This dissertation was written by Christopher Weber during his time as a research assistant at the Center for Economic Studies (CES) at the Ludwig-Maximilians-Universität (LMU) Munich. It was handed in at the department of Economics at the LMU Munich in July 2016. The goal of the thesis is to...

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...