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FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
9
Impact Factor
0.76
5 Years IF
0.75
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.48 0 0 0 0 0 0 0 0 0 0 0.26
2007 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.45 0 0 0 0 0 0 0 0 0 0 0.23
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.23
2010 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2011 0 0.47 0 0 0 0 0 0 0 0 0 0 0.25
2012 0 0.5 0 0 0 0 0 0 0 0 0 0 0.26
2013 0 0.52 0 0 0 0 0 1 0 0 0 0 0.24
2014 0 0.55 0.22 0 27 27 123 6 7 0 0 0 6 0.22 0.28
2015 0.56 0.54 0.43 0.56 24 51 67 20 29 27 15 27 15 6 30 5 0.21 0.28
2016 0.96 0.58 0.84 0.96 17 68 46 57 86 51 49 51 49 9 15.8 4 0.24 0.29
2017 1.07 0.6 1.13 1.07 0 68 0 77 163 41 44 68 73 0 0 0.3
2018 0.76 0.62 0.78 0.75 0 68 0 53 216 17 13 68 51 0 0 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12014House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa ; Mendicino, Caterina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10.

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31
22014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18.

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24
32016Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55.

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17
42015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

Full description at Econpapers || Download paper

16
52014Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:21.

Full description at Econpapers || Download paper

16
62015Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32.

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16
72014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). Krištoufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:23.

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14
82016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

Full description at Econpapers || Download paper

12
92015Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41.

Full description at Econpapers || Download paper

9
102015Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries. (2015). Krištoufek, Ladislav ; Pavlicek, Jaroslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:34.

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8
112014Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market Dynamics. (2014). Ghonghadze, Jaba ; Franke, Reiner. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:4.

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6
122015Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches. (2015). Krištoufek, Ladislav ; Vakrman, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:35.

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5
132015The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51.

Full description at Econpapers || Download paper

5
142014Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility. (2014). Baruník, Jozef ; Ike, Filip. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:20.

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5
152016Measuring the frequency dynamics of financial and macroeconomic connectedness. (2016). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:54.

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4
162014A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods. (2014). Rabitsch, Katrin ; Stepanchuk, Serhiy . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:6.

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4
172016Monetary policy and large crises in a financial accelerator agent-based model. (2016). Russo, Alberto ; Riccetti, Luca ; Giri, Federico ; Gallegati, Mauro. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:65.

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4
182014Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information. (2014). Montagna, Mattia ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:8.

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4
192014Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2014). Giri, Federico. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:27.

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4
202015Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Ghonghadze, Jaba ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:38.

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4
212014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching. (2014). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:2.

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3
222015Do investors rely too much on public information to be justified by its accuracy? An experimental study. (2015). Morone, Andrea ; Camacho Cuena, Eva ; Alfarano, Simone. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:30.

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3
232014Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations. (2014). Finger, Karl ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:1.

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3
242016International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58.

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3
252014Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2014). Vacha, Lukas ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:16.

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3
262014Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market. (2014). Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:3.

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3
272015Stock market cycles and supply side dynamics. (2015). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:45.

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2
282016Fiscal policy and the term structure of interest rates in a DSGE model. (2016). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:56.

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2
292014Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:13.

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2
302014The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:7.

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2
312014Banks strategies during the financial crisis. (2014). Tedeschi, Gabriele ; Berardi, Simone ; Recchioni, Maria Cristina . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:25.

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1
322016Herding, minority game, market clearing and efficient markets in a simple spin model framework. (2016). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vovrda, Miloslav S ; Kristoufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:68.

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1
332015Modeling and forecasting crude oil price volatility: Evidence from historical and recent data. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:31.

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1
342014Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model. (2014). Rabitsch, Katrin ; Punzi, Maria Teresa. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:24.

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1
352015Modeling and forecasting persistent financial durations. (2015). Baruník, Jozef ; Zikes, Filip ; Shenai, Nikhil ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:36.

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1
362016An incomplete markets explanation of the UIP puzzle. (2016). Rabitsch, Katrin. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:53.

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1
372016Borrower heterogeneity within a risky mortgage-lending market. (2016). Rabitsch, Katrin ; Punzi, Maria Teresa. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:67.

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1
382016Monetary transmission under competing corporate finance regimes. (2016). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:52.

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1
392016Buffer stock savings in a New-Keynesian business cycle model. (2016). Schoder, Christian ; Rabitsch, Katrin. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:64.

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1
402015On the long-run equilibrium value of Tobins average Q. (2015). Franke, Rainer ; Yanovski, Boyan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:49.

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1
412014Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:11.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12014House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa ; Mendicino, Caterina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10.

Full description at Econpapers || Download paper

20
22016Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55.

Full description at Econpapers || Download paper

14
32015Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32.

Full description at Econpapers || Download paper

14
42016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

Full description at Econpapers || Download paper

11
52015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

Full description at Econpapers || Download paper

11
62014Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:21.

