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...

The dissertation includes four studies broadly connected to the causes and consequences of the Global Financial Crisis of 2007-8 from a political economy perspective. Following the intro-duction, Chapter 2 analyzes the political roots of massive foreign reserves accumulation, which has...