Term Structure Modeling under Volatility Uncertainty. (arXiv:1904.02930v2...
We study a forward rate model in the presence of volatility uncertainty. The forward rate is modeled as a diffusion process in the spirit of Heath, Jarrow, and Morton (1992). The uncertainty about the...
View Article2018 Benchmark Fallbacks Consultation
This consultation sought input on the approach for addressing certain technical issues associated with adjustments that will apply to alternative risk-free rates (RFRs) if the fallbacks are triggered....
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ISDA/SIFMA AMG Benchmark Strategies Forum 2020
 Founding Sponsor: The ISDA Benchmark Strategies Forum 2020 will explore the issues market practitioners should consider as they adopt and trade alternative risk-free rates (RFRs). The conference...
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ISDA/SIFMA AMG Benchmark Strategies Forum 2020
 Founding Sponsor: The ISDA Benchmark Strategies Forum 2020 will explore the issues market practitioners should consider as they adopt and trade alternative risk-free rates (RFRs). The conference...
View ArticleLiquidity impact on assets pricing in the context of Fama and French model
International Journal of Financial Innovation in Banking, Volume 2, Issue 4, Page 355-374, January 2019.
View ArticleExploring the antecedents of intention towards adoption of internet banking:...
International Journal of Financial Innovation in Banking, Volume 2, Issue 4, Page 334-354, January 2019.
View ArticleBlockchain technology: challenges and opportunities for banks
International Journal of Financial Innovation in Banking, Volume 2, Issue 4, Page 314-333, January 2019.
View ArticleA century of strategic management and corporate sustainability: how may...
International Journal of Financial Innovation in Banking, Volume 2, Issue 4, Page 304-313, January 2019.
View ArticleThe role of financial exclusion in weakening the performance of banks:...
International Journal of Financial Innovation in Banking, Volume 2, Issue 4, Page 279-303, January 2019.
View ArticleMoneyScience: MoneyScience's event: ICEPFM 2020: 14. International Conference...
Events this week: ICEPFM 2020: 14. International Conference on Econophysics and Physics of Financial Markets https://t.co/JoMVMzlSxy — moneyscience…
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Am I the person Dominic Cummings is looking for? A followup to The Times
For those interested in a bit more background to my Times article today, here are some details on how Cummings's topics have showed up in my cognitive economics research. You can judge for yourself if...
View ArticleAnticipated impacts of Brexit scenarios on UK food prices and implications...
Food insecurity is associated with increased risk for several health conditions and with poor chronic disease management. Key determinants for household food insecurity are income and food costs....
View ArticlePromotion through Connections: Favors or Information?. (arXiv:1708.07723v2...
Connections appear to be helpful in many contexts such as obtaining a job, a promotion, a grant, a loan or publishing a paper. This may be due to favoritism or to information conveyed by connections....
View ArticleMeasuring the Input Rank in Global Supply Networks. (arXiv:2001.08003v1...
In this paper, we introduce the Input Rank as a measure to study the organization of global supply networks at the firm level. We model the case of a firm that needs assessing the technological...
View ArticleInvestor Experiences and International Capital Flows. (arXiv:2001.07790v1...
We propose a novel explanation for classic international macro puzzles regarding capital flows and portfolio investment, which builds on modern macro-finance models of experience-based belief...
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National electronic health records implementation: a tale with a happy ending?
Aiming to improve healthcare efficiency and quality, countries around the globe, including Singapore, the UK, Japan and the US, are implementing nationwide electronic health records (EHRs). Recent...
View ArticleTaking messaging and data ingestion systems to the next level
The Data Exchange Podcast: Sijie Guo on how Apache Pulsar is able to handle both queuing and streaming, and both online and offline applications.Subscribe: iTunes, Android, Spotify, Stitcher, Google,...
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