A Mean Field Game Approach to Equilibrium Pricing with Market Clearing...
In this work, we study an equilibrium-based continuous asset pricing problem which seeks to form a price process endogenously by requiring it to balance the flow of sales-and-purchase orders in the...
View ArticleConflict externalization and the quest for peace: theory and case evidence...
I study the relationship between the likelihood of a violent domestic conflict and the risk that such a conflict "externalizes" (i.e. spreads to another country by becoming an international dispute). I...
View ArticleConvex Optimization Over Risk-Neutral Probabilities. (arXiv:2003.02878v1...
We consider a collection of derivatives that depend on the price of an underlying asset at expiration or maturity. The absence of arbitrage is equivalent to the existence of a risk-neutral probability...
View ArticleMalliavin-Mancino estimators implemented with non-uniform fast Fourier...
We implement and test kernel averaging Non-Uniform Fast-Fourier Transform (NUFFT) methods to enhance the performance of correlation and covariance estimation on asynchronously sampled event-data using...
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If the UK is high tech, why is productivity growth slow? Economists weigh in
The UK has seen slow rates of productivity growth over the past decade, with output per hour and real wages no higher today than they were prior to the global financial crisis. The February 2020...
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Narrative Economics: How Stories Go Viral and Drive Major Economic Events...
If you are interested in this review, you can watch a video of Robert J. Shiller speaking about his new book at LSE or listen to a podcast of the event, both recorded on 6 September 2019. Narrative...
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Blocked pipeline: the career trajectory of women in strategy leadership
The discussion of âfairâ participation of female professionals in the workforce has been a hot topic in business literature and practice. Several large enterprises, such as Santander, Uber, PWC...
View ArticleCorporate social responsibility, financial instability and corporate...
Publication date: Available online 6 March 2020Source: Finance Research LettersAuthor(s): Abderrahmane Jahmane, Brahim Gaies
View ArticleLow-carbon Financial Risk Factor Correlation in the Belt and Road PPP Project
Publication date: Available online 6 March 2020Source: Finance Research LettersAuthor(s): Yu Sun, Lizhen Chen, Huaping Sun, Farhad Taghizadeh-Hesary
View ArticleTrade openness and Economic Growth Quality of China: Empirical Analysis Using...
Publication date: Available online 6 March 2020Source: Finance Research LettersAuthor(s): Qunxi Kong, Dan Peng, Yehui Ni, Xinyue Jiang, Ziqi Wang
View ArticlePredicting default of listed companies in mainland China via U-MIDAS Logit...
Publication date: Available online 7 March 2020Source: Finance Research LettersAuthor(s): Cuixia Jiang, Wei Xiong, Qifa Xu, Yezheng Liu
View ArticleQuant Winter
@bruce_packard on the "Quant Winter" - https://t.co/pMLxprETGD #quantfinance â moneyscience (@moneyscience) March 8, 2020
View ArticleTaleb says Musk’s comment on coronavirus panic being ‘dumb’...
"Nassim Nicholas Taleb suggests Elon Musk doesnât understand the spread of risk in complex systems" "We have survived for zillion years thanks to âirrationalââ¦
View ArticleReport: Transaction of One Bitcoin Consumes More Electricity Than A British...
PWC specialists have concluded that each Bitcoin transaction uses around 657.39 kWh of electricity. To put things into perspective, this is the equivalent of 59â¦
View ArticleSearch | arXiv e-print repository
#COVID19 Research at arXiv - Feb 12 - March 6 - https://t.co/DczMtVGPmB #Coronavirus #PANdemic2020 # â moneyscience (@moneyscience) March 9, 2020
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