The main question of this article is about whether cryptocurrencies, within their decentralization aspects, are a real commodity or/and a virtual currency. To resolve such a …
In this paper, we deal with the evaluation of Conditional Value-at-Risk in the framework of portfolio theory by using a modified Gaussian Copula–where the modification is obtained by …
This paper explores the issue of robustness against failure cascades for the network of interbank exposures. The available data were retrieved through the Bank for International …
It seems that one cannot find many papers relating entropy to sport competitions. Thus, in this paper, I use (i) the Shannon intrinsic entropy (S) as an indicator of “teams sporting …
M Chen, J Liu, N Zhang, Y Zheng - Entropy, 2024 - mdpi.com
With the deepening of the diversification and openness of financial systems, financial vulnerability, as an endogenous attribute of financial systems, becomes an important …
The stability of financial markets is largely based on increased capital requirements for a list of Systemically Important Banks. The diffusion of innovative financial products across …
R Cerqueti, G Rotundo - Journal of Economic Interaction and Coordination, 2023 - Springer
In this work, we focus on the cross-shareholding structure in financial markets. Specifically, we build ad hoc indices of concentration and control by employing a complex network …
The purpose of this study is to explore and explain the relationship between networking, external financing by banks and equity investors, and export effort in medium sized …
This paper introduces an intrinsic entropy model which can be employed as an indicator for gauging investors' interest in a given exchange-traded security, along with the state of the …