Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Libor at crossroads: stochastic switching detection using information
  theory quantifiers   This paper studies the 28 time series of Libor rates, classified in seven
maturities and four currencies), during the last 14 years. The analysis was
performed using a novel technique in financial economics: the
Complexity-Entropy Causality Plane. This planar representation allows the
discrimination of different stochastic and chaotic regimes. Using a temporal
analysis based on moving windows, this paper unveals an abnormal movement of
Libor time series arround the period of the 2007 financial crisis. This
alteration in the stochastic dynamics of Libor is contemporary of what press
called "Libor scandal", i.e. the manipulation of interest rates carried out by
several prime banks. We argue that our methodology is suitable as a market
watch mechanism, as it makes visible the temporal redution in informational
efficiency of the market.

18
The categories of this paper are: econ
7
The categories of this paper are: hep-th
11
The categories of this paper are: hep-lat
25
The categories of this paper are: patt-sol
35
The categories of this paper are: mtrl-th
29
The categories of this paper are: funct-an
26
The categories of this paper are: bayes-an
22
The categories of this paper are: chao-dyn
19
The categories of this paper are: eess
21
The categories of this paper are: adap-org
32
The categories of this paper are: atom-ph
36
The categories of this paper are: cmp-lg
20
The categories of this paper are: acc-phys
30
The categories of this paper are: q-alg
8
The categories of this paper are: hep-ex
2
The categories of this paper are: math