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Related papers: Stability in EMU

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There is a close connection between stability and oscillation of delay differential equations. For the first-order equation $$ x^{\prime}(t)+c(t)x(\tau(t))=0,~~t\geq 0, $$ where $c$ is locally integrable of any sign, $\tau(t)\leq t$ is…

Dynamical Systems · Mathematics 2022-08-19 John Ioannis Stavroulakis , Elena Braverman

We study the frictions in the patterns of trades in the Euro money market. We characterize the structure of lending relations during the period of recent financial turmoil. We use network-topology method on data from overnight transactions…

Trading and Market Microstructure · Quantitative Finance 2012-07-24 Caterina Liberati , Massimiliano Marzo , Paolo Zagaglia , Paola Zappa

Using introduced concept of the exchange and inflation rates adequacy, the relevance of them to the determining factors is found. We established close positive relation between hryvnia / dollar exchange and inflation rates, fiscal deficit,…

Mathematical Finance · Quantitative Finance 2025-03-14 N. S. Gonchar , W. H. Kozyrski , A. S. Zhokhin , O. P. Dovzhyk

By using the quantum-memory-assisted entropic uncertainty relation (EUR), we derive a computable tight upper bound for quantum discord, which applies to an arbitrary bipartite state. Detailed examples show that this upper bound is tighter…

Quantum Physics · Physics 2013-07-31 Ming-Liang Hu , Heng Fan

The monograph is concerned with some key problems of the theory of nonlinear economic dynamics. The authors' concept consists in analyzing the problem of structural instability of economic systems within the framework of the synergetic…

Adaptation and Self-Organizing Systems · Physics 2007-06-14 Anatoly V. Voronin , Sergey I. Chernyshov

Does euro adoption affect long-run economic growth? Existing evidence is mixed, reflecting limited treated countries, long horizons that challenge inference, and heterogeneity across member states. We estimate causal dynamic and…

Econometrics · Economics 2026-01-29 Harry Aytug

Dealing with quadratic payments, marginal probability is usually considered ideally constant, maybe for the sake of initial simplicity. Considering the voting scenario depicted in "Quadratic Payments: A Primer" by Vitalik Buterin, firstly…

Computer Science and Game Theory · Computer Science 2021-04-27 Andrea Barontini

The market practice of extrapolating different term structures from different instruments lacks a rigorous justification in terms of cash flows structure and market observables. In this paper, we integrate our previous consistent theory for…

Pricing of Securities · Quantitative Finance 2013-04-05 Andrea Pallavicini , Damiano Brigo

Competing bimodal coalitions among a group of actors are discussed. First, a model from political sciences is revisited. Most of the model statements are found not to be contained in the model. Second, a new coalition model is built. It…

Condensed Matter · Physics 2015-06-25 Serge Galam

This work is concerned with the stability of regime-switching processes under the perturbation of the transition rate matrices. From the viewpoint of application, two kinds of perturbations are studied: the size of the transition rate…

Probability · Mathematics 2018-12-27 Jinghai Shao , Chenggui Yuan

Analysis of the 2007-8 credit crisis has concentrated on issues of relaxed lending standards, and the perception of irrational behaviour by speculative investors in real estate and other assets. Asset backed securities have been extensively…

General Finance · Quantitative Finance 2012-08-06 Jacky Mallett

Two fundamental issues are incorporated in the present monograph: the issue related to the quantification of the social costs and the issue, related to the defining of the circular economy concept as a theoretical model. The analysis is…

General Economics · Economics 2024-01-26 Shteryo Nozharov

We prove existence and uniqueness of solutions, continuous dependence from the initial datum and stability with respect to the boundary condition in a class of initial--boundary value problems for systems of balance laws. The particular…

Analysis of PDEs · Mathematics 2014-03-27 Mauro Garavello , Rinaldo M. Colombo

Stability of the utility maximization problem with random endowment and indifference prices is studied for a sequence of financial markets in an incomplete Brownian setting. Our novelty lies in the nonequivalence of markets, in which the…

Portfolio Management · Quantitative Finance 2015-06-25 Kim Weston

Cryptocurrencies are examined through the asset flow equations and experimental asset markets. Since tangible value of a typical cryptocurrency is non-existent, the theory suggests that price will gravitate toward liquidity value, i.e., the…

Mathematical Finance · Quantitative Finance 2018-02-28 Carey Caginalp , Gunduz Caginalp

In the current environment of financial distress, many governments are likely to soon become major holders of financial assets, but the policy debate focuses only on the likelihood and extent of short-term market stabilization. This paper…

General Finance · Quantitative Finance 2016-09-08 Philip Maymin

The global static stability of a Starling Resistor conveying non-Newtonian fluid is considered. The Starling Resistor consists of two rigid circular tubes and axisymmetric collapsible tube mounted between them. Upstream and downstream…

Fluid Dynamics · Physics 2014-12-22 V. S. Yushutin

Persistent financial frictions - including price volatility, constrained credit access, and supply chain inefficiencies - have long hindered productivity and welfare in the global agricultural sector. This paper provides a theoretical and…

General Economics · Economics 2025-07-22 Xinyu Li

The report attempts of apply econophysics concepts to the Eurozone crisis. It starts by examining the idea of conservation laws as applied to market economies. It formulates a measure of financial entropy and gives numerical simulations…

General Finance · Quantitative Finance 2014-01-30 Paul Cockshott , David Zachariah

Why is ``worthless'' fiat money generally accepted as payment for goods and services? In equilibrium theory, the value of money is generally not determined: the number of equations is one less than the number of unknowns, so only relative…

Statistical Mechanics · Physics 2011-04-12 Per Bak , Simon F. Norrelykke , Martin Shubik