Financial econometrics, market structure, and the changing relationships between technology, institutions, and risk.
Browse all 115 records →Artificial intelligence links seven infrastructure layers into a persistent, uneven equity-risk system. Using 33 firms, a fixed 28-stock comparison and strictly lagged factor adjustment through August 2026, return connectedn…
Yen appreciation is not a sufficient statistic for a carry unwind. Official intervention, monetary repricing, global-dollar movements and portfolio adjustment can generate similar currency outcomes while implying different f…
I show that domestic government-bond acquisition coexisted with continued overseas investment and changes in external investment form during Japan’s monetary normalization. Monthly transactions, quarterly financial accounts,…
Banking crises leave a persistent recovery gap between bank shareholder wealth, credit, and production. Across 119 crises in 39 countries, these dimensions occupy different positions relative to their pre-crisis levels in 57…
Climate scenario analysis is increasingly common, but its translation into issuerspecific financial effects remains uneven. We examine this reporting gap and the pricing of the resulting disclosures using 267 reports from 14…
Productive capacity, investment commitments, and risk across the infrastructure supporting artificial intelligence.
Monetary normalization, institutional portfolio adjustment, and yen carry unwinds.
Wasserstein methods for measuring market memory, monitoring stress, and examining distributional states.
Bank equity, credit, and the paths of economic recovery after financial crises.
Climate-related information, rating resolution, and the measurement of financial risk.
AI adoption, financial decision-making, learning, market behaviour, and the economics of new technologies.
Trading rules, investor protection, institutional coordination, fiduciary services, and market design.
Volatility measurement, forecasting, model evaluation, and financial risk.
Interest rates, policy uncertainty, cross-market transmission, and economic adjustment.
Monetary policy expectations, central-bank language, voting authority, and financial markets.
Compute investment, electricity contracts, financing, energy markets, and infrastructure risk.
Roughness measurement, funding rates, tail risk, and distributional states in crypto perpetual futures.
Each entry connects the paper, its authors, citation formats, source version, and access information. Existing repository and journal DOIs remain the identifiers of the original works.
Author information →