The Topology of Inter-industry Relations from the Portuguese National...
In last years, the Portuguese economy has gone through a severe adjustment process, affecting almost all industrial sectors, the building blocks of economic structures. Research on economic structural...
View ArticleThe Blockchain: A Gentle Four Page Introduction. (arXiv:1612.06244v1 [q-fin.GN])
Blockchain is a distributed database that keeps a chronologically-growing list (chain) of records (blocks) secure from tampering and revision. While computerisation has changed the nature of a ledger...
View ArticleDoes Trump's election victory divide US stock market into winners and...
Many analysts, who had anticipated a great market anxiety resulting in market-wide stock price losses over the event of a Trump presidential victory, remain puzzling through why the market rebounded...
View ArticleA Markovian Model of the Evolving World Input-Output Network....
Using the recently available World Input-Output Database, we modeled the evolving world economic network (from 1995 to 2011) with a series of time-homogeneous finite Markov chains. Next, we...
View ArticleOptimal Investment under Information Driven Contagious Distress....
We introduce a dynamic optimization framework to analyze optimal portfolio allocations within an information driven contagious distress model. The investor allocates his wealth across several stocks...
View ArticleCo-movements in financial fluctuations are anchored to economic fundamentals:...
We show that there exists an empirical linkage between nominal financial networks and the underlying economic fundamentals across countries. We construct the nominal return correlation networks from...
View ArticleThe Barefoot Investor: The Only Money Guide You'll Ever Need
That's a bold claim, given there are already thousands of finance books on the shelves.read more...
View ArticleClimate change threatens ability of insurers to manage risk
Climate change threatens ability of insurers to manage risk. https://t.co/2s864vF8jI â moneyscience (@moneyscience) December 7, 2016
View Article7,500 Faceless Coders Paid in Bitcoin Built a Hedge Fundâs Brain
7,500 Faceless Coders Paid in Bitcoin Built a Hedge Fundâs Brain https://t.co/WLw9BXpLER â moneyscience (@moneyscience) December 12, 2016
View Article[1612.05227] European banking supervision, the role of stress test. Some...
Research: European banking supervision, the role of stress test. Some brief considerations. (arXiv:1612.05227v1 ... https://t.co/GxBLJAXTR1 â moneyscienceâ¦
View ArticleIn defense of social mediaâs predictive powers
"Just how useful is Twitter as a measure of broad sentiment?" https://t.co/rpg9yAW5lR ht @martin1975 â Arthur Charpentier (@freakonometrics) December 18, 2016
View Article[1612.06200] Does Trump's election victory divide US stock market into...
Research: Does Trump's election victory divide US stock market into winners and losers?. (arXiv:1612.06200v1 [q-... https://t.co/flxnXFR1vz â moneyscienceâ¦
View Article[1612.06244] The Blockchain: A Gentle Four Page Introduction
Research: The Blockchain: A Gentle Four Page Introduction. (arXiv:1612.06244v1 [q-fin.GN]) https://t.co/pFmxpwYc65 â moneyscience (@moneyscience) December 20,â¦
View ArticleA Theory of Experience Effects. (arXiv:1612.09553v1 [q-fin.EC])
How do financial crises and stock-market fluctuations affect investor behavior and the dynamics of financial markets in the long run? Recent evidence suggests that individuals overweight personal...
View ArticleThe Industry Supply Function and the Long-Run Competitive Equilibrium with...
The theory of long-run competitive equilibrium (LRCE), first developed by Marshall in the 1890s, has had a profound influence on our understanding of competitive markets. While Marshall referred to the...
View ArticleA spectral method for an Optimal Investment problem with Transaction Costs...
This paper concerns the numerical solution of the finite-horizon Optimal Investment problem with transaction costs under Potential Utility. The problem is initially posed in terms of an evolutive HJB...
View ArticleThe Random Walk behind Volatility Clustering. (arXiv:1612.09344v1 [q-fin.ST])
Financial price changes obey two universal properties: they follow a power law and they tend to be clustered in time. The second regularity, known as volatility clustering, entails some predictability...
View ArticleCan the Central Bank Alleviate Fiscal Burdens? -- by Ricardo Reis
Central banks affect the resources available to fiscal authorities through the impact of their policies on the public debt, as well as through their income, their mix of assets, their liabilities, and...
View ArticleSocial Image and Economic Behavior in the Field: Identifying, Understanding...
Many people care about how they are perceived by those around them. A number of recent field experiments in economics have found that such social image concerns can have powerful effects on a range of...
View ArticleForgetting and Heterogeneity in Task Delay: Evidence from New York City...
We study response behavior of New York City parking-ticket recipients by analyzing administrative data on 6.6 million tickets issued to 2 million individuals over two years. Exploiting variation (from...
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