output
20122026
most citedFunding advantage and market discipline in the Canadian banking sector

43 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2024Show all

5 papers · 1 filter

quant-ph2024★ 2 cited

Spontaneous Torque on an Inhomogeneous Chiral Body out of Thermal Equilibrium

Kimball A. Milton, Nima Pourtolami, Gerard Kennedy

In a previous paper we showed that an inhomogeneous body in vacuum will experience a spontaneous force if it is not in thermal equilibrium with its environment. This is due to the…

quant-ph2024★ 19 cited

Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning

Vladimir Skavysh, Sofia Priazhkina, Diego Guala +1

Computational methods both open the frontiers of economic analysis and serve as a bottleneck in what can be achieved. We are the first to study whether Quantum Monte Carlo (QMC) al…

econ.EM2024

Cross-sectional Dependence in Idiosyncratic Volatility

Ilze Kalnina, Kokouvi Tewou

This paper introduces an econometric framework for analyzing cross-sectional dependence in the idiosyncratic volatilities of assets using high frequency data. We first consider the…

quant-ph2024★ 5 cited

Quantum Self-Propulsion of an Inhomogeneous Object out of Thermal Equilibrium

Kimball A. Milton, Nima Pourtolami, Gerard Kennedy

In an earlier paper, we explored how quantum vacuum torque can arise: a body or nanoparticle that is out of thermal equilibrium with its environment experiences a spontaneous torqu…

econ.EM2024

Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility

Helmut Lütkepohl, Fei Shang, Luis Uzeda +1

We consider structural vector autoregressions that are identified through stochastic volatility under Bayesian estimation. Three contributions emerge from our exercise. First, we s…