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A growing number of contributions in the literature have identified a puzzle in the European carbon allowance (EUA) market. Specifically, a persistent cost-of-carry spread (C-spread) over the risk-free rate has been observed. We are the…

Statistical Finance · Quantitative Finance 2024-05-24 Michele Azzone , Roberto Baviera , Pietro Manzoni

A simple quantitative example of a reflexive feedback process and the resulting price dynamics after an exogenous price shock to a financial network is presented. Furthermore, an outline of a theory that connects financial reflexivity,…

General Finance · Quantitative Finance 2013-01-29 Tom Fischer

Observations of the cosmic microwave sky are revealing the primordial non-uniformities from which all structure in the Universe grew. The only known physical mechanism for generating the inhomogeneities we see involves the amplification of…

Astrophysics · Physics 2009-10-31 Neil Turok

Inflation is known to be generically eternal to the future: the false vacuum is thermalized in some regions of space, while inflation continues in other regions. Here, we address the question of whether inflation can also be eternal to the…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Arvind Borde , Alexander Vilenkin

This paper discusses a novel explanation for asymmetric volatility based on the anchoring behavioral pattern. Anchoring as a heuristic bias causes investors focusing on recent price changes and price levels, which two lead to a belief in…

Pricing of Securities · Quantitative Finance 2016-06-14 Mihaly Ormos , Dusan Timotity

The cross-correlations between the exchange rate fluctuations of 74 currencies over the period 1995-2012 are analyzed in this paper. The eigenvalue distribution of the cross-correlation matrix exhibits a bulk which approximately matches the…

Statistical Finance · Quantitative Finance 2013-05-02 Sitabhra Sinha , Uday Kovur

Popular wisdom suggests that measuring the tensor to scalar ratio $r$ on CMB scales is a "proof of inflation" since one generic prediction is a scale-invariant tensor spectrum while alternatives predict $r$ that is many orders of magnitude…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-15 Ido Ben-Dayan , Udaykrishna Thattarampilly

We study the concept of financial bubble in a market model endowed with a set of probability measures, typically mutually singular to each other. In this setting we introduce the notions of robust bubble and robust fundamental value in a…

Mathematical Finance · Quantitative Finance 2016-02-18 Francesca Biagini , Jacopo Mancin

This paper investigates a novel behavioral feature of recursive preferences: aversion to risks that persist over time, or simply \textit{correlation aversion}. Greater persistence provides information about future consumption but reduces…

Theoretical Economics · Economics 2026-03-24 Lorenzo Maria Stanca

A scenario where inflation emerges as a response to protect the holographic principle is described. A two fluid model in a closed universe inflation picture is assumed, and a possible explanation for secondary exponential expansion phases…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Victor H. Cardenas

In this paper, we establish a market model for the term structure of forward inflation rates based on the risk-neutral dynamics of nominal and real zero-coupon bonds. Under the market model, we can price inflation caplets as well as…

Pricing of Securities · Quantitative Finance 2013-02-05 Lixin Wu

The formation of price in a financial market is modelled as a chain of Ising spin with three fundamental figures of trading. We investigate the time behaviour of the model, and we compare the results with the real EURO/USD change rate. By…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Antonella Greco , Luca Sorriso-Valvo , Vincenzo Carbone

In a model with no given probability measure, we consider asset pricing in the presence of frictions and other imperfections and characterize the property of coherent pricing, a notion related to (but much weaker than) the no arbitrage…

Mathematical Finance · Quantitative Finance 2016-09-12 Gianluca Cassese

In this paper, we present own point of view how the unexpected fluctuations of the long-term real interest rate can be explained. We describe a macroeconomic environment by the modification of the fundamental macroeconomic equilibrium model…

General Finance · Quantitative Finance 2019-03-21 Barbora Volná

In this paper we explain the wild fluctuations of financial prices from the intrinsic amplifying feedback of speculative supply and demand. Formally, we show that an asset return follows a multiplicative random growth with exogenous input,…

Statistical Finance · Quantitative Finance 2015-08-11 Sabiou Inoua

The basic workings of inflationary models are summarized, along with the arguments that strongly suggest that our universe is the product of inflation. It is argued that essentially all inflationary models lead to (future-)eternal…

Astrophysics · Physics 2015-06-24 Alan H. Guth

While Bernoulli's equation is one of the most frequently mentioned topics in Physics literature and other means of dissemination, it is also one of the least understood. Oddly enough, in the wonderful book "Turning the world inside out"…

Popular Physics · Physics 2024-06-19 Mateo Dutra , Álvaro Suárez , Martín Monteiro , Arturo C. Marti

This is an invited article for the Discussion and Debate special issue of The European Physical Journal Special Topics on the subject "Can Economics Be a Physical Science?" The first part of the paper traces the personal path of the author…

Economics · Quantitative Finance 2017-03-22 Victor M. Yakovenko

Currency crises are frequently discussed retrospectively as a necessary and deterministic outcome of a finite sequence of fiscal decisions, monetary manoeuvres, and limited exogenous inputs. Parallelly, the Twin Deficits Hypothesis (TDH)…

General Economics · Economics 2025-10-09 Shaunak Kulkarni , Rohan Ajay Dubey

This article is an extension of the work of one of us (Coopersmith, 2011) in deriving the relationship between certain interest rates and the inflation rate of a two component economic system. We use the well-known Fisher relation between…

Economics · Quantitative Finance 2016-03-29 Michael Coopersmith , Pascal J. Gambardella