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Mobility data at EU scale can help understand the dynamics of the pandemic and possibly limit the impact of future waves. Still, since a reliable and consistent method to measure the evolution of contagion at international level is missing,…
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The transformation to equivalent dimensions that offers a novel approach for investigating earthquake clustering was engaged to analyze the preparatory phase of the 2020 Samos, Greece, Mw7.0 main shock. The analysis considered earthquakes…
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Power spectrum densities for the number of tick quotes per minute (market activity) on three currency markets (USD/JPY, EUR/USD, and JPY/EUR) for periods from January 1999 to December 2000 are analyzed. We find some peaks on the power…
Previous work suggests that the charter value hypothesis is theoretically grounded and empirically supported, but not universally. Accordingly, this paper aims to perform an analysis of the relations between charter value, risk taking, and…
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We analyse time series of CDS spreads for a set of major US and European institutions on a pe- riod overlapping the recent financial crisis. We extend the existing methodology of {\epsilon}-drawdowns to the one of joint {\epsilon}-drawups,…
Credit Default Swaps (CDS) on a reference entity may be traded in multiple currencies, in that protection upon default may be offered either in the domestic currency where the entity resides, or in a more liquid and global foreign currency.…
This research aims to provide an overview of the existing inequalities and their drivers in the member states of the European Union as well as their developements in the 2002-2008 and 2009- 2015 sub-periods. It also analyses the impact of…
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The European sovereign debt crisis has impaired many European banks. The distress on the European banks may transmit worldwide, and result in a large-scale knock-on default of financial institutions. This study presents a computer…