The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China's financial market

G Cao, W Xie - The North American Journal of Economics and Finance, 2021 - Elsevier
Abstract By taking Bitcoin, Litecoin, and China's gold and RMB/US dollar exchange rate
market as research objects, this paper apply the MF-ADCCA and time-delayed DCCA …

Herding in mutual funds: A complex network approach

AM D'Arcangelis, G Rotundo - Journal of Business Research, 2021 - Elsevier
The paper investigates herding in mutual funds through a complex networks approach. The
detection of significant correlation coefficients constitutes the basis for the construction of the …

Relationship between entropy, corporate entrepreneurship and organizational capabilities in Romanian medium sized enterprises

EG Ceptureanu, SI Ceptureanu, DI Popescu - Entropy, 2017 - mdpi.com
This paper analyses the relations between entropy, organizational capabilities and
corporate entrepreneurship. The results indicate strong links between strategy and …

Complex networks in finance

AM D'Arcangelis, G Rotundo - Complex Networks and Dynamics: Social …, 2016 - Springer
The present paper can be considered as divided in two parts: in the first one, we provide a
review of the methods of complex networks that have been mainly used in the applications …

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 …

Predictability and herding of bourse volatility: An econophysics analogue

B Ghosh, MC Krishna, S Rao, E Kozarević… - … & Financial Innovations, 2018 - ceeol.com
Financial Reynolds number works as a proxy for volatility in stock markets. This piece of
work helps to identify the predictability and herd behavior embedded in the financial …

Decomposition of the Inequality of Income Distribution by Income Types—Application for Romania

T Andrei, B Oancea, P Richmond, G Dhesi, C Herteliu - Entropy, 2017 - mdpi.com
This paper identifies the salient factors that characterize the inequality income distribution for
Romania. Data analysis is rigorously carried out using sophisticated techniques borrowed …

Three different ways synchronization can cause contagion in financial markets

N Massad, JV Andersen - Risks, 2018 - mdpi.com
We introduce tools to capture the dynamics of three different pathways, in which the
synchronization of human decision-making could lead to turbulent periods and contagion …

Does the US exercise contagion on Italy? A theoretical model and empirical evidence

R Cerqueti, L Fenga, M Ventura - Physica A: Statistical Mechanics and its …, 2018 - Elsevier
This paper deals with the theme of contagion in financial markets. At this aim, we develop a
model based on Mixed Poisson Processes to describe the abnormal returns of financial …

Duration gap analysis revisited method in order to improve risk management: the case of Chinese commercial bank interest rate risks after interest rate liberalization

M Ausloos, Q Ma, P Kaur, B Syed, G Dhesi - Soft Computing, 2020 - Springer
Modern theories attach much attention to interest rate-related problems. We discuss the
impacts of the interest rate liberalization, in China, for ten commercial banks of three …