Investigating the interconnectedness of carbon, fossil energy, and financial markets: A dynamic spillover index approach. [PDF]
PLoS One, 2023 Li T, Ju Y, Dong P.
europepmc +1 more source
A threshold model of financial markets
, 2008 We proposed a model of interacting market agents based on the Ising spin model. The agents can take three actions: "buy," "sell," or "stay inactive." We defined a price evolution in terms of the system magnetization.
Hołyst, Janusz A., Sieczka, Paweł
core +1 more source
Coronavirus (COVID-19) — An epidemic or pandemic for financial markets
Journal of Behavioral and Experimental Finance, 2020 Mohsin Ali +2 more
semanticscholar +1 more source
Performance evaluation and analysis of Chinese insurance companies under uncertain financial markets. [PDF]
Heliyon, 2023 Jia-Ying J +5 more
europepmc +1 more source
Heterogeneous volatility cascade in financial markets
, 2001 Using high frequency data, we have studied empirically the change of volatility, also called volatility derivative, for various time horizons. In particular, the correlation between the volatility derivative and the volatility realized in the next time ...
Arneodo +11 more
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RATIONALE OF FINANCIAL STABILITY IN SOUTH AFRICA: CONSTRUCTING A FINANCIAL STRESS INDEX [PDF]
Oradea Journal of Business and EconomicsThe need for financial stability became apparent after the devastating events of the 2008 financial crisis. It was around this time that central banks around the world started to construct and implement scientific methods to assess financial stability ...
Mahlatse MABEBA
doaj
The roles of liquidity and delay in financial markets based on an optimal forecasting model. [PDF]
PLoS One, 2023 Yang GH, Ma SQ, Bian XD, Li JC.
europepmc +1 more source
Does Venture Capital Investment Spur Employment Growth? [PDF]
Anglo-Saxon countries have been successful in the 1990s concerning labor market performance compared to the former role models Germany and Japan. This reversal in relative economic performance might be related to idiosyncracies in financial markets with ...
Ansgar Belke, Neil Foster, Rainer Fehn
core
Algorithmic Complexity of Real Financial Markets
, 2000 A new approach to the understanding of the complex behavior of financial markets index using tools from thermodynamics and statistical physics is developed.
Chaitin +16 more
core +2 more sources
COVID-19: Media coverage and financial markets behavior—A sectoral inquiry
Journal of Behavioral and Experimental Finance, 2020 Omair Haroon, Syed Aun R. Rizvi
semanticscholar +1 more source