This dissertation contains applications of agent-based financial market models and nonlinear econometric methods in financial economics. The first part deals with the analysis of the effectiveness of currency transaction taxes within financial market models with traders with heterogeneous...

This volume was prepared by Thomas Steinwachs while he was working at the ifo Center for International Economics. It was completed in September 2018 and accepted as a doctoral dissertation by the Department of Economics at the University of Munich (LMU). It is a collection of four self-contained...