Cover Image

Stylized facts in money markets: an empirical analysis of the eurozone data

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Coz, Victor Le, Allaire, Nolwenn, Benzaquen, Michael, Challet, Damien
Format:	Preprint
Published:	2024
Subjects:	General Economics Economics Statistical Mechanics General Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A minimal model of money creation under regulatory constraints
by: Coz, Victor Le, et al.
Published: (2024)

Upstreamness and downstreamness in input-output analysis from local and aggregate information
by: Bartolucci, Silvia, et al.
Published: (2020)

Do Venture Capitalists Beat Random Allocation?
by: Knicker, Max Sina, et al.
Published: (2026)

Correlation between upstreamness and downstreamness in random global value chains
by: Bartolucci, Silvia, et al.
Published: (2023)

Mitigating Farmland Biodiversity Loss: A Bio-Economic Model of Land Consolidation and Pesticide Use
by: Moretti, Elia, et al.
Published: (2024)

Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
by: Olkhov, Victor
Published: (2024)

Farm Size Matters: A Spatially Explicit Ecological-Economic Framework for Biodiversity and Pest Management
by: Moretti, Elia, et al.
Published: (2025)

The Structure of Occupational Mobility in France
by: Knicker, Max Sina, et al.
Published: (2024)

The Diffusive Nature of Housing Prices
by: Becharat, Antoine-Cyrus, et al.
Published: (2024)

Market-Based "Actual" Returns of Investors
by: Olkhov, Victor
Published: (2023)

Market-Based Price Autocorrelation
by: Olkhov, Victor
Published: (2022)

Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks
by: Olkhov, Victor
Published: (2025)

Unwitting Markowitz' Simplification of Portfolio Random Returns
by: Olkhov, Victor
Published: (2025)

Market-Based Variance of Market Portfolio and of Entire Market
by: Olkhov, Victor
Published: (2025)

Budget Forecasting and Integrated Strategic Planning for Leaders
by: Salehi, Matt
Published: (2025)

Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
by: Hirayama, Kenichi, et al.
Published: (2019)

On the Convergence of Credit Risk in Current Consumer Automobile Loans
by: Lautier, Jackson P., et al.
Published: (2022)

Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices
by: Sovbetov, Yhlas, et al.
Published: (2025)

HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect
by: Zhang, Weikang, et al.
Published: (2025)

Theoretical Economics as Successive Approximations of Statistical Moments
by: Olkhov, Victor
Published: (2023)

Dynamical thermalization and turbulence in social stratification models
by: Frahm, Klaus M., et al.
Published: (2026)

Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
by: Kikuchi, Tatsuru
Published: (2024)

A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk
by: Fialkowski, Jan, et al.
Published: (2025)

Hydrodynamics of Cooperation and Self-Interest in a Two-Population Occupation Model
by: Garnier-Brun, Jerome, et al.
Published: (2024)

Anti-correlation network among China A-shares
by: Liu, Peng
Published: (2024)

Generative AI for Analysts
by: Xue, Jian, et al.
Published: (2025)

Behavioral Machine Learning? Regularization and Forecast Bias
by: Frank, Murray Z., et al.
Published: (2023)

Generating long-horizon stock "buy" signals with a neural language model
by: Bock, Joel R.
Published: (2024)

"Digitwashing": The Gap between Words and Deeds in Digital Transformation and Stock Price Crash Risk
by: Zor, Shutter
Published: (2024)

Estimation of tail risk measures in finance: Approaches to extreme value mixture modeling
by: Qiu, Yujuan
Published: (2024)

A Herding-Based Model of Technological Transfer and Economic Convergence: Evidence from Central and Eastern Europe
by: Gontis, Vygintas, et al.
Published: (2026)

Empirical Study on the Factors Influencing Stock Market Volatility in China
by: Zhang, Jingchu
Published: (2025)

Mining the Relationship Between COVID-19 Sentiment and Market Performance
by: Xia, Ziyuan, et al.
Published: (2021)

Post-COVID Inflation & the Monetary Policy Dilemma: An Agent-Based Scenario Analysis
by: Knicker, Max Sina, et al.
Published: (2023)

Equivalence between the Fitness-Complexity and the Sinkhorn-Knopp algorithms
by: Mazzilli, Dario, et al.
Published: (2022)

Socioeconomic agents as active matter in nonequilibrium Sakoda-Schelling models
by: Zakine, Ruben, et al.
Published: (2023)

Why do financial prices exhibit Brownian motion despite predictable order flow?
by: Sato, Yuki, et al.
Published: (2025)

Germany's Tax Revenue and its Total Administrative Cost
by: Mantzaris, Christopher, et al.
Published: (2024)

Economic Forces in Stock Returns
by: Chen, Yue, et al.
Published: (2024)

Modern approaches to building interpretable models of the property market using machine learning on the base of mass cadastral valuation
by: Tanashkin, Alexey S., et al.
Published: (2025)