CFE in Vancouver

Computational economics explores the intersection of economics and computation. These areas include agent-based computational modeling, computational econometrics and statistics, computational finance, computational modeling of dynamic macroeconomic systems,... more

Phase Transition in the S&P Stock Market

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. more

Policy Lunch

Since the global financial crisis, banking regulation is on the to-do list of policy makers. Various ideas, such as the break-up of universal banks, capital requirements in dependence of systemic importance, CoCo bonds, and financial transaction taxes have been suggested. more


Poster: 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 empirical data. We find that the ability of a defaulted institution to start a cascade depends on an interplay of shock size and connectivity. more

Wehia in Warsaw

An international society for the advancement of economic science, called the Society for Economic Science with Heterogeneous Interacting Agents, has been launched in 2006. The society aims to bring together researchers focusing on agent-based approaches in economics and neighboring fields. more

About me

Matthias Raddant
I am an economist and I work on financial markets and networks. In my research I combine empircal methods with numerical simulations. I believe that macroeconomics and finance should employ more methodology from the natural sciences.


The response of European stock markets to the Brexit
This paper reviews the response of the European stock markets to the Brexit referendum. We analyze the correlation of market indices, stock volatility and the special role of stocks from the financial sector.
Kiel Policy Brief No. 100

Interconnectedness in the Global Financial Market

Working Paper
The global financial system is highly complex, with cross-border interconnections and interdependencies. In this highly interconnected environment, local financial shocks and events can be easily amplified and turned into global events. This paper analyzes the dependencies among nearly 4,000 stocks from 15 countries. more

Contact Information

Matthias Raddant
Kiel Institute (IfW)
Kiellinie 66
24105 Kiel, Germany
Kiel University
Department of Economics
24118 Kiel, Germany

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