2 papers
cond-mat.stat-mech2003
Fraudulent agents in an artificial financial market
Enrico Scalas, Silvano Cincotti, Christian Dose +1
The problem of insider trading and other illegal practices in financial markets is an important issue in the field of financial regulatory policies. Market control bodies, such as…
cond-mat2001
An empirical analysis of medium-term interest rates
Tiziana Di Matteo, Enrico Scalas, Marco Airoldi
In the present paper, an empirical study of LIBOR (London Interbank Offered Rate) data is presented. In particular, a data set of interest rates from 1997 to 1999, for two differen…