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Ideas:
“
We study evolution of macroeconomic and financial variables through description of economic and financial transactions between economic agents. Agents perform transactions under action of expectations. The economic trinity - macro variables, transactions and expectations establishes the great problem that worth investigation. We regard risk ratings of agents as their coordinates in economic space. Risk ratings distribute agents, their variables, transactions and expectations as functions in economic space. Our approach allows describe economic and financial waves in economic space; derive business cycle equations; introduce notions of economic flows and mean risks; gives new look on the classical Black-Scholes-Merton equations; uncovers complex relations between asset pricing, price volatility and macroeconomic theory. We develop macroeconomic forecasting, asset and option pricing, risk management, and etc.
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