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After the shocking series of bankruptcies started in 2008, the public does not trust anymore the classical methods of assessing business risks. The global economic severe downturn caused demand for both developed and emerging economies'…

Risk Management · Quantitative Finance 2010-07-13 Anda Gheorghiu , Anca Gheorghiu , Ion Spanulescu

In this paper are made some considerations of the application of phenomenological thermodynamics in risk analysis for the transaction on financial markets, using the concept of economic entropy and the macrostate parameter introduced by us…

General Finance · Quantitative Finance 2011-01-26 Anca Gheorghiu , Ion Spânulescu

Industries can enter one country first, and then enter its neighbors' markets. Firms in the industry can expand trade network through the export behavior of other firms in the industry. If a firm is dependent on a few foreign markets, the…

General Economics · Economics 2020-12-15 Xuejian Wang

The economical world consists of a highly interconnected and interdependent network of firms. Here we develop temporal and structural network tools to analyze the state of the economy. Our analysis indicates that a strong clustering can be…

In the context of the current financial crisis, when more companies are facing bankruptcy or insolvency, the paper aims to find methods to identify distressed firms by using financial ratios. The study will focus on identifying a group of…

Portfolio Management · Quantitative Finance 2010-01-12 Madalina Ecaterina Andreica , Mugurel Ionut Andreica , Marin Andreica

This paper shows how data science can contribute to improving empirical research in economics by leveraging on large datasets and extracting information otherwise unsuitable for a traditional econometric approach. As a test-bed for our…

General Economics · Economics 2019-11-05 Marco Guerzoni , Consuelo R. Nava , Massimiliano Nuccio

This paper investigates some indicators of financial development in select countries with currency board systems and raises some questions about the connection between financial development and growth in currency board systems. Most of…

Econometrics · Economics 2024-06-04 Yujuan Qiu

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

The international financial system is currently not yet prepared to face a foreseeable crisis mainly motivated by the dichotomy between the real economy and the virtual economy. Skepticism is widespread even when it comes to investments in…

General Finance · Quantitative Finance 2022-03-24 I Martín-de-Santos

Corporate insolvency can have a devastating effect on the economy. With an increasing number of companies making expansion overseas to capitalize on foreign resources, a multinational corporate bankruptcy can disrupt the world's financial…

Statistical Finance · Quantitative Finance 2018-02-16 Jacky C. K. Chow

Hypothesis of Market Efficiency is an important concept for the investors across the globe holding diversified portfolios. With the world economy getting more integrated day by day, more people are investing in global emerging markets. This…

Computational Finance · Quantitative Finance 2017-09-14 Oleg Malafeyev , Achal Awasthi , Kaustubh S. Kambekar

Countries tend to diversify their exports by entering products that are related to their current exports. Yet this average behavior is not representative of every diversification path. In this paper, we introduce a method to identify…

General Finance · Quantitative Finance 2018-03-21 Flávio L. Pinheiro , Aamena Alshamsi , Dominik Hartmann , Ron Boschma , César A. Hidalgo

The European Union and Eurozone present an inquisitive case of strongly interconnected network with high degree of dependence among nodes. This research focused on investment network of European Union and its major trading partners for…

General Finance · Quantitative Finance 2018-01-01 Muhammad Mohsin Hakeem , Ken-ichi Suzuki

In this study, we propose a novel approach of nowcasting and forecasting the macroeconomic status of a country using deep learning techniques. We focus particularly on the US economy but the methodology can be applied also to other…

Computational Finance · Quantitative Finance 2023-01-25 Anastasios Petropoulos , Vassilis Siakoulis , Konstantinos P. Panousis , Loukas Papadoulas , Sotirios Chatzis

We empirically study the interplay between exploration and competition. Systems that learn from interactions with users often engage in exploration: making potentially suboptimal decisions in order to acquire new information for future…

Computer Science and Game Theory · Computer Science 2019-05-03 Guy Aridor , Kevin Liu , Aleksandrs Slivkins , Zhiwei Steven Wu

One of the findings of the recent literature is that the 2008 financial crisis caused reduction in international diversification benefits. To fully understand the possible potential from diversification, we build an empirical model which…

Portfolio Management · Quantitative Finance 2013-09-27 Krenar Avdulaj , Jozef Barunik

The paper analyzes the socio-economic impacts of dropshipping - a new form of organization of sales, is rapidly gaining the Russian market. Dropshipping opens up tremendous prospects not only for ordinary people, but also for the Russian…

Computers and Society · Computer Science 2014-12-03 Mikhail Kaluzhsky

This paper examines the degree of integration at euro area financial markets. To that end, we estimate overall and country-specific integration indices based on a panel vector-autoregression with factor stochastic volatility. Our results…

Econometrics · Economics 2023-10-13 Martin Feldkircher , Karin Klieber

The financial crisis of 2008, which started with an initially well-defined epicenter focused on mortgage backed securities (MBS), has been cascading into a global economic recession, whose increasing severity and uncertain duration has led…

Risk Management · Quantitative Finance 2015-05-13 Didier Sornette , Ryan Woodard

The emerging system at the European level can be conceptualized as a pattern of relations among member states that tends to be reproduced despite disturbances in individual trajectories. The Markov property is used as an indicator of…

Data Analysis, Statistics and Probability · Physics 2010-01-26 Loet Leydesdorff , Nienke Oomes
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