A microscopic approach to macroeconomic features is intended. A model for macroeconomic behavior under heterogeneous spatial economic conditions is reviewed. A birth–death lattice gas model taking into account the influence of an economic environment on the fitness and concentration evolution...

Recent daily data of the Southern Oscillation Index have been analyzed. The power spectrum indicates major intrinsic geophysical short periods. We find interesting “high frequency” oscillations at 24, 27, 37, 76, 100 and 365 days. In particular the 24 days peaks may correspond to the...

Ormerod and Mounfield [P. Ormerod, C. Mounfield, Power law distribution of duration and magnitude of recessions in capitalist economies: Breakdown of scaling, Physica A 293 (2001) 573] and Ausloos et al. [M. Ausloos, J. Mikiewicz, M. Sanglier, The durations of recession and prosperity: Does...

The time series of successive closed- and open-states durations determined for a voltage-dependent big conductance locust potassium channel (BK channel) have been analyzed. The problem of correlation between the states have been discussed by means of the autocorrelation function, Hurst and...

A model for economic behavior, under heterogeneous spatial economic conditions is developed. The role of selection pressure in a Bak–Sneppen-like dynamics with entity diffusion on a lattice is studied by Monte-Carlo simulation taking into account business rule(s), like enterprise–enterprise...

An instantaneous time series distance is defined through the equal time correlation coefficient. The idea is applied to the Gross Domestic Product (GDP) yearly increments of 21 rich countries between 1950 and 2005 in order to test the process of economic globalisation. Some data discussion is...

Cluster analysis methods allow for a comparative study of countries through basic macroeconomic indicator fluctuations. Statistical distances between 15 EU countries are first calculated for various moving time windows. The decrease in time of the mean statistical distance is observed through...

Credit risk rating is shown to be a relevant determinant in order to estimate good corporate governance and to self-optimize capital structure. The conclusion is argued from a study on a selected (and justified) sample of (182) companies listed on the Shanghai Stock Exchange (SHSE) and the...

Smart beta exchange-traded funds (SB ETFs) have caught the attention of investors due to their supposed ability to offer a better risk-return trade-off than traditionally structured passive indices. Yet, research covering the performance of SB ETFs benchmarked to traditional cap-weighted market...