3 papers
econ.GN2026
Is Bitcoin A Hedge Against Central Banking? Evidence from AI-Driven Monetary Policy Expectations
Maxime L. D. Nicolas, François Sicard, François Sicard +4
This study investigates the transmission of monetary policy narratives to Bitcoin prices, distinguishing policy expectations from realized policy implementation. We introduce a wee…
stat.ME2026
Directional Dependence of Extreme Events
Matthieu Garcin, Maxime L. D. Nicolas
This paper introduces a novel measure to quantify the directional dependence of extreme events between two variables. The proposed approach is designed to capture asymmetric tail d…
q-fin.PM2024
Modern Portfolio Diversification with Arte-Blue Chip Index
Simon Levy, Maxime L. D. Nicolas
This paper presents a novel approach to evaluating blue-chip art as a viable asset class for portfolio diversification. We present the Arte-Blue Chip Index, an index that tracks 10…