9 citations · 19 across the 4 of their papers we have counts for
4 papers
Time-frequency co-movements between commodities and economic policy uncertainty across different crises
M. Belén Arouxet, Aurelio F. Bariviera, Verónica Pastor +1
Commodity futures constitute an attractive asset class for portfolio managers. Propelled by their low correlation with other assets, commodities begin gaining popularity among inve…
Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent
M. Belén Arouxet, Aurelio F. Bariviera, Verónica E. Pastor +1
Cryptocurrency history begins in 2008 as a means of payment proposal. However, cryptocurrencies evolved into complex, high yield speculative assets. Contrary to traditional financi…
Relativistic treatment of Verlinde's emergent force in Tsallis' statistics
L. Calderon, M. T. Martin, A. Plastino +2
Following Chakrabarti,Chandrasekhar, and Naina [Physica A {\bf 389} (2010) 1571], we attempt a classical relativistic treatment of Verlinde's emergent entropic force conjecture by…
LIBOR troubles: anomalous movements detection based on Maximum Entropy
Aurelio F. Bariviera, M. T. Martin, A. Plastino +1
According to the definition of the London Interbank Offered Rate (LIBOR), contributing banks should give fair estimates of their own borrowing costs in the interbank market. Betwee…