Title:Chaos, randomness and multi-fractality in Bitcoin market Author(s):LAHMIRI, Salim; BEKIROS, Stelios D.Date:2018Citation:
- Chaos, solitons & fractals, 2018, Vol. 106, pp. 28-34
Type:ArticleAbstract:Since its inception, the digital currency market is considerably growing, especially in the most recent years. The main purpose of this paper is to investigate, assess and detect chaos, randomness, and multi-scale temporal ...
Title:Bank capital shocks and countercyclical requirements : implications for banking stability and welfare Author(s):BEKIROS, Stelios D.; NILAVONGSE, Rachatar; UDDIN, Gazi SalahDate:2018Citation:
- Journal of economic dynamics & control, 2018, Vol. 93, pp. 315-331
Type:ArticleAbstract:This paper incorporates anticipated and unanticipated shocks to bank capital into a DSGE model with a banking sector. We apply this model to study Basel III countercyclical capital requirements and their implications for ...