Forecasting the evolution path of macroeconomic variables has always been of keen interest to policy makers and market participants. A common tool used in the relevant forecasting literature is the term spread of Treasury bond yields. In this paper, we decompose the term spread into an...

In this paper we evaluate inflation persistence in the U.S. using long range monthly and annual data. The importance of inflation persistence is crucial to policy authorities and market participants, since the level of inflation persistence provides an indication on the susceptibility of the...

In this study we investigate possible long-range trends in the cryptocurrency market. We employed the Hurst exponent in a sample covering the period from 1 January 2016 to 26 March 2021. We calculated the Hurst exponent in three non-overlapping consecutive windows and in the whole sample. Using...

The global financial crisis of 2008, triggered by the collapse of Lehman Brothers, highlighted a banking system that was widely exposed to systemic risk. The minimization of the systemic risk via a close and detailed monitoring of the entire banking network became a priority. This is a complex...

We propose an Support Vector Machine (SVM) based structural model in order to forecast the collapse of banking institutions in the U.S. using publicly disclosed information from their financial statements on a four-year rolling window. In our approach, the optimum input variable set is defined...