Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Peiwan Wang"'
Autor:
Peiwan Wang, Lu Zong
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 611:128470
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::20e5bbd13f469882e4c392613a82e179
https://doi.org/10.1016/j.physa.2023.128470
https://doi.org/10.1016/j.physa.2023.128470
This study efforts to construct an effective early warning system (EWS) to predict sovereign crises for China and distinguish different levels of leading determinants, such as macro-economic fundamentals and risk transmission factors, impact signific
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::50f9dc526b2cdaed443604a5f2906e04
Publikováno v:
Proceedings of the 2020 2nd International Conference on Big Data Engineering.
The study aims to construct an effective early warning system (EWS) to predict the crisis triggered turbulence in Chinese bond market by integrating the volatility regime switching model, SWARCH, to improve the crisis classifying precision, and the s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c0362ef8a1b10c4148108e16f895f6e5
https://doi.org/10.1145/3404512.3404521
https://doi.org/10.1145/3404512.3404521
This study constructs an integrated early warning system (EWS) that identifies and predicts stock market turbulence. Based on switching ARCH (SWARCH) filtering probabilities of the high volatility regime, the proposed EWS first classifies stock marke
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bdbfc3b2290938d4ae38c1e1ab12e2c4
http://arxiv.org/abs/1911.12596
http://arxiv.org/abs/1911.12596
Autor:
Lu Zong, Peiwan Wang
Publikováno v:
The North American Journal of Economics and Finance. 54:101113
This paper aims to investigate the crisis linkage and transmission channels within the housing, stock, interest rate and the currency markets in the U.S. and China in the past decade since the 2008 Subprime Mortgage Crisis. Two hybrid models, namely
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3c3e1b1b621e64e0bf910f6e4545b73
https://doi.org/10.1016/j.najef.2019.101113
https://doi.org/10.1016/j.najef.2019.101113