We aim to understand the dynamics of Bitcoin blockchain trading volumes and, specifically, how different trading groups, in different geographic areas, interact with each other. To achieve this aim, we propose an extended Vector Autoregressive model, aimed at explaining the evolution of trading...

The paper investigates the role of network centrality in predicting borrowers' and lenders' behavior in peer-to-peer (P2P) lending. The empirical analysis of data from Renrendai, a leading lending platform in the People's Republic of China, reveals that the lenders who are at the center of a...

To estimate the probability of default of companies and the correlated rating classes, it is necessary to use efficiently the information contained in different databases. In this respect, we propose a novel approach, based on the recursive usage of Bayes theorem, that can be very helpful in...