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This paper quantifies the international spillovers of US interest rates by explicitly controlling for the "Fed Information Effect". I use multiple identification strategies that identify two components of monetary policy surprises around…

General Economics · Economics 2024-05-24 Santiago Camara

We study a credit risk model which captures effects of economic interactions on a firm's default probability. Economic interactions are represented as a functionally defined graph, and the existence of both cooperative, and competitive,…

Physics and Society · Physics 2009-11-11 J. P. L. Hatchett , R. Kuehn

Following the financial crisis of 2007-2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed out: in both cases, topological features of network structures influence how easily…

Risk Management · Quantitative Finance 2017-02-28 Marco Bardoscia , Stefano Battiston , Fabio Caccioli , Guido Caldarelli

Tracking the build-up of financial vulnerabilities is a key component of financial stability policy. Due to the complexity of the financial system, this task is daunting, and there have been several proposals on how to manage this goal. One…

Statistical Finance · Quantitative Finance 2024-12-19 Katalin Varga , Tibor Szendrei

This review of the book "The Challenge of Financial Stability: A New Model and its Applications" by Goodhart C.A.E. and Tsomocos D.P. highlights the potential of the framework of strategic partial default of banks with credit chain on the…

General Finance · Quantitative Finance 2013-05-28 Jean-Bernard Chatelain

This paper presents a model that studies the impact of credit expansions arising from increases in collateral values or lower interest rate policies on long-run productivity and economic growth in a two-sector endogenous growth economy,…

Theoretical Economics · Economics 2024-05-10 Tomohiro Hirano , Joseph E. Stiglitz

Decentralized Finance (DeFi) is a new paradigm in the creation, distribution, and utilization of financial services via the integration of blockchain technology. Our research conducts a comprehensive introduction and meticulous…

Cryptography and Security · Computer Science 2023-12-04 Erya Jiang , Bo Qin , Qin Wang , Zhipeng Wang , Qianhong Wu , Jian Weng , Xinyu Li , Chenyang Wang , Yuhang Ding , Yanran Zhang

The major perspective of this paper is to provide more evidence into the empirical determinants of capital structure adjustment in different macroeconomics states by focusing and discussing the relative importance of firm-specific and…

Economics · Quantitative Finance 2018-01-23 Andreas Kaloudis , Dimitrios Tsolis

The seriousness of the current crisis urgently demands new economic thinking that breaks the austerity vs. deficit spending circle in economic policy. The core tenet of the paper is that the most important problems that natural and social…

General Finance · Quantitative Finance 2012-08-20 Jaime Gomez-Ramirez

We develop the relation between de Sitter holography and inflation in detail, with particular attention to cosmic density perturbations. We set up the Hamilton-Jacobi formalism to present a systematic treatment of the logarithmic…

High Energy Physics - Theory · Physics 2010-02-03 Finn Larsen , Robert McNees

Job stability - encompassing secure contracts, adequate wages, social benefits, and career opportunities - is a critical determinant in reducing monetary poverty, as it provides households with reliable income and enhances economic…

Applications · Statistics 2025-02-19 Katarzyna Reluga , Dehan Kong , Setareh Ranjbar , Nicola Salvati , Mark van der Laan

We show the existence of a general mechanism by which heavy scalar fields can be destabilized during inflation, relying on the fact that the curvature of the field space manifold can dominate the stabilizing force from the potential and…

Cosmology and Nongalactic Astrophysics · Physics 2016-10-05 Sébastien Renaux-Petel , Krzysztof Turzyński

This paper analyzes the role of money in asset markets characterized by search frictions. We develop a dynamic framework that brings together a model for illiquid financial assets `a la Duffie, Garleanu, and Pedersen, and a search-theoretic…

Theoretical Economics · Economics 2019-09-05 Athanasios Geromichalos , Juan M. Licari , Jose Suarez-Lledo

Congestion is a common failure mode of markets, where consumers compete inefficiently on the same subset of goods (e.g., chasing the same small set of properties on a vacation rental platform). The typical economic story is that prices…

Machine Learning · Computer Science 2024-04-04 Omer Nahum , Gali Noti , David Parkes , Nir Rosenfeld

This paper revisits the discussion on determinants of budget balances and investigates the change in their effect in light of the COVID-19 crisis by utilizing data on 43 countries and a system generalized method of moments approach. The…

General Economics · Economics 2021-06-01 Dragan Tevdovski , Petar Jolakoski , Viktor Stojkoski

In equilibrium systems, the conservation of the number of particles (or mass) leads to the equalization of the chemical potential throughout the system. Using a non-equilibrium generalization of the notion of chemical potential, we…

Statistical Mechanics · Physics 2011-10-21 Kirsten Martens , Eric Bertin

In the era of a growing population, systemic changes to the world, and the rising risk of crises, humanity has been facing an unprecedented challenge of resource scarcity. Confronting and addressing the issues concerning the scarce…

Theoretical Economics · Economics 2022-11-23 Xiaowei Hu , Peng Li

The question of how to stabilize financial systems has attracted considerable attention since the global financial crisis of 2007-2009. Recently, Beale et al. ("Individual versus systemic risk and the regulator's dilemma", Proc Natl Acad…

Risk Management · Quantitative Finance 2014-01-30 Teruyoshi Kobayashi

We review locked inflation and we critically address phenomenological and consistency issues thathave appeared in the literature. A natural window of opportunity is found for the original scenario.Moreover, a simple way to enlarge the…

General Relativity and Quantum Cosmology · Physics 2020-01-30 Michael Zantedeschi

When it comes to studying the impacts of decision making, the research has been largely focused on examining the fairness of the decisions, the long-term effects of the decision pipelines, and utility-based perspectives considering both the…

Artificial Intelligence · Computer Science 2021-04-27 Pegah Nokhiz , Aravinda Kanchana Ruwanpathirana , Neal Patwari , Suresh Venkatasubramanian
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