169 citations · 246 across the 12 of their papers we have counts for
3 papers · 1 filter
The Sensitivity of Trivariate Granger Causality to Test Criteria and Data Errors
Leo Carlos-Sandberg, Christopher D. Clack
Trivariate Granger causality analysis seeks to distinguish between "true" causality and "spurious" causality results from the topology of the system. However, this analysis is sens…
Smart Derivatives Contracts: the ISDA Master Agreement and the automation of payments and deliveries
Christopher D. Clack, Ciaran McGonagle
High-value derivatives contracts require substantial legal protection and often utilise standardised legal documentation provided by the International Swaps and Derivatives Associa…
Distributed Ledger Privacy: Ring Signatures, Möbius and CryptoNote
Christopher D. Clack, Nicolas T. Courtois
Distributed ledger and blockchain systems are expected to make financial systems easier to audit, reduce counter-party risk and transfer assets seamlessly. The key concept is a tok…