FINANCIAL_CRISIS

作品数:134被引量:42H指数:3
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An innovative machine learning workflow to research China’s systemic financial crisis with SHAP value and Shapley regression
《Financial Innovation》2024年第1期1875-1914,共40页Da Wang YingXue Zhou 
funded by National Social Science Fund of China(No.22AGJ006).
This study proposed a cutting-edge,multistep workflow and upgraded it by addressing its flaw of not considering how to determine the index system objectively.It then used the updated workflow to identify the probabili...
关键词:China Machine learning SHAP value Shapley regression Systemic financial crisis 
Does the U.S.extreme indicator matter in stock markets?International evidence
《Financial Innovation》2024年第1期472-498,共27页Xiaozhen Jing Dezhong Xu Bin Li Tarlok Singhi 
We propose a new predictor-the innovation in the daily return minimum in the U.S.stock market(△MIN^(US))-for predicting international stock market returns.Using monthly data for a wide range of 17 MSCI international ...
关键词:Return predictability Innovation in extreme minimum International stock markets Financial crisis 
Investigating liquidity constraints as a channel of contagion: a regime switching approach
《Financial Innovation》2020年第1期435-455,共21页Rajan Sruthi Santhakumar Shijin 
The present study investigates the timing and repercussion of the subprime crisis of 2008–09 in a regime-switching model.The interdependence and co-movement of financial markets in different countries has been enhanc...
关键词:Financial crisis Financial contagion CO-MOVEMENT Emerging market REGIME-SWITCHING 
Income inequality and financial crises:evidence from the bootstrap rolling window
《Financial Innovation》2019年第1期336-358,共23页Mehmet Akif Destek Bilge Koksel 
This study aims to investigate the validity of the Rajan hypothesis,which argues that increasing income inequality plays a key role in the outbreak of financial crises.The relationship between income inequality and cr...
关键词:Income inequality Credit booms Financial crisis Rolling window estimation 
Determinants of corporate cash holdings in tranquil and turbulent period:evidence from an emerging economy
《Financial Innovation》2019年第1期42-53,共12页Khalil Jebran Amjad Iqbal Kalim Ullah Bhat Muhammad Arif Khan Mustansar Hayat 
Using a sample of 280 firms listed on the Pakistan Stock Exchange,we empirically investigate factors that determine corporate cash holdings in different periods from 2005 to 2014.We divide the sample into three sub-pe...
关键词:Cash holdings Financial crisis Pakistan Emerging economy 
Herding behavior in Ramadan and financial crises: the case of the Pakistani stock market被引量:2
《Financial Innovation》2018年第1期242-255,共14页Imran Yousaf Shoaib Ali Syed Zulfiqar Ali Shah 
This study examines herding behavior in the Pakistani Stock Market under different market conditions,focusing on the Ramadan effect and Crisis period by using data from 2004 to 2014.Two regression models of Christie a...
关键词:Herding behavior Financial crisis Ramadan effect Stock markets 
Dynamics of oil price shocks and stock market behavior in Pakistan:evidence from the 2007 financial crisis period被引量:2
《Financial Innovation》2017年第1期25-36,共12页Khalil Jebran Shihua Chen Gohar Saeed Alam Zeb 
This article was supported by Supported by National Natural Science Foundation of China.(Project Number:71472030).
Background:The aim of this study is to investigate the effect of the oil price and its volatility on the stock market of Pakistan before and after the 2007 financial crisis period.Methods:The analyses are carried out ...
关键词:Oil price shocks EGARCH GARCH Financial crises Pakistan 
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