018). Liow, Kim Hiang ; Huang, Yuting. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:195-210.

Full description at Econpapers || Download paper

2018Influence of individual rationality on continuous double auction markets with networked traders. (2018). Zhang, Junhuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:353-392.

Full description at Econpapers || Download paper

2019Analyzing the dynamic sectoral influence in Chinese and American stock markets. (2019). Zeng, Daniel Danjun ; Zheng, Xiaolong ; Tian, HU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305369.

Full description at Econpapers || Download paper

2018.

Full description at Econpapers || Download paper

2018An agent based early warning indicator for financial market instability. (2018). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12.

Full description at Econpapers || Download paper

2018Network Topology and Systemically Important Firms in the Interfirm Credit Network. (2018). Kwon, Ohsung ; Lee, Duk Hee ; Chung, Yanghon ; Han, Seung Hun ; Yun, Sung-Guan. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9648-x.

Full description at Econpapers || Download paper

2019Simulation of Contagion in the Stock Markets Using Cross-Shareholding Networks: A Case from an Emerging Market. (2019). Gharneh, Naser Shams ; Dastkhan, Hossein. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9781-6.

Full description at Econpapers || Download paper

2018Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders. (2018). Zhang, Junhuan ; Musial, Katarzyna ; McBurney, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0631-3.

Full description at Econpapers || Download paper

2019Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-. (2019). Demertzidis, Anastasios. In: MAGKS Papers on Economics. RePEc:mar:magkse:201932.

Full description at Econpapers || Download paper

2018An agent based early warning indicator for financial market instability. (2018). Alfarano, Simone ; Vidal-Tomas, David. In: MPRA Paper. RePEc:pra:mprapa:89693.

Full description at Econpapers || Download paper

2020Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets. (2020). GUPTA, RANGAN ; DAS, SONALI ; Mangisa, Siphumlile. In: Working Papers. RePEc:pre:wpaper:202012.

Full description at Econpapers || Download paper

2018The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0558.

Full description at Econpapers || Download paper

2018Structural comparisons of networks and model-based detection of small-worldness. (2018). Clemente, Gian Paolo ; Grassi, Rosanna ; Fattore, Marco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0202-7.

Full description at Econpapers || Download paper

2020Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis. (2020). Pederzoli, Chiara ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00247-4.

Full description at Econpapers || Download paper

2020An agent-based early warning indicator for financial market instability. (2020). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00272-3.

Full description at Econpapers || Download paper

2017Systemic risk and dynamics of contagion: a duplex inter-bank network. (2017). Yin, Libo ; Ding, Ding ; Han, Liyan. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:9:p:1435-1445.

Full description at Econpapers || Download paper

2019Systemic Risk from Interbank Credit Markets?. (2019). Gries, Thomas ; Mitschke, Alexandra. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203582.

Full description at Econpapers || Download paper

Works by Matthias Raddant:


YearTitleTypeCited
2015Phase Transition in the S&P Stock Market In: Papers.
[Full Text][Citation analysis]
paper1
2013Phase transition in the S&P stock market.(2013) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2014Cascades in real interbank markets In: Papers.
[Full Text][Citation analysis]
paper6
2016Cascades in Real Interbank Markets.(2016) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2013Cascades in real interbank markets.(2013) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2015Transitions in the Stock Markets of the US, UK, and Germany In: Papers.
[Full Text][Citation analysis]
paper0
2017Transitions in the stock markets of the US, UK and Germany.(2017) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2014Transitions in the stock markets of the US, UK, and Germany.(2014) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Multivariate Garch with dynamic beta In: Papers.
[Full Text][Citation analysis]
paper0
2017Interconnectedness in the Global Financial Market In: Papers.
[Full Text][Citation analysis]
paper6
2016Interconnectedness in the Global Financial Market.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2017Interconnectedness in the global financial market.(2017) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2016Interconnectedness in the global financial market.(2016) In: Annual Conference 2016 (Augsburg): Demographic Change.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2014Structure in the Italian overnight loan market In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article12
2012Structure in the Italian overnight loan market.(2012) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2016Network Approaches to Interbank Markets: Foreword In: Computational Economics.
[Full Text][Citation analysis]
article0
2011A Note on institutional hierarchy and volatility in financial markets In: MPRA Paper.
[Full Text][Citation analysis]
paper11
2013A note on institutional hierarchy and volatility in financial markets.(2013) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2017Persistence in corporate networks In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
article1
2014Persistence in corporate networks.(2014) In: Center for European, Governance and Economic Development Research Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009Network hierarchy in Kirmans ant model: fund investment can create systemic risk In: Economics Working Papers.
[Full Text][Citation analysis]
paper3
2009Persistence of a network core in the time evolution of interlocking directorates In: Economics Working Papers.
[Full Text][Citation analysis]
paper4
2016The response of European stock markets to the Brexit In: Kiel Policy Brief.
[Full Text][Citation analysis]
paper6
2011Evolvement of uniformity and volatility in the stressed global financial village In: Kiel Working Papers.
[Full Text][Citation analysis]
paper19
2016Multivariate GARCH for a large number of stocks In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
2019The Japanese corporate board network In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2020. Contact: CitEc Team