Full description at Econpapers || Download paper

9
72014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). Krištoufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:23.

Full description at Econpapers || Download paper

9
82014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18.

Full description at Econpapers || Download paper

8
92015Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries. (2015). Krištoufek, Ladislav ; Pavlicek, Jaroslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:34.

Full description at Econpapers || Download paper

7
102015Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41.

Full description at Econpapers || Download paper

6
112014Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market Dynamics. (2014). Ghonghadze, Jaba ; Franke, Reiner. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:4.

Full description at Econpapers || Download paper

5
122016Monetary policy and large crises in a financial accelerator agent-based model. (2016). Russo, Alberto ; Riccetti, Luca ; Giri, Federico ; Gallegati, Mauro. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:65.

Full description at Econpapers || Download paper

4
132015Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches. (2015). Krištoufek, Ladislav ; Vakrman, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:35.

Full description at Econpapers || Download paper

4
142016Measuring the frequency dynamics of financial and macroeconomic connectedness. (2016). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:54.

Full description at Econpapers || Download paper

4
152014Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility. (2014). Baruník, Jozef ; Ike, Filip. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:20.

Full description at Econpapers || Download paper

4
162015The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51.

Full description at Econpapers || Download paper

3
172014Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations. (2014). Finger, Karl ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:1.

Full description at Econpapers || Download paper

3
182014Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2014). Giri, Federico. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:27.

Full description at Econpapers || Download paper

3
192015Stock market cycles and supply side dynamics. (2015). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:45.

Full description at Econpapers || Download paper

2
202014Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:13.

Full description at Econpapers || Download paper

2
212016International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58.

Full description at Econpapers || Download paper

2
222014A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods. (2014). Rabitsch, Katrin ; Stepanchuk, Serhiy . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:6.

Full description at Econpapers || Download paper

2
232016Fiscal policy and the term structure of interest rates in a DSGE model. (2016). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:56.

Full description at Econpapers || Download paper

2
242014Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market. (2014). Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:3.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 13
YearTitle
2018Effectiveness of macroprudential policies under borrower heterogeneity. (2018). Rabitsch, Katrin ; Punzi, Maria Teresa. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:251-261.

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2018Agent based model calibration using machine learning surrogates. (2018). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/13thfd12aa8rmplfudlgvgahff.

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2018Agent-based model calibration using machine learning surrogates. (2018). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:366-389.

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2018AGENT‐BASED MACROECONOMICS AND DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS: WHERE DO WE GO FROM HERE?. (2018). Levine, Paul ; Calvert Jump, Robert ; Dilaver, Ozge. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1134-1159.

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2018On the estimation of behavioral macroeconomic models via simulated maximum likelihood. (2018). Sacht, Stephen ; Kukacka, Jiri ; Jang, Tae-Seok. In: Economics Working Papers. RePEc:zbw:cauewp:201811.

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2018Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index. (2018). Horta, Eduardo ; Ziegelmann, Flavio. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:75-88.

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2018Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

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2018Do co-jumps impact correlations in currency markets?. (2018). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:97-119.

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2018Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

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2018DETERMINANTS OF FINANCIAL EUROISATION IN A SMALL OPEN ECONOMY: THE CASE OF SERBIA. (2018). Vlatka, Bilas ; Gordana, Kordi ; Mile, Bonjak . In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:218:p:9-22.

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2018The Effects of Conventional and Unconventional Monetary Policy on House Prices in the Scandinavian Countries. (2018). Rosenberg, Signe . In: TUT Economic Research Series. RePEc:ttu:tuteco:44.

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2018Shadow Bank run, Housing and Credit Market: The Story of a Recession. (2018). Ghiaie, Hamed. In: THEMA Working Papers. RePEc:ema:worpap:2018-01.

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2018Dynamics of Cooperation in Minority Games in Alliance Networks. (2018). Zhang, Xin-Jie ; Wang, Wei-Jia ; Xiong, Jason ; Tang, Yong. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4746-:d:190075.

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Recent citations
Recent citations received in 2016
YearCiting document
2016Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression. (2016). Baruník, Jozef ; Hlinkova, Michaela ; Barunik, Jozef. In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:503-514.

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2016How banks’ strategies influence financial cycles: An approach to identifying micro behavior. (2016). Tedeschi, Gabriele ; Berardi, Simone . In: Working Papers. RePEc:jau:wpaper:2016/24.

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2016The one-trading-day-ahead forecast errors of intra-day realized volatility. (2016). Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:80163.

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2016Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises. (2016). Punzi, Maria Teresa. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:61.

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Recent citations received in 2015
YearCiting document
2015The Tale of Two Great Crises. (2015). Giri, Federico ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:117.

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2015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

Full description at Econpapers || Download paper

2015Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Ghonghadze, Jaba ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:38.

Full description at Econpapers || Download paper

2015Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:46.

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2015The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51.

Full description at Econpapers || Download paper