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Related papers: Trust! Why it Has Been Lost and How to Regain It

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In complex systems like financial market, risk tolerance of individuals is crucial for system resilience.The single-security price limit, designed as risk tolerance to protect investors by avoiding sharp price fluctuation, is blamed for…

General Finance · Quantitative Finance 2019-08-21 Shan Lu , Jichang Zhao , Huiwen Wang

The recent financial crisis has sharply revealed that current understanding of the global financial system is more than limited. In the recovery plan the confidence in the underlying theory is crucial. To address the problem we propose the…

Adaptation and Self-Organizing Systems · Physics 2010-09-27 Galina Korotkikh , Victor Korotkikh

Crime can have a volatile impact on investments. Despite the potential importance of crime rates in investments, there are no indices dedicated to evaluating the financial impact of crime in the United States. As such, this paper presents…

Risk Management · Quantitative Finance 2021-05-11 Thilini Mahanama , Abootaleb Shirvani , Svetlozar Rachev

This paper analyzes the hypothesis that returns play a risk-compensating role in the market for corporate revolving lines of credit. Specifically, we test whether borrower risk and the expected return on these debt instruments are…

General Economics · Economics 2024-01-24 Miguel A. Duran

Various works have already showed that common shocks and cross-country financial linkages caused the banking systems of several countries to be highly interconnected with the result that during bad times, banking crises may arise…

Statistical Finance · Quantitative Finance 2019-04-30 Paolo Di Caro , Giuseppe Pernagallo , Antonino Damiano Rossello , Benedetto Torrisi

Many financial and economic variables, including financial returns, exhibit nonlinear dependence, heterogeneity and heavy-tailedness. These properties may make problematic the analysis of (non-)efficiency and volatility clustering in…

Econometrics · Economics 2023-12-01 Rustam Ibragimov , Rasmus Pedersen , Anton Skrobotov

Financial markets across all asset classes are known to exhibit trends. These trends have been exploited by traders for decades. Here, we empirically measure when trends revert, based on 30 years of daily futures prices for equity indices,…

Statistical Finance · Quantitative Finance 2021-07-26 Christof Schmidhuber

Distributed trust is a nebulous concept that has evolved from different perspectives in recent years. While one can attribute its current prominence to blockchain and cryptocurrency, the distributed trust concept has been cultivating…

Cryptography and Security · Computer Science 2023-06-16 Sin Kit Lo , Yue Liu , Guangsheng Yu , Qinghua Lu , Xiwei Xu , Liming Zhu

The recent "correlation breakdown" in the modeling of credit default swaps, in which model correlations had to exceed 100% in order to reproduce market prices of supersenior tranches, is analyzed and argued to be a fundamental market…

Pricing of Securities · Quantitative Finance 2009-09-01 Rodanthy Tzani , Alexios P. Polychronakos

Trust is often conveyed through delegation, or through recommendation. This makes the trust authorities, who process and publish trust recommendations, into an attractive target for attacks and spoofing. In some recent empiric studies, this…

Cryptography and Security · Computer Science 2008-10-24 Dusko Pavlovic

Many of the benefits we derive from the Internet require trust in the authenticity of HTTPS connections. Unfortunately, the public key certification ecosystem that underwrites this trust has failed us on numerous occasions. Towards an…

Cryptography and Security · Computer Science 2018-01-04 Jan-Ole Malchow , Benjamin Güldenring , Volker Roth

Recent technological advancements have resulted in a surge in online trading, raising severe concerns about theft and fraud, especially on platforms like Bitcoin OTC (over-the-counter), where users' identities remain anonymous. To mitigate…

Social and Information Networks · Computer Science 2021-08-20 Harsh Patel , Shivam Sahni , Pushkar Mujumdar

We study the causes and consequences of bank runs using a novel dataset of bank runs in the United States from 1863 to 1934. Applying large language models to historical newspapers, we identify 3,421 runs on individual banks. The resulting…

General Economics · Economics 2026-03-24 Sergio Correia , Stephan Luck , Emil Verner

Financial market resilience reflects the ability of a financial market to withstand external shocks and to recover from them, while its measurement has yet to be standardized. Accordingly, this paper quantifies the adaptability and…

Risk Management · Quantitative Finance 2025-11-13 Si-Yao Wei , Kun-Liang Jiang , Wei-Xing Zhou

We review the main changes in the interbank market after the financial crisis started in August 2007. In particular, we focus on the fixed income market and we analyse the most relevant empirical evidences regarding the divergence of the…

Pricing of Securities · Quantitative Finance 2013-01-31 Marco Bianchetti , Mattia Carlicchi

In many large scale distributed systems and on the web, agents need to interact with other unknown agents to carry out some tasks or transactions. The ability to reason about and assess the potential risks in carrying out such transactions…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-03-02 Xin Liu , Gilles Tredan , Anwitaman Datta

We argue that the word ``critical'' in the title is not purely literary. Based on our and other previous work on nonlinear complex dynamical systems, we summarize present evidence, on the Oct. 1929, Oct. 1987, Oct. 1987 Hong-Kong, Aug. 1998…

Statistical Mechanics · Physics 2008-12-02 Anders Johansen , Didier Sornette

In the aftermath of the burst of the ``new economy'' bubble in 2000, the Federal Reserve aggressively reduced short-term rates yields in less than two years from 6.5% to 1.25% in an attempt to coax forth a stronger recovery of the US…

Physics and Society · Physics 2008-12-02 W. -X. Zhou , D. Sornette

To identify emerging interdependencies between traded stocks we investigate the behavior of the stocks of FTSE 100 companies in the period 2000-2015, by looking at daily stock values. Exploiting the power of information theoretical measures…

Statistical Finance · Quantitative Finance 2017-07-05 Jacopo Rocchi , Enoch Yan Lok Tsui , David Saad

The recent financial crisis of 2008 and the 2011 indebtedness of Greece highlight the importance of understanding the structure of the global financial network. In this paper we set out to analyze and characterize this network, as captured…

General Finance · Quantitative Finance 2015-03-19 Tilman Dette , Scott Pauls , Daniel N. Rockmore
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