Matthias Raddant : Citation Profile


Are you Matthias Raddant?

Donau Universität Krems (50% share)
Complexity Science Hub Vienna (50% share)

6

H index

5

i10 index

130

Citations

RESEARCH PRODUCTION:

12

Articles

25

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 9
   Journals where Matthias Raddant has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 23 (15.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra520
   Updated: 2023-08-19    RAS profile: 2023-06-09    
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Relations with other researchers


Works with:

TAKAHASHI, Hiroshi (5)

Steinbacher, Mitja (2)

Alfarano, Simone (2)

Iori, Giulia (2)

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

Is cited by:

Vidal-Tomás, David (9)

Alfarano, Simone (6)

Kiviet, Jan (5)

Chen, Zhenxi (4)

Caraiani, Petre (3)

Gabbi, Giampaolo (2)

Mantegna, Rosario (2)

Drago, Carlo (2)

Rea, William (2)

Chen, Shu-Heng (2)

Gries, Thomas (2)

Cites to:

Alfarano, Simone (31)

Engle, Robert (25)

Milaković, Mishael (19)

Bollerslev, Tim (11)

Mantegna, Rosario (11)

Lux, Thomas (10)

Napoletano, Mauro (8)

battiston, stefano (8)

Roventini, Andrea (8)

Iori, Giulia (7)

Shephard, Neil (7)

Main data


Where Matthias Raddant has published?


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

Working Papers Series with more than one paper published# docs
Papers / arXiv.org8
Kiel Working Papers / Kiel Institute for the World Economy (IfW Kiel)8
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Matthias Raddant (2023 and 2022)


YearTitle of citing document
2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2022The impacts of interest rates on banks’ loan portfolio risk-taking. (2022). Cajueiro, Daniel O ; Ely, Regis A ; Silveira, Douglas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002251.

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2022Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042.

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2021Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). Vuković, Darko ; Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000838.

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2022Cultural diversity among directors and corporate social responsibility. (2022). Garel, Alexandre ; Frijns, Bart ; Dodd, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002873.

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2021Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis. (2021). Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000623.

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2023European stock market volatility connectedness: The role of country and sector membership. (2023). Uribe, Jorge ; Guillen, Montserrat ; Vidal-Llana, Xenxo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001688.

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2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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2022Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). Prange, Philipp ; Peter, Franziska J ; Thomas, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115.

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2022New collectivity measures for financial covariances and correlations. (2022). Guhr, Thomas ; Heckens, Anton J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122004666.

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2022Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach. (2022). Fang, Tong ; Liu, Peng ; Su, Zhi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:229-242.

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2023What impacts foreign capital flows to Chinas stock markets? Evidence from financial risk spillover networks. (2023). Li, Songsong ; Xu, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:559-577.

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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: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:112-:d:512945.

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2022.

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2023Can trade credit rejuvenate Islamic banking?. (2023). Wojakowski, Rafal M ; Iqbal, Abdullah ; Ebrahim, Shahid M ; Jatmiko, Wahyu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01092-6.

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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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2022Instability of networks: effects of sampling frequency and extreme fluctuations in financial data. (2022). Chakrabarti, Arnab ; Bhachech, Jalshayin ; Kaizoji, Taisei. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:95:y:2022:i:4:d:10.1140_epjb_s10051-022-00332-x.

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2023Microfounding GARCH models and beyond: a Kyle-inspired model with adaptive agents. (2023). Benzaquen, Michael ; Toth, Bence ; Mastromatteo, Iacopo ; Vodret, Michele. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00379-8.

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2023Climate-induced liquidity crises: interbank exposures and macroprudential implications. (2023). Pham, Anh Duy ; Reale, Jessica ; D'Orazio, Paola. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep059.

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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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2022Effects of the Covid?19 pandemic on derivatives markets: Evidence from global futures and options exchanges. (2022). Ren, Honglin ; Ma, Han ; Gay, Gerald D ; Emm, Ekaterina E. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:5:p:823-851.

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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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paper1
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: 1
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: 1
paper
2019Multivariate Garch with dynamic beta In: Papers.
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paper0
2022Multivariate GARCH with dynamic beta.(2022) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 0
article
2020Interconnectedness in the Global Financial Market In: Papers.
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paper22
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: 22
article
2016Interconnectedness in the Global Financial Market.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 22
paper
2017Interconnectedness in the global financial market.(2017) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 22
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: 22
paper
2021Interdependencies of female board member appointments In: Papers.
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paper1
2022Interdependencies of female board member appointments.(2022) In: International Review of Financial Analysis.
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This paper has another version. Agregated cites: 1
article
2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics In: Papers.
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paper0
2023The use of trade data in the analysis of global phosphate flows 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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article14
2012Structure in the Italian overnight loan market.(2012) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 14
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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article44
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: 44
paper
2021Advances in the Agent-Based Modeling of Economic and Social Behavior In: MPRA Paper.
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paper3
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: 3
article
2011A Note on institutional hierarchy and volatility in financial markets In: MPRA Paper.
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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
2022Corporate boards, interorganizational ties and profitability: the case of Japan In: Empirical Economics.
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2020Corporate boards, interorganizational ties and profitability: The case of Japan.(2020) In: Economics Working Papers.
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This paper has another version. Agregated cites: 0
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2017Persistence in corporate networks In: Journal of Economic Interaction and Coordination.
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2014Persistence in corporate networks.(2014) In: University of Göttingen Working Papers in Economics.
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This paper has another version. Agregated cites: 4
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2009Network hierarchy in Kirmans ant model: fund investment can create systemic risk In: Economics Working Papers.
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2009Persistence of a network core in the time evolution of interlocking directorates 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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2019The Japanese corporate board network In: Kiel Working Papers.
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paper1

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