Corporate governance and firms financial performance in the United Kingdom

M Kyere, M Ausloos - International Journal of Finance & …, 2021 - Wiley Online Library
The objective of this study is to examine empirically the impact of good corporate
governance on financial performance of United Kingdom non‐financial listed firms. Agency …

Demythifying the belief in cryptocurrencies decentralized aspects. A study of cryptocurrencies time cross-correlations with common currencies, commodities and …

SA Manavi, G Jafari, S Rouhani, M Ausloos - Physica A: Statistical …, 2020 - Elsevier
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 …

A Generalized Error Distribution Copula-based method for portfolios risk assessment

R Cerqueti, M Giacalone, D Panarello - Physica A: Statistical Mechanics …, 2019 - Elsevier
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 …

Assessing the impact of incomplete information on the resilience of financial networks

M Cinelli, G Ferraro, A Iovanella, G Rotundo - Annals of Operations …, 2021 - Springer
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 …

[HTML][HTML] Shannon entropy and Herfindahl-Hirschman Index as team's performance and competitive balance indicators in cyclist multi-stage races

M Ausloos - Entropy, 2023 - mdpi.com
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 …

[HTML][HTML] Vulnerability Analysis Method Based on Network and Copula Entropy

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 …

Complexity, interconnectedness and stability: New perspectives applied to the European banking system

M Chabot, JL Bertrand - Journal of Business Research, 2021 - Elsevier
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 …

[HTML][HTML] The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets

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 …

Evidence regarding external financing in manufacturing MSEs using partial least squares regression

EG Ceptureanu, S Ceptureanu, C Herteliu - Annals of Operations …, 2021 - Springer
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 …

[HTML][HTML] An intrinsic entropy model for exchange-traded securities

C Vințe, I Smeureanu, TF Furtună, M Ausloos - Entropy, 2019 - mdpi.com
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 …