Matthias Raddant : Citation Profile


Are you Matthias Raddant?

6

H index

5

i10 index

102

Citations

RESEARCH PRODUCTION:

9

Articles

23

Papers

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 8
   Journals where Matthias Raddant has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 21 (17.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra520
   Updated: 2021-11-20    RAS profile: 2021-11-18    
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Relations with other researchers


Works with:

Alfarano, Simone (3)

Steinbacher, Mitja (2)

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

Is cited by:

Alfarano, Simone (6)

Vidal-Tomás, David (6)

Kiviet, Jan (5)

Belke, Ansgar (4)

Chen, Zhenxi (3)

Rea, William (2)

Chen, Shu-Heng (2)

Mantegna, Rosario (2)

Gries, Thomas (2)

Drago, Carlo (2)

Caraiani, Petre (2)

Cites to:

Alfarano, Simone (24)

Milaković, Mishael (17)

Engle, Robert (14)

Lux, Thomas (9)

battiston, stefano (8)

Bollerslev, Tim (8)

Craig, Ben (6)

Bech, Morten (6)

Beine, Michel (6)

Roventini, Andrea (6)

von Peter, Goetz (6)

Main data


Where Matthias Raddant has published?


Journals with more than one article published# docs
Computational Economics2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Kiel Working Papers / Kiel Institute for the World Economy (IfW)8
Papers / arXiv.org6
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Matthias Raddant (2021 and 2020)


YearTitle of citing document
2020Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20145.

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2020Cross-border spillover effects of macroprudential policies: a conceptual framework. (2020). Reinhardt, Dennis ; Kok, Christoffer ; On, Task Force . In: Occasional Paper Series. RePEc:ecb:ecbops:2020242.

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2020Modelling contagion of financial crises. (2020). Chen, Zhenxi ; Huang, Weihong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830069x.

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2020Forecast model for financial time series: An approach based on harmonic oscillators. (2020). Bosco, A R ; Acebal, J L ; Machado, A C ; Garcia, M M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301321.

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2021Is the choice of the candlestick dimension relevant in econophysics?. (2021). Bosco, A R ; de Resende, Charlene C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005069.

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2021Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic. (2021). Shi, Kai. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:112-:d:512945.

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2021Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Demertzidis, Anastasios ; Jeleskovic, Vahidin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:212-:d:550636.

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2020Forecasting Financial Networks. (2020). Caraiani, Petre. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09925-8.

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2021The Core of the Global Corporate Network. (2021). Lux, Thomas ; Giglio, Ricardo. In: Networks and Spatial Economics. RePEc:kap:netspa:v:21:y:2021:i:3:d:10.1007_s11067-021-09527-8.

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2021Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System. (2021). Gries, Thomas ; Mitschke, Alexandra. In: Working Papers Dissertations. RePEc:pdn:dispap:75.

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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.

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2021Assessing the impact of incomplete information on the resilience of financial networks. (2021). Rotundo, Giulia ; Iovanella, Antonio ; Ferraro, Giovanna ; Cinelli, Matteo. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03306-y.

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2021Strategic Connections in a Hierarchical Society: Wedge Between Observed and Fundamental Valuations. (2021). Moorjani, Sanjay ; Chakrabarti, Anindya S. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:11:y:2021:i:3:d:10.1007_s13235-020-00374-9.

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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.

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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.

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2020Interbank rules during economic declines: Can banks safeguard capital base?. (2020). Steinbacher, Mitja ; Jagri, Timotej. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-018-0228-5.

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2021Network?based early warning system to predict financial crisis. (2021). Dastkhan, Hossein. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:594-616.

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2020Forecast model for financial time series: An approach based on harmonic oscillators. (2020). Bosco, A R ; Acebal, J L ; Machado, A C ; Garcia, M M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301321.

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Works by Matthias Raddant:


YearTitleTypeCited
2015Phase Transition in the S&P Stock Market In: Papers.
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paper1
2013Phase transition in the S&P stock market.(2013) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 1
paper
2014Cascades in real interbank markets In: Papers.
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paper11
2016Cascades in Real Interbank Markets.(2016) In: Computational Economics.
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This paper has another version. Agregated cites: 11
article
2013Cascades in real interbank markets.(2013) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 11
paper
2015Transitions in the Stock Markets of the US, UK, and Germany In: Papers.
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paper0
2017Transitions in the stock markets of the US, UK and Germany.(2017) In: Quantitative Finance.
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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.
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This paper has another version. Agregated cites: 0
paper
2019Multivariate Garch with dynamic beta In: Papers.
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paper0
2020Interconnectedness in the Global Financial Market In: Papers.
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paper10
2021Interconnectedness in the global financial market.(2021) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 10
article
2016Interconnectedness in the Global Financial Market.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 10
paper
2017Interconnectedness in the global financial market.(2017) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 10
paper
2016Interconnectedness in the global financial market.(2016) In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
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This paper has another version. Agregated cites: 10
paper
2021Network effects and the appointment of female board members in Japan In: Papers.
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paper0
2014Structure in the Italian overnight loan market In: Journal of International Money and Finance.
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article15
2012Structure in the Italian overnight loan market.(2012) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 15
paper
2016Network Approaches to Interbank Markets: Foreword In: Computational Economics.
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article0
2012Evolvement of Uniformity and Volatility in the Stressed Global Financial Village In: PLOS ONE.
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article33
2011Evolvement of uniformity and volatility in the stressed global financial village.(2011) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 33
paper
2021Advances in the Agent-Based Modeling of Economic and Social Behavior In: MPRA Paper.
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paper0
2021Advances in the agent-based modeling of economic and social behavior.(2021) In: SN Business & Economics.
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This paper has another version. Agregated cites: 0
article
2011A Note on institutional hierarchy and volatility in financial markets In: MPRA Paper.
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paper13
2013A note on institutional hierarchy and volatility in financial markets.(2013) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 13
article
2017Persistence in corporate networks In: Journal of Economic Interaction and Coordination.
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article4
2014Persistence in corporate networks.(2014) In: Center for European, Governance and Economic Development Research Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2009Network hierarchy in Kirmans ant model: fund investment can create systemic risk In: Economics Working Papers.
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paper3
2009Persistence of a network core in the time evolution of interlocking directorates In: Economics Working Papers.
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paper4
2020Corporate boards, interorganizational ties and profitability: The case of Japan In: Economics Working Papers.
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2016The response of European stock markets to the Brexit In: Kiel Policy Brief.
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paper8
2016Multivariate GARCH for a large number of stocks In: Kiel Working Papers.
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paper0
2019The Japanese corporate board network In: Kiel Working Papers.
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