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 …
This paper analyses the relations between entropy, organizational capabilities and corporate entrepreneurship. The results indicate strong links between strategy and …
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 …
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 …
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 …
This paper identifies the salient factors that characterize the inequality income distribution for Romania. Data analysis is rigorously carried out using sophisticated techniques borrowed …
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 …
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 …
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 …