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We organize existing empirical regularities of cryptocurrencies into seven stylized facts and analyze cryptocurrencies through the lens of empirical asset pricing. We find important similarities with traditional markets--risk-adjusted…

General Finance · Quantitative Finance 2026-03-24 Nicola Borri , Yukun Liu , Aleh Tsyvinski , Xi Wu

Stablecoins are one of the most widely capitalized type of cryptocurrency. However, their risks vary significantly according to their design and are often poorly understood. We seek to provide a sound foundation for stablecoin theory, with…

General Economics · Economics 2020-10-30 Ariah Klages-Mundt , Dominik Harz , Lewis Gudgeon , Jun-You Liu , Andreea Minca

Physical analogs have shown considerable promise for understanding the behavior of complex adaptive systems, including macroeconomics, biological systems, social networks, and electric power markets. Many of today's most challenging…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David P. Chassin , Joel Malard , Christian Posse

Any economic agent constituting the monetary economy maintains the activity of monetary flow equilibration for fulfilling the condition of monetary flow continuity in the record, except at the central bank. At the same time, monetary flow…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Koichiro Matsuno

This paper proposes a theory of pricing premised upon the assumptions that customers dislike unfair prices---those marked up steeply over cost---and that firms take these concerns into account when setting prices. Since they do not observe…

Theoretical Economics · Economics 2021-06-15 Erik Eyster , Kristof Madarasz , Pascal Michaillat

Currently, the increase in financial returns from economic operations is constrained in view of the lack of a single efficiency criterion, which allows uniquely identify the business operation by their main feature - the possibility of…

Optimization and Control · Mathematics 2015-10-15 Igor Lutsenko

The Price equation describes the change in populations. Change concerns some value, such as biological fitness, information or physical work. The Price equation reveals universal aspects for the nature of change, independently of the…

Populations and Evolution · Quantitative Biology 2023-12-27 Steven A. Frank

We provide an axiomatic foundation for the representation of num\'{e}raire-invariant preferences of economic agents acting in a financial market. In a static environment, the simple axioms turn out to be equivalent to the following choice…

General Finance · Quantitative Finance 2010-11-09 Constantinos Kardaras

Recently, in order to explore the mechanism behind wealth or income distribution, several models have been proposed by applying principles of statistical mechanics. These models share some characteristics, such as consisting of a group of…

Physics and Society · Physics 2008-12-02 Yougui Wang , Ning Ding , Ning Xi

We introduce a new economic system suited for Intangible Goods ({\sc ig}). We argue that such system can now be implemented in the real world using advance technics in distributed network computing and cryptography. The specification of the…

Other Computer Science · Computer Science 2012-11-27 Laurent Fournier

Four radical ideas are presented. First, that the rationale for cancellation of principal can be modified in modern banking. Second, that non-cancellation of loan principal upon payment may cure an old problem of maintenance of positive…

General Economics · Economics 2024-10-17 Brian P. Hanley

This paper attempts to analyze central place theory of spatial economics based on supply and demand theory in microeconomics and field theory in physics, and also discuss their relationship. Three most important research findings are…

Chaotic Dynamics · Physics 2007-05-23 Benjamin Chih-Chien Nien

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

The basic workings of inflationary models are summarized, along with the arguments that strongly suggest that our universe is the product of inflation. The mechanisms that lead to eternal inflation in both new and chaotic models are…

Astrophysics · Physics 2009-10-31 Alan H. Guth

Accuracy of economic theories and efficiency of economic policy strictly depend on the choice of the economic variables and processes mostly liable for description of economic reality. That states the general problem of assessment of any…

General Economics · Economics 2022-08-17 Victor Olkhov

This paper revisits the classic instrument choice problem in a setting with consumption externalities, through the lens of robust mechanism design. A regulator can implement any incentive-compatible policy but is uncertain about how…

General Economics · Economics 2026-03-18 Zi Yang Kang

A financial market is a system resulting from the complex interaction between participants in a closed economy. We propose a minimal microscopic model of the financial market economy based on the real economy's symmetry constraint and…

Physics and Society · Physics 2022-06-15 Liu Ziyin , Katsuya Ito , Kentaro Imajo , Kentaro Minami

To implement the previously formulated principles of sustainable economic development, all non-negative solutions of the linear system of equations and inequalities, which are satisfied by the vector of real consumption, are completely…

General Economics · Economics 2024-05-17 N. S. Gonchar

An important goal of empirical demand analysis is choice and welfare prediction on counterfactual budget sets arising from potential policy-interventions. Such predictions are more credible when made without arbitrary…

Econometrics · Economics 2020-10-02 Debopam Bhattacharya

There is by now a large consensus in modern monetary policy. This consensus has been built upon a dynamic general equilibrium model of optimal monetary policy as developed by, e.g., Goodfriend and King (1997), Clarida et al. (1999),…

Chaotic Dynamics · Physics 2009-11-11 Orlando Gomes , Vivaldo M. Mendes , Diana A. Mendes , J. Sousa Ramos
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