activity
20132024
most citedInterconnectedness in the Global Financial Market

145 citations · 197 across the 9 of their papers we have counts for

collaborators

9 papers

econ.TH2024

The dynamics of diversity on corporate boards

Matthias Raddant, Fariba Karimi

Diversity in leadership positions, including corporate boards, is an important aspect of equality. It is important because it is the key to better decision-making and innovation, a…

econ.GN2023★ 1 cited

Advancing the analysis of resilience of global phosphate flows

Matthias Raddant, Martin Bertau, Gerald Steiner

This paper introduces a novel method for estimating material flows, with a focus on tracing phosphate flows from mining countries to those using phosphate in agricultural productio…

q-fin.ST2023★ 2 cited

A Look at Financial Dependencies by Means of Econophysics and Financial Economics

M. Raddant, T. Di Matteo

This is a review about financial dependencies which merges efforts in econophysics and financial economics during the last few years. We focus on the most relevant contributions to…

econ.GN2020★ 13 cited

Interdependencies of female board member appointments

Matthias Raddant, Hiroshi Takahashi

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…

q-fin.ST2017★ 145 cited

Interconnectedness in the Global Financial Market

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 event…

q-fin.GN2016★ 3 cited

Multivariate Garch with dynamic beta

Matthias Raddant, Friedrich Wagner

We investigate a solution for the problems related to the application of multivariate GARCH models to markets with a large number of stocks by restricting the form of the condition…

q-fin.PM2015★ 9 cited

Transitions in the Stock Markets of the US, UK, and Germany

Matthias Raddant, Friedrich Wagner

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 stock…

q-fin.ST2013★ 16 cited

Cascades in real interbank markets

Fariba Karimi, Matthias Raddant

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 empir…

q-fin.ST2013★ 8 cited

Phase Transition in the S&P Stock Market

Matthias Raddant, Friedrich Wagner

We analyze the stock prices of the S&P market from 1987 until 2012 with the covariance matrix of the firm returns determined in time windows of several years. The eigenvector belon…